Ines Chaieb

University of Geneva - Geneva Finance Research Institute (GFRI)

40 Boulevard du Pont d'Arve

Geneva 4, 1211

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Geneva - Geneva Finance Research Institute (GFRI)

    • Email
    • Tel: +41223798568
SCHOLARLY PAPERS

10

DOWNLOADS
Rank 21,657

SSRN RANKINGS

Top 21,657

in Total Papers Downloads

2,253

SSRN CITATIONS
Rank 13,321

SSRN RANKINGS

Top 13,321

in Total Papers Citations

44

CROSSREF CITATIONS

24

Scholarly Papers (10)

Actions:
Email selected abstracts
1.

Time-Varying Risk Premia in Large International Equity Markets

Swiss Finance Institute Research Paper No. 18-04, HEC Paris Research Paper No. FIN-2018-1250
Number of pages: 57 Posted: 18 Jan 2018 Last Revised: 01 Oct 2019
Ines Chaieb, Hugues Langlois and O. Scaillet
University of Geneva - Geneva Finance Research Institute (GFRI), HEC Paris - Finance Department and University of Geneva GSEM and GFRI
Downloads 445 (65,643)
Citation 1

Abstract:

Loading...

approximate factor model, emerging markets, international asset pricing, large panel, market integration, time-varying risk premium

2.

Do Implicit Barriers Matter for Globalization?

Downloads 388 ( 77,308)
Citation 13

Do Implicit Barriers Matter for Globalization?

Swiss Finance Institute Research Paper No. 10-55
Number of pages: 64 Posted: 23 Dec 2010 Last Revised: 14 Jun 2013
Francesca Carrieri, Ines Chaieb and Vihang R. Errunza
McGill University - Desautels Faculty of Management, University of Geneva - Geneva Finance Research Institute (GFRI) and McGill University - Desautels Faculty of Management
Downloads 219 (142,309)
Citation 3

Abstract:

Loading...

International Asset Pricing, Emerging Markets, Market Integration, Liberalization, Globalization

Do Implicit Barriers Matter for Globalization?

Number of pages: 60 Posted: 02 Mar 2010 Last Revised: 01 Oct 2010
Francesca Carrieri, Ines Chaieb and Vihang R. Errunza
McGill University - Desautels Faculty of Management, University of Geneva - Geneva Finance Research Institute (GFRI) and McGill University - Desautels Faculty of Management
Downloads 119 (241,034)
Citation 4

Abstract:

Loading...

International Asset Pricing, Emerging Markets, Market Integration, Liberalization, Globalization

Do Implicit Barriers Matter for Globalization?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 22 Oct 2010
Ines Chaieb, Francesca Carrieri and Vihang R. Errunza
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads 50 (404,161)
Citation 9

Abstract:

Loading...

International Asset Pricing, Emerging Markets, Market Integration

3.

International Asset Pricing Under Segmentation and PPP Deviations

EFA 2005 Moscow Meetings Paper, Journal of Financial Economics, Forthcoming
Number of pages: 49 Posted: 16 Jun 2005
Ines Chaieb and Vihang R. Errunza
University of Geneva - Geneva Finance Research Institute (GFRI) and McGill University - Desautels Faculty of Management
Downloads 348 (87,663)
Citation 1

Abstract:

Loading...

International asset pricing models, currency risk, segmentation

4.

The Unconditional and Conditional Exchange Rate Exposure of U.S. Firms

Downloads 289 (107,550)
Citation 6

The Unconditional and Conditional Exchange Rate Exposure of U.S. Firms

Number of pages: 49 Posted: 02 Mar 2008 Last Revised: 12 Jan 2011
Ines Chaieb and Stefano Mazzotta
University of Geneva - Geneva Finance Research Institute (GFRI) and Kennesaw State University - Michael J. Coles College of Business
Downloads 152 (198,225)

Abstract:

Loading...

Foreign exchange rates, exposure, macroeconomic conditions, firm characteristics, business-cycle

The Unconditional and Conditional Exchange Rate Exposure of U.S. Firms

Swiss Finance Institute Research Paper No. 11-15
Number of pages: 52 Posted: 02 Apr 2011
Ines Chaieb and Stefano Mazzotta
University of Geneva - Geneva Finance Research Institute (GFRI) and Kennesaw State University - Michael J. Coles College of Business
Downloads 137 (215,981)
Citation 6

Abstract:

Loading...

Foreign exchange rates, exposure, macroeconomic conditions, firm characteristics, business-cycle indicators

5.

Measuring Sovereign Bond Market Integration

Swiss Finance Institute Research Paper No. 16-52. , Forthcoming, Review of Financial Studies
Number of pages: 66 Posted: 04 Aug 2016 Last Revised: 03 Oct 2019
Ines Chaieb, Vihang R. Errunza and Rajna Gibson
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 143 (208,058)

Abstract:

Loading...

Credit Default Swap, credit quality, liquidity risk, macroeconomic risk, political stability, sovereign bond market integration, sovereign funding cost

6.

Currency risk and market integration

Swiss Finance Institute Research Paper No. 14-10
Number of pages: 52 Posted: 19 Feb 2014 Last Revised: 06 Apr 2018
Ines Chaieb and Vihang R. Errunza
University of Geneva - Geneva Finance Research Institute (GFRI) and McGill University - Desautels Faculty of Management
Downloads 138 (214,115)
Citation 1

Abstract:

Loading...

Real exchange rate risk premium, market integration, international asset pricing, emerging markets.

7.

Is Liquidity Risk Priced in Partially Segmented Markets?

Swiss Finance Institute Research Paper No. 18-05, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2018-1254
Number of pages: 54 Posted: 18 Jan 2018 Last Revised: 04 Jun 2018
Ines Chaieb, Vihang R. Errunza and Hugues Langlois
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and HEC Paris - Finance Department
Downloads 134 (219,265)

Abstract:

Loading...

International asset pricing, liquidity risk, transaction cost, emerging markets, market integration.

8.

Is Exchange Risk Priced Beyond Intertemporal Risk?

Number of pages: 33 Posted: 13 Oct 2005
Ines Chaieb, Stefano Mazzotta and Oumar Sy
University of Geneva - Geneva Finance Research Institute (GFRI), Kennesaw State University - Michael J. Coles College of Business and Dalhousie University
Downloads 131 (223,237)

Abstract:

Loading...

International asset pricing models, exchange risk, intertemporal risk

9.

Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects

Downloads 130 (224,531)
Citation 1

Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects

Swiss Finance Institute Research Paper No. 14-47
Number of pages: 65 Posted: 16 Jul 2014
Ines Chaieb, Vihang R. Errunza and Rajna Gibson
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 107 (260,434)
Citation 1

Abstract:

Loading...

market integration, term structure of integration, sovereign bond markets, political risk, developed markets, emerging markets, sovereign risk

Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects

Number of pages: 63 Posted: 15 Jul 2014
Ines Chaieb, Vihang R. Errunza and Rajna Gibson
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 23 (532,846)
Citation 1

Abstract:

Loading...

market integration, term structure of integration, sovereign bond markets, political risk, developed markets, emerging markets, sovereign risk.

10.

Do Emerging Markets Provide Currency Diversification Benefits?

Int. J. Banking, Accounting and Finance (Forthcoming)
Number of pages: 25 Posted: 12 Nov 2013
Ines Chaieb, Vihang R. Errunza and Basma Majerbi
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and Gustavson School of Business, University of Victoria
Downloads 107 (259,020)

Abstract:

Loading...

international asset pricing; currency risk; emerging markets; international diversification; global sector investing.