Ines Chaieb

University of Geneva - Geneva Finance Research Institute (GFRI)

40 Boulevard du Pont d'Arve

Geneva 4, Geneva 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)

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    • Tel: +41223798568
SCHOLARLY PAPERS

12

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Top 10,445

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58

Scholarly Papers (12)

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1.

Factors and Risk Premia in Individual International Stock Returns

Swiss Finance Institute Research Paper No. 18-04, HEC Paris Research Paper No. FIN-2018-1250, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, Forthcoming in Journal of Financial Economics
Number of pages: 87 Posted: 07 Feb 2020 Last Revised: 18 Aug 2020
Ines Chaieb, Hugues Langlois and O. Scaillet
University of Geneva - Geneva Finance Research Institute (GFRI), HEC Paris - Finance Department and Swiss Finance Institute - University of Geneva
Downloads 1,189 (38,773)
Citation 9

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

2.

Do Implicit Barriers Matter for Globalization?

Downloads 545 (110,398)
Citation 20

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 300 (216,976)
Citation 6

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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 161 (396,845)
Citation 6

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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 84 (651,242)
Citation 8

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International Asset Pricing, Emerging Markets, Market Integration

3.

How is Liquidity Priced in Global Markets?

Swiss Finance Institute Research Paper No. 18-05, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2018-1254, Forthcoming in Review of Financial Studies
Number of pages: 67 Posted: 18 Jan 2018 Last Revised: 14 Aug 2020
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 521 (116,704)
Citation 11

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

4.

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 391 (163,704)
Citation 2

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International asset pricing models, currency risk, segmentation

5.

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

Downloads 381 (168,491)
Citation 7

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 196 (331,920)

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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 185 (350,423)
Citation 7

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

6.

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 346 (187,482)
Citation 2

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

7.

Who Invests in What? Public Firms Ownership Around the World

Swiss Finance Institute Research Paper No. 24-72
Number of pages: 81 Posted: 05 Feb 2024 Last Revised: 19 Nov 2024
Ines Chaieb, Vihang R. Errunza and Lucie Y. Lu
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and University of Melbourne, Faculty of Business and Economics
Downloads 292 (225,029)

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Institutional investors, emerging markets, international diversification

8.

Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects

Downloads 272 (242,214)
Citation 6

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 138 (451,564)
Citation 3

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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 134 (462,871)
Citation 3

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

9.

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 197 (331,449)
Citation 1

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

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 175 (369,060)

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

11.

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 172 (374,813)

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International asset pricing models, exchange risk, intertemporal risk

12.

Sustainable Investing Home and Abroad

Swiss Finance Institute Research Paper No. 24-71
Number of pages: 94 Posted: 12 Apr 2024 Last Revised: 19 Nov 2024
Ines Chaieb, Vihang R. Errunza and Lucie Y. Lu
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and University of Melbourne, Faculty of Business and Economics
Downloads 125 (487,752)

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institutional investors, international investment, ESG