1001 Sherbrooke St. West
Montreal, Quebec H3A1G5 H3A 2M1
McGill University - Desautels Faculty of Management
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international asset pricing, asset allocation, dynamic conditional correlation (DCC), dynamic equicorrelation (DECO), dynamic copula
Corporate international diversification, mergers and acquisitions, diversification discount
cost of capital, depositary receipts, liberalization
Imperfect industry integration, Global industry risk, Conditional asset pricing, Portfolio diversification
International asset pricing, emerging markets
Asset allocation, dynamic dependence, dynamic copula, asymmetric dependence
Diversification gains, asset allocation, international equity markets, industrial structure, industrial production
International asset pricing, nonlinearity, anomaly, size, value, momentum
International Asset Pricing, Emerging Markets, Market Integration, Liberalization, Globalization
International Asset Pricing, Emerging Markets, Market Integration
Currency risk, currency crisis, emerging markets, spillover, international markets
International asset pricing models, currency risk, segmentation
Aasset pricing, asset allocation, dynamic conditional correlation (DCC), dynamic equicorrelation (DECO)
expropriation, transparency, investment
Transparency, Investment Efficiency, Growth, Property Rights
Revaluation effects, performance, volatility, correlation
Tax haven, cross-border mergers, tax avoidance, corporate governance
market integration, term structure of integration, sovereign bond markets, political risk, developed markets, emerging markets, sovereign risk
market integration, term structure of integration, sovereign bond markets, political risk, developed markets, emerging markets, sovereign risk.
International Asset Pricing, Emerging Markets, Barriers to Investment, Foreign Ownership Restrictions, Short Sales Constraints
International Asset Pricing, Foreign Ownership Restrictions, Short Sales Constraints, Emerging Markets
international asset pricing; currency risk; emerging markets; international diversification; global sector investing.
Cross-border mergers, state expropriation, corporate governance
CDS spreads, credit quality, currency risk, liquidity, macroeconomic risk, political risk, sovereign bond market integration, sovereign funding cost.
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