Two essays in international finance

This thesis consists of two essays on the effects of barriers to international investment on risk premium and investors' portfolio holdings. In the first essay, we develop an international asset pricing model in a two-country framework where there are no restrictions in the domestic market (for...

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Bibliographic Details
Main Author: Ta, Thanh Hai
Other Authors: Vihang R Errunza (Internal/Supervisor)
Format: Others
Language:en
Published: McGill University 2012
Subjects:
Online Access:http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=106348