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