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Conditional Asset Pricing in Emerging Stock Markets. (2002). Zimmermann, Heinz ; Drobetz, Wolfgang ; Sturmer, Susanne.
In: Swiss Journal of Economics and Statistics (SJES).
RePEc:ses:arsjes:2002-iv-11.

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  1. The conditional pricing of currency and inflation risks in Africas equity markets. (2014). Ojah, Kalu ; Kodongo, Odongo.
    In: MPRA Paper.
    RePEc:pra:mprapa:56100.

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  2. Conditional pricing of currency risk in Africas equity markets. (2014). Ojah, Kalu ; Kodongo, Odongo.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:21:y:2014:i:c:p:133-155.

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  3. Testing conditional asset pricing models: An emerging market perspective. (2010). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert ; Galagedera, Don U. A., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:5:p:897-918.

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  4. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-3.

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  5. The risk and predictability of equity returns of the EU accession countries. (2004). Mateus, Tiago.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:241-266.

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References

References cited by this document

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  24. STULZ, R. (1999), Globalization of Equity Markets and the Cost of Capital, NBER Working Paper, 7021.

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