Vihang Errunza
Finance · 2001–2014
A researcher in the Science corpus: 7 papers; trusts 56 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Finance — 97 citations into it; #2,198 of 10,518 by trust here, #1,959 by citations
- Accounting — 77 citations into it; #2,580 of 8,970 by trust here, #5,223 by citations
- Economics and Econometrics — 76 citations into it; #9,396 of 23,481 by trust here, #5,426 by citations
- Strategy and Management — 19 citations into it; #2,697 of 10,874 by trust here, #7,168 by citations
- Information Systems — 7 citations into it
- Sociology and Political Science — 7 citations into it
- Statistics and Probability — 6 citations into it
- Management Science and Operations Research — 5 citations into it
Whom Vihang Errunza trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Gian Piero Aielli
- Y. Tse
- Geert Bekaert
- Robert M. Bushman
- Andrew J. Patton
- Mitchell A. Petersen
- W. Henisz
- Peter Blair Henry
- Alexander J. McNeil
Who trusts Vihang Errunza overall
- Geert Bekaert
- Francesca Carrieri
- Campbell R. Harvey
- Augusto de la Torre
- S. Schmukler
- D. Oh
- Kedreth Hogan
- Filippo Natoli
- Suk-Joong Kim
- Andrew J. Patton
Papers from Vihang Errunza's perspective
Ordered by how strongly the researchers Vihang Errunza trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- International Asset Allocation With Regime Shifts
- Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
- MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
- Why Do Countries Matter so Much for Corporate Governance
- Coase Versus the Coasians
- Financial Accounting Information and Corporate Governance
- The Determinants of Stock and Bond Return Comovements
Their papers
- Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012) — 436 citations
- Characterizing World Market Integration through Time (2007) — 505 citations
- Property rights protection, corporate transparency, and growth (2009) — 119 citations
- Do Implicit Barriers Matter for Globalization (2013) — 120 citations
- Correlation Dynamics and International Diversification Benefits (2014) — 219 citations
- Does Corporate International Diversification Destroy Value? Evidence from Cross-Border Mergers and Acquisitions (2008) — 127 citations
- Foreign Portfolio Equity Investments, Financial Liberalization, and Economic Development (2001) — 187 citations