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Emerging Markets Finance and Trade Volume 48, 2012 - Issue 6
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Original Article

The Risk-Return Trade-Off in Emerging Markets

Enrique Salvador Finance and Accounting Department, Universitat Jaume I, Castellón, Spain
Pages 106-128 | Published online: 07 Dec 2014

Citations (14)

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Read on this site (4)

Yigit Atilgan, K. Ozgur Demirtas & Koray D. Simsek. (2015) Studies of Equity Returns in Emerging Markets: A Literature Review. Emerging Markets Finance and Trade 51:4, pages 757-773.
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Jin-Li Hu & Hsueh-E Yu. (2015) Risk, Capital, and Operating Efficiency: Evidence from Taiwan’s Life Insurance Market. Emerging Markets Finance and Trade 51:sup1, pages S121-S132.
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Jean Yu, Hung-Hsi Huang & Shu-Wei Hsu. (2014) Investor Sentiment Influence on the Risk-Reward Relation in the Taiwan Stock Market. Emerging Markets Finance and Trade 50:sup2, pages 174-188.
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Miloš Kopa & Tomáš Tichý. (2014) Comparison of Mean-Risk Efficient Portfolios in Asia-Pacific Capital Markets. Emerging Markets Finance and Trade 50:1, pages 226-240.
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Articles from other publishers (10)

Zhengxun Tan, Yilong Huang & Binuo Xiao. (2021) Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration. Research in International Business and Finance 56, pages 101347.
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Zhengxun Tan, Binuo Xiao, Yilong Huang & Li Zhou. (2021) Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. The North American Journal of Economics and Finance 56, pages 101371.
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Önder BÜBERKÖKÜ. (2021) Risk-Getiri İlişkisinin Analizi: Türkiye Örneği. Finans Ekonomi ve Sosyal Araştırmalar Dergisi 6:1, pages 14-38.
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Jin Woo Won, Wooyong Jung, Seung Heon Han, Sungmin Yun & Bonsang Koo. (2019) What Enables a High-Risk Project to Yield High Return from a Construction Contractor’s Perspective?. Sustainability 11:21, pages 5971.
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Xiaochun Liu. (2017) Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. Journal of Banking & Finance 82, pages 1-19.
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Hisham Al Refai, Mohamed Abdelaziz Eissa & Rami Zeitun. (2017) Asymmetric volatility and conditional expected returns. International Journal of Emerging Markets 12:2, pages 335-351.
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Azza Bejaoui & Adel Karaa. (2016) Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models. Economic Modelling 59, pages 529-545.
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铭杰 王. (2016) Using the MIDAS Model to Investigate the Relationship between Expected Return and Risk in Asian Equity Markets. Service Science and Management 05:04, pages 10-16.
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Imlak Shaikh & Puja Padhi. (2015) The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?. Borsa Istanbul Review 15:1, pages 44-52.
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Yigit Atilgan, K. Ozgur Demirtas & Koray D. Simsek. (2014) Studies of Equity Returns in Emerging Markets: A Literature Review. SSRN Electronic Journal.
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