search query: @author Perotti, E. / total: 4
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| Author: | Cherian, J. A. Perotti, E. |
| Title: | Option pricing and foreign investment under political risk |
| Journal: | Journal of International Economics
2001 : DEC, VOL. 55:2, p. 359-377 |
| Index terms: | FOREIGN INVESTMENT OPTION PRICES POLITICAL RISKS |
| Language: | eng |
| Abstract: | The paper analyses asset prices in a context of uncertainty over future government policy. As current policy is maintained, perceived risk abates thus leading to a gradual appreciation of asset prices and a gradual decrease in their conditional variance. |
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