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The return difference between a portfolio of emerging equity markets with low price-to-book ratios and a portfolio with high price-to-book countries is 33% per year on average in the sample period 1991-2002 and highly significant. In this paper we try to find an explanation for this huge value premium in emerging markets at the country allocation level. The contribution of the paper is that we demonstrate that the excess returns of the value strategy are related to local macroeconomic variables such as GDP growth, inflation and currency volatility. Apart from exposure to local risk ... Read More
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