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Ines Chaieb
SFI Faculty Member
Associate Professor of Finance
  +41 22 379 85 68
Ines Chaieb is Associate Professor of Finance at the University of Geneva and has been an SFI Faculty Member since 2010. She obtained her PhD in Finance from McGill University. Prof. Chaieb is a regular speaker at major academic conferences and workshops in finance worldwide.
Research Interests:
Her main research interests lie in asset pricing, international finance, and emerging markets.
Recent Research:
In ongoing research on international asset pricing and market integration, Prof. Chaieb and her coauthors analyze the impact of liquidity costs and market segmentation on asset pricing. The theoretical model the authors develop suggests that freely traded securities command a global market risk premium and a world liquidity risk premium, whereas the securities that can be held by only a subset of investors command additionally a conditional local market risk premium and a conditional local liquidity risk premium. Empirical results for a sample of 21 emerging markets support the theoretical predictions and find that the price of world market risk and of local market risk are statistically and economically meaningful. The importance of both world and local liquidity risk premia increases during periods of financial crisis.