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This study provides new evidence of systemic risk contribution in the international mutual fund sector from 2000–2011. The empirical analysis tracks the systemic risk of 10,570 mutual funds investing internationally. The main findings suggest that the systemic risk contributions of...
Persistent link: https://www.econbiz.de/10012983333
This study provides new evidence of systemic risk contribution in the international mutual fund sector from 2000 - 2011. The empirical analysis tracks the systemic risk of 10,570 mutual funds investing internationally. The main findings suggest that the systemic risk contributions of...
Persistent link: https://www.econbiz.de/10011549083
We analyze the sovereign bond issuance data of eight major emerging markets (EMs) - Brazil, China, India, Indonesia, Mexico, Russia, South Africa and Turkey from 1970 to 2018. Our analysis suggests that (i) EM local currency bonds tend to be smaller in size, shorter in maturity, or lower in...
Persistent link: https://www.econbiz.de/10012481987
We analyze the sovereign bond issuance data of eight major emerging markets (EMs) - Brazil, China, India, Indonesia, Mexico, Russia, South Africa and Turkey from 1970 to 2018. Our analysis suggests that (i) EM local currency bonds tend to be smaller in size, shorter in maturity, or lower in...
Persistent link: https://www.econbiz.de/10013321908
Persistent link: https://www.econbiz.de/10014431919
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Persistent link: https://www.econbiz.de/10012202147
Persistent link: https://www.econbiz.de/10010487157
The global crisis highlights the continued vulnerability of developing countries to shocks from advanced economies. Just a few years after the global crisis, the eurozone sovereign debt crisis has emerged as the single biggest threat to the global outlook. In this paper, we apply the event study...
Persistent link: https://www.econbiz.de/10013090866
Persistent link: https://www.econbiz.de/10010465192