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Persistent link: https://www.econbiz.de/10009230523
Studying Foreign flows and the liquidity of six Asian markets we provide evidence of two empirical regularities: On the one hand, foreign trade has a negative but transitory impact on the overall liquidity of the market on a daily basis. This finding is shown consistent with two hypotheses: that...
Persistent link: https://www.econbiz.de/10013055124
We investigate the role of Foreigners, local Institutions and local individuals in days of Contagion in a set of seven emerging markets from 2007 to 2016. We propose and use a simple measure of the degree of Contagion based on the probability of a coincidence of daily negative returns in both...
Persistent link: https://www.econbiz.de/10014121655
We investigate the role of Foreigners, local Institutions and local individuals in days of Contagion in a set of seven emerging markets from 2007 to 2016. We propose and use a simple measure of the degree of Contagion based on the probability of a coincidence of daily negative returns in both...
Persistent link: https://www.econbiz.de/10014123606
Persistent link: https://www.econbiz.de/10014457739