Narrow search
Showing 1 - 10 of 10,332
Cover Image
The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies
Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013252466
Cover Image
International capital flow pressures and global factors
Goldberg, Linda S.; Krogstrup, Signe - 2023
The risk sensitivity of international capital flow pressures is explored using a new Exchange Market Pressure index … masked by foreign exchange interventions and policy rate adjustments. The sensitivity of capital flow pressures to risk … between normal times and extreme stress events. Across countries, risk sensitivities and safe-haven status are associated with …
Persistent link: https://www.econbiz.de/10013548958
Cover Image
Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas - 2010
Persistent link: https://www.econbiz.de/10008668314
Cover Image
Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
Jotikasthira, Chotibhak - 2012
We uncover a new channel through which shocks are transmitted across international markets. Investor flows to funds domiciled in developed markets force significant changes in their portfolio allocations to emerging markets. These forced trades affect equity prices, correlations between emerging...
Persistent link: https://www.econbiz.de/10013116540
Cover Image
Developing India's offshore local currency bond market : lessons from emerging countries
Kohli, Renu; Sahoo, Pravakar; Shuheb Khan, M. - 2017
After the 2008 financial crisis, macroeconomic positions and growth prospects weakened in the advanced economies; emerging market economies (EMEs) improved however. Offshore, local-currency bonds of EMEs became popular as result, with many EMEs exploiting the opportunity. India also launched its...
Persistent link: https://www.econbiz.de/10011708308
Cover Image
Do emerging markets provide currency diversification benefits?
Chaieb, Ines; Errunza, Vihang R.; Majerbi, Basma - In: International journal of banking, accounting and finance 5 (2013/14) 1/2, pp. 102-120
Persistent link: https://www.econbiz.de/10010359126
Cover Image
International capital flows and bond risk premia
Sierra, Jesus - 2010
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate …
Persistent link: https://www.econbiz.de/10003981333
Cover Image
Uncertainty and International Capital Flows
Gourio, Francois - 2015
flows slightly decreasing. We study one potential explanation for these results: expropriation risk. Empirically, we find … that volatility forecasts political risk, and that political risk significantly affects capital flows. In a simple … portfolio choice model, assuming that foreigners are more exposed to expropriation risk than local investors, an increase in the …
Persistent link: https://www.econbiz.de/10013019903
Cover Image
Currency Risk Premia in Global Stock Markets.
Roache, Shaun K - 2006
Intro -- Contents -- I. INTRODUCTION -- II. PREVIOUS LITERATURE -- III. MODEL SPECIFICATION -- IV. ESTIMATION -- V. DATA AND PRELIMINARY STATISTICS -- VI. MAIN RESULTS -- VII. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691179
Cover Image
On the inherent instability of international financial markets : natural nonlinear interactions between stock and foreign exchange markets
Dieci, Roberto; Westerhoff, Frank H. - 2011
We develop a novel financial market model in which the stock markets of two countries are linked via and with the foreign exchange market. To be precise, there are domestic and foreign speculators in each of the two stock markets which rely either on linear technical or linear fundamental...
Persistent link: https://www.econbiz.de/10009007640