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Mutual funds flows and the geography of contagion
Puy, Damien - In: Journal of international money and finance 60 (2016), pp. 73-93
Persistent link: https://www.econbiz.de/10011660843
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Institutional Herding in Bond Markets
Oehler, Andreas; Chao, George Goeth-Chi - 2000
Recent research has shown that institutional herding is a relevant phenomenon in stock markets. Do institutional … equivalent by institutional investors. Consequently, we construct "bond groups" consisting of similar bonds and analyze herding … at a "bond group" level. Our results indicate that there is strong evidence of herding, albeit it is weaker than in stock …
Persistent link: https://www.econbiz.de/10010296584
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The holdings markup behavior of mutual funds : evidence from an emerging market
Wang, Ching-chang; Yu, Jerry - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 393-414
Persistent link: https://www.econbiz.de/10011979143
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Original sin redux : role of duration risk
Bertaut, Carol C.; Bruno, Valentina; Shin, Hyun Song - 2024
We highlight the role of duration and exchange rate risks on portfolio flows by using a unique and comprehensive database of US investor flows into emerging market government bonds denominated in local currency. Borrowing long-term mitigates roll-over risk but amplifies valuation changes that...
Persistent link: https://www.econbiz.de/10014458705
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The impact of investor sentiment on stock returns in emerging markets : the case of Central European markets
Corredor, Pilar; Ferrer, E.; Santamaría Aquilué, Rafael - In: Eastern European economics 53 (2015) 4, pp. 328-355
Persistent link: https://www.econbiz.de/10011430661
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Estimating time-varying currency betas with contagion : new evidence from developed and emerging financial markets
Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Japan and the world economy : international journal of … 30 (2014), pp. 10-24
Persistent link: https://www.econbiz.de/10010462927
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Financial contagion vulnerability and resistance : a comparison of European stock markets
Serwa, Dobromił; Bohl, Martin T. - In: Economic systems 29 (2005) 3, pp. 344-362
Persistent link: https://www.econbiz.de/10003098369
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Financial contagion : empirical evidence on emerging European capital markets
Serwa, Dobromił; Bohl, Martin T. - 2003
Persistent link: https://www.econbiz.de/10001762994
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Sovereign risk, credit ratings and the recent financial crises in emerging markets
Kräussl, Roman - 2003
Persistent link: https://www.econbiz.de/10001764715
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Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W. - In: The North American journal of economics and finance : a … 35 (2016), pp. 23-37
Persistent link: https://www.econbiz.de/10011672281