Similar Search Results

Global liquidity risk in the foreign exchange market

Banti, Chiara; Phylaktis, Kate; Sarno, Lucio - In: Journal of international money and finance 31 (2012) 2, pp. 267-291

Persistent link: https://www.econbiz.de/10009631643

Global Liquidity Risk in the Foreign Exchange Market

Banti, Chiara - 2011

Using a broad data set of 20 US dollar exchange rates and order flow of institutional investors over 14 years, we construct a measure of global liquidity risk in the foreign exchange (FX) market. Our FX liquidity measure may be seen as the analogue of the well-known Pastor-Stambaugh liquidity...

Persistent link: https://www.econbiz.de/10013118806

Emerging markets finance : issues of international capital flows : overview of the special issue

Bussière, Matthieu; Phylaktis, Kate - In: Journal of international money and finance 60 (2016), pp. 1-7

Persistent link: https://www.econbiz.de/10011660832

Hot money in bank credit flows to emerging markets during the banking globalization era

Fuertes, Ana María; Phylaktis, Kate; Yan, Cheng - In: Journal of international money and finance 60 (2016), pp. 29-52

Persistent link: https://www.econbiz.de/10011660840

Special section: emerging markets finance : issues of international capital flows

Koedijk, Kees (ed.); Phylaktis, Kate (ed.) - 2016

Persistent link: https://www.econbiz.de/10011660896

Uncovered equity "disparity" in emerging markets

Fuertes, Ana María; Phylaktis, Kate; Yan, Cheng - In: Journal of international money and finance 98 (2019), pp. 1-22

Persistent link: https://www.econbiz.de/10012140083

On cross-border bank credit and the U.S. financial crisis transmission to equity markets

Yan, Cheng; Phylaktis, Kate; Fuertes, Ana María - In: Journal of international money and finance 69 (2016), pp. 108-134

Persistent link: https://www.econbiz.de/10011711903

Measuring financial and economic integration with equity prices in emerging markets

Phylaktis, Kate; Ravazzolo, Fabiola - In: Journal of international money and finance 21 (2002) 6, pp. 879-903

Persistent link: https://www.econbiz.de/10001717377

Stock market linkages in emerging markets : implications for international portfolio diversification

Phylaktis, Kate; Ravazzolo, Fabiola - In: Journal of international financial markets, … 15 (2005) 2, pp. 91-106

Persistent link: https://www.econbiz.de/10002739119

Special issue: emerging markets finance

Phylaktis, Kate (contributor) - 2012

Persistent link: https://www.econbiz.de/10009633517