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Investor perceptions and equity-sovereign bond return correlation : revisiting the Mexican Peso crisis

Refalo, James; Fang, Hsing; Yi, Jong; Nath, Golak C. - In: Macroeconomics and finance in emerging market economies 5 (2012) 1, pp. 76-91

Persistent link: https://www.econbiz.de/10010004714

Investor perceptions and equity-sovereign bond return correlation: revisiting the Mexican Peso Crisis

Refalo, James; Fang, Hsing; Yi, Jong; Nath, Golak C. - In: Macroeconomics and Finance in Emerging Market Economies 5 (2012) 1, pp. 78-93

We investigate evidence of state-dependent correlation between Mexican Brady bond and Mexican Equity Fund returns between November 1990 and March 2000. During this timeframe, the Mexican capital market can be characterized by three distinct periods: pre-Peso crisis (November 1990--April 1993),...

Persistent link: https://www.econbiz.de/10010622332

The effect of settlement regimes on trading cost and market efficiency : evidence from the National Stock Exchange

Dalvi, Manoj; Refalo, James F.; Nath, Golak C. - In: Macroeconomics and finance in emerging market economies 3 (2010) 1, pp. 119-130

Persistent link: https://www.econbiz.de/10003987419

International arbitrage pricing theory with market imperfections : a note

Fang, Hsing - In: Journal of international financial markets, … 2 (1992) 1, pp. 47-56

Persistent link: https://www.econbiz.de/10001127309

Pricing of American depositary receipts under market segmentation

Fang, Hsing; Loo, Jean C. - In: Global finance journal 13 (2002) 2, pp. 237-252

Persistent link: https://www.econbiz.de/10001745935

Fractal structure in currency futures price dynamics

Fang, Hsing - In: The journal of futures markets 14 (1994) 2, pp. 169-181

Persistent link: https://www.econbiz.de/10001169803

Dynamic linkages between the New York and Tokyo stock markets : a vector error correction analysis

Lai, Michael - In: Journal of international financial markets, … 3 (1993) 2, pp. 73-96

Persistent link: https://www.econbiz.de/10001174458

Dollar value and stock returns

Fang, Hsing - In: International review of economics & finance : IREF 3 (1994) 2, pp. 221-231

Persistent link: https://www.econbiz.de/10001164573

The effect of foreign exchange rate risk and interest rate risk on bank stock returns

Loo, Jean C. - In: The review of business studies 2 (1993) 1, pp. 69-78

Persistent link: https://www.econbiz.de/10001142201

A forward rate based approach to teaching the fundamental futures hedge : conveying the connection between the futures price and the forward rate

Refalo, James F. - In: Advances in financial education : journal of the … 6 (2008) 1, pp. 90-95

Persistent link: https://www.econbiz.de/10003766422

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