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Unconventional monetary policy and international equity capital flows to emerging markets
(Wiley, 2021-04-29)
- article
This paper examines the relationship between monetary policies pursued by three major central banks (U.S. Federal Reserve, European Central Bank and Bank of Japan) and net equity capital flows to emerging markets (EMs) by ...
The asymmetric impact of oil price uncertainty on emerging market financial stress : A quantile regression approach
(Wiley, 2022-06-06)
- article
This study investigates the effects of the crude oil implied volatility index (OVX) upon emerging market financial stress (EMFS). We resort to a quantile regression framework as this approach is a better alternative to ...
Financial development, government bond returns, and stability : International evidence
(Elsevier, 2019-02-22)
- article
This paper investigates the effect of financial development on government bond returns in developed and emerging markets under different market conditions. Using a quantile regression framework for quarterly panel data ...
Bond-equity yield ratio investing in Emerging markets
(SAGE Publications, 2019-03-28)
- article
his article investigates the market timing ability of the bond–equity yield ratio (BEYR) from an international investor perspective. Consolidating data on emerging markets, we document no major international evidence that ...
Fundamental indexation for developed, emerging, and frontier government bond markets
(Palgrave Macmillan, 2017-03-22)
- article
We examine the risk and return characteristics of fundamental weighting schemes for developed, emerging, and frontier government bond markets; and compare these to market capitalization weighted indexes. We document positive ...