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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 ...
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 ...
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 ...