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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 structure and degree of dependence in government bond markets
(Elsevier, 2021)
- article
Our study provides new evidence on asymmetric dependencies in international government bond markets, by examining bonds from developed, emerging, and frontier countries, using a quantile regression methodology. We find ...
Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets
(Elsevier, 2020-11-01)
- article
This study investigates the impact of the 2008–2009 financial crisis on (i) external linkages of European frontier stock markets (Croatia, Estonia, Romania, Slovakia and Slovenia) with the developed equity markets (the US, ...
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 ...
First offshore bond issuances and firm valuation
(Elsevier, 2022-06-25)
- article
Does the first offshore bond initial public offering (BIPO) affect firm valuation? By using a sample of US firms we document the dynamics of the firm valuation in response to initial offshore bond issuance. We find that ...
Financial development, government bond returns, and stability : International evidence
(Elsevier, 2019-07-01)
- 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 ...
Future directions in international financial integration research - A crowdsourced perspective
(Elsevier, 2018-01-01)
- article
This paper is the result of a crowdsourced effort to surface perspectives on the present and future direction of international finance. The authors are researchers in financial economics who attended the INFINITI 2017 conference ...
Subsidiary financing choices : The roles of institutional distances from home countries
(Elsevier, 2022-07-06)
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We examine how the institutional distance between home and host countries is associated with the characteristics of foreign subsidiary debt, including leverage, debt maturity choices, and cash holdings. We utilize the ...
Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects
(Elsevier, 2023-03-30)
- article
The Trans-Pacific Partnership (TPP) and the succeeding Comprehensive and Progressive Agreement for Trans-Pacific Partnership (CPTPP) were widely viewed as trade agreements aiming at containing the influence of China and ...