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Financial development, government bond returns, and stability : International evidence
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)
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
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 ...
Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets
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, ...