4401 University Drive
Lethridge, Alberta T1K 3M4
University of Lethbridge - Dhillon School of Business
in Total Papers Downloads
Investor recognition, Limits to arbitrage, Return co-movement, Risk premium
Foreign holdings; Funding liquidity; Difference-in-difference; Market segmentation
Asset allocation, Copula, Dynamic conditional correlation, Mean-variance spanning
SOFR, LIBOR, target fed funds rate
Cryptocurrency, Carry trade, Uncovered interest rate parity, Geopolitical risk
SOFR, LIBOR, forward-looking term rates, price discovery
Fund holdings, Liquidity management, Performance persistence, Stock selection
Heterogeneous beliefs; Uncovered interest rate parity; Carry trade; Exchange rate volatility
lumpy investment, structural model, credit risk.
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