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Christian T. Lundblad

University of North Carolina Kenan-Flagler Business School

Professor of Finance

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

  • University of North Carolina Kenan-Flagler Business School

    • Email
    • Tel: 919-962-8441
SCHOLARLY PAPERS

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Scholarly Papers (34)

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1.

Liquidity and Expected Returns: Lessons from Emerging Markets

Downloads 3,257 ( 2,438)
Citation 148

Liquidity and Expected Returns: Lessons from Emerging Markets

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 690
Number of pages: 56 Posted: 03 Aug 2003
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 3,157 (2,516)
Citation 148

Abstract:

Liquidity, liquidity risk, asset pricing, emerging markets, market integration, market segmentation, liquidity risk factor, local liquidity, zero returns, bid-ask spread, price impact, liquidity measures

Liquidity and Expected Returns: Lessons from Emerging Markets

NBER Working Paper No. w11413
Number of pages: 53 Posted: 06 Jul 2005 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 78 (266,998)
Citation 148

Abstract:

Liquidity and Expected Returns: Lessons from Emerging Markets

CEPR Discussion Paper No. 5946
Number of pages: 59 Posted: 03 Jan 2007
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 22 (455,367)
Citation 148
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Abstract:

Liquidity pricing, emerging markets, return predictability

Liquidity and Expected Returns: Lessons from Emerging Markets

The Review of Financial Studies, Vol. 20, Issue 6, pp. 1783-1831, 2007
Posted: 26 Jun 2008
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School

Abstract:

G12, G15, F30

2.

What Segments Equity Markets?

Downloads 2,039 ( 5,500)
Citation 46

What Segments Equity Markets?

Netspar Discussion Paper No. 02/2011-031, AFA 2009 San Francisco Meetings Paper, National Bank of Poland Working Paper No. 76
Number of pages: 61 Posted: 27 Mar 2008 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 1,985 (5,622)
Citation 46

Abstract:

What Segments Equity Markets?

NBER Working Paper No. w14802
Number of pages: 53 Posted: 24 Mar 2009
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 48 (344,766)
Citation 46

Abstract:

What Segments Equity Markets?

CEPR Discussion Paper No. DP8142
Number of pages: 60 Posted: 27 Dec 2010
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 6 (546,475)
Citation 46
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Abstract:

capital controls, earnings yield, financial development, financial openness, globalization, market integration, political risk, quality of institutions, valuation differentials

3.

Does Financial Liberalization Spur Growth?

Downloads 1,425 ( 10,070)
Citation 328

Does Financial Liberalization Spur Growth?

AFA 2002 Atlanta Meetings
Number of pages: 52 Posted: 19 Apr 2001
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 1,305 (11,365)
Citation 328

Abstract:

Equity Market Liberalization, Capital Account Openness, Quality of Institutions, GDP Growth, Shareholder Protection, Growth Opportunities, Legal Systems, Political Risk

Does Financial Liberalization Spur Growth?

NBER Working Paper No. w8245
Number of pages: 66 Posted: 20 Apr 2001
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 120 (198,830)
Citation 328

Abstract:

4.

The European Union, the Euro, and Equity Market Integration

Downloads 1,082 ( 15,608)
Citation 7

The European Union, the Euro, and Equity Market Integration

AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 21 Mar 2010 Last Revised: 13 Oct 2012
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 1,060 (15,798)
Citation 7

Abstract:

Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Common currency, Europe crisis

The European Union, the Euro, and Equity Market Integration

NBER Working Paper No. w16583
Number of pages: 50 Posted: 06 Dec 2010
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 22 (455,367)
Citation 7

Abstract:

5.

Global Growth Opportunities and Market Integration

Downloads 1,069 ( 15,894)
Citation 81

Global Growth Opportunities and Market Integration

EFA 2004 Maastricht Meetings Paper No. 1697
Number of pages: 56 Posted: 01 Jul 2004
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 999 (17,214)
Citation 81

Abstract:

Growth Opportunities, Market Integration, Finance and Growth, Capital Allocation, Capital Account Openness, Financial Liberalization

Global Growth Opportunities and Market Integration

NBER Working Paper No. w10990
Number of pages: 47 Posted: 18 Jan 2005
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 70 (284,665)
Citation 81

Abstract:

6.

Growth Volatility and Financial Liberalization

Downloads 1,023 ( 16,926)
Citation 87

Growth Volatility and Financial Liberalization

EFA 2002 Berlin, Forthcoming
Number of pages: 54 Posted: 12 Mar 2002
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 980 (17,764)
Citation 87

Abstract:

Economic volatility, risk sharing, financial openness, equity market liberalization, capital account openness, GDP volatility, consumption volatility

Growth Volatility and Financial Liberalization

NBER Working Paper No. w10560
Number of pages: 53 Posted: 04 Jul 2004
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 43 (361,200)
Citation 87

Abstract:

7.

Regulatory Pressure and Fire Sales in the Corporate Bond Market

Downloads 1,002 ( 17,478)
Citation 30

Regulatory Pressure and Fire Sales in the Corporate Bond Market

AFA 2011 Denver Meetings Paper
Number of pages: 55 Posted: 19 Mar 2009 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 736 (27,075)
Citation 30

Abstract:

Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies

Regulatory Pressure and Fire Sales in the Corporate Bond Market

Journal of Financial Economics (JFE), Vol. 101, No. 3, 2011
Number of pages: 54 Posted: 22 Mar 2009 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 266 (95,773)
Citation 30

Abstract:

Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies

8.

Political Risk Spreads

Downloads 870 ( 21,653)

Political Risk Spreads

Columbia Business School Research Paper No. 13-91
Number of pages: 51 Posted: 30 Nov 2013 Last Revised: 06 Aug 2014
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 842 (22,313)

Abstract:

Political risk, Country risk, Sovereign spreads, Political risk news, Risk realizations, OPIC, Foreign Direct Investment, FDI, Cost of Capital, Political turmoil, Expropriation risk, ICRG, Coplin-O'Leary

Political Risk Spreads

NBER Working Paper No. w19786
Number of pages: 52 Posted: 04 Jan 2014
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 28 (422,479)

Abstract:

9.

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Downloads 863 ( 21,851)
Citation 5

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming
Number of pages: 108 Posted: 14 Dec 2011 Last Revised: 15 Jun 2016
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 704 (28,795)
Citation 5

Abstract:

Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming, Kelley School of Business Research Paper No. 2014-40
Number of pages: 108 Posted: 23 Jan 2012 Last Revised: 15 Apr 2015
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 159 (157,841)
Citation 5

Abstract:

Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

CEPR Discussion Paper No. DP10450
Number of pages: 59 Posted: 02 Mar 2015
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 0
Citation 5
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Abstract:

asset-backed securities (ABS), corporate bonds, fire sales, gains trading, historical cost accounting, insurance companies, mark to market, regulation

10.

Financial Openness and Productivity

Downloads 862 ( 21,893)
Citation 13

Financial Openness and Productivity

AFA 2010 Atlanta Meetings Paper
Number of pages: 32 Posted: 13 Mar 2009 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 752 (26,238)
Citation 13

Abstract:

financial openness, growth, liberalization, productivity

Financial Openness and Productivity

World Development, Vol. 39, No. 1, pp. 1-19, May 2010
Number of pages: 32 Posted: 21 Oct 2011 Last Revised: 04 Jul 2013
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 63 (301,464)
Citation 13

Abstract:

Financial Openness and Productivity

NBER Working Paper No. w14843
Number of pages: 41 Posted: 07 Apr 2009
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 47 (347,864)
Citation 13

Abstract:

11.

Asset Fire Sales and Purchases and the International Transmission of Funding Shocks

Journal of Finance Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 82 Posted: 16 Dec 2009 Last Revised: 19 Sep 2012
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 752 (21,893)
Citation 28

Abstract:

co-movement, contagion, international finance, mutual funds, asset fire sales

12.

Emerging Equity Markets and Economic Development

Downloads 644 ( 32,967)
Citation 93

Emerging Equity Markets and Economic Development

AFA 2001 New Orleans Meetings; EFA 0711; Fuqua Working Paper No. 49
Number of pages: 41 Posted: 14 Aug 2000
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 588 (36,676)
Citation 93

Abstract:

Emerging Equity Markets and Economic Development

NBER Working Paper No. w7763
Number of pages: 39 Posted: 17 Jul 2000 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 56 (320,302)
Citation 93

Abstract:

13.

Market Efficiency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Number of pages: 54 Posted: 30 Jan 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School
Downloads 551 (39,641)
Citation 15

Abstract:

Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values

14.

Political Risk and International Valuation

Columbia Business School Research Paper No. 15-83
Number of pages: 54 Posted: 11 Sep 2015 Last Revised: 09 Dec 2015
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 531 (42,512)
Citation 1

Abstract:

Political risk, sovereign spread, sovereign risk, capital budgeting, international cost of capital, project evaluation

15.

The Risk Return Tradeoff in the Long-Run: 1836-2003

EFA 2005 Moscow Meetings Paper
Number of pages: 53 Posted: 23 Feb 2005
Christian T. Lundblad
University of North Carolina Kenan-Flagler Business School
Downloads 479 (44,603)
Citation 45

Abstract:

16.

Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Downloads 458 ( 51,192)
Citation 2

Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Fordham University Schools of Business Research Paper
Number of pages: 59 Posted: 18 May 2013 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 457 (50,762)
Citation 2

Abstract:

Regulation, Systemic risk, Mark to market, Historical cost accounting, Fire sales, Capital ratios, Insurance companies

Mark‐to‐Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Economic Policy, Vol. 29, Issue 78, pp. 297-341, 2014
Number of pages: 45 Posted: 31 May 2014
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, University of North Carolina (UNC) at Chapel Hill, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 1 (582,785)
Citation 2
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Abstract:

17.

Consumption, Dividends, and the Cross-Section of Equity Returns

Twelfth Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 26 Sep 2001
Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 441 (51,791)
Citation 138

Abstract:

Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models

18.

Interpreting Risk Premia Across Size, Value, and Industry Portfolios

EFA 2003 Annual Conference Paper No. 711
Number of pages: 44 Posted: 24 Jul 2003
Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 382 (61,229)
Citation 4

Abstract:

19.

Financial Openness and the Chinese Growth Experience

Number of pages: 71 Posted: 07 Jun 2007
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 373 (58,997)
Citation 5

Abstract:

20.

Equity Market Liberalization in Emerging Markets

Number of pages: 39 Posted: 09 Sep 2005
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 368 (63,871)
Citation 31

Abstract:

Financial openness, economic growth, equity liberalization, economic volatility, dating integration, market segmentation, market integration, GDP growth, GDP volatility

21.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Downloads 364 ( 67,819)

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Number of pages: 95 Posted: 18 Mar 2015 Last Revised: 17 May 2017
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 364 (67,198)

Abstract:

Taxes, government debt, municipal bonds, segmentation, ownership, clientele effects, public finance, political risk

Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

CEPR Discussion Paper No. DP10971
Number of pages: 52 Posted: 09 Dec 2015
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
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Abstract:

clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

22.

Endogenous Liquidity Supply

AFA 2011 Denver Meetings Paper
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 19 Sep 2012
Ravi Bansal, Wilbur John Coleman II and Christian T. Lundblad
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads 302 (77,340)
Citation 1

Abstract:

23.

Why Do Term Structures in Different Currencies Comove?

Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2013-11
Number of pages: 86 Posted: 09 Feb 2012 Last Revised: 18 Feb 2014
Chotibhak Jotikasthira, Anh Le and Christian T. Lundblad
Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 221 (80,914)
Citation 1

Abstract:

Macro-finance term structure model, interest rates, cross-country comovement

24.

How Do Foreign Investors Impact Domestic Economic Activity? Evidence from China and India

UNC Kenan-Flagler Research Paper No. 2013-21
Number of pages: 49 Posted: 17 Nov 2012 Last Revised: 11 Sep 2013
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 213 (93,657)

Abstract:

capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth

25.

Firm Characteristics, Consumption Risk, and Firm-Level Risk Exposures

Ross School of Business Paper No. 1255
Number of pages: 46 Posted: 02 Nov 2014 Last Revised: 30 Nov 2015
Robert F. Dittmar and Christian T. Lundblad
University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 108 (164,809)

Abstract:

Asset Pricing, Consumption-Based Asset Pricing, Cross-Section of Returns

26.

Firm Characteristics, Consumption Risk, and Firm-Level Risk Exposures

Number of pages: 51 Posted: 31 Oct 2013 Last Revised: 01 Dec 2015
Robert F. Dittmar and Christian T. Lundblad
University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 74 (128,243)

Abstract:

Asset Pricing, Consumption Modeling, Cross-Section of Returns

27.

Taper Tantrums: QE, Its Aftermath and Emerging Market Capital Flows

Downloads 59 (310,428)

Taper Tantrums: QE, Its Aftermath and Emerging Market Capital Flows

Number of pages: 47 Posted: 23 Mar 2017 Last Revised: 27 May 2017
Anusha Chari, Karlye Marissa Dilts Stedman and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 51 (338,444)

Abstract:

unconventional monetary policy, spillovers, portfolio flows, asset valuations, emerging markets, high frequency identification

Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows

NBER Working Paper No. w23474
Number of pages: 48 Posted: 05 Jun 2017
Anusha Chari, Karlye Marissa Dilts Stedman and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 8 (535,979)
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Abstract:

28.

Liquidity Provision and the Transmission of Systemic Risk

Institute of Global Finance Working Paper No. 8, 28th Australasian Finance and Banking Conference
Number of pages: 71 Posted: 28 Nov 2014 Last Revised: 12 Apr 2017
Christian T. Lundblad and Zhongyan Zhu
University of North Carolina Kenan-Flagler Business School and Monash University
Downloads 56 (141,334)

Abstract:

financial crisis, liquidity provision, systemic crisis, and financial contagion

29.

Asset Fire Sales and Purchases and the International Transmission of Financial Shocks

CEPR Discussion Paper No. DP7595
Number of pages: 57 Posted: 11 Jan 2010
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 8 (513,269)
Citation 26
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Abstract:

co-movement, contagion, hedge funds, international finance, mutual funds

30.

Political Risk Spreads

Journal of International Business Studies, Vol. 45, Issue 4, pp. 471-493, 2014
Number of pages: 23 Posted: 21 May 2014
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 1 (544,058)
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Abstract:

31.

Economic and Financial Integration in Europe

Duke I&E Research Paper No. 2017-09, Columbia Business School Research Paper No. 17-42
Number of pages: 13 Posted: 17 Apr 2017
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 0 (82,692)

Abstract:

Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Brexit, Common currency, Europe crisis

32.

Informed Trading Volume and Asset Prices: The Role for Aggressive Investors

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 62 Posted: 06 May 2016 Last Revised: 23 May 2017
Christian T. Lundblad, Zhishu Yang and Qi Zhang
University of North Carolina Kenan-Flagler Business School, Tsinghua University - School of Economics & Management and Durham University
Downloads 0 (153,550)

Abstract:

Informed trading volume, aggressive investor, geographic location, asset pricing

33.

Tractable Term Structure Models and the Zero Lower Bound

Number of pages: 48 Posted: 22 Nov 2015 Last Revised: 01 Dec 2015
Bruno Feunou, Jean-Sebastien Fontaine, Anh Le and Christian T. Lundblad
Bank of Canada, Bank of Canada, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 0 (218,386)

Abstract:

Term Structure, Zero Lower Bound, Stochastic Dominance, No-arbitrage

34.

Market Effciency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Forthcoming in Journal of Econometrics
Posted: 20 Feb 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School

Abstract:

Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values

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