Kenan-Flagler Business School
Chapel Hill, NC 27599-3490
University of North Carolina Kenan-Flagler Business School
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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
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id954701.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Liquidity pricing, emerging markets, return predictability
G12, G15, F30
File name: DP8142.
capital controls, earnings yield, financial development, financial openness, globalization, market integration, political risk, quality of institutions, valuation differentials
Equity Market Liberalization, Capital Account Openness, Quality of Institutions, GDP Growth, Shareholder Protection, Growth Opportunities, Legal Systems, Political Risk
Growth Opportunities, Market Integration, Finance and Growth, Capital Allocation, Capital Account Openness, Financial Liberalization
Economic volatility, risk sharing, financial openness, equity market liberalization, capital account openness, GDP volatility, consumption volatility
Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Common currency, Europe crisis
Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies
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
financial openness, growth, liberalization, productivity
Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies
File name: DP10450.
asset-backed securities (ABS), corporate bonds, fire sales, gains trading, historical cost accounting, insurance companies, mark to market, regulation
co-movement, contagion, international finance, mutual funds, asset fire sales
Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values
Political risk, sovereign spread, sovereign risk, capital budgeting, international cost of capital, project evaluation
Regulation, Systemic risk, Mark to market, Historical cost accounting, Fire sales, Capital ratios, Insurance companies
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ECOP.
Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models
Financial openness, economic growth, equity liberalization, economic volatility, dating integration, market segmentation, market integration, GDP growth, GDP volatility
Taxes, government debt, municipal bonds, segmentation, ownership, clientele effects, public finance, political risk
File name: DP10971.
clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes
Macro-finance term structure model, interest rates, cross-country comovement
capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth
Asset Pricing, Consumption-Based Asset Pricing, Cross-Section of Returns
Asset Pricing, Consumption Modeling, Cross-Section of Returns
financial crisis, liquidity provision, systemic crisis, and financial contagion
unconventional monetary policy, spillovers, portfolio flows, asset valuations, emerging markets, high frequency identification
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
File name: DP7595.
co-movement, contagion, hedge funds, international finance, mutual funds
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: jibs.
Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Brexit, Common currency, Europe crisis
Informed trading volume, aggressive investor, geographic location, asset pricing
Term Structure, Zero Lower Bound, Stochastic Dominance, No-arbitrage
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