Vanja Piljak

University of Vaasa - Department of Accounting and Finance

P.O. Box 700

FIN-65101 Vaasa, FI-65101

Finland

SCHOLARLY PAPERS

5

DOWNLOADS

544

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

Frontier and Emerging Government Bond Markets

Emerging Markets Review, Forthcoming
Number of pages: 50 Posted: 10 Oct 2015
Vanja Piljak and Laurens Swinkels
University of Vaasa - Department of Accounting and Finance and Erasmus University Rotterdam (EUR)
Downloads 164 (184,289)

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Bonds, Emerging markets, Frontier markets, Diversification

2.

Bond Markets Co-Movement Dynamics and Macroeconomic Factors: Evidence from Emerging and Frontier Markets

25th Australasian Finance and Banking Conference 2012
Number of pages: 32 Posted: 18 Aug 2012 Last Revised: 22 Feb 2013
Vanja Piljak
University of Vaasa - Department of Accounting and Finance
Downloads 156 (192,303)
Citation 2

Abstract:

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emerging market bonds, macroeconomic factors, co-movement of bond returns

3.

The Effect of Political Risk on Currency Carry Trades

Number of pages: 10 Posted: 23 Feb 2016
Vitaly Orlov, Nebojsa Dimic and Vanja Piljak
University of St. Gallen - School of Finance, University of Vaasa, Department of Accounting and Finance and University of Vaasa - Department of Accounting and Finance
Downloads 122 (234,034)

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Political Risk, Carry Trades, Forward Premium Puzzle

4.

Fundamental Indexation for Developed, Emerging, and Frontier Government Bond Markets

Journal of Asset Management, Forthcoming
Number of pages: 28 Posted: 14 Mar 2017
Vanja Piljak and Laurens Swinkels
University of Vaasa - Department of Accounting and Finance and Erasmus University Rotterdam (EUR)
Downloads 102 (265,904)

Abstract:

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Bond Markets, Currencies, Emerging Markets, Fixed Income, Investing

5.

The Co‐Movement Dynamics of European Frontier Stock Markets

European Financial Management, Vol. 20, Issue 3, pp. 574-595, 2014
Number of pages: 22 Posted: 18 Jun 2014
University of Vaasa, University of Vaasa - Department of Accounting and Finance, University of Vaasa - Department of Accounting and Finance and University of Vaasa - Department of Accounting and Finance
Downloads 0 (678,572)
Citation 1
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frontier market, co‐movement of stock returns, wavelets