Vanja Piljak

University of Vaasa - Department of Accounting and Finance

P.O. Box 700

FIN-65101 Vaasa, FI-65101

Finland

SCHOLARLY PAPERS

7

DOWNLOADS

724

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (7)

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 217 (179,452)

Abstract:

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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 178 (214,682)
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 and University of Vaasa - Department of Accounting and Finance
Downloads 134 (271,196)

Abstract:

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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 118 (297,761)

Abstract:

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

5.

Characteristics of Subsidiary Financing Choices: The Role of Institutional Distance from Home Country

Number of pages: 41 Posted: 18 Mar 2020 Last Revised: 17 Sep 2021
EDHEC Business School, University of Akron - Department of Finance, College of Business Administration, University of Vaasa - Department of Accounting and Finance and EDHEC Business School
Downloads 40 (530,004)

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Capital structure, Debt maturity, Institutional distance, Liability of foreignness, Subsidiaries financing

6.

The Structure and Degree of Dependence in Government Bond Markets

Number of pages: 69 Posted: 16 Jul 2021
University of Vaasa, University of Vaasa - Department of Accounting and Finance, Erasmus University Rotterdam (EUR) and EDHEC Business School
Downloads 37 (544,962)

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Dependence structure, Emerging and frontier markets, Quantile regression, Sovereign bonds, Financial crisis

7.

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 (818,422)
Citation 2
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frontier market, co‐movement of stock returns, wavelets