Download or read book Three essays on international finance and international capital markets written by Qiaoqiao Zhu and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on International Capital Flows Domestic Monetary Processes and External Markets written by Christos Papazoglou and published by . This book was released on 1987 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in International Financial Markets written by Michael R. Williams and published by . This book was released on 2012 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Economic Growth International Capital Flows and Country Risk written by Hulya Arik and published by . This book was released on 2006 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on International Financial Markets written by Lin Zhao and published by . This book was released on 2013 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Empirical Asset Pricing in International Equity Markets written by Birgit Charlotte Müller and published by Springer Gabler. This book was released on 2021-08-20 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. Despite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist in international equity markets. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international equity markets as proposed by Lettau et al. (2019) for the U.S. market. Lastly, the third and final essay studies stock market reactions of European vendor banks to distressed loan sale announcements.

Download or read book Three Essays on International Capital Markets written by Zhou Fan and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this dissertation, I study several topics in international capital markets. Chapter 1 is a joint project with Matthew Baron and Jamil Rahman. We find evidence that large credit expansions interacted with rapid price run-ups have strong forecasting power for negative future returns. Growth stocks, stocks with high levels of analyst disagreement, and highly leveraged stocks are particularly vulnerable to the bust, with their respective factor portfolios significantly underperforming compared to their unconditional means. We show that by avoiding stocks with extreme exposures to the credit cycle, investors can partially mitigate the risks induced by a credit-fueled bubble. Given the strong predictive power of credit-fueled stock market booms for market crashes and factor portfolio spreads, Chapter 2 asks how institutional investors trade during these events. We find no evidence that institutional investors sell stocks in countries experiencing credit-fueled stock market booms. Domestic institutional investors are aggressive net buyers during booms while foreign investors are more cautious. Institutional investors buy growth stocks up to the boom's peak but do not sell them after the peak. They also increase (decrease) their portfolio allocation towards low leverage (high leverage) stocks both before and after the peak of the credit-fueled stock market boom. This suggests that institutional investors are mindful of the risks credit booms pose, even if they increase their overall allocation towards a country experiencing a credit-fueled stock market boom. In Chapter 3, I show that gravity variables capture country level differences in exposure to global shocks. Currencies of countries which are geographically distant and culturally different have larger differences in exposure to global shocks and as such comove less. The explanatory power of gravity for currency comovement is also present in trade flows and financial linkages. Predicted values of trade flows and foreign debt holdings contain around 80% of the explanatory power of gravity variables for currency comovement.

Download or read book Three Essays on Emerging Capital Markets written by Qi Li and published by . This book was released on 2004 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on International Capital Flows written by Naveen Seth and published by . This book was released on 2003 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on International Financial Markets written by Jose A. Gutierrez and published by . This book was released on 2010 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on International Capital Flows written by Yu Zhu and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Intervention Interest Rates and Charts written by Mr.Mark P. Taylor and published by International Monetary Fund. This book was released on 1991-11-01 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper contains essays on sterilized intervention, on covered interest rate parity, and on chartist analysis in financial markets. Each essay contains a definition, brief survey of the empirical evidence and overall assessment of each topic.

Download or read book Kreps s Three Essays on Capital Markets Almost Ten Years Later written by Ramon Marimon and published by . This book was released on 1987 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Capital Markets and Economic Growth written by Eric Ofori and published by . This book was released on 2013 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Krep s three Essays on Capital Markets Almost Ten Years Later written by Ramon Marimon and published by . This book was released on 1987 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on the Wisdom of Capital Markets written by Neal Galpin and published by . This book was released on 2006 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Emerging Capital Markets written by Iuliana Ismailescu and published by . This book was released on 2008 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: