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SPAC IPOs
In: Oxford Handbook of IPOs, edited by Douglas Cumming and Sofia Johan, 2017, Forthcoming
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U.S. SPACs with a Focus on China
In: Journal of Multinational Financial Management, DOI: 10.1016/j.mulfin.2016.12.001, Forthcoming
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Real Effective Exchange Rates and deindustrialization: Evidence from 25 Post-Communist Eastern European countries
In: Post-communist economies, Band 33, Heft 7, S. 862-898
ISSN: 1465-3958
Real Effective Exchange Rates and Deindustrialization: Evidence from 25 Post-Communist Eastern European Countries
In: Post- Communist Economies https://doi.org/10.1080/14631377.2020.1867429
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Working paper
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Working paper
The structure and degree of dependence in government bond markets
Our study provides new evidence on asymmetric dependencies in international government bond markets, by examining bonds from developed, emerging, and frontier countries, using a quantile regression methodology. We find that the dependence structure for emerging and frontier markets significantly changes during financial crisis periods, which we show has important implications for international diversification of investment strategies. Moreover, we also examine in detail stock–bond correlations and uncover several instances of decoupling. In contrast, developed markets exhibit a more stable dependence pattern. In addition, we document that the degree and structure of dependence vary when foreign currencies are hedged or unhedged, and across bond maturity segments. ; © 2021 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY licence (http://creativecommons.org/licenses/by/4.0/). ; fi=vertaisarvioitu|en=peerReviewed|
BASE
The structure and degree of dependence in government bond markets
In: Dimic , N , Piljak , V , Swinkels , L & Vulanovic , M 2021 , ' The structure and degree of dependence in government bond markets ' , Journal of International Financial Markets, Institutions and Money , vol. 74 , 101385 . https://doi.org/10.1016/j.intfin.2021.101385
Our study provides new evidence on asymmetric dependencies in international government bond markets, by examining bonds from developed, emerging, and frontier countries, using a quantile regression methodology. We find that the dependence structure for emerging and frontier markets significantly changes during financial crisis periods, which we show has important implications for international diversification of investment strategies. Moreover, we also examine in detail stock–bond correlations and uncover several instances of decoupling. In contrast, developed markets exhibit a more stable dependence pattern. In addition, we document that the degree and structure of dependence vary when foreign currencies are hedged or unhedged, and across bond maturity segments.
BASE
The Structure and Degree of Dependence in Government Bond Markets
In: Journal of International Financial Markets, Institutions and Money , https://doi.org/10.1016/j.intfin.2021.101385
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Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform
In: FRB of Philadelphia Working Paper No. 20-15
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Working paper
Acquisition Determinants of Energy SPACs: Reflecting a Closed Group?
In: Finance Research Letters, 104001, Forthcoming
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Green SPACs
In: European Financial Management, forthcoming https://doi.org/10.1111/eufm.12453
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Oil price uncertainty and M&A activity
In: The Energy Journal, Forthcoming
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Working paper
Subsidiary Financing Choices: The Roles of Institutional Distances from Home Countries
In: International Review of Financial Analysis, Band 83, Heft 102280
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Working paper