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~isPartOf:"An NBER conference report"
~isPartOf:"NBER working paper series"
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Harvey, Campbell R.
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73
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64
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53
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38
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37
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1
Liquidity Management and Corporate Investment During a Financial Crisis
Campello, Murillo
-
2010
This paper uses a unique dataset to study how firms managed liquidity during the financial crisis. Our analysis provides new insights on the interactions between internal liquidity, external funds, and real corporate decisions, such as investment and employment. We first describe how companies...
Persistent link: https://www.econbiz.de/10012462348
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2
The Real Effects of Financial Constraints : Evidence from a Financial Crisis
Campello, Murillo
-
2009
We survey 1,050 CFOs in the U.S.,
Europe
, and Asia to assess whether their firms are credit constrained during the … their planned investment. Our results also hold in
Europe
and Asia, and in many cases are stronger in those economies …
Persistent link: https://www.econbiz.de/10012463097
Saved in:
3
Market Integration and Contagion
Bekaert, Geert
-
2003
. We apply this model to stock returns in three different regions:
Europe
, South-East Asia, and Latin America. In addition … to providing new insights on contagion during crisis periods, we document patterns through time in
world
and regional …
Persistent link: https://www.econbiz.de/10012469193
Saved in:
4
Does Financial Liberalization Spur Growth?
Bekaert, Geert
-
2001
We show that equity market liberalizations, on average, lead to a one percent increase in annual real economic growth over a five-year period. The liberalization effect is not spuriously accounted for by macro-economic reforms and does not reflect a business cycle effect. Although financial...
Persistent link: https://www.econbiz.de/10012470479
Saved in:
5
The Dynamics of Emerging Market Equity Flows
Bekaert, Geert
-
1999
We study the interrelationship between capital flows, returns, dividend yields and
world
interest rates in 20 emerging …
Persistent link: https://www.econbiz.de/10012471570
Saved in:
6
Dating the Integration of
World
Equity Markets
Bekaert, Geert
-
1998
Measuring the integration of
world
capital markets is notoriously difficult. For example, regulatory changes which … equity market becomes financially integrated with
world
capital markets. We find endogenous break dates that are very … markets are on average larger and more liquid than before; returns are more volatile and more highly correlated with the
world
…
Persistent link: https://www.econbiz.de/10012472089
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7
Fundamental Determinants of National Equity Market Returns : A Perspective on Conditional Asset Pricing
Ferson, Wayne E.
-
1996
This paper provides a global asset pricing perspective on the debate over the relation between predetermined attributes of common stocks, such as ratios of price-to-book-value, cash-flow, earnings, and other variables to the future returns. Some argue that such variables may be used to find...
Persistent link: https://www.econbiz.de/10012472968
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8
Time-Varying
World
Market Integration
Bekaert, Geert
-
1994
-switching model, allows us to describe expected returns in countries that are segmented from
world
capital markets in one part of the …
Persistent link: https://www.econbiz.de/10012474072
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9
What Determines Expected International Asset Returns?
Harvey, Campbell R.
-
1994
expected return on the
world
market portfolio. However, the inclusion of this premium alone is not sufficient to explain the …
Persistent link: https://www.econbiz.de/10012474276
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10
Conditional Asset Allocation in Emerging Markets
Harvey, Campbell R.
-
1994
Within the context of conditional asset allocation strategies, this paper explores the implications of the low correlations of the emerging market returns with developed market returns and the relatively high degree predictability of emerging countries' returns. It is well known that low...
Persistent link: https://www.econbiz.de/10012474311
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