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Portfolio investment response to U.S. monetary policy announcements : an event study analysis using high frequency data from Mexico
Vega, Marco Aurelio Hernández - 2017
We study how unconventional monetary policy announcements affect the entry of foreign investment in debt and equity in Mexico, placing special focus on announcements related to the third QE program and the taper tantrum episode. A novel dataset on daily debt and equity flows, that maps Balance...
Persistent link: https://www.econbiz.de/10011610183
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Three-factor asset pricing model and portfolio holdings of foreign investors : evidence from an emerging market - Borsa Istanbul
Ceylan, Nildağ Başak; Dogan, Burak; Berument, Hakan - In: Economic research 28 (2015) 1, pp. 467-486
Persistent link: https://www.econbiz.de/10012220751
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Empirische und theoretische Studien zur Europäischen Währungsunion
Hayo, Bernd - 1998
Persistent link: https://www.econbiz.de/10000645197
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Puzzles in international portfolio investment
Xiao, Yingbin - 2002
Persistent link: https://www.econbiz.de/10003777576
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Taking home bias seriously : absolute and relative measures explaining consumption risk-sharing
Holinski, Nils; Kool, Clemens; Muysken, Joan - 2008
Persistent link: https://www.econbiz.de/10003811367
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Growth effects of FDI and portfolio investment flows to developing countries : a disaggregated analysis by income levels
Vita, Glauco de; Kyaw, Khine S. - In: Applied economics letters 16 (2009) 1/3, pp. 277-283
Persistent link: https://www.econbiz.de/10003823015
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The geography of asset trade and the euro : insiders and outsiders
Coeurdacier, Nicolas; Martin, Philippe J. - In: Journal of the Japanese and international economies : … 23 (2009) 2, pp. 90-113
Persistent link: https://www.econbiz.de/10003881584
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The geography of asset trade and the euro : insiders and outsiders
Coeurdacier, Nicolas; Martin, Philippe J. - 2007
Persistent link: https://www.econbiz.de/10003413770
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Institutions and bilateral asset holdings
Salins, Véronique (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003406203
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The geography of asset trade and the euro : insiders and outsiders
Cœurdacier, Nicolas; Martin, Philippe J. - 2006
Persistent link: https://www.econbiz.de/10003422382