Results 31 to 40 of about 83,233 (46)
Some of the next articles are maybe not open access.
Market Segmentation and International Bond Prices: The Role of ECB Asset Purchases
American Economic Journal: MacroeconomicsWe estimate euro-dollar yields differences, hedged and unhedged, with euro area confidential corporate bond holdings data. We find that euro yields significantly decline relative to dollar yields—more for securities in the portfolios of investors that ...
Ester Faia +2 more
semanticscholar +1 more source
The High-Frequency Effects of Dollar Swap Lines
American Economic Review: InsightsWe study the effects of dollar swap lines using high-frequency responses in asset prices around policy announcements. News about expanded dollar swap lines causes a reduction in liquidity premia, compression of deviations from covered interest parity ...
Rohan Kekre, M. Lenel
semanticscholar +1 more source
Short Selling Around News in International Stock Markets
Review of Asset Pricing StudiesThis paper examines global sources of short sellers’ informational advantage by analyzing their trading around public news releases in 38 countries.
Arseny Gorbenko
semanticscholar +1 more source
Accounting Review, 2019
We provide new evidence on the codependence among the many country attributes previously linked to financial reporting quality. First, we show that the synchronicity of 21 changing country attributes spikes surrounding mandatory IFRS adoption.
Helena Isidro +2 more
semanticscholar +1 more source
We provide new evidence on the codependence among the many country attributes previously linked to financial reporting quality. First, we show that the synchronicity of 21 changing country attributes spikes surrounding mandatory IFRS adoption.
Helena Isidro +2 more
semanticscholar +1 more source
Social Science Research Network
We examine the hedging and safe-haven characteristics of gold, silver, platinum, and palladium and three major indices in the US market. The metal markets are known for their hedging characteristics during financial distress.
A. Banerjee, H. Pradhan
semanticscholar +1 more source
We examine the hedging and safe-haven characteristics of gold, silver, platinum, and palladium and three major indices in the US market. The metal markets are known for their hedging characteristics during financial distress.
A. Banerjee, H. Pradhan
semanticscholar +1 more source
Jumps and Post-FOMC Announcement Returns in Currency Markets
Review of Asset Pricing StudiesWe investigate intraday return dynamics in currency markets around FOMC announcements. Using comprehensive high-frequency exchange rate data, we reveal that post-FOMC announcement returns are significantly low, cancelling out approximately 65% of ...
Suzanne S. Lee, Minho Wang
semanticscholar +1 more source
Climate Risk and Systemic Risk: Insights from Extreme Risk Spillover Networks
Social Science Research NetworkClimate change shocks pose a threat to the stability of financial systems. This study examines the influence of climate risk on systemic risk in the Chinese market via an extreme risk spillover network.
Zhe Zhai +4 more
semanticscholar +1 more source
Venture Capital Investments, Merger Activity, and Competition Laws around the World
The Review of Corporate Finance Studies, 2023We examine the relation between venture capital (VC) investments, M&A activity, and merger competition laws in 45 countries around the world. We find evidence of a strong positive association between VC investments and lagged M&A activity, consistent ...
G. Phillips, A. Zhdanov
semanticscholar +1 more source
What do Financial Markets say about the Exchange Rate?
Social Science Research NetworkFinancial markets play two roles with implications for the exchange rate: they accommodate risk-sharing and act as a source of shocks. In prevailing theories, these roles are seen as mutually exclusive and individually face challenges in explaining ...
Mikhail Chernov +2 more
semanticscholar +1 more source
Determinants of Venture Investment in Emerging Markets
Journal of Emerging Market FinanceThis study examines the rapid growth of venture capital (VC) investment in emerging markets and its determinants. During the 2010 to 2020 period, we find that the level of VC in emerging markets grew at a compound annual growth rate of 35.2%, and the ...
A. Welker, Helper Zhou
semanticscholar +1 more source