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Closed-end country funds and the role of exchange rates in pricing and in determination of premiums and discounts

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  • Swanson, Peggy E.
  • Tsai, Pei-Jung

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  • Swanson, Peggy E. & Tsai, Pei-Jung, 2005. "Closed-end country funds and the role of exchange rates in pricing and in determination of premiums and discounts," Journal of Economics and Business, Elsevier, vol. 57(5), pages 388-410.
    • Handle: RePEc:eee:jebusi:v:57:y:2005:i:5:p:388-410
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    8. Dilip K. Patro, 2005. "Stock Market Liberalization and Emerging Market Country Fund Premiums," The Journal of Business, University of Chicago Press, vol. 78(1), pages 135-168, January.
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    Cited by:

    1. Stylianos X. Koufadakis, 2015. "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 29-65, july-Dece.
    2. Davies, Richard & Fletcher, Mary & Marshall, Andrew, 2013. "Investigating the role of illiquidity in explaining the UK closed-end country fund discount," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 121-130.
    3. Tsai, Pei-Jung & Swanson, Peggy E. & Sarkar, Salil K., 2007. "Mean and volatility linkages for closed-end country funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(4), pages 550-575, September.

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