Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets
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- Nasha Ananchotikul & Longmei Zhang, 2016. "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," PIER Discussion Papers 36., Puey Ungphakorn Institute for Economic Research, revised Jul 2016.
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More about this item
KeywordsEconometric models; Bond yields; Capital flows; Asset markets; Asset prices; Emerging markets; Exchange rates; Financial risk; Spillovers; International finance; Stock prices; portfolio flows; global risk aversion; exchange rate; bond; bond flows; risk aversion; stock market; Portfolio Choice;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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