Browsing by Subject "Liquidity"
Now showing items 1-2 of 2
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Flight-to-quality, economic fundamentals, and stock returns
(Elsevier, 2017)We find that the order flow differential (OFD), a flight-to-quality measure constructed as the difference between large- and small-cap stock order flows, strongly and negatively forecasts output growth and interest rates ... -
Liquidity in the emerging market local currency bond market: measurement,commonality, and supply of risk capital
(2016-06)Major emerging markets sovereigns have started financing a significant component of their budget deficits issuing local currency (LC) bond, reaching to the total outstanding size over 5 trillion dollar almost half of the ...
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