Browsing by Author "Akgiray, Ahmet Vedat"
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Essays on pricing anomalies and the limits of arbitrage in emerging markets
Şatıroğlu, Sait (2016-07)It is a difficult task to explain market anomalies in standard models of asset pricing, as they are all based on the core idea of the law of one price: two assets with equal expected returns have equal values. Otherwise, ... -
Liquidity in the emerging market local currency bond market: measurement,commonality, and supply of risk capital
Baronyan, Sayad Reteos (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 ... -
Macroeconomic fundamentals and emerging market asset prices
Yılmaz, Osman (2017-06)This thesis consists of three chapters which make empirical contributions to the field of emerging markets xed income, real estate and nancial markets. First chapter entitled 'Macroeconomics Fundamentals and Emerging ...
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