Browsing by Author "Buraschi, A."
Now showing items 1-1 of 1
-
The geography of funding markets and limits to arbitrage
Buraschi, A.; Menguturk, M.; Şener, Emrah (Society for Financial Studies, 2015-04)We use the relative pricing of pairs of emerging market (EM) sovereign bonds issued in both dollars and euros to study capital markets frictions during periods of financial distress. During the 2007–2008 crisis, we find ...
Share this page