Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Tomas Williams"'
Publikováno v:
The Review of Financial Studies.
Since the early 2000s exchange-traded funds (ETFs) have grown to become an important investment vehicle worldwide. In this paper, we study how their growth affects the sensitivity of international capital flows to the global financial cycle. We combi
Autor:
Tomas Williams, Michele Barletta
Publikováno v:
Equine Anesthesia and Pain Management ISBN: 9780429190940
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2409d172df61251c964b40726f4c93b4
https://doi.org/10.1201/9780429190940-13
https://doi.org/10.1201/9780429190940-13
This paper exploits a novel dataset covering the universe of transactions in the Colombian Stock Exchange to analyze episodes of additions to and deletions from MSCI equity indexes. The analysis finds that additions and deletions have large price eff
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::719c2a4e8232f35b33557811bd584f9c
https://doi.org/10.1596/1813-9450-9770
https://doi.org/10.1596/1813-9450-9770
Publikováno v:
Journal of International Economics. 137:103624
We exploit novel transaction-level data from Colombia to analyze episodes of additions to and deletions from MSCI equity indexes. We find additions and deletions to have large price effects (5.5%). We show that these effects are due to large demand s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::92c4ceeb9dd0e624110a0f00426f7db2
http://hdl.handle.net/11588/880288
http://hdl.handle.net/11588/880288
Autor:
Lorenzo Pandolfi, Tomas Williams
This paper analyzes the real effects on firms of sovereign debt inflow shocks in emerging countries. We follow Broner et al. (2019) and exploit six episodes of country inclusions into two major local currency sovereign debt indexes. We complement the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::20c8aa0cc9b124fe9c9ddf65a78bec53
http://hdl.handle.net/11588/822286
http://hdl.handle.net/11588/822286
Autor:
Tomas Williams
Publikováno v:
The Review of Financial Studies. 31:4958-4994
This paper uses a natural experiment to show that government access to foreign credit increases private access to credit. I identify a sudden, and unanticipated increase in capital inflows to the sovereign debt market in Colombia, due to a rebalancin
Publikováno v:
Journal of International Economics. 130:103446
We study the effects of sovereign debt inflows on domestic firms. To do so, we exploit episodes of large sovereign debt inflows, which follow the announcements of the inclusion of six emerging countries into major sovereign debt indexes. We find that
Publikováno v:
International Asset Allocations and Capital Flows: The Benchmark Effect
This paper studies channels through which well-known benchmark indexes impact asset allocations and capital flows across countries. The study uses unique monthly micro-level data of benchmark compositions and mutual fund investments during 1996-2012.