The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model
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EN
Article de revue
Este ítem está publicado en
Economic Modelling. 2016-01-01, vol. 52, n° Part. A, p. 26-34
Resumen en inglés
The expansion of global liquidity, exacerbated by the unconventional monetary policies implemented by the major central banks over the past several years, has contributed to the debate on the cross-border impact of those ...Leer más >