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2. Is a pure TIPS strategy truly risk free?. (2016). Haensly, Paul J.
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3. The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach. (2015). Sendlhofer, Rupert ; Auckenthaler, Julia ; Kupfer, Alexander.
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4. Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano. (2015). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
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5. Inflation Risk Premia in the Euro Area and the United States. (2014). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
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6. The Fear Premium and Daily Comovements of the S&P 500 E/P ratio and Treasury Yields before and during the 2008 Financial Crisis. (2013). Faugere, Christophe.
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7. What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?. (2013). Palomino, Francisco ; Hsu, Alex.
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8. Alternative inflation hedging strategies for ALM. (2013). Fulli-Lemaire, Nicolas.
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9. Do inflation-linked bonds contain information about future inflation?. (2013). Guillén, Osmani ; Vicente, Jose Valentim Machado, ; Guillen, Osmani Teixeira de Carvalho, .
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10. Do inflation-linked bonds contain information about future inflation?. (2013). Osmani Teixeira de Carvalho Guillen, ; Jose Valentim Machado Vicente, .
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11. Bond Pricing and the Macroeconomy. (2013). Duffee, Gregory R.
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12. Estimating inflation compensation for Turkey using yield curves. (2013). Gulsen, Eda ; Duran, Murat ; Gulen, Eda.
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13. Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics. (2012). Fulli-Lemaire, Nicolas.
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14. Inflation-Hedging Portfolios : Economic Regimes Matter. (2012). Briere, Marie ; Signori, Ombretta.
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15. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
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16. Optimal portfolio choice in real terms: Measuring the benefits of TIPS. (2012). Cartea, Álvaro ; Toro, Juan ; Saul, Jonatan .
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17. Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia. (2011). Kajuth, Florian ; Watzka, Sebastian.
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18. Asset pricing in the production economy subject to monetary shocks. (2011). Grishchenko, Olesya.
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19. Inflation hedging portfolios in different regimes. (2011). Signori, Ombretta ; Briere, Marie.
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20. Pricing the term structure of inflation risk premia: Theory and evidence from TIPS. (2010). Cheng, Xiaolin ; Liu, BO.
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21. Do Inflation-linked Bonds Contain Information about Future Inflation?. (2010). Vicente, José Valentim ; Guillén, Osmani ; Osmani Teixeira de Carvalho Guillen, ; Jose Valentim Machado Vicente, .
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22. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
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23. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
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1. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir H..
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2. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
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3. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Strange, Roger ; Piesse, Jenifer ; Hearn, Bruce.
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4. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
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5. IPO underpricing and after-market liquidity. (2006). Pagano, Marco ; Ellul, Andrew.
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6. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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7. Do Stock Prices Really Reflect Fundamental Values? The Case of REITs. (2004). Mayer, Christopher ; Gentry, William ; Jones, Charles M..
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8. Over-the-Counter Markets. (2004). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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9. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
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10. Financial Claustrophobia: Asset Pricing in Illiquid Markets. (2004). Longstaff, Francis.
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11. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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12. Look at me now: the role of cross-listing in attracting U.S. investors. (2004). Warnock, Francis ; Holland, Sara B. ; Ammer, John ; Smith, David C..
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13. Market based compensation, trading and liquidity. (2004). Heider, Florian ; Calcagno, Riccardo.
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14. Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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15. Market illiquidity and bounds on European option prices. (2003). Amaro de Matos, João ; Paula Antão, .
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16. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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17. Stock splits: motivations and valuation effects in the Spanish market. (2003). Gómez Ansón, Silvia ; Menendez, Susana.
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18. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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19. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
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20. Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities. (2002). Fernando, Chitru S..
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21. Estimating the price elasticity of demand in the London stock market. (2002). Wright, Robert ; Levin, Eric J..
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22. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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23. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
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24. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Tapia, Mikel ; Rubio, Gonzalo ; Nieto, Belen.
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25. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
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26. Liquidity Shocks, Systemic Risk, and Market Collapse: Theory and Application to the Market for Perps. (2001). Herring, Richard J. ; Fernando, Chitru S..
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27. Market Structure and Stock Splits. (2001). Michayluk, David ; Kofman, Paul.
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28. Liquidity Risk and Expected Stock Returns. (2001). Stambaugh, Robert ; Pastor, Lubos.
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29. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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30. Mexican treasury securities primary auctions. (2001). Castellanos, Sara.
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31. A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?. (2001). Castellanos, Sara.
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32. The Emerging Landscape for Retail E-Commerce. (2001). Bakos, Yannis.
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33. What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions. (2000). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Roell, Ailsa A..
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34. The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Richardson, Matthew ; Ofek, Eli.
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35. Credit scoring and mortgage securitization: do they lower mortgage rates?. (2000). Passmore, Wayne ; Sparks, Roger ; Heuson, Andrea.
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38. Globalization of Equity Markets and the Cost of Capital. (1999). Stulz, René.
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39. Mutual fund trading costs. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
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40. Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Bennett, Paul ; Kambhu, John.
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49. Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps51.

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50. A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps50.

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