EconPapers    
Economics at your fingertips  
 

Details about Kate Phylaktis

E-mail:
Homepage:http://www.cass.city.ac.uk/faculty/k.phylaktis/
Workplace:Faculty of Finance, Cass Business School, City University, (more information at EDIRC)

Access statistics for papers by Kate Phylaktis.

Last updated 2016-05-21. Update your information in the RePEc Author Service.

Short-id: pph58


Jump to Journal Articles Chapters

Working Papers

2009

  1. Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads

2004

  1. Sources of Industry and Country Effects in Firm Level Returns
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads View citations (1)

1995

  1. Capital Market Integration in the Pacific Basin Region; An Analysis of Real Interest Rate Linkages
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    See also Journal Article in Pacific-Basin Finance Journal (1997)

1991

  1. The Demand for Money During High Inflation Episodes; Some Latin American Evidenceon the Cagan Model
    IMF Working Papers, International Monetary Fund Downloads View citations (1)

Journal Articles

2016

  1. Emerging markets finance: Issues of international capital flows, Overview of the special issue
    Journal of International Money and Finance, 2016, 60, (C), 1-7 Downloads View citations (1)
  2. Hot money in bank credit flows to emerging markets during the banking globalization era
    Journal of International Money and Finance, 2016, 60, (C), 29-52 Downloads View citations (3)

2015

  1. FX market liquidity, funding constraints and capital flows
    Journal of International Money and Finance, 2015, 56, (C), 114-134 Downloads View citations (7)

2014

  1. European integration and corporate financing
    International Review of Financial Analysis, 2014, 33, (C), 138-157 Downloads View citations (2)

2013

  1. Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level
    Borsa Istanbul Review, 2013, 13, (4), 79-92 Downloads

2012

  1. Exchange rate pass-through into import prices revisited: What drives it?
    Journal of International Money and Finance, 2012, 31, (4), 818-844 Downloads View citations (36)
  2. Global liquidity risk in the foreign exchange market
    Journal of International Money and Finance, 2012, 31, (2), 267-291 Downloads View citations (29)
  3. ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS
    International Journal of Finance & Economics, 2012, 17, (3), 290-304 View citations (6)

2010

  1. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?
    International Journal of Finance & Economics, 2010, 15, (3), 228-246 Downloads View citations (9)
  2. Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks
    Journal of Empirical Finance, 2010, 17, (4), 566-584 Downloads View citations (11)

2009

  1. Emerging-Markets Finance: Overview of the special issue
    Journal of International Money and Finance, 2009, 28, (4), 549-553 Downloads View citations (1)
    Also in Journal of International Money and Finance, 2006, 25, (3), 349-357 (2006) Downloads View citations (1)
  2. Equity Market Comovement and Contagion: A Sectoral Perspective
    Financial Management, 2009, 38, (2), 381-409 Downloads View citations (23)
  3. Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices
    Journal of Empirical Finance, 2009, 16, (4), 640-654 Downloads View citations (5)

2007

  1. Security transaction taxes and financial volatility: Athens stock exchange
    Applied Financial Economics, 2007, 17, (18), 1455-1467 Downloads View citations (20)

2006

  1. Sources of firms' industry and country effects in emerging markets
    Journal of International Money and Finance, 2006, 25, (3), 459-475 Downloads View citations (14)
  2. The Changing Roles of Industry and Country Effects in the Global Equity Markets
    The European Journal of Finance, 2006, 12, (8), 627-648 Downloads View citations (8)

2005

  1. Price transmission dynamics between informationally linked securities
    Applied Financial Economics, 2005, 15, (3), 187-201 Downloads View citations (4)
  2. Stock market linkages in emerging markets: implications for international portfolio diversification
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (2), 91-106 Downloads View citations (53)
  3. Stock prices and exchange rate dynamics
    Journal of International Money and Finance, 2005, 24, (7), 1031-1053 Downloads View citations (123)

2004

  1. Currency risk in emerging equity markets
    Emerging Markets Review, 2004, 5, (3), 317-339 Downloads View citations (22)

2002

  1. Measuring financial and economic integration with equity prices in emerging markets
    Journal of International Money and Finance, 2002, 21, (6), 879-903 Downloads View citations (69)

2001

  1. Foreign exchange markets in transition economies: China
    Journal of Development Economics, 2001, 64, (1), 215-235 Downloads View citations (22)

2000

  1. Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour
    Applied Financial Economics, 2000, 10, (4), 361-369 Downloads View citations (15)

1999

  1. Capital market integration in the Pacific Basin region: an impulse response analysis
    Journal of International Money and Finance, 1999, 18, (2), 267-287 Downloads View citations (85)
  2. Price Limits and Stock Market Volatility in the Athens Stock Exchange
    European Financial Management, 1999, 5, (1), 69-84 Downloads View citations (30)

1997

  1. Black and official exchange rate volatility and foreign exchange controls
    Applied Financial Economics, 1997, 7, (1), 15-24 Downloads View citations (5)
  2. Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages
    Pacific-Basin Finance Journal, 1997, 5, (2), 195-213 Downloads View citations (21)
    See also Working Paper (1995)

1996

  1. Stock prices and the flow of information in the Athens Stock Exchange
    European Financial Management, 1996, 2, (1), 113-126 Downloads View citations (4)

1994

  1. Does the real exchange rate follow a random walk? The Pacific Basin perspective
    Journal of International Money and Finance, 1994, 13, (4), 476-495 Downloads View citations (29)

1993

  1. Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence
    The Review of Economics and Statistics, 1993, 75, (1), 32-37 Downloads View citations (44)
  2. The fisher hypothesis: Evidence from three high inflation economies
    Review of World Economics (Weltwirtschaftliches Archiv), 1993, 129, (3), 591-599 Downloads View citations (10)

1992

  1. Purchasing power parity and cointegration: The Greek evidence from the 1920s
    Journal of International Money and Finance, 1992, 11, (5), 502-513 Downloads View citations (8)

1991

  1. The black market for dollars in Chile
    Journal of Development Economics, 1991, 37, (1-2), 155-172 Downloads View citations (27)

1988

  1. Capital controls: The case of Argentina
    Journal of International Money and Finance, 1988, 7, (3), 303-320 Downloads View citations (8)

Chapters

2003

  1. The International Monetary Fund: Past, Present and Future
    Chapter 24 in Handbook of International Banking, 2003 Downloads
 
Page updated 2019-08-16