Details about Kate Phylaktis

Access statistics for papers by Kate Phylaktis.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pph58

Working Papers

2009

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

2004

2. 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 View citations (1)

1995

3. Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages
   IMF Working Papers, International Monetary Fund View citations (3)
   See also Journal Article Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages, Pacific-Basin Finance Journal, Elsevier (1997) View citations (28) (1997)

1991

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

Journal Articles

2024

1. Foreign investors, firm level productivity, and European economic integration
   Journal of Corporate Finance, 2024, 85, (C) View citations (1)

2022

2. Capital Structures of Small Family Firms in Developing Countries
   Review of Corporate Finance, 2022, 2, (4), 745-790 View citations (1)
3. Economic integration and exchange market pressure in a policy uncertain world
   Journal of International Money and Finance, 2022, 128, (C) View citations (4)

2021

4. Economic integration and the currency and equity markets nexus
   International Journal of Finance & Economics, 2021, 26, (4), 5278-5301 View citations (5)

2019

5. Global liquidity, house prices and policy responses
   Journal of Financial Stability, 2019, 43, (C), 79-96 View citations (10)
6. Uncovered equity “disparity” in emerging markets
   Journal of International Money and Finance, 2019, 98, (C), -

2017

7. Expropriation risk by block holders, institutional quality and expected stock returns
   Journal of Corporate Finance, 2017, 45, (C), 122-149 View citations (4)

2016

8. Emerging markets finance: Issues of international capital flows, Overview of the special issue
   Journal of International Money and Finance, 2016, 60, (C), 1-7 View citations (2)
9. 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 View citations (13)
10. On cross-border bank credit and the U.S. financial crisis transmission to equity markets
    Journal of International Money and Finance, 2016, 69, (C), 108-134 View citations (9)

2015

11. FX market liquidity, funding constraints and capital flows
    Journal of International Money and Finance, 2015, 56, (C), 114-134 View citations (24)

2014

12. European integration and corporate financing
    International Review of Financial Analysis, 2014, 33, (C), 138-157 View citations (3)

2013

13. 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 View citations (1)
14. Margin Changes and Futures Trading Activity: a New Approach
    European Financial Management, 2013, 19, (1), 45-71 View citations (6)

2012

15. Exchange rate pass-through into import prices revisited: What drives it?
    Journal of International Money and Finance, 2012, 31, (4), 818-844 View citations (61)
16. Global liquidity risk in the foreign exchange market
    Journal of International Money and Finance, 2012, 31, (2), 267-291 View citations (46)
17. ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS
    International Journal of Finance & Economics, 2012, 17, (3), 290-304 View citations (8)

2010

18. 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 View citations (13)
19. Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks
    Journal of Empirical Finance, 2010, 17, (4), 566-584 View citations (22)

2009

20. Emerging-Markets Finance: Overview of the special issue
    Journal of International Money and Finance, 2009, 28, (4), 549-553 View citations (1)
    Also in Journal of International Money and Finance, 2006, 25, (3), 349-357 (2006) View citations (1)
21. Equity Market Comovement and Contagion: A Sectoral Perspective
    Financial Management, 2009, 38, (2), 381-409 View citations (37)
22. Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices
    Journal of Empirical Finance, 2009, 16, (4), 640-654 View citations (9)

2007

23. Security transaction taxes and financial volatility: Athens stock exchange
    Applied Financial Economics, 2007, 17, (18), 1455-1467 View citations (28)

2006

24. Sources of firms' industry and country effects in emerging markets
    Journal of International Money and Finance, 2006, 25, (3), 459-475 View citations (19)
25. The Changing Roles of Industry and Country Effects in the Global Equity Markets
    The European Journal of Finance, 2006, 12, (8), 627-648 View citations (15)

2005

26. Price transmission dynamics between informationally linked securities
    Applied Financial Economics, 2005, 15, (3), 187-201 View citations (5)
27. Stock market linkages in emerging markets: implications for international portfolio diversification
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (2), 91-106 View citations (83)
28. Stock prices and exchange rate dynamics
    Journal of International Money and Finance, 2005, 24, (7), 1031-1053 View citations (181)

2004

29. Currency risk in emerging equity markets
    Emerging Markets Review, 2004, 5, (3), 317-339 View citations (25)

2002

30. Measuring financial and economic integration with equity prices in emerging markets
    Journal of International Money and Finance, 2002, 21, (6), 879-903 View citations (99)

2001

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

2000

32. Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour
    Applied Financial Economics, 2000, 10, (4), 361-369 View citations (17)

1999

33. Capital market integration in the Pacific Basin region: an impulse response analysis
    Journal of International Money and Finance, 1999, 18, (2), 267-287 View citations (106)
34. Price Limits and Stock Market Volatility in the Athens Stock Exchange
    European Financial Management, 1999, 5, (1), 69-84 View citations (40)

1997

35. Black and official exchange rate volatility and foreign exchange controls
    Applied Financial Economics, 1997, 7, (1), 15-24 View citations (5)
36. Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages
    Pacific-Basin Finance Journal, 1997, 5, (2), 195-213 View citations (28)
    See also Working Paper Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages, IMF Working Papers (1995) View citations (3) (1995)

1996

37. Stock prices and the flow of information in the Athens Stock Exchange
    European Financial Management, 1996, 2, (1), 113-126 View citations (5)

1994

38. Does the real exchange rate follow a random walk? The Pacific Basin perspective
    Journal of International Money and Finance, 1994, 13, (4), 476-495 View citations (39)

1993

39. Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence
    The Review of Economics and Statistics, 1993, 75, (1), 32-37 View citations (50)
40. The fisher hypothesis: Evidence from three high inflation economies
    Review of World Economics (Weltwirtschaftliches Archiv), 1993, 129, (3), 591-599 View citations (18)

1992

41. Purchasing power parity and cointegration: The Greek evidence from the 1920s
    Journal of International Money and Finance, 1992, 11, (5), 502-513 View citations (10)

1991

42. The black market for dollars in Chile
    Journal of Development Economics, 1991, 37, (1-2), 155-172 View citations (29)

1988

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

Books

1995

1. The Banking System of Cyprus
   Palgrave Macmillan Books, Palgrave Macmillan View citations (4)

Edited books

1990

1. International Finance and the Less Developed Countries
   Palgrave Macmillan Books, Palgrave Macmillan View citations (1)

Chapters

2024

1. Financial integration and exchange market pressure
   Chapter 14 in Handbook of Financial Integration, 2024, pp 312-339

2003

2. The International Monetary Fund: Past, Present and Future
   Chapter 24 in Handbook of International Banking, 2003

1995

3. Banking in Cyprus in the 1990s
   Palgrave Macmillan
4. Banking without a Central Bank
   Palgrave Macmillan
5. Co-operative Societies: Growth and Crisis
   Palgrave Macmillan
6. Cyprus: An Emerging Offshore Banking and Financial Centre
   Palgrave Macmillan
7. The Banking System during Independence
   Palgrave Macmillan
8. The Central Bank of Cyprus
   Palgrave Macmillan
9. The Existing Regulatory Framework of the Banking System and Prospective Changes
   Palgrave Macmillan
10. The Financing of Agriculture
    Palgrave Macmillan
11. The Origins of Modern Banking in Cyprus
    Palgrave Macmillan

1990

12. Capital Controls in Argentina, Chile and Uruguay
    Palgrave Macmillan View citations (2)
13. Introduction
    Palgrave Macmillan

1984

14. Comments on Robert Z. Aliber’s Paper ‘Structural Change, Monetary Policy and the Foreign Exchange Value of the Pound’
    Palgrave Macmillan