Details about Vanja Piljak

Access statistics for papers by Vanja Piljak.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: ppi394

Working Papers

2018

1. Financial Development, Government Bond Returns, and Stability: International Evidence
   Working Papers, Department of Research, Ipag Business School
   See also Journal Article Financial development, government bond returns, and stability: International evidence, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (6) (2019)

Journal Articles

2025

1. Media-based climate risks and international corporate bond market
   Journal of International Money and Finance, 2025, 151, (C)

2024

2. Carbon VIX: A case of decarbonized SPACs
   Finance Research Letters, 2024, 70, (C)
3. Is firm-level political risk priced in the corporate bond market?
   Journal of Empirical Finance, 2024, 79, (C)

2023

4. Acquisition determinants of energy SPACs: Reflecting a closed group?
   Finance Research Letters, 2023, 55, (PB) View citations (1)
5. Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects
   Research in International Business and Finance, 2023, 65, (C)

2022

6. First offshore bond issuances and firm valuation
   International Review of Financial Analysis, 2022, 83, (C) View citations (1)
7. Subsidiary financing choices: The roles of institutional distances from home countries
   International Review of Financial Analysis, 2022, 83, (C) View citations (4)

2021

8. The structure and degree of dependence in government bond markets
   Journal of International Financial Markets, Institutions and Money, 2021, 74, (C) View citations (5)

2020

9. Frequency volatility connectedness across different industries in China
   Finance Research Letters, 2020, 37, (C) View citations (7)
10. Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets
    Global Finance Journal, 2020, 46, (C) View citations (2)

2019

11. Financial development, government bond returns, and stability: International evidence
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 81-96 View citations (6)
    See also Working Paper Financial Development, Government Bond Returns, and Stability: International Evidence, Working Papers (2018) (2018)

2018

12. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (22)

2017

13. Frontier and emerging government bond markets
    Emerging Markets Review, 2017, 30, (C), 232-255 View citations (8)
14. Fundamental indexation for developed, emerging, and frontier government bond markets
    Journal of Asset Management, 2017, 18, (5), 405-420 View citations (1)

2016

15. Global economic activity as an explicator of emerging market equity returns
    Research in International Business and Finance, 2016, 36, (C), 424-435 View citations (19)
16. Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets
    Research in International Business and Finance, 2016, 36, (C), 41-51 View citations (33)
17. The effect of political risk on currency carry trades
    Finance Research Letters, 2016, 19, (C), 75-78 View citations (9)

2015

18. The political risk factor in emerging, frontier, and developed stock markets
    Finance Research Letters, 2015, 15, (C), 239-245 View citations (37)

2014

19. The Co†movement Dynamics of European Frontier Stock Markets
    European Financial Management, 2014, 20, (3), 574-595 View citations (46)

2013

20. Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets
    Emerging Markets Review, 2013, 17, (C), 29-43 View citations (49)