Search Results - "Wongswan, Jon"

Journal Article

Transmission of Information across International Equity Markets

by Jon Wongswan Published in The Review of financial studies (01.12.2006)

“...This article provides evidence of information transmission from the United States and Japan to Korean and Thai equity markets. Information is defined as...”

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Journal Article

Global asset prices and FOMC announcements

by Hausman, Joshua Wongswan, Jon Published in Journal of international money and finance (2011)

“...This paper analyzes the impact of U.S. monetary policy announcement surprises on foreign equity indexes, short- and long-term interest rates, and exchange...”

Journal Article

The response of global equity indexes to U.S. monetary policy announcements

by Wongswan, Jon Published in Journal of international money and finance (2009)

“...This paper analyzes the impact of U.S. monetary policy announcement surprises on 15 foreign equity indexes in Asia, Europe, and Latin America. Using...”

Journal Article

US International Equity Investment and Past and Prospective Returns

by Stephanie E. Curcuru Charles P. Thomas Francis E. Warnock Jon Wongswan Published in The American economic review (01.12.2011)

“...Counter to extant stylized facts, using newly available data on country allocations in US investors' foreign equity portfolios we find that (i) US investors do...”

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Journal Article

International fund investment and local market returns

by Jinjarak, Yothin Wongswan, Jon Zheng, Huanhuan Published in Journal of banking & finance (2011)

“...International fund investment in bonds and equities is characterized by a positive association between current net inflows and contemporaneous and past market...”

Journal Article

International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices

by JOHN AMMER CLARA VEGA JON WONGSWAN Published in Journal of money, credit and banking (01.09.2010)

“...This paper analyzes intraday changes in firm-level equity prices around interest rate announcements to assess the transmission of U. S. monetary policy to the...”

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Journal Article

Uncovered Equity Parity and rebalancing in international portfolios

by Curcuru, Stephanie E Thomas, Charles P Warnock, Francis E Wongswan, Jon Published in Journal of international money and finance (01.10.2014)

“...Portfolio rebalancing is a key driver of the Uncovered Equity Parity (UEP) condition. According to UEP, when foreign equity holdings outperform domestic...”

Journal Article

Informational linkages across trading regions: Evidence from foreign exchange markets

by Cai, Fang Howorka, Edward Wongswan, Jon Published in Journal of international money and finance (2008)

“...Using a new high-frequency data set from Electronic Broking Services (EBS), this paper examines informational linkages in the euro–dollar and dollar–yen...”

Journal Article

Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns

by Ammer, John Wongswan, Jon Published in The Financial review (Buffalo, N.Y.) (01.05.2007)

“...We apply the Campbell decomposition to industry‐by‐country, national, global industry, and world stock index returns using 1995–2003 data. World, global...”