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Trade Credit and International Return Comovement. (2011). Watugala, Sumudu ; Ramadorai, Tarun ; Albuquerque, Rui.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8222.

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Cited: 3

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Cites: 34

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Cocites: 50

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  1. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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  2. Spread the news: The impact of news on the European sovereign bond markets during the crisis. (2013). Giuliodori, Massimo ; de Jong, Frank ; Beetsma, Roel ; Widijanto, Daniel .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:83-101.

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  3. Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets. (2012). Giuliodori, Massimo ; de Jong, Frank ; Beetsma, Roel ; Widijanto, Daniel .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9043.

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References

References cited by this document

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  9. Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S.
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  11. Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?. (2016). Ulku, Numan ; Fatullayev, Sabutay ; Diachenko, Daria .
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