Faculty Kate Phylaktis Research

Kate Phylaktis

Research

• Cross-border listing of securities
   
• The effects of price limits on the behaviour of stock returns
   
• Capital market integration
   
• Monetary policy and stock prices
  

  
  

  Working Papers
  
  Kate Phylaktis and L. Xia
  "The changing Role of Industry and Country Effects in Global Equity Markets"
  (Discussion Paper, Emerging Markets Group, 7/2003 (pdf). 
  
  Kate Phlaktis and Gikas Manalis
  "Price Transmission Dynamics between Informationally Linked Securities",
  Discussion on Paper, Emerging Margets Group,4/2003 (pdf)

  Kate Phylaktis and Fabiola Ravazzolo
  "Currency Risk Premium in Emerging Markets"
  Discussion paper, Emerging Markets Group, 3/2002 (339KB pdf)

  Kate Phylaktis and Fabiola Ravazzolo
  "Stock Market Linkages in Emerging Markets: Implications for International Portfolio Diversification"
  Discussion paper, Emerging Markets Group, 2/2002.(684KB pdf)

  Kate Phylaktis and Fabiola Ravazzolo, "Stock Prices and Exchange Rate Dynamics"
  Discussion Paper, Emerging Markets Group, 2/1999 (151KB pdf)
  
  Publications