30 citations · 30 across the 1 of their papers we have counts for
2 papers
econ.GN2022★ 30 cited
Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?
Joshua Aizenman, Yothin Jinjarak, Donghyun Park +1
We analyze the sovereign bond issuance data of eight major emerging markets (EMs) - Brazil, China, India, Indonesia, Mexico, Russia, South Africa and Turkey from 1970 to 2018. Our…
q-fin.TR2018
Structural Estimation of Behavioral Heterogeneity
Zhentao Shi, Huanhuan Zheng
We develop a behavioral asset pricing model in which agents trade in a market with information friction. Profit-maximizing agents switch between trading strategies in response to d…