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Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1795066
Abstract: ABSTRACT This article examines the relationship between US dollar-denominated debt and the correlations between the equity markets of 31 countries from 2007 to 2016. Our results indicate that the balance sheet mismatch imposed by the…
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Keywords:
equity;
dollar;
dollar denominated;
dollar debt ... See more keywords