Details about Christian Lundblad

Access statistics for papers by Christian Lundblad.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: plu185

Working Papers

2023

1. Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

2. Global Fund Flows and Emerging Market Tail Risk
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2020

3. Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (17)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (17)

2017

4. Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)

2014

5. Political Risk Spreads
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (89)
   See also Journal Article Political risk spreads, Journal of International Business Studies, Palgrave Macmillan (2014) View citations (89) (2014)

2012

6. Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
   FMG Discussion Papers, Financial Markets Group View citations (8)

2011

7. Endogenous Liquidity Supply
   2011 Meeting Papers, Society for Economic Dynamics View citations (7)
8. The European Union, the Euro, and Equity Market Integration
   2011 Meeting Papers, Society for Economic Dynamics View citations (4)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (7)
   See also Journal Article The European Union, the Euro, and equity market integration, Journal of Financial Economics, Elsevier (2013) View citations (76) (2013)

2010

9. What Segments Equity Markets?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
   Also in NBP Working Papers, Narodowy Bank Polski (2010) View citations (10)
   NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (19)
   See also Journal Article What Segments Equity Markets?, The Review of Financial Studies, Society for Financial Studies (2011) View citations (215) (2011)

2009

10. Asset fire sales and purchases and the international transmission of financial shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
11. Financial Openness and Productivity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    See also Journal Article Financial Openness and Productivity, World Development, Elsevier (2011) View citations (135) (2011)
12. Liquidity and Financial Intermediation
    2009 Meeting Papers, Society for Economic Dynamics

2006

13. Liquidity and Expected Returns: Lessons from Emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (13)
    See also Journal Article Liquidity and Expected Returns: Lessons from Emerging Markets, The Review of Financial Studies, Society for Financial Studies (2007) View citations (441) (2007)

2004

14. Global Growth Opportunities and Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    See also Journal Article Global Growth Opportunities and Market Integration, Journal of Finance, American Finance Association (2007) View citations (182) (2007)
15. Growth Volatility and Financial Liberalization
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
    See also Journal Article Growth volatility and financial liberalization, Journal of International Money and Finance, Elsevier (2006) View citations (274) (2006)

2001

16. Does Financial Liberalization Spur Growth?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (186)
    See also Journal Article Does financial liberalization spur growth?, Journal of Financial Economics, Elsevier (2005) View citations (949) (2005)

2000

17. Emerging Equity Markets and Economic Development
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (34)
    See also Journal Article Emerging equity markets and economic development, Journal of Development Economics, Elsevier (2001) View citations (212) (2001)

Journal Articles

2014

1. Political risk spreads
   Journal of International Business Studies, 2014, 45, (4), 471-493 View citations (89)
   See also Working Paper Political Risk Spreads, NBER Working Papers (2014) View citations (89) (2014)

2013

2. How do foreign investors impact domestic economic activity? Evidence from India and China
   Journal of International Money and Finance, 2013, 39, (C), 89-110 View citations (3)
3. The European Union, the Euro, and equity market integration
   Journal of Financial Economics, 2013, 109, (3), 583-603 View citations (76)
   See also Working Paper The European Union, the Euro, and Equity Market Integration, 2011 Meeting Papers (2011) View citations (4) (2011)

2012

4. Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
   Journal of Finance, 2012, 67, (6), 2015-2050 View citations (226)

2011

5. Financial Openness and Productivity
   World Development, 2011, 39, (1), 1-19 View citations (135)
   See also Working Paper Financial Openness and Productivity, NBER Working Papers (2009) View citations (16) (2009)
6. Regulatory pressure and fire sales in the corporate bond market
   Journal of Financial Economics, 2011, 101, (3), 596-620 View citations (242)
7. What Segments Equity Markets?
   The Review of Financial Studies, 2011, 24, (12), 3841-3890 View citations (215)
   See also Working Paper What Segments Equity Markets?, CEPR Discussion Papers (2010) View citations (20) (2010)

2007

8. Global Growth Opportunities and Market Integration
   Journal of Finance, 2007, 62, (3), 1081-1137 View citations (182)
   See also Working Paper Global Growth Opportunities and Market Integration, NBER Working Papers (2004) View citations (6) (2004)
9. Liquidity and Expected Returns: Lessons from Emerging Markets
   The Review of Financial Studies, 2007, 20, (6), 1783-1831 View citations (441)
   See also Working Paper Liquidity and Expected Returns: Lessons from Emerging Markets, CEPR Discussion Papers (2006) View citations (8) (2006)
10. The risk return tradeoff in the long run: 1836-2003
    Journal of Financial Economics, 2007, 85, (1), 123-150 View citations (153)

2006

11. Growth volatility and financial liberalization
    Journal of International Money and Finance, 2006, 25, (3), 370-403 View citations (274)
    See also Working Paper Growth Volatility and Financial Liberalization, NBER Working Papers (2004) View citations (61) (2004)

2005

12. Consumption, Dividends, and the Cross Section of Equity Returns
    Journal of Finance, 2005, 60, (4), 1639-1672 View citations (214)
13. Does financial liberalization spur growth?
    Journal of Financial Economics, 2005, 77, (1), 3-55 View citations (949)
    See also Working Paper Does Financial Liberalization Spur Growth?, NBER Working Papers (2001) View citations (186) (2001)

2003

14. Equity Market Liberalization in Emerging Markets
    Journal of Financial Research, 2003, 26, (3), 275-299 View citations (126)
    Also in Review, 2003, 85, (Jul), 53-74 (2003) View citations (114)

2002

15. Market efficiency, asset returns, and the size of the risk premium in global equity markets
    Journal of Econometrics, 2002, 109, (2), 195-237 View citations (40)

2001

16. Emerging equity markets and economic development
    Journal of Development Economics, 2001, 66, (2), 465-504 View citations (212)
    See also Working Paper Emerging Equity Markets and Economic Development, NBER Working Papers (2000) View citations (34) (2000)