Sovereign Wealth Funds' Impact on Debt and Equity Markets during the 2007-09 Financial Crisis

被引：7

作者：

Gasparro, Vincent ^{[1
]}

Pagano, Michael S. ^{[2
]}

机构：

[1] Primanagment Inc, Toronto, ON, Canada

[2] Villanova Univ, Villanova, PA 19085 USA

来源：

FINANCIAL ANALYSTS JOURNAL | 2010年 / 66卷 / 03期

关键词：

D O I：

10.2469/faj.v66.n3.1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

The authors found that news related to the financial crisis and sovereign wealth fund investments in U.S. and European firms not only affected returns on U.S. money market instruments and U.S. firms' common stock but also created negative "spillover" effects on Canadian money markets and Canadian firms' equity returns.

引用

页码：92 / 103

页数：12

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