Thesis (Ph. D.)--Ohio State University, 2004. / Title from first page of PDF file. Document formatted into pages; contains xi, 110 p.; also includes graphics. Includes bibliographical references (p. 70-76).

Thesis (Ph. D.)--Florida State University, 2004. / Advisor: Dr. David R. Peterson, Florida State University, College of Business, Dept. of Finance. Title and description from dissertation home page (viewed Sept. 23, 2004). Includes bibliographical references.

Thesis (Ph. D.)--University of Chicago, Dept. of Economics. / Includes bibliographical references. Also available on the Internet.

Dissertation (MBA)(Graduate School of Management))--University of Pretoria, 2008. / Includes bibliographical references.

Thesis (doctoral)--Johann Wolfgang Goethe-University, 2004. / Includes bibliographical references.

Diss.: Frankfurt (Main), Frankfurt School of Finance & Management, 2009. / Inludes bibliographical references (p. 217-223).

Thesis (doctoral)--Johann Wolfgang Goethe-University, 2004. / Title from e-book title screen (viewed January 2, 2008). Includes bibliographical references.

Thesis (Ph. D.)--University of Chicago, Graduate School of Business, August 2002. / Includes bibliographical references. Also available on the Internet.

The high flow-performance sensitivity in open-end municipal bond funds motivates fund managers to actively manage funding liquidity risk and reduce the costs of flow-driven transactions. Funds with volatile past flows build up liquidity buffers by holding more cash and liquid municipal bonds in their portfolios. Funds rely on cash and liquid securities in flow management. Unconventional liquidity management tools, such as cross-trading between funds in the same family, are used by municipal bond funds in extreme situations. Fund families coordinate cross-trades between open- and low-value closed-end funds only when open-end funds are in distress.

A integração dos países periféricos na globalização financeira foi acompanhada por diversas crises desde o início dos anos 1990. Essas crises contribuíram para o desenvolvimento de uma literatura sobre indicadores de vulnerabilidade externa que busca encontrar acúmulo de fragilidades nas economias emergentes, para proporcionar medidas capazes de contornar ou amenizar momentos de crise. A busca de sinais de vulnerabilidade se torna relevante frente ao cenário atual de uma potencial reversão de liquidez internacional, com a expectativa do mercado em relação à mudança da política monetária dos países centrais. O objetivo desta pesquisa é comparar, através de diversos indicadores, a posição de vulnerabilidade externa de Brasil, Índia, Indonésia, África do Sul e Turquia, os países emergentes sobre os quais o mercado possui as piores expectativas quanto à capacidade de resistência frente a um choque externo e que, por conta disso, foram apelidados de Fragile Five. / The integration of peripheral countries in financial globalization was accompanied by several crises since the early 1990. These crises contributed to the development of a branchof the international economy literature devoted to the study of external vulnerability indicators which seeks to find of weaknesses in the external structure of emerging economies so that the policy makers can take measures to circumvent or mitigate a crisis. The search for signs of vulnerability becomes significant in light of the current scenario, in which grows the possibility of a reversal in international liquidity, due to thechange of monetary policy in central countries. The objective of this research is to compare, through various external vulnerability indicators found along the literature, the external position of vulnerability of Brazil, India, Indonesia, South Africa and Turkey, because these are the emerging countries for which the market has the worst expectations of resilience against external shock and, therefore, were called the Fragile Five.