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Publications

by members of

School of Finance
Universität St. Gallen
Sankt Gallen, Switzerland

(University of St. Gallen))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

Undated material is listed at the end

2013

  1. Nicole Aregger & Martin Brown & Enzo Rossi, 2013. "Transaction Taxes, Capital Gains Taxes and House Prices," Working Papers 2013-02, Swiss National Bank.
  2. Martin Brown & Ralph De Haas & Vladimir Sokolov, 2013. "Regional inflation and financial dollarisation," Working Papers 163, European Bank for Reconstruction and Development, Office of the Chief Economist.
  3. Brown, Martin, 2013. "The transmission of banking crises to households : lessons from the 2008-2011 crises in the ECA region," Policy Research Working Paper Series 6528, The World Bank.
  4. Brown, Martin & Guin, Benjamin & Morkoetter, Stefan, 2013. "Switching Costs, Deposit Insurance and Deposit Withdrawals from Distressed Banks," Working Papers on Finance 1319, University of St. Gallen, School of Finance.
  5. Brown, Martin & Guin, Benjamin & Kirschenmann, Karolin, 2013. "Microfinance Banks and Household Access to Finance," Working Papers on Finance 1302, University of St. Gallen, School of Finance.
  6. Brown, Martin & Hoffmann, Matthias, 2013. "Mortgage Relationships," Working Papers on Finance 1310, University of St. Gallen, School of Finance.
  7. Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan, 2013. "The Euro Interbank Repo Market," Working Papers on Finance 1316, University of St. Gallen, School of Finance.
  8. Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013. "Understanding FX Liquidity," Working Papers on Finance 1315, University of St. Gallen, School of Finance.
  9. Ranaldo, Angelo & Reynard, Samuel, 2013. "Monetary Policy Effects on Long-term Rates and Stock Prices," Working Papers on Finance 1322, University of St. Gallen, School of Finance.
  10. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013. "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance 1318, University of St. Gallen, School of Finance.
  11. Ammann, Manuel & Buesser, Ralf, 2013. "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance 1304, University of St. Gallen, School of Finance.
  12. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013. "Electricity Derivatives Pricing with Forward-Looking Information," Working Papers on Finance 1317, University of St. Gallen, School of Finance.
  13. Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013. "Electricity Spot and Derivatives Pricing when Markets are Interconnected," Working Papers on Finance 1323, University of St. Gallen, School of Finance.
  14. Adams, Zeno & Füss, Roland & Gropp, Reint, 2013. "Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach," SAFE Working Paper Series 20, Center of Excellence SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  15. Tanja Artiga González & Markus Schmid & David Yermack, 2013. "Smokescreen: How Managers Behave When They Have Something To Hide," NBER Working Papers 18886, National Bureau of Economic Research, Inc.
  16. Stein-Erik, Fleten & Paraschiv, Florentina & Schürle, Michel, 2013. "Spot-forward Model for Electricity Prices," Working Papers on Finance 1311, University of St. Gallen, School of Finance.
  17. Paraschiv, Florentina, 2013. "Price Dynamics in Electricity Markets," Working Papers on Finance 1314, University of St. Gallen, School of Finance.
  18. Paraschiv, Florentina & Qin, Minzi, 2013. "Extreme Spillover Between Shadow Banking and Regular Banking," Working Papers on Finance 1312, University of St. Gallen, School of Finance.
  19. Daviou, Agustin & Paraschiv, Florentina, 2013. "Investors’ Behavior under Changing Market Volatility," Working Papers on Finance 1313, University of St. Gallen, School of Finance.
  20. Biener, Christian & Eling, Martin & Schmit, Joan T., 2013. "Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development," Working Papers on Finance 1305, University of St. Gallen, School of Finance.

2012

  1. Brown, Martin & de Haas, Ralph, 2012. "Foreign banks and foreign currency lending in emerging Europe," MPRA Paper 36323, University Library of Munich, Germany.
  2. Martin Brown & Matthias Schaller & Simone Westerfeld & Markus Heusler, 2012. "Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment," Mo.Fi.R. Working Papers 67, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  3. Brown, Martin & Degryse, Hans & Höwer, Daniel & Penas, María Fabiana, 2012. "How do banks screen innovative firms? Evidence from start-up panel data," ZEW Discussion Papers 12-032, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  4. Martin Brown & Stefan Trautmann & Razvan Vlahu, 2012. "Contagious Bank Runs: Experimental Evidence," DNB Working Papers 363, Netherlands Central Bank, Research Department.
  5. Brown, Martin & Graf, Roman, 2012. "Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland," Working Papers on Finance 1301, University of St. Gallen, School of Finance.
  6. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
  7. Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance 1202, University of St. Gallen, School of Finance.
  8. Kovacevic, Raimund M. & Paraschiv, Florentina, 2012. "Medium-term Planning for Thermal Electricity Production," Working Papers on Finance 1220, University of St. Gallen, School of Finance.
  9. Paraschiv, Florentina, 2012. "Modeling Non-maturing Savings Volumes," Working Papers on Finance 1218, University of St. Gallen, School of Finance.
  10. Paraschiv, Florentina, 2012. "Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts," Working Papers on Finance 1219, University of St. Gallen, School of Finance.
  11. Kohler, Alexander & von Wyss, Rico, 2012. "Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs," Working Papers on Finance 1210, University of St. Gallen, School of Finance.
  12. Kohler, Alexander & von Wyss, Rico, 2012. "Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID," Working Papers on Finance 1209, University of St. Gallen, School of Finance.

2011

  1. Beck, Thorsten & Brown, Martin, 2011. "Which households use banks? Evidence from the transition economies," Working Paper Series 1295, European Central Bank.
  2. Brown, Martin & Serra-Garcia, Marta, 2011. "Debt Enforcement and Relational Contracting," Discussion Papers in Economics 12287, University of Munich, Department of Economics.
  3. Beck, T.H.L. & Brown, M., 2011. "Use of Banking Services in Emerging Markets -Household-Level Evidence (Replaces CentER DP 2010-092)," Discussion Paper 2011-089, Tilburg University, Center for Economic Research.
  4. Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Discussion Paper 2011-099, Tilburg University, Center for Economic Research.
  5. Brown, Martin & Lane, Philip R., 2011. "Debt overhang in emerging Europe ?," Policy Research Working Paper Series 5784, The World Bank.
  6. Beck, Thorsten & Brown, Martin, 2011. "Use of Banking Services in Emerging Markets--Household-Level Evidence," CEPR Discussion Papers 8475, C.E.P.R. Discussion Papers.
  7. Francis Breedon & Angelo Ranaldo, 2011. "Intraday patterns in FX returns and order flow," Working Papers 2011-04, Swiss National Bank.
  8. Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
  9. Füss, Roland & Gehrig, Thomas & Rindler, Philipp B, 2011. "Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?," CEPR Discussion Papers 8714, C.E.P.R. Discussion Papers.

2010

  1. Brown, M. & Ongena, S. & Popov, A. & Yesin, P., 2010. "Who Needs Credit and Who Gets Credit in Eastern Europe?," Discussion Paper 2010-50, Tilburg University, Center for Economic Research.
  2. Beck, T.H.L. & Brown, M., 2010. "Which Households Use Banks? Evidence from the Transition Economies (Replaced by CentER DP 2011-089)," Discussion Paper 2010-92, Tilburg University, Center for Economic Research.
  3. Brown, M. & Serra Garcia, M., 2010. "Relational Contracting Under the Threat of Expropriation – Experimental Evidence," Discussion Paper 2010-85, Tilburg University, Center for Economic Research.
  4. Martin Brown & Ralph De Haas, 2010. "Foreign currency lending in emerging Europe: bank-level evidence," Working Papers 122, European Bank for Reconstruction and Development, Office of the Chief Economist.
  5. Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2010. "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums," Working Papers 2010-03, Swiss National Bank.
  6. Tommaso Mancini Griffoli & Angelo Ranaldo, 2010. "Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity," Working Papers 2010-14, Swiss National Bank.
  7. Marc ARNOLD & Alexander F. WAGNER & Ramona WESTERMANN, 2010. "Macroeconomic Conditions, Growth Opportunities and the Cross-Section of Credit Risk," Swiss Finance Institute Research Paper Series 10-19, Swiss Finance Institute, revised Jul 2010.

2009

  1. Brown, Martin & Ongena, Steven & Yesin, Pinar, 2009. "Foreign Currency Borrowing by Small Firms," CEPR Discussion Papers 7540, C.E.P.R. Discussion Papers.
  2. Brown, M. & Kirschenmann, K. & Ongena, S., 2009. "Foreign Currency Loans - Demand or Supply Driven?," Discussion Paper 2009-78, Tilburg University, Center for Economic Research.
  3. Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009. "The Implementation of SNB Monetary Policy," University of St. Gallen Department of Economics working paper series 2009 2009-08, Department of Economics, University of St. Gallen.
  4. Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
  5. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
  6. Schindler, Felix & Rottke, Nico & Füss, Roland, 2009. "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers 09-054, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

2008

  1. Brown, M. & Ongena, S. & Yesin, P., 2008. "Currency Denomination of Bank Loans: Evidence from Small Firms in Transition Countries," Discussion Paper 2008-16, Tilburg University, Center for Economic Research.
  2. Brown, Martin & Falk, Armin & Fehr, Ernst, 2008. "Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device," IZA Discussion Papers 3345, Institute for the Study of Labor (IZA).
  3. Ernst Fehr & Martin Brown & Christian Zehnder, 2008. "On reputation: A microfoundation of contract enforcement and price rigidity," IEW - Working Papers 384, Institute for Empirical Research in Economics - University of Zurich.
  4. Fischer, Andreas M & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers 6753, C.E.P.R. Discussion Papers.

2007

  1. Martin Brown & Tullio Jappelli & Marco Pagano, 2007. "Information Sharing and Credit: Firm-Level Evidence from Transition Countries," CSEF Working Papers 178, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  2. Martin Brown & Christian Zehnder, 2007. "The Emergence of Information Sharing in Credit Markets," IEW - Working Papers 317, Institute for Empirical Research in Economics - University of Zurich.
  3. Martin Brown & Maria Rueda Maurer & Tamara Pak & Nurlanbek Tynaev, 2007. "Banking Sector Reform and Interest Rates in Transition Economies: Bank-Level Evidence from Kyrgyzstan," Working Papers 2007-07, Swiss National Bank.
  4. Angelo Ranaldo & Paul Söderlind, 2007. "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007 2007-22, Department of Economics, University of St. Gallen.
  5. Charlotte Christiansen & Angelo Ranaldo, 2007. "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers 2007-34, School of Economics and Management, University of Aarhus.
  6. Angelo Ranaldo, 2007. "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers 2007-03, Swiss National Bank.
  7. Angelo Ranaldo & Enzo Rossi, 2007. "The reaction of asset markets to Swiss National Bank communication," Working Papers 2007-11, Swiss National Bank.
  8. Fischer, Matthias J. & Köck, Christian & Schlüter, Stephan & Weigert, Florian, 2007. "Multivariate Copula Models at Work: Outperforming the desert island copula?," Discussion Papers 79/2007, Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Statistics and Econometrics.

2006

  1. Martin Brown & Christian Zehnder, 2006. "Credit Reporting, Relationship Banking, and Loan Repayment," Working Papers 2006-03, Swiss National Bank.
  2. Angelo Ranaldo, 2006. "Intraday Market Dynamics Around Public Information Arrivals," Working Papers 2006-11, Swiss National Bank.
  3. Carol Alexander & Andreas Kaeck, 2006. "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance icma-dp2006-08, Henley Business School, Reading University.

2005

  1. Martin Brown & Christian Zehnder, 2005. "Credit Registries, Relationship Banking and Loan Repayment," IEW - Working Papers 240, Institute for Empirical Research in Economics - University of Zurich.
  2. Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  3. Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, EconWPA.

2003

  1. Brown, Martin & Falk, Armin & Fehr, Ernst, 2003. "Relational Contracts and the Nature of Market Interactions," IZA Discussion Papers 897, Institute for the Study of Labor (IZA).

2002

  1. Brown, Martin & Falk, Armin & Fehr, Ernst, 2002. "Contractual Incompleteness and the Nature of Market Interactions," CEPR Discussion Papers 3272, C.E.P.R. Discussion Papers.
  2. Angelo Ranaldo, 2002. "Market Dynamics Around Public Information Arrivals," FAME Research Paper Series rp45, International Center for Financial Asset Management and Engineering.

Undated

  1. Fecht, Falko & Füss, Roland & Rindler, Philipp B., . "Corporate Transparency and Bond Liquidity," Working Papers on Finance 1404, University of St. Gallen, School of Finance.
  2. Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, . "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series 11-33, Swiss Finance Institute.

Journal articles

2013

  1. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  2. Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
  3. Francis Breedon & Angelo Ranaldo, 2013. "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, 08.
  4. Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2013. "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums," Journal of Finance, American Finance Association, vol. 68(5), pages 1805-1841, October.
  5. Bing Zhu & Roland Füss & Nico B. Rottke, 2013. "Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(1), pages 29-64, 03.
  6. Arnold, Marc & Wagner, Alexander F. & Westermann, Ramona, 2013. "Growth options, macroeconomic conditions, and the cross section of credit risk," Journal of Financial Economics, Elsevier, vol. 107(2), pages 350-385.
  7. Benjamin Guin, 2013. "Anthony Saunders: Financial Institutions, In and Out of Crisis: Reflections by Anthony Saunders," Financial Markets and Portfolio Management, Springer, vol. 27(3), pages 333-334, September.
  8. Jan Wrampelmeyer, 2013. "Darrell Duffie: How big banks fail and what to do about it," Financial Markets and Portfolio Management, Springer, vol. 27(2), pages 253-256, June.
  9. Caselli, Stefano & Garcia-Appendini, Emilia & Ippolito, Filippo, 2013. "Contracts and returns in private equity investments," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 201-217.
  10. Garcia-Appendini, Emilia & Montoriol-Garriga, Judit, 2013. "Firms as liquidity providers: Evidence from the 2007–2008 financial crisis," Journal of Financial Economics, Elsevier, vol. 109(1), pages 272-291.
  11. Emilia Garcia-Appendini, 2013. "Book review of Fault Lines by Raghuram G. Rajan," Financial Markets and Portfolio Management, Springer, vol. 27(4), pages 431-433, December.
  12. Biener, Christian, 2013. "Pricing in Microinsurance Markets," World Development, Elsevier, vol. 41(C), pages 132-144.
  13. Christian Biener & Martin Eling, 2013. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2012 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(2), pages 219-231, 09.
  14. Martin Eling, 2013. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2011 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 35-46, 03.
  15. Martin Eling & Stefan Holder, 2013. "Maximum Technical Interest Rates in Life Insurance in Europe and the United States: An Overview and Comparison," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 38(2), pages 354-375, April.
  16. Huang, Wei & Eling, Martin, 2013. "An efficiency comparison of the non-life insurance industry in the BRIC countries," European Journal of Operational Research, Elsevier, vol. 226(3), pages 577-591.
  17. Ulrich Suntum & Timo Zumbro & Hans-Jochen Luhmann & Werner Eichhorst & Martin Eling, 2013. "Kurz kommentiert," Wirtschaftsdienst, Springer, vol. 93(1), pages 4-6, January.

2012

  1. Martin Brown & Ralph De Haas, 2012. "Foreign banks and foreign currency lending in emerging Europe," Economic Policy, CEPR & CES & MSH, vol. 27(69), pages 57-98, 01.
  2. Martin Brown & Armin Falk & Ernst Fehr, 2012. "Competition And Relational Contracts: The Role Of Unemployment As A Disciplinary Device," Journal of the European Economic Association, European Economic Association, vol. 10(4), pages 887-907, 08.
  3. M. Bonato & M. Caporin & A. Ranaldo, 2012. "A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 761-774, October.
  4. Manuel Ammann & Daniel Hoechle & Markus Schmid, 2012. "Is there Really No Conglomerate Discount?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 39(1-2), pages 264-288, 01.
  5. Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An alternative three-factor model for international markets: Evidence from the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1857-1864.
  6. Manuel Ammann, 2012. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 26(2), pages 177-178, June.
  7. Manuel Ammann, 2012. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 26(1), pages 1-2, March.
  8. Manuel Ammann & Alexander Ising & Stephan Kessler, 2012. "Disposition effect and mutual fund performance," Applied Financial Economics, Taylor & Francis Journals, vol. 22(1), pages 1-19, January.
  9. Roland Füss & Denis Schweizer, 2012. "Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States," Review of Quantitative Finance and Accounting, Springer, vol. 38(3), pages 391-410, April.
  10. Zeno Adams & Roland Füss, 2012. "Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 570-590, May.
  11. Roland Füss & Michael Stein & Joachim Zietz, 2012. "A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(2), pages 317-350, 06.
  12. Adams, Zeno & Gerner, Mathias, 2012. "Cross hedging jet-fuel price exposure," Energy Economics, Elsevier, vol. 34(5), pages 1301-1309.
  13. Tanja Artiga González, 2012. "David Larcker and Brian Tayan: Corporate governance matters—a closer look at organizational choices and their consequences," Financial Markets and Portfolio Management, Springer, vol. 26(3), pages 403-404, September.
  14. Sina Marquardt, 2012. "Darrell Duffie: Dark markets, asset pricing and information transmission in over-the-counter markets," Financial Markets and Portfolio Management, Springer, vol. 26(2), pages 291-294, June.
  15. Carol Alexander & Andreas Kaeck, 2012. "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 609-638, 07.
  16. Kaeck, Andreas & Alexander, Carol, 2012. "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3110-3121.
  17. Erdős, Péter & Ormos, Mihály, 2012. "Pricing of collectibles: Baedeker guidebooks," Economic Modelling, Elsevier, vol. 29(5), pages 1968-1978.
  18. Erdős, Péter, 2012. "Have oil and gas prices got separated?," Energy Policy, Elsevier, vol. 49(C), pages 707-718.
  19. Péter Erdős & Mihály Ormos, 2012. "Natural Gas Prices on Three Continents," Energies, MDPI, Open Access Journal, vol. 5(10), pages 4040-4056, October.
  20. Biener, Christian & Eling, Martin, 2012. "Organization and efficiency in the international insurance industry: A cross-frontier analysis," European Journal of Operational Research, Elsevier, vol. 221(2), pages 454-468.
  21. Christian Biener & Martin Eling, 2012. "Insurability in Microinsurance Markets: An Analysis of Problems and Potential Solutions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 37(1), pages 77-107, January.
  22. Schuhmacher, Frank & Eling, Martin, 2012. "A decision-theoretic foundation for reward-to-risk performance measures," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2077-2082.
  23. Martin Eling & Sebastian D. Marek, 2012. "Internal and external drivers for risk taking in UK and German insurance markets," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(1), pages 48-76.
  24. Martin Eling & Joan T Schmit, 2012. "Is There Market Discipline in the European Insurance Industry? An Analysis of the German Insurance Market," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 37(2), pages 180-207, September.
  25. Dorothea Diers & Martin Eling & Christian Kraus & Andreas Reuß, 2012. "Market-consistent embedded value in non-life insurance: how to measure it and why," Journal of Risk Finance, Emerald Group Publishing, vol. 13(4), pages 320-346.
  26. Eling, Martin, 2012. "Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 239-248.
  27. Martin Eling & Dieter Kiesenbauer, 2012. "Does Surplus Participation Reflect Market Discipline? An Analysis of the German Life Insurance Market," Journal of Financial Services Research, Springer, vol. 42(3), pages 159-185, December.
  28. Martin Eling, 2012. "What Do We Know About Market Discipline in Insurance?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 15(2), pages 185-223, 09.
  29. Diers, Dorothea & Eling, Martin & Marek, Sebastian D., 2012. "Dependence modeling in non-life insurance using the Bernstein copula," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 430-436.

2011

  1. Martin Brown & Steven Ongena & Alexander Popov & Pinar Yeşin, 2011. "Who needs credit and who gets credit in Eastern Europe?," Economic Policy, CEPR & CES & MSH, vol. 26(65), pages 93-130, January.
  2. Brown, Martin & Ongena, Steven & Yesin, Pinar, 2011. "Foreign currency borrowing by small firms in the transition economies," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 285-302, July.
  3. Fischer, Andreas M. & Ranaldo, Angelo, 2011. "Does FOMC news increase global FX trading?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2965-2973, November.
  4. Mario Meichle & Angelo Ranaldo & Attilio Zanetti, 2011. "Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland," Financial Markets and Portfolio Management, Springer, vol. 25(4), pages 435-453, December.
  5. Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(04), pages 1107-1125, September.
  6. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(4), pages 343-344, December.
  7. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(1), pages 1-2, March.
  8. Ammann, Manuel & Oesch, David & Schmid, Markus M., 2011. "Corporate governance and firm value: International evidence," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 36-55, January.
  9. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(2), pages 109-110, June.
  10. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(3), pages 237-238, September.
  11. Roland Füss & Nico Rottke & Joachim Zietz, 2011. "What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs," Journal of Applied Corporate Finance, Morgan Stanley, vol. 23(1), pages 92-105, 01.
  12. Bing Zhu & Roland Füss & Nico Rottke, 2011. "The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 542-565, May.
  13. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, 05.
  14. Rico Wyss, 2011. "Leif B. G. Andersen and Vladimir V. Piterbarg: Interest Rate Modeling," Financial Markets and Portfolio Management, Springer, vol. 25(2), pages 233-236, June.
  15. Erdos, Péter & Ormos, Mihály & Zibriczky, Dávid, 2011. "Non-parametric and semi-parametric asset pricing," Economic Modelling, Elsevier, vol. 28(3), pages 1150-1162, May.
  16. Christian Biener & Martin Eling, 2011. "The Performance of Microinsurance Programs: A Data Envelopment Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(1), pages 83-115, 03.
  17. Schuhmacher, Frank & Eling, Martin, 2011. "Sufficient conditions for expected utility to imply drawdown-based performance rankings," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2311-2318, September.

2010

  1. Brown, Martin & Zehnder, Christian, 2010. "The emergence of information sharing in credit markets," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 255-278, April.
  2. Ranaldo, Angelo & Rossi, Enzo, 2010. "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 486-503, April.
  3. Angelo Ranaldo & Paul Söderlind, 2010. "Safe Haven Currencies," Review of Finance, European Finance Association, vol. 14(3), pages 385-407.
  4. Ammann, Manuel & Zingg, Andreas, 2010. "Performance and governance of Swiss pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 9(01), pages 95-128, January.
  5. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(2), pages 105-106, June.
  6. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(1), pages 1-2, March.
  7. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(4), pages 325-326, December.
  8. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(3), pages 217-218, September.
  9. Ammann, Manuel & Kind, Axel & Seiz, Ralf, 2010. "What drives the performance of convertible-bond funds?," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2600-2613, November.
  10. Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
  11. Michael M. Bechtel & Roland Füss, 2010. "Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 203-235, 03.
  12. Matthias Pfister & Rico Wyss, 2010. "Delistings of secondary listings: price and volume effects," Financial Markets and Portfolio Management, Springer, vol. 24(4), pages 395-418, December.
  13. Erdos, Péter & Ormos, Mihály, 2010. "Random walk theory and the weak-form efficiency of the US art auction prices," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1062-1076, May.
  14. Eling, Martin & Faust, Roger, 2010. "The performance of hedge funds and mutual funds in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1993-2009, August.
  15. Martin Eling & Simone Farinelli & Damiano Rossello & Luisa Tibiletti, 2010. "Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(4), pages 290-304, September.
  16. Martin Eling & Michael Luhnen, 2010. "Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview, Systematization, and Recent Developments," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 35(2), pages 217-265, April.
  17. Martin Eling & Hato Schmeiser, 2010. "Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 35(1), pages 9-34, January.
  18. Eling, Martin & Luhnen, Michael, 2010. "Efficiency in the international insurance industry: A cross-country comparison," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1497-1509, July.

2009

  1. Ernst Fehr & Martin Brown & Christian Zehnder, 2009. "On Reputation: A Microfoundation of Contract Enforcement and Price Rigidity," Economic Journal, Royal Economic Society, vol. 119(536), pages 333-353, 03.
  2. Brown, Martin & Jappelli, Tullio & Pagano, Marco, 2009. "Information sharing and credit: Firm-level evidence from transition countries," Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 151-172, April.
  3. Brown, Martin & Maurer, Maria Rueda & Pak, Tamara & Tynaev, Nurlanbek, 2009. "The impact of banking sector reform in a transition economy: Evidence from Kyrgyzstan," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1677-1687, September.
  4. Christiansen, Charlotte & Ranaldo, Angelo, 2009. "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June.
  5. Thomas Jordan & Angelo Ranaldo & Paul Söderlind, 2009. "The implementation of SNB monetary policy," Financial Markets and Portfolio Management, Springer, vol. 23(4), pages 349-359, December.
  6. Angelo Ranaldo & Paul Söderlind, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(4), pages 333-334, December.
  7. Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
  8. Manuel Ammann & Michael Verhofen, 2009. "The impact of prior performance on the risk-taking of mutual fund managers," Annals of Finance, Springer, vol. 5(1), pages 69-90, January.
  9. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(1), pages 1-2, March.
  10. Manuel Ammann & Michael Steiner, 2009. "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 1-36, March.
  11. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(2), pages 109-110, June.
  12. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 207-208, September.
  13. Manuel Ammann & Stephan Markus Kessler, 2009. "Intraday characteristics of stock price crashes," Applied Financial Economics, Taylor & Francis Journals, vol. 19(15), pages 1239-1255.
  14. Manuel Ammann & David Skovmand & Michael Verhofen, 2009. "Implied And Realized Volatility In The Cross-Section Of Equity Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(06), pages 745-765.
  15. Manuel Ammann & Stephan Suss, 2009. "Asymmetric dependence patterns in financial time series," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 703-719.
  16. Morkötter, Stefan & Westerfeld, Simone, 2009. "Rating model arbitrage in CDO markets: An empirical analysis," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 21-33, March.
  17. Martin Eling & Denis Toplek, 2009. "Modeling and Management of Nonlinear Dependencies-Copulas in Dynamic Financial Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 651-681.
  18. Martin Eling & Denis Toplek, 2009. "Risk and return of reinsurance contracts under copula models," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 751-775.
  19. Eling, Martin & Gatzert, Nadine & Schmeiser, Hato, 2009. "Minimum standards for investment performance: A new perspective on non-life insurer solvency," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 113-122, August.
  20. Martin Eling & Luisa Tibiletti, 2009. "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, International Atlantic Economic Society, vol. 37(2), pages 209-210, June.
  21. Martin Eling, 2009. "Does Hedge Fund Performance Persist? Overview and New Empirical Evidence," European Financial Management, European Financial Management Association, vol. 15(2), pages 362-401.
  22. Matthias Fischer & Christian Kock & Stephan Schluter & Florian Weigert, 2009. "An empirical analysis of multivariate copula models," Quantitative Finance, Taylor & Francis Journals, vol. 9(7), pages 839-854.

2008

  1. Angelo Ranaldo & Rainer Häberle, 2008. "Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance," European Financial Management, European Financial Management Association, vol. 14(1), pages 55-81.
  2. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(1), pages 1-2, March.
  3. Manuel Ammann & Michael Verhofen, 2008. "Tactical Industry Allocation and Model Uncertainty," The Financial Review, Eastern Finance Association, vol. 43(2), pages 273-302, 05.
  4. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008. "Simulation-based pricing of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 310-331, March.
  5. Manuel Ammann & Michael Steiner, 2008. "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 1-35, March.
  6. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(3), pages 193-194, September.
  7. Manuel Ammann & Andreas Zingg, 2008. "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 153-195, June.
  8. Manuel Ammann & Michael Verhofen, 2008. "Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach," European Financial Management, European Financial Management Association, vol. 14(3), pages 391-418.
  9. Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008. "The nature of listed real estate companies: property or equity market?," Financial Markets and Portfolio Management, Springer, vol. 22(2), pages 101-126, June.
  10. Roland Füss & Michael Bechtel, 2008. "Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election," Public Choice, Springer, vol. 135(3), pages 131-150, June.
  11. Alexander, Carol & Kaeck, Andreas, 2008. "Regime dependent determinants of credit default swap spreads," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1008-1021, June.
  12. Martin Eling & Nadine Gatzert & Hato Schmeiser, 2008. "The Swiss Solvency Test and its Market Implications," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 33(3), pages 418-439, July.

2007

  1. Martin Brown & Christian Zehnder, 2007. "Credit Reporting, Relationship Banking, and Loan Repayment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1883-1918, December.
  2. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(1), pages 1-2, March.
  3. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 145-146, June.
  4. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(3), pages 267-268, September.
  5. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 401-402, December.
  6. Roland Füss & Dieter Kaiser, 2007. "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 425-444, December.
  7. Rico Wyss, 2007. "Dariusz Gatarek, Przemyslaw Bachert und Robert Maksymiuk (2006): The LIBOR Market Model in Practice," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 265-266, June.
  8. Frauendorfer, Karl & Jacoby, Ulrich & Schwendener, Alvin, 2007. "Regime switching based portfolio selection for pension funds," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2265-2280, August.
  9. Martin Eling & Hato Schmeiser & Joan T. Schmit, 2007. "The Solvency II Process: Overview and Critical Analysis," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(1), pages 69-85, 03.
  10. Eling, Martin & Schuhmacher, Frank, 2007. "Does the choice of performance measure influence the evaluation of hedge funds?," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2632-2647, September.
  11. Martin Eling & Thomas Parnitzke, 2007. "Dynamic Financial Analysis: Classification, Conception, and Implementation," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(1), pages 33-50, 03.

2006

  1. Manuel Ammann & Michael Verhofen, 2006. "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer, vol. 20(3), pages 309-337, September.
  2. Manuel Ammann & Ralf Seiz & Martin Zulauf, 2006. "Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 447–477, December.
  3. Ammann, Manuel & Fehr, Martin & Seiz, Ralf, 2006. "New evidence on the announcement effect of convertible and exchangeable bonds," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 43-63, February.
  4. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(2), pages 121-122, June.
  5. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(1), pages 1-2, April.
  6. Manuel Ammann & Michael Verhofen, 2006. "The Conglomerate Discount: A New Explanation Based On Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1201-1214.
  7. Martin Eling, 2006. "Performance measurement of hedge funds using data envelopment analysis," Financial Markets and Portfolio Management, Springer, vol. 20(4), pages 442-471, December.

2005

  1. Manuel Ammann & Markus Leuenberger & Heinrich von Wyss, 2005. "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 1-22, March.
  2. Manuel Ammann & Ralf Seiz, 2005. "An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options," Financial Markets and Portfolio Management, Springer, vol. 19(4), pages 381-396, December.
  3. Roland Füss, 2005. "Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets," Economic Change and Restructuring, Springer, vol. 38(1), pages 37-62, 03.
  4. Martin Eling & Frank Schuhmacher, 2005. "The Parent Company Puzzle on the German Stock Market," Financial Markets and Portfolio Management, Springer, vol. 19(1), pages 7-28, June.

2004

  1. Martin Brown & Armin Falk & Ernst Fehr, 2004. "Relational Contracts and the Nature of Market Interactions," Econometrica, Econometric Society, vol. 72(3), pages 747-780, 05.
  2. Ranaldo, Angelo, 2004. "Order aggressiveness in limit order book markets," Journal of Financial Markets, Elsevier, vol. 7(1), pages 53-74, January.
  3. Manuel Ammann, 2004. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 351-352, December.
  4. Rico von Wyss & Michael Verhofen & Bernd Brommundt, 2004. "Book reviews," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 458-461, December.

2003

  1. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2003. "Are convertible bonds underpriced? An analysis of the French market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 635-653, April.
  2. Manuel Ammann & Christian Zenkner, 2003. "Tactical Asset Allocation mit Genetischen Algorithmen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 1-40, March.
  3. Frauendorfer, Karl & Schurle, Michael, 2003. "Management of non-maturing deposits by multistage stochastic programming," European Journal of Operational Research, Elsevier, vol. 151(3), pages 602-616, December.

2000

  1. Manuel Ammann & Heinz Zimmermann, 2000. "Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 25(3), pages 424-438, July.

1999

  1. Renate Schubert, 1999. "Financial Decision-Making: Are Women Really More Risk-Averse?," American Economic Review, American Economic Association, vol. 89(2), pages 381-385, May.

1998

  1. Manuel Ammann & Heinz Zimmermann, 1998. "Portfolioabsicherung mit konstanter Indexpartizipation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(IV), pages 499-526, December.

1996

  1. Frauendorfer, K. & Konigsperger, E., 1996. "Concepts for improving scheduling decisions: An application in the chemical industry," International Journal of Production Economics, Elsevier, vol. 46(1), pages 27-38, December.

Books

2006

  1. Florentina PARASCHIV (ed.), 2006. "Creare si deturnare de comert datorita extinderii Uniunii Europene. Analiza econometrica - Creation and Trade Diversion Due to EU Enlargement. Econometric Analysis (Romanian Version)," Books of European Integration, Editura Lumen, Department of Economics, edition 1, volume 1, number 3.