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Citations of
Campbell R. Harvey

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Working papers

  1. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009. "What Segments Equity Markets?," NBER Working Papers 14802, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Loriana Pelizzon & Bruno Maria Parigi, 2007. "Diversification and Ownership Concentration," Working Papers 2007_29, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
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    2. Zhiguo He & Wei Xiong, 2008. "Multi-market Delegated Asset Management," NBER Working Papers 14574, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Itzhak Ben-David & John R. Graham & Campbell R. Harvey, 2007. "Managerial Overconfidence and Corporate Policies," NBER Working Papers 13711, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Philipp N. Baecker & Gunnar Grass, 2007. "Wealth Transfer or Wealth Destruction: Can Contingent-Claims Analysis Explain the Conglomerate Discount?," ebs Working Papers on Finance and Accounting 070101, Department of Finance and Accounting, EUROPEAN BUSINESS SCHOOL (ebs), International University Schloß Reichartshausen. [Downloadable!]
    2. Ulrike Malmendier & Geoffrey Tate & Jonathan Yan, 2007. "Corporate Financial Policies With Overconfident Managers," NBER Working Papers 13570, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2006. "Security Issue Timing: What Do Managers Know, and When Do They Know It?," NBER Working Papers 12724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Nosic, Alen & Weber, Martin, 2007. "Determinants of Risk Taking Behavior: The role of Risk Attitudes, Risk Perceptions and Beliefs," Sonderforschungsbereich 504 Publications 07-56, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    5. Gene Amromin & Steven A. Sharpe, 2008. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Finance and Economics Discussion Series 2008-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  3. Claude B. Erb & Campbell R. Harvey, 2005. "The Tactical and Strategic Value of Commodity Futures," NBER Working Papers 11222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Egelkraut, Thorsten M. & Woodard, Joshua D. & Garcia, Philip & Pennings, Joost M.E., 2005. "Portfolio Diversification with Commodity Futures: Properties of Levered Futures," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19047, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]

  4. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Arie Kapteyn & Federica Teppa, 2009. "Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice," DNB Working Papers 216, Netherlands Central Bank, Research Department. [Downloadable!]
    2. Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michalis, 2009. "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers 7239, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    3. Mark Grinblatt & Matti Keloharju, 2006. "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers 12223, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Christelis, Dimitris & Jappelli, Tullio & Padula, Mario, 2006. "Cognitive Abilities and Portfolio Choice," CEPR Discussion Papers 5735, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Published as:

    Cited by:

    1. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," NBER Working Papers 11362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Kelly, Bryan & Ljungqvist, Alexander P, 2009. "Testing Asymmetric-Information Asset Pricing Models," CEPR Discussion Papers 7180, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    3. Christian Leuz & Karl V. Lins & Francis E. Warnock, 2006. "Do Foreigners Invest Less in Poorly Governed Firms?," NBER Working Papers 12222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Viral V. Acharya & Lasse Heje Pedersen, 2004. "Asset Pricing with Liquidity Risk," NBER Working Papers 10814, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. Andreas Andrikopoulos & Timotheos Angelidis, 2008. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers 0017, University of Peloponnese, Department of Economics. [Downloadable!]
    6. Gianni De Nicoló & Iryna V. Ivaschenko, 2009. "Global Liquidity, Risk Premiums and Growth Opportunities," IMF Working Papers 09/52, International Monetary Fund. [Downloadable!]
    7. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Gianni De Nicolò & Iryna Ivaschenko, 2009. "Global Liquidity, Risk Premiums and Growth Opportunities," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    9. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia," Levine's Bibliography 122247000000000867, UCLA Department of Economics. [Downloadable!]
    10. Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2009. "Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?," NBER Working Papers 14931, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Söderberg, Jonas, 2008. "Liquidity on the Scandinavian Order-driven Stock Exchanges," CAFO Working Papers 2009:11, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University. [Downloadable!]
    12. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The performance of international portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    13. Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS. [Downloadable!]
    14. Söderberg, Jonas, 2008. "Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia," CAFO Working Papers 2009:10, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University. [Downloadable!]
    15. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2009. "Financial Openness and Productivity," NBER Working Papers 14843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. John R. Graham & Campbell R. Harvey & Shiva Rajgopal, 2004. "The Economic Implications of Corporate Financial Reporting," NBER Working Papers 10550, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Hirshleifer, David & Teoh, Siew Hong, 2009. "The Psychological Attraction Approach to Accounting and Disclosure Policy," MPRA Paper 14046, University Library of Munich, Germany. [Downloadable!]
    2. Mark Bauman & Kenneth Shaw, 2006. "Stock option compensation and the likelihood of meeting analysts' quarterly earnings targets," Review of Quantitative Finance and Accounting, Springer, vol. 26(3), pages 301-319, May. [Downloadable!] (restricted)
    3. Pástor, Luboš & Taylor, Lucian & Veronesi, Pietro, 2007. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," CEPR Discussion Papers 6061, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    4. DEGEORGE, François & DING, Yuan & JEANJEAN, Thomas & STOLOWY, Hervé, 2005. "Does Analyst Following Curb Earnings Management?," Les Cahiers de Recherche 810, HEC Paris. [Downloadable!]
    5. Juan Monterrey & Amparo Sánchez-Segura, 2006. "Las características socioeconómicas como incentivos para la información financiera: evidencia empírica española," Investigaciones Economicas, Fundación SEPI, vol. 30(3), pages 611-634, September. [Downloadable!]
    6. Douglas A. Shackelford & Joel Slemrod & James M. Sallee, 2007. "A Unifying Model of How the Tax System and Generally Accepted Accounting Principles Affect Corporate Behavior," NBER Working Papers 12873, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Bischof, Jannis & Ebert, Michael, 2007. "Inconsistent measurement and disclosure of non-contingent financial derivatives under IFRS: A behavioral perspective," Sonderforschungsbereich 504 Publications 07-02, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    8. Joseph F. Brazel & Elizabeth Webb, 2006. "CEO compensation and the seasoned equity offering decision," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(5), pages 363-378. [Downloadable!]
    9. Jeanjean, Thomas & Stolowy, Hervé & Lesage, Cédric, 2008. "Why do you speak English (in your annual report)?," Les Cahiers de Recherche 904, HEC Paris. [Downloadable!]
    10. Bischof, Jannis & Wüstemann, Jens, 2007. "How Does Fair Value Measurement under IAS 39 Affect Disclosure Choices of European Banks?," Sonderforschungsbereich 504 Publications 07-75, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    11. Jeffrey Miller, 2009. "Opportunistic Disclosures of Earnings Forecasts and Non-GAAP Earnings Measures," Journal of Business Ethics, Springer, vol. 89(1), pages 3-10, May. [Downloadable!] (restricted)
    12. Lori Holder-Webb & Jaffrey Cohen, 2007. "The Association between Disclosure, Distress, and Failure," Journal of Business Ethics, Springer, vol. 75(3), pages 301-314, October. [Downloadable!] (restricted)
    13. Efraim Benmelech & Eugene Kandel & Pietro Veronesi, 2008. "Stock-Based Compensation and CEO (Dis)Incentives," NBER Working Papers 13732, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Shachat, Jason, 2009. "Procuring Commodities: Request for Quote or Reverse Auctions?," MPRA Paper 13418, University Library of Munich, Germany. [Downloadable!]
    15. Jiao, T. & Mertens, G.M.H. & Roosenboom, P.G.J., 2007. "Industry Valuation Driven Earnings Management," Research Paper ERS-2007-069-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    16. Stefano DellaVigna & Joshua Pollet, 2005. "Investor Inattention, Firm Reaction, and Friday Earnings Announcements," NBER Working Papers 11683, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Xiaoqiong Cai & Guy Liu & Bryan Mase, 2008. "The long-run performance of initial public offerings and its determinants: the case of China," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 419-432, May. [Downloadable!] (restricted)
    18. Davies, Phil & Minton, Bernadette & Schrand, Catherine, 2008. "Commodity Price Exposure and Ownerhsip Clienteles," Working Paper Series 2008-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]

  7. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004. "Growth Volatility and Financial Liberalization," NBER Working Papers 10560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Mark M. Spiegel, 2008. "Financial globalization and monetary policy discipline," Working Paper Series 2008-10, Federal Reserve Bank of San Francisco. [Downloadable!]
    2. Herrera, Santiago & Vincent, Bruno, 2008. "Public expenditure and consumption volatility," Policy Research Working Paper Series 4633, The World Bank. [Downloadable!]
    3. Rose, Andrew K & Spiegel, Mark, 2007. "International Financial Remoteness and Macroeconomic Volatility," CEPR Discussion Papers 6301, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    4. Knill, April M., 2005. "Taking the bad with the good : volatility of foreign portfolio investment and financial constraints of small firms," Policy Research Working Paper Series 3797, The World Bank. [Downloadable!]
    5. Dennis Quinn & Joachim Voth, 2006. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," Economics Working Papers 1119, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008. [Downloadable!]
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    6. Juan de Dios Tena & César Salazar, 2008. "Explaining inflation and output volatility in Chile: an empirical analysis of forty years," Revista Cuadernos de Economía, UNIVERSIDAD NACIONAL DE COLOMBIA - RCE. [Downloadable!]
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    7. Ralph Chami & Dalia Hakura & Peter Montiel, 2009. "Remittances: An Automatic Output Stabilizer?," IMF Working Papers 09/91, International Monetary Fund. [Downloadable!]
    8. Leonidas Spiliopoulos, 2005. "What determines macroeconomic volatility? A cross-section and panel data study," Macroeconomics 0505026, EconWPA. [Downloadable!]
    9. Martín González-Rozada, Mirta Molinari and Mario Virgolini, 2008. "The Economic Impact of Smoke-Free Laws on the Sales of Bars and Restaurants in Argentina," Business School Working Papers 2008-03, Universidad Torcuato Di Tella. [Downloadable!]
    10. Fratzscher, Marcel & Imbs, Jean, 2007. "Risk Sharing, Finance and Institutions in International Portfolios," CEPR Discussion Papers 6496, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    11. Berrak Buyukkarabacak & Stefan Krause, 2005. "Studying the Effects of Household and Firm Credit on the Trade Balance: The Allocation of Funds Matters," Emory Economics 0510, Department of Economics, Emory University (Atlanta). [Downloadable!]
    12. Calderon, Cesar & Loayza, Norman & Schmidt-Hebbel, Klaus, 2005. "Does openness imply greater exposure ?," Policy Research Working Paper Series 3733, The World Bank. [Downloadable!]
    13. Sherrill Shaffer & Iftekhar Hasan & Mingming Zhou, 2008. "New Small Firms And Dimensions Of Economic Performance," CAMA Working Papers 2008-24, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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    14. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2008. "Financial integration, specialization and systemic risk," Discussion Paper Series 1: Economic Studies 2008,23, Deutsche Bundesbank, Research Centre. [Downloadable!]
    15. Aude Pommeret & Anne Epaulard, 2005. "Financial Integration, Growth, and Volatility," IMF Working Papers 05/67, International Monetary Fund. [Downloadable!]
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    16. Enrico Perotti & Paolo Volpin, 2007. "Investor Protection and Entry," Tinbergen Institute Discussion Papers 07-006/2, Tinbergen Institute. [Downloadable!]
    17. Rodney Ramcharan, 2005. "How Big Are The Benefits of Economic Diversification?: Evidence from Earthquakes," IMF Working Papers 05/48, International Monetary Fund. [Downloadable!]
    18. Pierre-Richard Agénor & Joshua Aizenman, 2007. "Aid Volatility and Poverty Traps," NBER Working Papers 13400, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    19. Maurice Obstfeld, 2004. "External Adjustment," NBER Working Papers 10843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    20. César Calderón & Norman V. Loayza & Klaus Schmidt-Hebbel, 2008. "Does Openness Imply Greater Vulnerability?," Working Papers Central Bank of Chile 485, Central Bank of Chile. [Downloadable!]
    21. Juan Pineiro Chousa & Haider A. Khan & Davit N. Melikyan & Artur Tamazian, 2006. "Democracy, Finance and Development ," CIRJE F-Series CIRJE-F-458, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    22. Rebecca Neumann & Ron Penl, 2008. "Volatile capital flows: Interactions between de jure and de facto financial liberalization," Economics Bulletin, Economics Bulletin, vol. 6(3), pages 1-10. [Downloadable!]
    23. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2009. "Financial Openness and Productivity," NBER Working Papers 14843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    25. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank, Research Department. [Downloadable!]
    26. Calderon, Cesar & Yeyati, Eduardo Levy, 2009. "Zooming in : from aggregate volatility to income distribution," Policy Research Working Paper Series 4895, The World Bank. [Downloadable!]
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    27. EDWARDS, Jeffrey, 2009. "Trading Partner Volatility And The Ability For A Country To Cope: A Panel Gmm Model, 1970-2005," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2). [Downloadable!] (restricted)
    28. Desire Avom & Fabrizio Carmignani, . "Is Mother Nature a Curse for Social Development?," MRG Discussion Paper Series 2709, School of Economics, University of Queensland, Australia. [Downloadable!]

  8. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004. "Global Growth Opportunities and Market Integration," NBER Working Papers 10990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Quinn, Dennis & Voth, Hans-Joachim, 2008. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," CEPR Discussion Papers 7013, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Acharya, Viral V & Imbs, Jean & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Pietrovito, Filomena, 2009. "Investment decisions, price-earnings ratios and finance. Evidence from firm-level data," Economics & Statistics Discussion Papers esdp09054, University of Molise, Dept. SEGeS. [Downloadable!]
    4. Gianni De Nicoló & Iryna V. Ivaschenko, 2009. "Global Liquidity, Risk Premiums and Growth Opportunities," IMF Working Papers 09/52, International Monetary Fund. [Downloadable!]
    5. Gianni De Nicolò & Iryna Ivaschenko, 2009. "Global Liquidity, Risk Premiums and Growth Opportunities," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    6. Gianni De Nicoló & Senay Agca & Enrica Detragiache, 2007. "Financial Reforms, Financial Openness, and Corporate Borrowing: International Evidence," IMF Working Papers 07/186, International Monetary Fund. [Downloadable!]
    7. Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2007. "The Economic Consequences of Legal Origins," NBER Working Papers 13608, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Ciccone, Antonio & Papaioannou, Elias, 2006. "Adjustment to Target Capital, Finance and Growth," CEPR Discussion Papers 5969, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    9. Gianni De Nicoló & Iryna V. Ivaschenko, 2008. "Financial Integration and Risk-Adjusted Growth Opportunities," IMF Working Papers 08/126, International Monetary Fund. [Downloadable!]
    10. Elias Papaioannou, 2007. "Finance and growth - a macroeconomic assessment of the evidence from a European angle," Working Paper Series 787, European Central Bank. [Downloadable!]
    11. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Capital market development : whither Latin America ?," Policy Research Working Paper Series 4156, The World Bank. [Downloadable!]
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    12. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2009. "Financial Openness and Productivity," NBER Working Papers 14843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    13. Melvin, Michael / Valero, Magali, 2007. "The Dark Side of International Cross-Listing: Effects on Rival Firms at Home," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    14. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Stock market development under globalization : whither the gains from reforms ?," Policy Research Working Paper Series 4184, The World Bank. [Downloadable!]
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    15. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004. "Growth Volatility and Financial Liberalization," NBER Working Papers 10560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  9. Alon Brav & John R. Graham & Campbell R. Harvey & Roni Michaely, 2003. "Payout Policy in the 21st Century," NBER Working Papers 9657, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Pornsit Jiraporn & Pandej Chintrakarn, 2009. "Staggered Boards, Managerial Entrenchment, and Dividend Policy," Journal of Financial Services Research, Springer, vol. 36(1), pages 1-19, August. [Downloadable!] (restricted)
    2. Mihir A. Desai & Dhammika Dharmapala & Winnie Fung, 2005. "Taxation and the Evolution of Aggregate Corporate Ownership Concentration," NBER Working Papers 11469, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Renneboog, L.D.R. & Szilagyi, Peter G., 2006. "How relevant is dividend policy under low shareholder protection?," Discussion Paper 73, Tilburg University, Center for Economic Research. [Downloadable!]
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    4. Aaro Hazak, 2006. "Dividend Decision under Distributed Profit Taxation: Investor’s Perspective," Working Papers 145, School of Economics and Business Administration, Tallinn University of Technology. [Downloadable!]
    5. Heitor Almeida & Murillo Campello & Bruno Laranjeira & Scott Weisbenner, 2009. "Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis," NBER Working Papers 14990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland, 2004. "A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s," Working Paper 2004/8, Norges Bank. [Downloadable!]
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    7. José M. Marín & Antoni Sureda-Gomila, 2007. "Firms vs. insiders as traders of last resort," Working Papers 2007-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales. [Downloadable!]
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    8. Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2007. "Did Firms Substitute Dividends for Share Repurchases after the 2003 Reductions in Shareholder Tax Rates?," NBER Working Papers 13601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Ming Dong & Chris Robinson & Chris Veld, 2004. "Why Individual Investors Want Dividends," Finance 0412009, EconWPA. [Downloadable!]
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    10. Renneboog, L.D.R. & Trojanowski, Grzegorz, 2005. "Control structures and payout policy," Discussion Paper 61, Tilburg University, Center for Economic Research. [Downloadable!]
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    11. Joos, Peter & Plesko, George, 2004. "Costly Dividend Signaling: The Case of Loss Firms with Negative Cash Flows," Working papers Costly Dividend Signaling, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    12. Thomas O'Connor, 2004. "Are the domestic investors of firms cross-listed in the United States better protected," Money Macro and Finance (MMF) Research Group Conference 2004 20, Money Macro and Finance Research Group. [Downloadable!]
    13. Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2006. "Executive financial incentives and payout policy: firm responses to the 2003 dividend tax cut," Finance and Economics Discussion Series 2006-14, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    14. Schauten, M.B.J. & Spronk, J., 2006. "Optimal Capital Structure: Reflections on Economic and Other Values," Research Paper ERS-2006-074-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    15. Richard W. Kopcke, 2005. "The taxation of equity, dividends, and stock prices," Public Policy Discussion Paper 05-1, Federal Reserve Bank of Boston. [Downloadable!]
    16. Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2004. "The ownership structure of repurchasing firms," Working Paper 2004/7, Norges Bank. [Downloadable!]
    17. Brounen, D. & Jong, A. de & Koedijk, C.G., 2004. "Corporate Finance In Europe Confronting Theory With Practice," Research Paper ERS-2004-002-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    18. Neves, Elisabete & Pindado, Julio & Torre, Chabela de la, 2006. "Dividends: New evidence on the catering theory," Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". Working Papers "New Trends on Business Administration". 2006-14, Interuniversitary Doctorate Program "New Trends on Business Administration", Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Doctorado Interuniversitario "Nuevas Tendencias en Di. [Downloadable!]
    19. Cronqvist, Henrik & Low, Angie & Nilsson, Mattias, 2007. "Does Corporate Culture Matter for Firm Policies?," SIFR Research Report Series 48, Institute for Financial Research. [Downloadable!]
    20. Clemens Sialm & Laura Starks, 2009. "Mutual Fund Tax Clienteles," NBER Working Papers 15327, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. Bechman, Ken L. & Raaballe, Johannes, 2006. "Taxable Cash Dividends," Working Papers 2005-4, Copenhagen Business School, Department of Finance. [Downloadable!]

  10. Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Mohamed El Hedi Arouri & Jamel Jouini, 2009. "Structural Breaks in the Mexico's Integration into the World Stock Market," Working Papers hal-00387114_v1, HAL. [Downloadable!]
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    2. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2008. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers 08/286, International Monetary Fund. [Downloadable!]
      Other versions:
    3. Thomas J. Flavin and Ekaterini Panopoulou, 2007. "Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach," The Institute for International Integration Studies Discussion Paper Series iiisdp236, IIIS. [Downloadable!]
      Other versions:
    4. Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007. "Banking System Stability. A Cross-Atlantic Perspective," NBER Chapters, in: The Risks of Financial Institutions, pages 133-192 National Bureau of Economic Research, Inc. [Downloadable!]
      Other versions:
    5. MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    6. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA. [Downloadable!]
      Other versions:
    7. Anthony S. Tay & Aamir R. Hashmi, 2004. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings 634, Econometric Society. [Downloadable!]
      Other versions:
    8. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006. "International financial integration through the law of one price," Policy Research Working Paper Series 3897, The World Bank. [Downloadable!]
      Other versions:
    9. Shaun Bond & Mardi Dungey & Renée Fry, 2006. "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May. [Downloadable!] (restricted)
    10. Anna Zalewska, 2006. "Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms," The Centre for Market and Public Organisation 06/153, Department of Economics, University of Bristol, UK. [Downloadable!]
    11. Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene, 2008. "Hedge Fund Contagion and Liquidity," Working Paper Series 2008-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    12. Bodart,Vincent & Candelon,Bertrand, 2005. "Evidences of Interdependence and Contagion using a Frequency Domain Framework," Research Memoranda 024, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
      Other versions:
    13. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
      Other versions:
    14. Antonio Diez de los Rios, 2004. "Exchange Rate Regimes, Globalisation And The Cost Of Capital In Emerging Markets," Working Papers wp2004_02, CEMFI. [Downloadable!]
      Other versions:
    15. Renee Fry & Vance L. Martin & Chrismin Tang, 2008. "A New Class Of Tests Of Contagion With Applications To Real Estate Markets," CAMA Working Papers 2008-01, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    16. Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Post-Print hal-00387110_v1, HAL. [Downloadable!]
      Other versions:
    17. Marie Brière & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion,only globalization and flight to quality," Working Papers CEB 08-018.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
      Other versions:
    18. Balli, Faruk, 2008. "Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?," MPRA Paper 10162, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    19. Heiko Hesse & Nathaniel Frank, 2009. "Financial Spillovers to Emerging Markets during the Global Financial Crisis," IMF Working Papers 09/104, International Monetary Fund. [Downloadable!]
    20. Baele, Lieven, 2003. "Volatility Spillover Effects in European Equity Markets: Evidence from a Regime Switching Model," EIFC - Technology and Finance Working Papers 33, United Nations University, Institute for New Technologies. [Downloadable!]
    21. Andrew K. Rose & Mark M. Spiegel, 2009. "Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure," NBER Working Papers 15358, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. Dirk G. Baur, 2007. "Stock-bond co-movements and cross-country linkages," The Institute for International Integration Studies Discussion Paper Series iiisdp216, IIIS. [Downloadable!]
    23. L. Baele, 2003. "Volatility Spillover Effects in European Equity Markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/189, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
      Other versions:
    24. Marta Gomez-Puig, 2007. "Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union," IREA Working Papers 200711, University of Barcelona, Research Institute of Applied Economics, revised May 2007. [Downloadable!]
      Other versions:
    25. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society. [Downloadable!]
      Other versions:
    26. Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2008. "Hedge Fund Contagion and Liquidity," NBER Working Papers 14068, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    27. Dirk Baur & Renee Fry, 2006. "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers 2006-09, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    28. Ahlgren, Niklas & Antell, Jan, 2008. "Cobreaking of Stock Prices and Contagion," Working Papers 537, Hanken School of Economics. [Downloadable!]
    29. Schotman, Peter C & Zalewska, Ania, 2005. "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers 5352, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    30. Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    31. Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
      Other versions:
    32. Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification," Department of Economics - Working Papers Series 907, The University of Melbourne. [Downloadable!]
    33. Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004. "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings 77, Econometric Society. [Downloadable!]
    34. Geert Bekaert & Campbell R. Harvey, 1994. "Time-Varying World Market Integration," NBER Working Papers 4843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    35. Allan Timmerman & Luis Catão, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 03/52, International Monetary Fund. [Downloadable!]
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    36. Maria Kasch & Massimiliano Caporin, 2008. "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," "Marco Fanno" Working Papers 0065, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    37. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    38. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 03/251, International Monetary Fund. [Downloadable!]
    39. Roberto A. De Santis & Lucio Sarno, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 883, European Central Bank. [Downloadable!]
    40. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    41. Christiansen, Charlotte, 2005. "Decomposing European bond and equity volatility," Finance Research Group Working Papers F-2004-01, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
      Other versions:
    42. Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2006. "Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms," CEI Working Paper Series 2006-14, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
      Other versions:
    43. Jon Wongswan, 2003. "Contagion: an empirical test," International Finance Discussion Papers 775, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    44. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    45. Batra, Amit, 2004. "Stock return volatility patterns in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers 124, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
    46. Alar Kein, 2005. "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers 120, School of Economics and Business Administration, Tallinn University of Technology. [Downloadable!]
    47. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    48. Balli, Faruk & Ozer-Balli, Hatice, 2009. "Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?," MPRA Paper 14554, University Library of Munich, Germany. [Downloadable!]
    49. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    50. Sarantis Tsiaplias, 2007. "Co-movement and Integration among Developed Equity Markets," Melbourne Institute Working Paper Series wp2007n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    51. Thomas Lagoarde-Segot & Brian Lucey, 2006. "Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp114, IIIS. [Downloadable!]
    52. Thomas Flavin & Ekaterini Panopoulou, 2006. "Shift versus traditional contagion in Asian markets," The Institute for International Integration Studies Discussion Paper Series iiisdp176, IIIS. [Downloadable!]
    53. Renatas Kizys & Christian Pierdzioch, 2004. "Business Cycle Fluctuations and International Financial Integration," Kiel Working Papers 1197, Kiel Institute for the World Economy. [Downloadable!]
    54. Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119. [Downloadable!]
    55. Boyson, Nicole & Stahel, Christof & Stulz, Rene, 2008. "Is There Hedge Fund Contagion," Working Papers 08-2, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    56. Fuchun Li, 2009. "Testing for Financial Contagion with Applications to the Canadian Banking System," Working Papers 09-14, Bank of Canada. [Downloadable!]
    57. Gagnon, Louis & Karolyi, G. Andrew, 2007. "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Working Paper Series 2006-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    58. Gagnon, Louis & Karolyi, G. Andrew, 2006. "Price and Volatility Transmission across Borders," Working Paper Series 2006-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]

  11. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2001. "Does Financial Liberalization Spur Growth?," NBER Working Papers 8245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Bonfiglioli, Alessandra & Mendicino, Caterina, 2004. "Financial Liberalization, Banking Crises and Growth: Assessing the Links," Working Paper Series in Economics and Finance 567, Stockholm School of Economics. [Downloadable!]
    2. Aaron Tornell & Frank Westermann & Lorenza Martinez, 2004. "The Positive Link Between Financial Liberalization, Growth and Crises," NBER Working Papers 10293, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Quinn, Dennis & Voth, Hans-Joachim, 2008. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," CEPR Discussion Papers 7013, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    4. Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio L., 2002. "Explaining the migration of stocks from exchanges in emerging economies to international centers," Policy Research Working Paper Series 2816, The World Bank. [Downloadable!]
      Other versions:
    5. Robert M. Townsend & Kenichi Ueda, 2007. "Welfare Gains from Financial Liberalization," IMF Working Papers 07/154, International Monetary Fund. [Downloadable!]
    6. Nandini Gupta & Kathy Yuan, 2003. "Financial Dependence, Stock Market Liberalizations, and Growth," William Davidson Institute Working Papers Series 2003-562, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    7. Frédéric Lagneaux, 2004. "Economic importance of the Flemish maritime ports: Report 2002," Documents series 200406, National Bank of Belgium. [Downloadable!]
    8. Hernán Rincón, 2007. "Financial Globalization, Economic Growth, and Macroeconomic Volatility," BORRADORES DE ECONOMIA 002721, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    9. Thorsten Beck & Ross Levine, 2002. "Stock Markets, Banks, and Growth: Panel Evidence," NBER Working Papers 9082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Wei Huang, 2006. "Emerging Markets, Financial Openness and Financial Development," Bristol Economics Discussion Papers 06/588, Department of Economics, University of Bristol, UK. [Downloadable!]
    11. Peter L. Rousseau & Paul Wachtel, 2009. "What is Happening to the Impact of Financial Deepening on Economic Growth?," Working Papers 0915, Department of Economics, Vanderbilt University. [Downloadable!]
      Other versions:
    12. Bonfiglioli, Alessandra, 2005. "How Does Financial Liberalization affect Economic Growth?," Seminar Papers 736, Stockholm University, Institute for International Economic Studies. [Downloadable!]
    13. Charles P. Himmelberg & R. Glenn Hubbard & Inessa Love, 2002. "Investment, protection, ownership, and the cost of capital," Research series 200205-6, National Bank of Belgium. [Downloadable!]
    14. Samiran Chakraborty, 2002. "Aspects of Financial Reforms In the Presence of Product Market Imperfection," Working papers 105, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    15. Martin, Philippe & Rey, Hélène, 2005. "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 5165, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    16. Randall Morck & Bernard Yeung, 2009. "Never Waste a Good Crisis: An Historical Perspective on Comparative Corporate Governance," NBER Working Papers 15042, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2003. "International Financial Integration," CEPR Discussion Papers 3769, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    18. Aaron Tornell, . "Decomposing the Effects of Financial Liberalization: Crises vs. Growth (March 2006)," UCLA Economics Online Papers 408, UCLA Department of Economics. [Downloadable!]
    19. Ben Doudou, Makrem, 2009. "Relation entre intégration financière et croissance: pourquoi est-elle ambiguë?
      [Relation between financial integration and growth: why is she ambiguous?]      ," MPRA Paper 12982, University Library of Munich, Germany. [Downloadable!]
    20. M. Ayhan Kose & Eswar Prasad & Marco Terrones, 2008. "Does Openness to International Financial Flows Raise Productivity Growth?," IMF Working Papers 08/242, International Monetary Fund. [Downloadable!]
      Other versions:
    21. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO. [Downloadable!]
    22. Brahima Coulibaly, 2005. "Effects of financial autarky and integration: the case of the South Africa embargo," International Finance Discussion Papers 839, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    23. Luigi Benfratello & Fabio Schiantarelli & Alessandro Sembenelli, 2006. "Banks and Innovation: Microeconometric Evidence on Italian Firms," IZA Discussion Papers 2032, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    24. Philip R. Lane IIIS, Trinity College Dublin and CEPR, 2009. "Innovation and Financial Globalisation," The Institute for International Integration Studies Discussion Paper Series iiisdp299, IIIS. [Downloadable!]
    25. Ahmet Atil Asici, 2007. "Parametric and Non-parametric Approaches to Exits from Fixed Exchange Rate Regimes," HEI Working Papers 14-2007, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
    26. Frédéric Lagneaux, 2005. "Importance économique du Port Autonome de Liège: rapport 2003," Documents series 200510-1, National Bank of Belgium. [Downloadable!]
    27. Claessens, Stijn & Schmukler, Sergio L., 2007. "International financial integration through equity markets : which firms from which countries go global ?," Policy Research Working Paper Series 4146, The World Bank. [Downloadable!]
      Other versions:
    28. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    29. Thierry Tressel & Thierry Verdier, 2007. "Financial Globalization and the Governance of Domestic Financial Intermediaries," IMF Working Papers 07/47, International Monetary Fund. [Downloadable!]
    30. Joachim Keller, 2008. "Agency problems in structured finance – a case study of European CLOs," Documents series 200808-22, National Bank of Belgium. [Downloadable!]
    31. M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2006. "How Do Trade and Financial Integration Affect the Relationship between Growth and Volatility?," IZA Discussion Papers 2252, Institute for the Study of Labor (IZA). [Downloadable!]
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    32. Frederic Mishkin, 2005. "Is Financial Globalization Beneficial?," NBER Working Papers 11891, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    33. Yuliya Demyanyk & Vadym Volosovych, 2007. "Gains from financial integration in the European union: evidence for new and old members," Supervisory Policy Analysis Working Papers 2007-01, Federal Reserve Bank of St. Louis. [Downloadable!]
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    34. Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    35. Stanley Fischer, 2003. "Financial crises and reform of the international financial system," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(1), pages 1-37, March. [Downloadable!] (restricted)
    36. Narjess Boubakri & Jean-Claude Cosset & Omrance Guedhami, 2001. "Liberalization, Corporate Governance, and the Performance of Newly Privatized Firms," William Davidson Institute Working Papers Series 419, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    37. Francis E. Warnock & Veronica C. Warnock, 2005. "International capital flows and U.S. interest rates," International Finance Discussion Papers 840, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    38. Christian Leuz & Karl V. Lins & Francis E. Warnock, 2006. "Do Foreigners Invest Less in Poorly Governed Firms?," NBER Working Papers 12222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    39. Romain Ranciere & Aaron Tornell & Frank Westermann, 2004. "Crises and Growth: A Re-evaluation," UCLA Economics Working Papers 832, UCLA Department of Economics. [Downloadable!]
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    40. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2002. "Does Local Financial Development Matter?," NBER Working Papers 8923, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    41. Chari, Anusha & Henry, Peter B., 2006. "Firm-Specific Information and the Efficiency of Investment," Research Papers 1930, Stanford University, Graduate School of Business. [Downloadable!]
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    42. Janet Mitchell, 2005. "Financial intermediation theory and implications for the sources of value in structured finance markets," Documents series 200507-1, National Bank of Belgium. [Downloadable!]
    43. Eswar S. Prasad & Raghuram Rajan, 2008. "A Pragmatic Approach to Capital Account Liberalization," NBER Working Papers 14051, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    44. Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2009. "Institutions, Public Debt and Foreign Finance," Economics Working Papers 1170, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    45. Henry, Peter B., 2003. "Capital Account Liberalization, The Cost of Capital, and Economic Growth," Research Papers 1778, Stanford University, Graduate School of Business. [Downloadable!]
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    46. Carmignani, Fabrizio & Chowdhury, Abdur R., 2005. "Does Financial Openness Promote Economic Integration? Some Evidence from Europe and the CIS," Working Papers RP2005/74, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    47. de la Torre, Augusto & Schmukler & Sergio L., 2004. "Coping with risk through mismatches : domestic and international financial contracts for emerging economies," Policy Research Working Paper Series 3212, The World Bank. [Downloadable!]
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    48. Knill, April M., 2005. "Taking the bad with the good : volatility of foreign portfolio investment and financial constraints of small firms," Policy Research Working Paper Series 3797, The World Bank. [Downloadable!]
    49. Ang, James, 2009. "Financial Reforms, Patent Protection and Knowledge Accumulation in India," MPRA Paper 17656, University Library of Munich, Germany. [Downloadable!]
    50. Philippe Moës, 2008. "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Research series 200808-20, National Bank of Belgium. [Downloadable!]
    51. Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank. [Downloadable!]
    52. Francis E. Warnock & Veronica C. Warnock, 2005. "International Capital Flows and U.S. Interest Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp103, IIIS. [Downloadable!]
    53. Kharroubi, E., 2008. "Domestic Savings and Foreign Capital: the Complementarity Channel," Documents de Travail 212, Banque de France. [Downloadable!]
    54. Francis E. Warnock & Veronica Cacdac Warnock, 2006. "International Capital Flows and U.S. Interest Rates," NBER Working Papers 12560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    55. Andreas Hauskrecht & Nhan Le, 2005. "Capital Account Liberalization for a Small, Open Economy," Working Papers 2005-13, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
    56. Hali J. Edison & Michael W. Klein & Luca Ricci & Torsten Sloek, 2002. "Capital Account Liberalization and Economic Performance: Survey and Synthesis," NBER Working Papers 9100, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    57. Nancy Masschelein, 2007. "Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework," Documents series 200711-22, National Bank of Belgium. [Downloadable!]
    58. Joshua Aizenman & Ilan Noy, 2004. "Endogenous Financial and Trade Openness," NBER Working Papers 10496, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    59. Hermes, Niels & Lensink, Robert, 2005. "Does Financial Liberalization Influence Saving, Investment and Economic Growth? Evidence from 25 Emerging Market Economies, 1973-96," Working Papers RP2005/69, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    60. Alessandra Bonfiglioli, 2006. "Financial Integration, Productivity and Capital Accumulation," Economics Working Papers 988, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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    61. Stijn Claessens, 2009. "Competition in the Financial Sector: Overview of Competition Policies," IMF Working Papers 09/45, International Monetary Fund. [Downloadable!]
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    62. Henry, Peter B. & Lorentzen, Peter Lombard, 2003. "Domestic Capital Market Reform and Access to Global Finance: Making Markets Work," Research Papers 1820, Stanford University, Graduate School of Business. [Downloadable!]
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    63. Flávio Vilela Vieira & Márcio Holland, 2003. "Foreign Liquidity, Economic Opening and Growth in Latin American Economies," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] c58, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
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    64. Wacziarg, Romain & Welch, Karen Horn, 2003. "Trade Liberalization and Growth: New Evidence," Research Papers 1826, Stanford University, Graduate School of Business. [Downloadable!]
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    65. Ricardo Hausmann & Lant Pritchett & Dani Rodrik, 2004. "Growth Accelerations," NBER Working Papers 10566, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    66. Kathy Fogel & Randall Morck & Bernard Yeung, 2006. "Big Business Stability and Economic Growth: Is What's Good for General Motors Good for America?," NBER Working Papers 12394, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    67. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004. "Global Growth Opportunities and Market Integration," NBER Working Papers 10990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    68. Philip Arestis & Machiko Nissanke & Howard Stein, 2003. "Finance and Development: Institutional and Policy Alternatives to Financial Liberalization," Economics Working Paper Archive 377, Levy Economics Institute, The. [Downloadable!]
    69. Annick Bruggeman, 2007. "Can Excess Liquidity Signal an Asset Price Boom?," Research series 200708-08, National Bank of Belgium. [Downloadable!]
    70. Rene M. Stulz, 2005. "The Limits of Financial Globalization," NBER Working Papers 11070, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    71. Romain Ranciere & Aaron Tornell & Frank Westermann, 2005. "Systemic Crises and Growth," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    72. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    73. Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2006. "Capital Structure with Risky Foreign Investment," NBER Working Papers 12276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    74. Hübler, Olaf Hübler & Menkhoff, Lukas & Suwanaporn, Chodechai, 2007. "Financial Liberalisation in Emerging Markets: How Does Bank Lending Change?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-364, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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    75. Hali J. Edison & Ross Levine & Luca Ricci & Torsten Slok, 2002. "International Financial Integration and Economic Growth," NBER Working Papers 9164, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    76. Michael D. Bordo & Christopher M. Meissner, 2007. "Foreign Capital and Economic Growth in the First Era of Globalization," NBER Working Papers 13577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    77. Menzie D. Chinn & Hiro Ito, 2005. "What Matters for Financial Development? Capital Controls, Institutions, and Interactions," NBER Working Papers 11370, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    78. Khang Min Lee, 2002. "Optimal Financial Markets Liberalization," Departmental Working Papers wp0202, National University of Singapore, Department of Economics. [Downloadable!]
    79. Joshua Aizenman & Ilan Noy, 2004. "Endogenous Financial and Trade Openness: Political Economy Considerations," Economics Study Area Working Papers 72, East-West Center, Economics Study Area, revised Sep 2004. [Downloadable!]
    80. Philippe Moës, 2006. "The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model," Research series 200609-1, National Bank of Belgium. [Downloadable!]
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    81. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009. [Downloadable!]
    82. L. Baele, 2003. "Volatility Spillover Effects in European Equity Markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/189, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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    83. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2007. "Firm innovation in emerging markets : the roles of governance and finance," Policy Research Working Paper Series 4157, The World Bank. [Downloadable!]
    84. Himmelberg, Charles P. & Hubbard, R. Glenn & Love, Inessa, 2002. "Investor protection, ownership, and the cost of capital," Policy Research Working Paper Series 2834, The World Bank. [Downloadable!]
    85. Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2004. "Capital Controls, Liberalizations, and Foreign Direct Investement," NBER Working Papers 10337, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    86. Henry, Peter B., 2007. "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers 1974, Stanford University, Graduate School of Business. [Downloadable!]
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    87. Corinne Deléchat & Smita Wagh & Gustavo Ramirez & John Wakeman-Linn, 2009. "Sub-Saharan Africa's Integration in the Global Financial Markets," IMF Working Papers 09/114, International Monetary Fund. [Downloadable!]
    88. Rodolfo Martell & Rene M. Stulz, 2003. "Equity market liberalizations as country IPOs," NBER Working Papers 9481, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    89. James, Ang, 2009. "Financial Liberalization and the Aid-Growth Relationship in India," MPRA Paper 14411, University Library of Munich, Germany. [Downloadable!]
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    90. Joshua Aizenman, 2005. "Financial Liberalization in Latin-America in the 1990s: A Reassessment," NBER Working Papers 11145, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    91. François Coppens & Fernando Gonzáles & Gerhard Winkler, 2007. "The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations," Research series 200710-12, National Bank of Belgium. [Downloadable!]
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    92. Andrew Sumner, 2006. "Why Are We Still Arguing about Globalisation," Working Papers id:538, esocialsciences.com. [Downloadable!]
    93. Pierre-Olivier Gourinchas & Olivier Jeanne, 2004. "The Elusive Gains from International Financial Integration," IMF Working Papers 04/74, International Monetary Fund. [Downloadable!]
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    94. Alessandra Bonfiglioli & Caterina Mendicino, 2004. "Financial Liberalization, Bank Crises and Growth: Assessing the Links," Economics Working Papers 946, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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    95. Sebastián Claro, 2005. "Financial Integration, Technology Differences and Capital Flows," Documentos de Trabajo 306, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
    96. Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2006. "The Cost of Banking Regulation," CEPR Discussion Papers 5864, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    97. Sebastian Edwards, 2005. "Capital Controls, Sudden Stops and Current Account Reversals," NBER Working Papers 11170, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    98. Beja, Jr., Edsel, 2007. "Win or Lose, It’s the Policy We Choose: Comparative economic performance of the inflation targeters," MPRA Paper 4833, University Library of Munich, Germany, revised 12 Sep 2007. [Downloadable!]
    99. Demirguc-Kunt, Asli, 2006. "Finance and economic development : policy choices for developing countries," Policy Research Working Paper Series 3955, The World Bank. [Downloadable!]
    100. Joshua Aizenman, 2002. "Financial Opening: Evidence and Policy Options," NBER Working Papers 8900, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    101. Moritz Schularick & Thomas Steger, 2006. "Does Financial Integration Spur Economic Growth? New Evidence from the First Era of Financial Globalization," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    102. Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," Working Paper Series in Economics and Finance 513, Stockholm School of Economics. [Downloadable!]
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    103. Arturo Galindo & Fabio Schiantarelli & Andrew Weiss, 2002. "Does Financial Liberalization Improve the Allocation of Investment?: Micro Evidence from Developing Countries," RES Working Papers 4295, Inter-American Development Bank, Research Department. [Downloadable!]
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    104. Hamdi KHALFAOUI, 2005. "Libéralisation financière : Impacts et conditions de réussite Un essai d'application pour les pays du Maghreb," International Finance 0512006, EconWPA. [Downloadable!]
    105. Jochen R. Andritzky, 2007. "Capital Market Development in a Small Country: The Case of Slovenia," IMF Working Papers 07/229, International Monetary Fund. [Downloadable!]
    106. Frédéric Lagneaux, 2008. "Economic Importance of Belgian Transport Logistics," Documents series 200801-01, National Bank of Belgium. [Downloadable!]
    107. Thomas O'Connor & Todd Mitton, 2008. "Investability and Firm Value," Economics, Finance and Accounting Department Working Paper Series n1920508.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    108. Kharroubi, E., 2006. "Financial (Dis)Integration," Documents de Travail 149, Banque de France. [Downloadable!]
    109. Aaron Tornell, 2005. "Systemic Crises and Growth (September 2006)," UCLA Economics Online Papers 359, UCLA Department of Economics. [Downloadable!]
    110. Robin Brooks & Marco Del Negro, 2003. "International stock returns and market integration: A regional perspective," Working Paper 2002-20, Federal Reserve Bank of Atlanta. [Downloadable!]
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    111. Romain Ranciere & Aaron Tornell & Frank Westermann, 2006. "Decomposing the Effects of Financial Liberalization: Crises vs. Growth," NBER Working Papers 12806, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    112. Philippe Martin & Helene Rey, 2002. "Financial Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 9288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    113. Raghuram Rajan, 2008. "Global Imbalances or why are the Poor Financing the Rich?," De Economist, Springer, vol. 156(1), pages 3-24, March. [Downloadable!] (restricted)
    114. Berrak Buyukkarabacak & Stefan Krause, 2005. "Studying the Effects of Household and Firm Credit on the Trade Balance: The Allocation of Funds Matters," Emory Economics 0510, Department of Economics, Emory University (Atlanta). [Downloadable!]
    115. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2008. "Formal versus informal finance : evidence from China," Policy Research Working Paper Series 4465, The World Bank. [Downloadable!]
    116. Knill, April M., 2008. "Does foreign portfolio investment reach small listed firms ?," Policy Research Working Paper Series 3796, The World Bank. [Downloadable!]
    117. Nicola Fuchs-Schündeln & Norbert Funke, 2003. "Stock market liberalizations: Financial and macroeconomic implications," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(4), pages 730-761, December. [Downloadable!] (restricted)
    118. Sara B. Holland & Francis E. Warnock, 2003. "Firm-level access to international capital markets: evidence from Chilean equities," International Finance Discussion Papers 753, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    119. Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    120. Olivier Blanchard & Jordi Gali, 2006. "A new Keynesian model with unemployment," Research series 200610-4, National Bank of Belgium. [Downloadable!]
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    121. Christian Leuz & Felix Oberholzer-Gee, . "Political Relationships, Global Financing and Corporate Transparency," Center for Financial Institutions Working Papers 03-16, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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    122. Stanley Fischer, 2003. "Globalization and Its Challenges," American Economic Review, American Economic Association, vol. 93(2), pages 1-30, May. [Downloadable!]
    123. Joshua Aizenman & Ilan Noy, 2004. "Endogenous Financial and Trade Openness: Efficiency and Political Economy Considerations," Working Papers 200404, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    124. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2008. "Financial integration, specialization and systemic risk," Discussion Paper Series 1: Economic Studies 2008,23, Deutsche Bundesbank, Research Centre. [Downloadable!]
    125. André Lince de Faria & Paolo Mauro, 2005. "Institutions and the External Capital Structure of Countries," IMF Working Papers 04/236, International Monetary Fund. [Downloadable!]
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    126. Aude Pommeret & Anne Epaulard, 2005. "Financial Integration, Growth, and Volatility," IMF Working Papers 05/67, International Monetary Fund. [Downloadable!]
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    127. Joseph Plasmans & Tomasz Michalak & Jorge Fornero, 2006. "Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM model," Research series 200610-6, National Bank of Belgium. [Downloadable!]
    128. Niloy Bose & Rebecca Neumann, 2005. "Explaining the Trend and the Diversity in the Evolution of the Stock Market," cege – Center for European, Governance and Economic Development Research Discussion Papers 47, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
    129. Ianchovichina, Elena & Kacker, Pooja, 2005. "Growth trends in the developing world : country forecasts and determinants," Policy Research Working Paper Series 3775, The World Bank. [Downloadable!]
    130. Philip Arestis, Asena Caner, 2004. "Financial Liberalization and Poverty: Channels of Influence," Economics Working Paper Archive 411, Levy Economics Institute, The. [Downloadable!]
    131. Efraim Benmelech & Tobias J. Moskowitz, 2007. "The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century," NBER Working Papers 12851, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    132. Gianni De Nicoló & Iryna V. Ivaschenko, 2008. "Financial Integration and Risk-Adjusted Growth Opportunities," IMF Working Papers 08/126, International Monetary Fund. [Downloadable!]
    133. Caselli, Mauro, 2009. "Does wealth inequality reduce the gains from trade?," MPRA Paper 15329, University Library of Munich, Germany. [Downloadable!]
    134. Elias Papaioannou, 2007. "Finance and growth - a macroeconomic assessment of the evidence from a European angle," Working Paper Series 787, European Central Bank. [Downloadable!]
    135. Aaron Tornell, 2003. "Liberalization, Growth and Financial Crises (October 2003)," UCLA Economics Online Papers 276, UCLA Department of Economics. [Downloadable!]
    136. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Research series 200507-2, National Bank of Belgium. [Downloadable!]
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    137. Fabrizio Carmignani & Abdur Chowdhury, 2005. "The Impact of Financial Openness on Economic Integration: Evidence from the Europe and the Cis," Working Papers 88, University of Milano-Bicocca, Department of Economics, revised Apr 2005. [Downloadable!]
    138. Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006. "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series 3933, The World Bank. [Downloadable!]
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    139. Beine Michel & Cosma Antonio & Vermeulen Robert, 2008. "The Dark Side of Global Integration: Increasing Tail Dependence," CREA Discussion Paper Series 08-03, Center for Research in Economic Analysis, University of Luxembourg. [Downloadable!]
    140. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Capital market development : whither Latin America ?," Policy Research Working Paper Series 4156, The World Bank. [Downloadable!]
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    141. Eduardo Lora, 2005. "Should Latin America Fear China?," RES Working Papers 4409, Inter-American Development Bank, Research Department. [Downloadable!]
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    142. Elias Papaioannou & Gregorios Siourounis, 2007. "Democratization And Growth," CEDI Discussion Paper Series 07-13, Centre for Economic Development and Institutions(CEDI), Brunel University. [Downloadable!]
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    143. Ricardo M. Sousa, 2003. "Property of stocks and wealth effects on consumption," NIPE Working Papers 2/2003, NIPE - Universidade do Minho. [Downloadable!]
    144. Barry Eichengreen & Hans-Joachim Voth, 2003. "Symposium on capital controls," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(3), pages 185-187. [Downloadable!]
    145. Nevine Mokhtar Eid, 2008. "Financial Development: A Pre-Condition for Foreign Direct Spillover Effects in Egypt," Working Papers 12, The German University in Cairo, Faculty of Management Technology. [Downloadable!]
    146. Claessens, Stijn, 2006. "Competitive implications of cross-border banking," Policy Research Working Paper Series 3854, The World Bank. [Downloadable!]
    147. Sarkar, Prabirjit, 2007. "Stock Market Developments and Capital Accumulation in India: Does Better Shareholder Protection Matter?," MPRA Paper 4996, University Library of Munich, Germany. [Downloadable!]
    148. Joshua Aizenman & Ilan Noy, 2003. "Endogenous Financial Openness: Efficiency and Political Economy Considerations," NBER Working Papers 10144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    149. Frédéric Lagneaux, 2004. "Importance économique du Port Autonome de Liège: rapport 2002," Documents series 200411-3, National Bank of Belgium. [Downloadable!]
    150. Itay Goldstein & Assaf Razin & Hui Tong, 2008. "Liquidity, Institutional Quality and the Composition of International Equity Outflows," NBER Working Papers 13723, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    151. Sarkar, Prabirjit, 2007. "Capital Accumulation in Less Developed Countries: Does Stock Market Matter?," MPRA Paper 5053, University Library of Munich, Germany. [Downloadable!]
    152. Philip Arestis & Machiko Nissanke & Howard Stein, 2005. "Finance and Development: Institutional and Policy Alternatives to Financial Liberalization Theory," Eastern Economic Journal, Eastern Economic Association, vol. 31(2), pages 245-263, Spring. [Downloadable!]
    153. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2009. "Financial Openness and Productivity," NBER Working Papers 14843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    154. Philip Arestis & Asena Caner, 2008. "Capital Account Liberalization and Poverty: How Close is the Link?," Working Papers 0811, TOBB University of Economics and Technology, Department of Economics. [Downloadable!]
    155. Sean Holly & Mehdi Raissi, 2009. "The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis," Working Paper / FINESS 1.4, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    156. Ross Levine, 2003. "More on finance and growth: more finance, more growth?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 31-46. [Downloadable!]
    157. Graciela L. Kaminsky, 2004. "Flux internationaux de capitaux : bénédiction ou malédiction ?," Revue d’économie du développement, De Boeck Université, vol. 18(3), pages 83-119. [Downloadable!]
    158. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    159. Henry, Peter B., 2003. "Commentary on Bekaert, Harvey, and Lundblad's "Equity Market Liberalization in Emerging Equity Markets"," Research Papers 1783, Stanford University, Graduate School of Business. [Downloadable!]
    160. Alejandro Micco & Ugo Panizza & Monica Yañez, 2005. "Bank Ownership and Performance Does Politics Matter?," Working Papers Central Bank of Chile 356, Central Bank of Chile. [Downloadable!]
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    161. Sergio L. Schmukler & Graciela Laura Kaminsky, 2003. "Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization," IMF Working Papers 03/34, International Monetary Fund. [Downloadable!]
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    162. Henry, Peter B. & Chari, Anusha, 2004. "Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations," Research Papers 1839, Stanford University, Graduate School of Business. [Downloadable!]
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    163. Eduardo Lora, 2005. "Debe América Latina temerle a la China?," RES Working Papers 4410, Inter-American Development Bank, Research Department. [Downloadable!]
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    164. Arturo Galindo & Fabio Schiantarelli & Andrew Weiss, 2002. "¿Mejora la apertura financiera la asignación de la inversión? Elementos de juicio a nivel micro de países en desarrollo," RES Working Papers 4296, Inter-American Development Bank, Research Department. [Downloadable!]
    165. Ang, James, 2009. "Growth Volatility and Financial Repression: Time Series Evidence from India," MPRA Paper 14412, University Library of Munich, Germany. [Downloadable!]
    166. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Stock market development under globalization : whither the gains from reforms ?," Policy Research Working Paper Series 4184, The World Bank. [Downloadable!]
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    167. Carine Swartenbroekx, 2007. "The gas chain : influence of its specificities on the liberalisation process," Documents series 200711-24, National Bank of Belgium. [Downloadable!]
    168. Stulz, Rene M., 2005. "The Limits of Financial Globalization," Working Paper Series 2005-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    169. Laura Alfaro & Andrew Charlton, 2006. "International Financial Integration and Entrepreneurship," CEP Discussion Papers dp0755, Centre for Economic Performance, LSE. [Downloadable!]
    170. Prabirjit Sarkar, 2008. "Do the English Legal Origin Countries have more dispersed Share Ownership and more developed financial Systems?," ESRC Centre for Business Research - Working Papers wp375, ESRC Centre for Business Research. [Downloadable!]
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    171. François Coppens & David Vivet, 2006. "The single European electricity market: A long road to convergence," Documents series 200605-3, National Bank of Belgium. [Downloadable!]
    172. Nicholas C. S. Sim, 2005. "Service liberalization, endogenous industrial composition and modernization," Applied Economics Letters, Taylor and Francis Journals, vol. 12(3), pages 161-163, February. [Downloadable!] (restricted)
    173. Kai Li, 2004. "The Growth of Global Equity Markets: A Closer Look," Econometric Society 2004 North American Winter Meetings 54, Econometric Society. [Downloadable!]
    174. Joël van der Weele, 2005. "Financing development: debt versus equity," DNB Working Papers 038, Netherlands Central Bank, Research Department. [Downloadable!]
    175. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004. "Growth Volatility and Financial Liberalization," NBER Working Papers 10560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    176. Francesca Gagliardi, 2009. "Financial development and the growth of cooperative firms," Small Business Economics, Springer, vol. 32(4), pages 439-464, April. [Downloadable!] (restricted)
    177. Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007. "Bank stock returns and economic growth," MPRA Paper 4714, University Library of Munich, Germany. [Downloadable!]
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  12. Campbell R. Harvey & Karl V. Lins & Andrew H. Roper, 2001. "The Effect of Capital Structure When Expected Agency Costs are Extreme," NBER Working Papers 8452, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Christian Leuz & Karl V. Lins & Francis E. Warnock, 2006. "Do Foreigners Invest Less in Poorly Governed Firms?," NBER Working Papers 12222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Jangkoo Kang & Joon-Seok Kim, 2006. "Private benefits of control and firm leverage: An analysis of Korean firms," Review of Quantitative Finance and Accounting, Springer, vol. 27(4), pages 439-463, December. [Downloadable!] (restricted)
    3. Durnev, Art & Fauver, Larry, 2008. "Stealing from Thieves: Firm Governance and Performance when States are Predatory," CEI Working Paper Series 2008-12, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    4. Karl V. Lins & Francis E. Warnock, 2004. "Corporate governance and the shareholder base," International Finance Discussion Papers 816, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003. "The Euro and Corporate Valuations," Working Paper Series in Economics and Finance 525, Stockholm School of Economics, revised 06 Dec 2003. [Downloadable!]
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    6. Suhaila , Mat Kila & Wan Mahmood, Wan Mansor, 2008. "Capital Structure and Firm Characteristics: Some Evidence from Malaysian Companies," MPRA Paper 14616, University Library of Munich, Germany. [Downloadable!]
    7. Jayati Sarkar & Subrata Sarkar, 2005. "Debt and corporate governance in emerging economies: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-007, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
    8. Andreas Stephan & Oleksandr Talavera & Andriy Tsapin, 2008. "Corporate Debt Maturity Choice in Transition Financial Markets," Discussion Papers of DIW Berlin 784, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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    9. Yilmaz Guney & Aydin Ozkan, 2005. "New insights on the importance of agency costs for corporate debt maturity decisions," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(4), pages 233-238, July. [Downloadable!] (restricted)

  13. John R. Graham & Campbell R. Harvey, 2001. "Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective," NBER Working Papers 8678, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance 0503, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
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    2. Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008. "The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage," Boston College Working Papers in Economics 688, Boston College Department of Economics. [Downloadable!]
    3. Ivo Welch, 2001. "The Equity Premium Consensus Forecast Revisited," Cowles Foundation Discussion Papers 1325, Cowles Foundation, Yale University. [Downloadable!]
    4. Jeff Dominitz & Charles F. Manski, 2005. "Measuring and Interpreting Expectations of Equity Returns," NBER Working Papers 11313, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Gene Amromin & Steven A. Sharpe, 2008. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Finance and Economics Discussion Series 2008-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Fabio Fornari, 2002. "The size of the equity premium," Temi di discussione (Economic working papers) 447, Bank of Italy, Economic Research Department. [Downloadable!]

  14. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2000. "Emerging Equity Markets and Economic Development," NBER Working Papers 7763, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Badi H. Baltagi & Panicos O. Demetriades & Siong Hook Law, 2007. "Financial Development, Openness and Institutions: Evidence from Panel Data," Discussion Papers in Economics 07/05, Department of Economics, University of Leicester. [Downloadable!]
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    2. Wei Huang, 2006. "Emerging Markets, Financial Openness and Financial Development," Bristol Economics Discussion Papers 06/588, Department of Economics, University of Bristol, UK. [Downloadable!]
    3. Ayhan Kose & Marco E. Terrones & Eswar Prasad, 2004. "How do trade and financial integration affect the relationship between growth and volatility?," Proceedings, Federal Reserve Bank of San Francisco, issue Jun. [Downloadable!]
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    4. Donny Tang, 2006. "The effect of financial development on economic growth: evidence from the APEC countries, 1981--2000," Applied Economics, Taylor and Francis Journals, vol. 38(16), pages 1889-1904, September. [Downloadable!] (restricted)
    5. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2001. "Does Financial Liberalization Spur Growth?," NBER Working Papers 8245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew, 2003. "International Diversification Benefits in ASEAN Stock Markets: a Revisit," Finance 0308003, EconWPA. [Downloadable!]
    7. Alexander D. Rothenberg & Francis E. Warnock, 2006. "Sudden Flight and True Sudden Stops," NBER Working Papers 12726, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    9. Narjess Boubakri & Jean-Claude Cosset & Omrance Guedhami, 2001. "Liberalization, Corporate Governance, and the Performance of Newly Privatized Firms," William Davidson Institute Working Papers Series 419, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    10. Abdelhamid El Bouhadi, 2003. "Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange," Finance 0305007, EconWPA, revised 10 Oct 2003. [Downloadable!]
    11. Christian Leuz & Karl V. Lins & Francis E. Warnock, 2006. "Do Foreigners Invest Less in Poorly Governed Firms?," NBER Working Papers 12222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Love, Inessa, 2001. "Financial development and financing constraints - international evidence from the structural investment model," Policy Research Working Paper Series 2694, The World Bank. [Downloadable!]
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    13. John Bennett & Saul Estrin & James Maw & Giovanni Urga, 2004. "Privatisation Methods and Economic Growth in Transition Economies," Working Papers 2004.105, Fondazione Eni Enrico Mattei. [Downloadable!]
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    14. Narjess Boubakri & Jean-Claude Cosset & Omrane Guedhami, 2003. "Postprivatization Corporate Governance: the Role of Ownership Structure and Investor Protection," Working Papers 2003.37, Fondazione Eni Enrico Mattei. [Downloadable!]
    15. O. Janet Adelegan, 2008. "Can Regional Cross-listings Accelerate Stock Market Development? Empirical Evidence from Sub-Saharan Africa," IMF Working Papers 08/281, International Monetary Fund. [Downloadable!]
    16. Franz R. Hahn, 2002. "Financial Development and Output Growth Fluctuation. Evidence from OECD Countries," WIFO Working Papers 181, WIFO. [Downloadable!]
    17. Harris Dellas & Martin K. Hess, 2002. "Financial development and stock returns: A cross country analysis," Diskussionsschriften dp0218, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
      Other versions:
    18. Marcel Fratzscher & Matthieu Bussiere, 2004. "Financial openness and growth: Short-run gain, long-run pain?," Working Paper Series 348, European Central Bank. [Downloadable!]
      Other versions:
    19. Raymond Fisman & Inessa Love, 2002. "Trade Credit, Financial Intermediary Development and Industry Growth," NBER Working Papers 8960, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    20. Andreas Billmeier & Isabella Massa, 2007. "What Drives Stock Market Development in the Middle East and Central Asia--Institutions, Remittances, or Natural Resources?," IMF Working Papers 07/157, International Monetary Fund. [Downloadable!]
    21. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. Nicola Fuchs-Schündeln & Norbert Funke, 2004. "Stock market liberalizations: Financial and macroeconomic implications," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 140(3), pages 730-761, September. [Downloadable!] (restricted)
    23. Areendam Chanda & Debajyoti Chakrabarty & Chetan Ghate, . "Education, Growth, and Redistribution in the Presence of Capital Flight," Departmental Working Papers 2006-10, Department of Economics, Louisiana State University. [Downloadable!]
    24. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2007. "Firm innovation in emerging markets : the roles of governance and finance," Policy Research Working Paper Series 4157, The World Bank. [Downloadable!]
    25. Biaggio Bossone & Sandeep Mahajan & Farah Zahir, 2003. "Financial Infrastructure, Group Interests, and Capital Accumulation: Theory, Evidence, and Policy," IMF Working Papers 03/24, International Monetary Fund. [Downloadable!]
    26. Demirguc-Kunt, Asli, 2006. "Finance and economic development : policy choices for developing countries," Policy Research Working Paper Series 3955, The World Bank. [Downloadable!]
    27. Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," Working Paper Series in Economics and Finance 513, Stockholm School of Economics. [Downloadable!]
      Other versions:
    28. Debajyoti Chakrabarty, 2006. "Education, Growth, and Redistribution in the Presence of Capital Flight," Papers on Entrepreneurship, Growth and Public Policy 2006-21, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group. [Downloadable!]
    29. Jochen R. Andritzky, 2007. "Capital Market Development in a Small Country: The Case of Slovenia," IMF Working Papers 07/229, International Monetary Fund. [Downloadable!]
    30. Franz R. Hahn, 2003. "Financial Development and Macroeconomic Volatility. Evidence from OECD Countries," WIFO Working Papers 198, WIFO. [Downloadable!]
    31. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2008. "Formal versus informal finance : evidence from China," Policy Research Working Paper Series 4465, The World Bank. [Downloadable!]
    32. Nicola Fuchs-Schündeln & Norbert Funke, 2003. "Stock market liberalizations: Financial and macroeconomic implications," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(4), pages 730-761, December. [Downloadable!] (restricted)
    33. Menzie D. Chinn & Hiro Ito, 2002. "Capital Account Liberalization, Institutions and Financial Development: Cross Country Evidence," NBER Working Papers 8967, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    34. Carl B.McGowan, Jr. & Susan E. Moeller, 2009. "A Model for Making Foreign Direct Investment Decisions Using Real Variables for Political and Economic Risk Analysis," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 7(1), pages 27-44. [Downloadable!]
    35. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2008. "Financial integration, specialization and systemic risk," Discussion Paper Series 1: Economic Studies 2008,23, Deutsche Bundesbank, Research Centre. [Downloadable!]
    36. Philip Arestis, Asena Caner, 2004. "Financial Liberalization and Poverty: Channels of Influence," Economics Working Paper Archive 411, Levy Economics Institute, The. [Downloadable!]
    37. Eichengreen, Barry & Gullapalli, Rachita & Panizza, Ugo, 2009. "Capital account liberalization, financial development and industry growth: a synthetic view," P.O.L.I.S. department's Working Papers 128, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    38. Elias Papaioannou, 2007. "Finance and growth - a macroeconomic assessment of the evidence from a European angle," Working Paper Series 787, European Central Bank. [Downloadable!]
    39. Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006. "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series 3933, The World Bank. [Downloadable!]
      Other versions:
    40. Frenkel, Michael & Menkhoff, Lukas, 2003. "Are Foreign Institutional Investors Good for Emerging Markets?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-283, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
      Other versions:
    41. Mitali Das & Sanket Mohapatra, 2002. "Income inequality: The aftermath of stock market liberalization in emerging markets," Discussion Papers 0102-42, Columbia University, Department of Economics. [Downloadable!]
      Other versions:
    42. Philip Arestis & Asena Caner, 2008. "Capital Account Liberalization and Poverty: How Close is the Link?," Working Papers 0811, TOBB University of Economics and Technology, Department of Economics. [Downloadable!]
    43. Alexander D. Rothenberg & Francis E. Warnock, 2007. "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series iiisdp187, IIIS. [Downloadable!]
    44. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    45. Malebogo Bakwena & Philip Bodman, . "The Role of Financial Development in Natural Resource Abundant Economies: Does the Nature of the Resource Matter?," MRG Discussion Paper Series 2208, School of Economics, University of Queensland, Australia. [Downloadable!]
    46. Kai Li, 2004. "The Growth of Global Equity Markets: A Closer Look," Econometric Society 2004 North American Winter Meetings 54, Econometric Society. [Downloadable!]

  15. Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2000. "Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?," Working Papers 00-2, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    Published as:

    Cited by:

    1. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006. "Financial integration of new EU Member States," Working Paper Series 683, European Central Bank. [Downloadable!]
    2. Fernando Restoy & Rosa Rodríguez, 2006. "Can Fundamentals Explain Cross-Country Correlations of Asset Returns?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 142(3), pages 585-598, October. [Downloadable!] (restricted)
    3. Fernando Restoy & Rosa Rodríguez, 2005. "Can fundamentals explain cross-country correlations of asset returns?," Banco de España Working Papers 0540, Banco de España. [Downloadable!]
    4. Michael Brandt & John Cochrane & Pedro Santa-Clara, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!," University of California at Los Angeles, Anderson Graduate School of Management 1015, Anderson Graduate School of Management, UCLA. [Downloadable!]
      Other versions:
    5. Juan Pedro Gomez, 2005. "An International Capm With Consumption Externalities And Non-Financial Wealth," Working Papers Economia wp05-08, Instituto de Empresa, Area of Economic Environment. [Downloadable!]
    6. Marco Gallegati, 2005. "A Wavelet Analysis of MENA Stock Markets," Finance 0512027, EconWPA. [Downloadable!]
    7. Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006. "Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests," The Institute for International Integration Studies Discussion Paper Series iiisdp134, IIIS. [Downloadable!]
      Other versions:
    8. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Working Papers 04-42, Bank of Canada. [Downloadable!]
      Other versions:
    9. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    10. Juan Piñeiro Chousa, & Artur Tamazian, & Davit N. Melikyan,, 2008. "MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members," William Davidson Institute Working Papers Series wp916, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    11. Renatas Kizys & Christian Pierdzioch, 2004. "Business Cycle Fluctuations and International Financial Integration," Kiel Working Papers 1197, Kiel Institute for the World Economy. [Downloadable!]

  16. Wayne E. Ferson & Campbell R. Harvey, 1999. "Economic, Financial, and Fundamental Global Risk In and Out of the EMU," NBER Working Papers 6967, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Attiya Y. Javid & Eatzaz Ahmad, 2008. "Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers 2008:49, Pakistan Institute of Development Economics. [Downloadable!]
    2. Attiya Y. Javid & Eatzaz Ahmad, 2008. "The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers 2008:48, Pakistan Institute of Development Economics. [Downloadable!]

  17. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Hali J. Edison & Francis E. Warnock, 2006. "Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets," NBER Working Papers 12589, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Francis E. Warnock & Chad Cleaver, 2002. "Financial centers and the geography of capital flows," International Finance Discussion Papers 722, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Braverman, Oded & Kandel, Shmuel & Wohl, Avi, 2005. "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers 5243, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    4. John M. Griffin & Federico Nardari & Rene M. Stulz, 2002. "Daily Cross-Border Equity Flows: Pushed or Pulled?," NBER Working Papers 9000, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
      Other versions:
    6. George Halkos & Ilias Kevork, 2005. "A comparison of alternative unit root tests," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(1), pages 45-60, January. [Downloadable!] (restricted)
    7. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing - the investability of emerging markets," Policy Research Working Paper Series 3229, The World Bank. [Downloadable!]
    8. Williamson, John, 2002. "Proposals for Curbing the Boom-Bust Cycle in the Supply of Capital to Emerging Markets," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    9. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009. "What Segments Equity Markets?," NBER Working Papers 14802, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    11. Johansson, Anders C., 2009. "China'S Financial Market Integration With The World," Working Paper Series 2009-10, China Economic Research Center, Stockholm School of Economics. [Downloadable!]
    12. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    13. Menzie Chinn, 2002. "The Compatibility of Capital Controls and Financial Development: A Selective Survey and Empirical Evidence," Finance Working Papers 385, East Asian Bureau of Economic Research. [Downloadable!]
    14. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers 3033, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    15. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]
    17. Hali J. Edison & Francis E. Warnock, 2003. "Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets," IMF Working Papers 03/236, International Monetary Fund. [Downloadable!]
    18. Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    19. Laura T. Starks, 2000. "Corporate Governance And Institutional Investors: Implications For Latin America," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 2(2), pages 161-181. [Downloadable!]
    20. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series 1, Institute for Financial Research. [Downloadable!]
    21. John D. Burger & Francis E. Warnock, 2003. "Diversification, original sin, and international bond portfolios," International Finance Discussion Papers 755, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    22. Chayawadee Chai-Anant & Corinna Ho, 2008. "Understanding Asian equity flows, market returns and exchange rates," BIS Working Papers 245, Bank for International Settlements. [Downloadable!]
    23. G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    24. Martin D. D. Evans & Viktoria Hnatkovska, 2005. "International Capital Flows, Returns and World Financial Integration," NBER Working Papers 11701, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    25. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    26. Hali J. Edison & Francis E. Warnock, 2003. "Cross-board listings, capital controls, and equity flows to emerging markets," International Finance Discussion Papers 770, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    27. Mitali Das & Sanket Mohapatra, 2002. "Income inequality: The aftermath of stock market liberalization in emerging markets," Discussion Papers 0102-42, Columbia University, Department of Economics. [Downloadable!]
      Other versions:
    28. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004 124, Society for Computational Economics. [Downloadable!]
    29. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    30. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    31. Batra, Amit, 2004. "Stock return volatility patterns in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers 124, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
    32. Anthony Richards, 2004. "Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets," RBA Research Discussion Papers rdp2004-05, Reserve Bank of Australia. [Downloadable!]
      Other versions:
    33. Chien-Liang Chiu & Yen-Hsien Lee, 2007. "The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan," Economics Bulletin, Economics Bulletin, vol. 3(22), pages 1-10. [Downloadable!]
    34. Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005 419, Society for Computational Economics. [Downloadable!]
    35. Michele Manna, 2004. "Developing statistical indicators of the integration of the euro area banking system," Working Paper Series 300, European Central Bank. [Downloadable!]

  18. Wayne E. Ferson & Campbell R. Harvey, 1999. "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers 7009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Hui Guo & Robert Savickas, 2003. "On the cross section of conditionally expected stock returns," Working Papers 2003-043, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Hart, J. van der & Zwart, G.J. de & Dijk, D.J.C. van, 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," Research Paper ERS-2005-012-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    3. Yuenan Wang & Amalia Di Iorio, 2007. "The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market," Review of Quantitative Finance and Accounting, Springer, vol. 29(2), pages 181-203, August. [Downloadable!] (restricted)
    4. Pierluigi Balduzzi & Cesare Robotti, 2001. "Minimum-variance kernels, economic risk premia, and tests of multi-beta models," Working Paper 2001-24, Federal Reserve Bank of Atlanta. [Downloadable!]
    5. Wayne E. Ferson & Campbell R. Harvey, 1999. "Economic, Financial, and Fundamental Global Risk In and Out of the EMU," NBER Working Papers 6967, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone, 2008. "Evaluating Asset Pricing Models in a Fama-French Framework," Working Papers Series 175, Central Bank of Brazil, Research Department. [Downloadable!]
    7. John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Bruno Biais & Peter Bossaerts & Chester Spatt, 2003. "Equilibrium Asset Pricing Under Heterogeneous Information," Levine's Bibliography 666156000000000086, UCLA Department of Economics. [Downloadable!]
      Other versions:
    9. Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, EconWPA. [Downloadable!]
    10. Tobias Adrian & Francesco Franzoni, 2008. "Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM," Staff Reports 193, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    11. Franzoni, Francesco, 2006. "Where is beta going ? the riskiness of value and small stocks," Les Cahiers de Recherche 829, HEC Paris. [Downloadable!]
    12. Wang, Daxue, 2008. "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers D/776, IESE Business School. [Downloadable!]
    13. Sean Campbell & Canlin Li, 2003. "Per Capita Consumption, Luxury Consumption and the Presidential Puzzle: A Partial Resolution," Working Papers 2003-18, Brown University, Department of Economics. [Downloadable!]
    14. Ron Bird & Lorenzo Casavecchia, 2008. "Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience," Working Paper Series 2, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney. [Downloadable!]
    15. Ferruz Agudo, Luis & Vargas Magallón, María & Nievas López, J., 2008. "¿Utilizan los gestores españoles de fondos de inversión información privada en sus labores de gestión?," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 26, pages 257-278, Septiembr. [Downloadable!] (restricted)
    16. Jonathan Fletcher & David Forbes, 2002. "U.K. Unit Trust Performance: Does it Matter Which Benchmark or Measure is Used?," Journal of Financial Services Research, Springer, vol. 21(3), pages 195-218, June. [Downloadable!] (restricted)
    17. Turan Bali & Kamil Yilmaz, 2009. "The Intertemporal Relation between Expected Return and Risk on Currency," TÜSİAD-Koç University Economic Research Forum Working Papers 0909, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
    18. Paulo Maio, 2007. "ICAPM with time-varying risk aversion," Money Macro and Finance (MMF) Research Group Conference 2006 111, Money Macro and Finance Research Group. [Downloadable!]
    19. Martin Lettau & Sydney Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    20. Tano Santos & Pietro Veronesi, 2000. "Labor Income and Predictable Stock Returns," CRSP working papers 520, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]
    21. Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research. [Downloadable!]
    22. Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2007. "Forward-Looking Betas," CREATES Research Papers 2007-39, School of Economics and Management, University of Aarhus. [Downloadable!]
    23. Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd, 2002. "Performance Evaluation with Stochastic Discount Factors," NBER Working Papers 8791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Murillo Campello & Long Chen & Lu Zhang, 2005. "Expected Returns, Yield Spreads, and Asset Pricing Tests," NBER Working Papers 11323, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    25. Michel Normandin & Pascal Saint-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche 05-02, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
      Other versions:
    26. Horst, J.R. ter & Roon, F.A. de & Werker, B.J.M., 2000. "Incorporating estimation risk in portfolio choice," Discussion Paper 65, Tilburg University, Center for Economic Research. [Downloadable!]
    27. Wayne E. Ferson & Andrew F. Siegel, 2006. "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers 12098, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    28. Tano Santos & Pietro Veronesi, 2005. "Cash-Flow Risk, Discount Risk, and the Value Premium," NBER Working Papers 11816, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    29. Anthony W. Lynch, 2000. "Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-073, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    30. Andrew Ang & Joseph chen, 2005. "CAPM Over the Long Run: 1926-2001," NBER Working Papers 11903, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    31. Belén Nieto & Rosa Rodríguez, 2004. "Modelos De Valoracion De Activos Condicionales: Un Panorama Comparativo Con Datos Españoles," Documentos de Trabajo de Economía de la Empresa db040202, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
    32. Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009. "Option-Implied Measures of Equity Risk," CIRANO Working Papers 2009s-33, CIRANO. [Downloadable!]
    33. Tano Santos & Pietro Veronesi, 2001. "Labor Income and Predictable Stock Returns," NBER Working Papers 8309, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    34. Pierluigi Balduzzi & Cesare Robotti, 2005. "Asset-pricing models and economic risk premia: a decomposition," Working Paper 2005-13, Federal Reserve Bank of Atlanta. [Downloadable!]
    35. Schrimpf, Andreas & Schröder, Michael & Stehle, Richard, 2006. "Evaluating conditional asset pricing models for the German stock market," ZEW Discussion Papers 06-43, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    36. Patrick Coggi & Bogdan Manescu, 2004. "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004 2004-01, Department of Economics, University of St. Gallen. [Downloadable!]
    37. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    38. Locarno, Alberto & Massa, Massimo, 2005. "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers 4828, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    39. Asgharian, Hossein & Karlsson, Sonnie, 2006. "Evaluating a nonlinear asset pricing model on international data," Working Papers 2006:5, Lund University, Department of Economics.
    40. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve banks' imputed cost of equity capital," Working Papers in Applied Economic Theory 2001-01, Federal Reserve Bank of San Francisco. [Downloadable!]
    41. Belén Nieto & Rosa Rodriguez, 2005. "Modelos de valoración de activos condicionales: Un panorama comparativo," Investigaciones Economicas, Fundación SEPI, vol. 29(1), pages 33-71, January. [Downloadable!]
    42. Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004. [Downloadable!]
    43. John H. Boyd & Ravi Jagannathan & Jian Hu, 2001. "The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks," NBER Working Papers 8092, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    44. Hui Guo & Robert Savickas & Zijun Wang & Jian Yang, 2006. "Is value premium a proxy for time-varying investment opportunities: some time series evidence," Working Papers 2005-026, Federal Reserve Bank of St. Louis. [Downloadable!]
    45. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2003. "Formulating the imputed cost of equity capital for priced services at Federal Reserve banks," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 55-81. [Downloadable!]
    46. Michelle L. Barnes & Anthony W. Hughes, 2002. "A quantile regression analysis of the cross section of stock market returns," Working Papers 02-2, Federal Reserve Bank of Boston. [Downloadable!]
    47. Raymond Kan & Cesare Robotti, 2007. "Model comparison using the Hansen-Jagannathan distance," Working Paper 2007-04, Federal Reserve Bank of Atlanta. [Downloadable!]
    48. 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. [Downloadable!] (restricted)
    49. Dahlquist, Magnus & Sallstrom, Torbjorn, 2002. "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers 3145, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    50. Carlos Forner & Sonia Sanabria & Joaquín Marhuenda, 2009. "Post-earnings announcement drift: Spanish evidence," Spanish Economic Review, Springer, vol. 11(3), pages 207-241, September. [Downloadable!] (restricted)

  19. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Hart, J. van der & Zwart, G.J. de & Dijk, D.J.C. van, 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," Research Paper ERS-2005-012-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    2. J Benson Durham, . "Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries," QEH Working Papers qehwps53, Queen Elizabeth House, University of Oxford. [Downloadable!]
    3. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Francis E. Warnock & Chad Cleaver, 2002. "Financial centers and the geography of capital flows," International Finance Discussion Papers 722, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Working Paper 2002-16, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    6. Woochan Kim & Shang-Jin Wei, 1999. "Offshore Investment Funds: Monsters in Emerging Markets?," NBER Working Papers 7133, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing - the investability of emerging markets," Policy Research Working Paper Series 3229, The World Bank. [Downloadable!]
    8. Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors before and during a Crisis," CID Working Papers 6, Center for International Development at Harvard University. [Downloadable!]
      Other versions:
    9. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    11. J Benson Durham, . "A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries," QEH Working Papers qehwps50, Queen Elizabeth House, University of Oxford. [Downloadable!]
    12. Menzie Chinn, 2002. "The Compatibility of Capital Controls and Financial Development: A Selective Survey and Empirical Evidence," Finance Working Papers 385, East Asian Bureau of Economic Research. [Downloadable!]
    13. Alan G. Ahearne & William L. Griever & Francis E. Warnock, 2000. "Information costs and home bias: an analysis of U.S. holdings of foreign equities," International Finance Discussion Papers 691, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    14. Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001. "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers 01-009/4, Tinbergen Institute. [Downloadable!]
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    15. J. Benson Durham, 2003. "Foreign portfolio investment, foreign bank lending, and economic growth," International Finance Discussion Papers 757, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    16. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998. "Dating the Integration of World Equity Markets," NBER Working Papers 6724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. J Benson Durham, . "Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets," QEH Working Papers qehwps52, Queen Elizabeth House, University of Oxford. [Downloadable!]
    18. Lucia Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Working Paper Series 724, European Central Bank. [Downloadable!]
      Other versions:
    19. Sebastian Edwards, 2005. "Capital Controls, Sudden Stops and Current Account Reversals," NBER Working Papers 11170, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    20. Philippe Bacchetta & Eric van Wincoop, 1998. "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility," NBER Working Papers 6530, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    21. Enrico C. Perotti & Luc Laeven & Pieter van Oijen, 2000. "Confidence Building in Emerging Stock Markets," William Davidson Institute Working Papers Series 366, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    22. J Benson Durham, . "Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia," QEH Working Papers qehwps56, Queen Elizabeth House, University of Oxford. [Downloadable!]
    23. Martin D. D. Evans & Viktoria Hnatkovska, 2005. "International Capital Flows, Returns and World Financial Integration," NBER Working Papers 11701, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    24. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    25. Mitali Das & Sanket Mohapatra, 2002. "Income inequality: The aftermath of stock market liberalization in emerging markets," Discussion Papers 0102-42, Columbia University, Department of Economics. [Downloadable!]
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    26. Francis E. Warnock & Molly Mason, 2000. "The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings," International Finance Discussion Papers 688, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    27. Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005 419, Society for Computational Economics. [Downloadable!]
    28. Hali J. Edison & Francis E. Warnock, 2001. "A simple measure of the intensity of capital controls," International Finance Discussion Papers 708, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    29. J Benson Durham, . "Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses," QEH Working Papers qehwps51, Queen Elizabeth House, University of Oxford. [Downloadable!]

  20. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998. "Dating the Integration of World Equity Markets," NBER Working Papers 6724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

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    1. Christian Leuz & Felix Oberholzer-Gee, 2003. "Political Relationships, Global Financing and Corporate Transparency," CREMA Working Paper Series 2003-03, Center for Research in Economics, Management and the Arts (CREMA). [Downloadable!]
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    2. Quinn, Dennis & Voth, Hans-Joachim, 2008. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," CEPR Discussion Papers 7013, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. William Miles, 2005. "Do frontier equity markets exhibit common trends and still provide diversification opportunities?," International Economic Journal, Korean International Economic Association, vol. 19(3), pages 473-482, September. [Downloadable!] (restricted)
    4. Vadym Volosovych, 2005. "Financial Market Integration Over the Long Run: Is there a U-shape?," Working Papers 05001, Department of Economics, College of Business, Florida Atlantic University, revised Feb 2007. [Downloadable!]
    5. Alicia García Herrero & Sonsoles Gallego Herrero & Jesús Saurina Salas, 2003. "The Asian and European Banking Systems: The case of Spain in the quest for development and stability," Finance 0304007, EconWPA. [Downloadable!]
    6. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Soo Khoon Goh & Guay C. Lim & Nilss Olekalns, 2006. "Deviations from uncovered interest parity in Malaysia," Applied Financial Economics, Taylor and Francis Journals, vol. 16(10), pages 745-759, June. [Downloadable!] (restricted)
    8. Elena Andreou & Eric Ghysels, 2003. "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics 3-2003, University of Cyprus Department of Economics. [Downloadable!]
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    9. Dirk G. Baur, 2008. "How Bad Must Conditions Be To Make Investors Flee?," The Institute for International Integration Studies Discussion Paper Series iiisdp246, IIIS. [Downloadable!]
    10. Christian Leuz & Karl V. Lins & Francis E. Warnock, 2006. "Do Foreigners Invest Less in Poorly Governed Firms?," NBER Working Papers 12222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Francis , Bill B & Hasan , Iftekhar & Sun , Xian, 2006. "Financial market integration and the value of global diversification: evidence from US acquirers in cross-border mergers and acquisitions," Research Discussion Papers 24/2006, Bank of Finland. [Downloadable!]
      Other versions:
    13. Richard Podpiera & Tomas Dvorak, 2005. "European Union Enlargement and Equity Markets in Accession Countries," IMF Working Papers 05/182, International Monetary Fund. [Downloadable!]
      Other versions:
    14. Knill, April M., 2005. "Taking the bad with the good : volatility of foreign portfolio investment and financial constraints of small firms," Policy Research Working Paper Series 3797, The World Bank. [Downloadable!]
    15. Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers 2007/7, Czech National Bank, Research Department. [Downloadable!]
      Other versions:
    16. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
      Other versions:
    17. Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Working Paper 2002-16, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    18. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    19. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    20. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    21. Thomas Philippon, 2007. "Why Has the U.S. Financial Sector Grown so Much? The Role of Corporate Finance," NBER Working Papers 13405, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    22. Lewis, Karen K., 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," Working Papers 06-6, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    23. Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers 02/09, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    24. Dirk G. Baur, 2007. "Stock-bond co-movements and cross-country linkages," The Institute for International Integration Studies Discussion Paper Series iiisdp216, IIIS. [Downloadable!]
    25. Rodolfo Martell & Rene M. Stulz, 2003. "Equity market liberalizations as country IPOs," NBER Working Papers 9481, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    26. Francis , Bill B & Hasan , Iftekhar & Lothian , James R & Sun, Xian, 2008. "The signalling hypothesis revisited: Evidence from foreign IPOs," Research Discussion Papers 10/2008, Bank of Finland. [Downloadable!]
    27. Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004. "Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events," The Institute for International Integration Studies Discussion Paper Series iiisdp019, IIIS. [Downloadable!]
    28. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," NBER Working Papers 6312, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    29. Carrieri, Francesca & Errunza, Vihang & Sarkissian, Sergei, 2006. "The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?," Working Papers 06-4, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    30. Linda Allen & Anthony Saunders, 2004. "Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature," Journal of Financial Services Research, Springer, vol. 26(2), pages 161-191, October. [Downloadable!] (restricted)
    31. Robin Brooks & Marco Del Negro, 2003. "International stock returns and market integration: A regional perspective," Working Paper 2002-20, Federal Reserve Bank of Atlanta. [Downloadable!]
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    32. Henry Aray, 2006. "The Latin American and Spanish Stock markets," ThE Papers 06/12, Department of Economic Theory and Economic History of the University of Granada.. [Downloadable!]
    33. Knill, April M., 2008. "Does foreign portfolio investment reach small listed firms ?," Policy Research Working Paper Series 3796, The World Bank. [Downloadable!]
    34. Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Real interest rates equalization: The case of Malaysia and Singapore," MPRA Paper 515, University Library of Munich, Germany. [Downloadable!]
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    35. G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    36. Carl B.McGowan, Jr. & Susan E. Moeller, 2009. "A Model for Making Foreign Direct Investment Decisions Using Real Variables for Political and Economic Risk Analysis," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 7(1), pages 27-44. [Downloadable!]
    37. Ho-Chuan Huang & Wan-hsiu Cheng, 2005. "Tests of the CAPM under structural changes," International Economic Journal, Korean International Economic Association, vol. 19(4), pages 523-541, December. [Downloadable!] (restricted)
    38. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004 124, Society for Computational Economics. [Downloadable!]
    39. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    40. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    41. Junttila, Juha, 2002. "Forecasting the macroeconomy with current financial market information: Europe and the United States," Research Discussion Papers 2/2002, Bank of Finland. [Downloadable!]
    42. Francis E. Warnock & Molly Mason, 2000. "The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings," International Finance Discussion Papers 688, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    43. Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005 419, Society for Computational Economics. [Downloadable!]
    44. Thomas Lagoarde-Segot & Brian Lucey, 2006. "Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp114, IIIS. [Downloadable!]
    45. Karen K. Lewis, 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers 12697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    46. Barbara Berkel, 2004. "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series 04061, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
    47. Jian Yang, 2006. "Information transmission between Eurocurrency and domestic interest rates: evidence from the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 16(9), pages 675-685, June. [Downloadable!] (restricted)
    48. Alicia García Herrero & Javier Santillan Fraile & Sonsoles Gallego Herrero & Lucía Cuadro Sáez & Carlos Egea Martínez, 2003. "Latin American Financial Development In Perspective," Finance 0304008, EconWPA. [Downloadable!]
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  21. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    1. Maurizio Michael Habib, 2002. "Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe," International Finance 0209004, EconWPA. [Downloadable!]
    2. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006. "Financial integration of new EU Member States," Working Paper Series 683, European Central Bank. [Downloadable!]
    3. Wu, Feng & Guan, Zhengfei, 2009. "The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49453, Agricultural and Applied Economics Association. [Downloadable!]
    4. Hart, J. van der & Zwart, G.J. de & Dijk, D.J.C. van, 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," Research Paper ERS-2005-012-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    5. Geert Bekaert & Robert J. Hodrick, 2000. "Expectations Hypotheses Tests," NBER Working Papers 7609, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Asli Bayar & Zeynep Önder, 2005. "Liquidity and price volatility of cross-listed French stocks," Applied Financial Economics, Taylor and Francis Journals, vol. 15(15), pages 1079-1094, October. [Downloadable!] (restricted)
    7. Erik Durbin & David Tat-Chee Ng, 1999. "Uncovering country risk in emerging market bond prices," International Finance Discussion Papers 639, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    8. Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer, vol. 14(3), pages 201-210, September. [Downloadable!] (restricted)
    9. Habib, Maurizio Michael, 2002. "Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe," BOFIT Discussion Papers 7/2002, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    10. John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May. [Downloadable!] (restricted)
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    11. Andrew Ang & Geert Bekaert, 2004. "The term structure of real rates and expected inflation," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
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    12. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO. [Downloadable!]
    13. Albuquerque, Rui & Wang, Neng, 2005. "Agency Conflicts, Investment and Asset Pricing," CEPR Discussion Papers 4955, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    14. Aamir R. Hashmi & Anthony S. Tay, 2001. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Departmental Working Papers wp0116, National University of Singapore, Department of Economics. [Downloadable!]
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    15. George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, EconWPA. [Downloadable!]
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    16. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    17. M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    18. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA. [Downloadable!]
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    19. Marcel Fratzscher, 2001. "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series 48, European Central Bank. [Downloadable!]
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    20. L. Baele & R. Vander Vennet & A. Van Landschoot, 2004. "Bank Risk Strategies and Cyclical Variation in Bank Stock Returns," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/217, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
    21. Colavecchio , Roberta & Funke, Michael, 2006. "Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures," BOFIT Discussion Papers 16/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    22. Jonathan B. Hill, 2004. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application," Econometrics 0411014, EconWPA, revised 09 Dec 2004. [Downloadable!]
    23. Voth, Hans-Joachim, 2002. "Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period," CEPR Discussion Papers 3254, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    24. Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers 2007/7, Czech National Bank, Research Department. [Downloadable!]
      Other versions:
    25. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
      Other versions:
    26. Selçuk Caner & Zeynep Önder, 2005. "Sources of volatility in stock returns in emerging markets," Applied Economics, Taylor and Francis Journals, vol. 37(8), pages 929-941, May. [Downloadable!] (restricted)
    27. Harris Dellas & Martin K. Hess, 2002. "Financial development and stock returns: A cross country analysis," Diskussionsschriften dp0218, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
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    28. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    29. Naser Ibrahim Abumustafa, 2002. "Potential Integration of Middle Eastern Countries' Stock Markets," Fordham Economics Dissertations 2002.1, Fordham University, Department of Economics. [Downloadable!]
    30. Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    31. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    32. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    33. Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2006. "Capital Structure with Risky Foreign Investment," NBER Working Papers 12276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    34. Radu Tunaru & Ephraim Clark, 2005. "The Evolution of International Political Risk 1956-2001," Money Macro and Finance (MMF) Research Group Conference 2005 37, Money Macro and Finance Research Group. [Downloadable!]
    35. Baele, Lieven, 2003. "Volatility Spillover Effects in European Equity Markets: Evidence from a Regime Switching Model," EIFC - Technology and Finance Working Papers 33, United Nations University, Institute for New Technologies. [Downloadable!]
    36. Jon Wongswan, 2003. "Transmission of information across international equity markets," International Finance Discussion Papers 759, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    37. Jondeau, E. & Rockinger, M., 2004. "Optimal Portfolio Allocation Under Higher Moments," Documents de Travail 108, Banque de France. [Downloadable!]
    38. Harris Dellas & Martin K. Hess, 2000. "Financial Development and the Sensitivity of Stock Markets to External Influences," Working Papers 00.06, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
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    39. Jondeau, E. & Rockinger, M., 2002. "Asset Allocation in Transition Economies," Documents de Travail 90, Banque de France. [Downloadable!]
    40. Andrew Worthington & Helen Higgs, 2001. "A multivariate GARCH analysis of equity returns and volatility in Asian equity markets," School of Economics and Finance Discussion Papers and Working Papers Series 089, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    41. Lewis, Karen K., 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," Working Papers 06-6, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    42. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009. [Downloadable!]
    43. Gerald Kohers & Ninon Kohers & Theodor Kohers, 2006. "The risk and return characteristics of developed and emerging stock markets: the recent evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 13(11), pages 737-743, September. [Downloadable!] (restricted)
    44. L. Baele, 2003. "Volatility Spillover Effects in European Equity Markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/189, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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    45. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998. "Dating the Integration of World Equity Markets," NBER Working Papers 6724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    46. Marta Gomez-Puig, 2007. "Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union," IREA Working Papers 200711, University of Barcelona, Research Institute of Applied Economics, revised May 2007. [Downloadable!]
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    47. Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004. "Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets," Working Papers 2004-05, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    48. Raúl Susmel, 1998. "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo. 138, Universidad del CEMA. [Downloadable!]
    49. Paul F. G. Jansen & Willem F. C. Verschoor, 2004. "A note on transition stock return behaviour," Applied Economics Letters, Taylor and Francis Journals, vol. 11(1), pages 11-13, January. [Downloadable!] (restricted)
    50. Alexei Goriaev & Alexei Zabotkin, 2006. "Risks of investing in the Russian stock market: Lessons of the first decade," Working Papers w0077, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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    51. Jonathan B. Hill, 2005. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application," Working Papers 0513, Florida International University, Department of Economics. [Downloadable!]
    52. Jon Wongswan, 2005. "The response of global equity indexes to U.S. monetary policy announcements," International Finance Discussion Papers 844, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    53. Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009. "An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa," MPRA Paper 13437, University Library of Munich, Germany. [Downloadable!]
    54. Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu, 2007. "The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set," Economics Bulletin, Economics Bulletin, vol. 7(10), pages 1-14. [Downloadable!]
    55. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," NBER Working Papers 6312, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    56. Carlo Altomonte & Enrico Pennings, 2004. "The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model," Working Papers 259, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    57. Md. Arifur Rahman, 2007. "The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 4(1), pages 91-124, June. [Downloadable!]
    58. René Garcia & Eric Ghysels, 1996. "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers 96s-34, CIRANO. [Downloadable!]
      Other versions:
    59. Carrieri, Francesca & Errunza, Vihang & Sarkissian, Sergei, 2006. "The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?," Working Papers 06-4, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    60. Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS. [Downloadable!]
    61. M. Kabir Hassan & Anisul M. Islam & Syed Abul Basher, 2000. "Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market," Working Papers 2002_6, York University, Department of Economics, revised Jun 2002. [Downloadable!]
      Other versions:
    62. Joshua Hausman & Jon Wongswan, 2006. "Global asset prices and FOMC announcements," International Finance Discussion Papers 886, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    63. Jondeau, E. & Rockinger, M., 1999. "The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets," Documents de Travail 66, Banque de France. [Downloadable!]
    64. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    65. Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification," Department of Economics - Working Papers Series 907, The University of Melbourne. [Downloadable!]
    66. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The performance of international portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    67. Gamini Premaratne & Lakshmi Bala, 2004. "Stock Market Volatility: Examining North America, Europe and Asia," Econometric Society 2004 Far Eastern Meetings 479, Econometric Society. [Downloadable!]
    68. Allan Timmerman & Luis Catão, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 03/52, International Monetary Fund. [Downloadable!]
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    69. Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS. [Downloadable!]
    70. X. H. Wang & Carmen Menezes, 2002. "The Precautionary Premium and the Risk-Downside Risk Tradeoff," Working Papers 0204a, Department of Economics, University of Missouri, revised 16 May 2002. [Downloadable!]
    71. Belton Fleisher & Dongwei Su, 1996. "Risk, Return and Regulation in Chinese Stock Markets," Working Papers 005, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:
    72. Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007. "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper 9681, University Library of Munich, Germany. [Downloadable!]
    73. X. H. Wang & Carmen Menezes, 2002. "The Precautionary Premium and the Risk-Downside Risk Tradeoff," Working Papers 0204, Department of Economics, University of Missouri, revised 16 May 2002. [Downloadable!]
    74. Charlotte Christiansen, 2007. "Decomposing European Bond and Equity Volatility," CREATES Research Papers 2007-06, School of Economics and Management, University of Aarhus. [Downloadable!]
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    75. Steven Beach & Alexei Orlov, 2007. "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 147-166, June. [Downloadable!] (restricted)
    76. Raul Susmel & Ramon Rabinovitch & Ana Silva, 2000. "Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina," CEMA Working Papers: Serie Documentos de Trabajo. 171, Universidad del CEMA. [Downloadable!]
    77. Anders Johansen & Didier Sornette, 2000. "The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash," Quantitative Finance Papers cond-mat/0004263, arXiv.org, revised May 2000. [Downloadable!]
    78. Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," UmeÃ¥ Economic Studies 696, Umeå University, Department of Economics. [Downloadable!]
    79. Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat, 2004. "An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(2), pages 101-115, December. [Downloadable!]
    80. Ali Kutan & Tansu Aksoy, 2003. "Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey," Journal of Financial Services Research, Springer, vol. 23(3), pages 225-239, June. [Downloadable!] (restricted)
    81. Gregory C. Chow, 2003. "A Time-Series Analysis of the Shanghai and New York Stock Price Indices," General Economics and Teaching 0306008, EconWPA. [Downloadable!]
    82. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "The Effects of the Brazilian ADRs Program on Domestic Market Efficiency," Working Papers Series 43, Central Bank of Brazil, Research Department. [Downloadable!]
    83. Jorge G. Gonzalez & Roger W. Spencer & Daniel T. Walz, 2003. "A contemporary analysis of Mexican stock market volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 13(10), pages 741-745, October. [Downloadable!] (restricted)
    84. Aktham Maghyereh & Hiatham Al-Zuobi, 2005. "Free trade agreements and equity market integration: the case of the US and Jordan," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 995-1005, October. [Downloadable!] (restricted)
    85. Wai-Ming Fong & Giorgio Valente & Joseph K.W. Fung, 2008. "FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value," Working Papers 082008, Hong Kong Institute for Monetary Research. [Downloadable!]
    86. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004 124, Society for Computational Economics. [Downloadable!]
    87. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    88. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    89. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    90. Chien-Liang Chiu & Yen-Hsien Lee, 2007. "The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan," Economics Bulletin, Economics Bulletin, vol. 3(22), pages 1-10. [Downloadable!]
    91. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank, Research Department. [Downloadable!]
    92. Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany. [Downloadable!]
    93. Dahlquist, Magnus & Sallstrom, Torbjorn, 2002. "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers 3145, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    94. Karen K. Lewis, 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers 12697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    95. Geert Bekaert & Guojun Wu, 1997. "Asymmetric Volatility and Risk in Equity Markets," NBER Working Papers 6022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    96. Duc NGUYEN, 2008. "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-10. [Downloadable!]
    97. Nicole Davis & Ali M. Kutan, 2003. "Inflation and output as predictors of stock returns and volatility: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 693-700, September. [Downloadable!] (restricted)
    98. Nihat Aktas & Eric de Bodt & Michel Levasseur, 2004. "Heterogeneity effects from market interventions," European Journal of Finance, Taylor and Francis Journals, vol. 10(5), pages 412-436, October. [Downloadable!] (restricted)
    99. Juan M. Londoño & Marta Regulez & Jesús Vázquez, 2008. "Another Look to the Price-Dividend Ratio: A Markov-Switching Approach," DFAEII Working Papers 200809, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]

  22. John R. Graham & Campbell R. Harvey, 1997. "Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations," NBER Working Papers 4890, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Marquering, W. & Verbeek, M., 2000. "The economic value of predicting stock index returns and volatility," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]
    4. Changyun Wang, 2003. "Investor sentiment, market timing, and futures returns," Applied Financial Economics, Taylor and Francis Journals, vol. 13(12), pages 871-878, December. [Downloadable!] (restricted)
    5. John R. Graham & Campbell R. Harvey, 2001. "Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective," NBER Working Papers 8678, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004. "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings 477, Econometric Society. [Downloadable!]
    7. William N. Goetzmann & Massimo Massa, 1999. "Index Funds and Stock Market Growth," NBER Working Papers 7033, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. J. C. Matallín & A. Fernández-Izquierdo, 2003. "Passive timing effect in portfolio management," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1829-1837, November. [Downloadable!] (restricted)
    9. Gene Amromin & Steven A. Sharpe, 2005. "From the horse's mouth: gauging conditional expected stock returns from investor surveys," Finance and Economics Discussion Series 2005-26, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    10. Martin Hess, 2006. "Timing and diversification: A state-dependent asset allocation approach," European Journal of Finance, Taylor and Francis Journals, vol. 12(3), pages 189-204, April. [Downloadable!] (restricted)
    11. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Gene Amromin & Steven A. Sharpe, 2008. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Finance and Economics Discussion Series 2008-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    13. Robert J. Shiller, 1999. "Measuring Bubble Expectations and Investor Confidence," Cowles Foundation Discussion Papers 1212, Cowles Foundation, Yale University. [Downloadable!]
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    14. Sergey Iskoz & Jiang Wang, 2003. "How to Tell if a Money Manager Knows More?," NBER Working Papers 9791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    15. Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society. [Downloadable!]

  23. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," NBER Working Papers 6312, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Published as:

    Cited by:

    1. Bennett, John & Estrin, Saul & Maw, James & Urga, Giovanni, 2004. "Privatization Methods and Economic Growth in Transition Economies," CEPR Discussion Papers 4291, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Quinn, Dennis & Voth, Hans-Joachim, 2008. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," CEPR Discussion Papers 7013, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. Nandini Gupta & Kathy Yuan, 2003. "Financial Dependence, Stock Market Liberalizations, and Growth," William Davidson Institute Working Papers Series 2003-562, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    4. Forbes, Kristin J., 2004. "Capital Controls: Mud in the Wheels of Market Discipline," Working papers 4454-03, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    5. Peter Blair Henry, 2003. "Commentary on Equity market liberalization in emerging markets," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 75-80. [Downloadable!]
    6. Wei Huang, 2006. "Emerging Markets, Financial Openness and Financial Development," Bristol Economics Discussion Papers 06/588, Department of Economics, University of Bristol, UK. [Downloadable!]
    7. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006. "Financial integration of new EU Member States," Working Paper Series 683, European Central Bank. [Downloadable!]
    8. Hart, J. van der & Zwart, G.J. de & Dijk, D.J.C. van, 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," Research Paper ERS-2005-012-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    9. Frank de Jong & Frans A. de Roon, 2001. "Time-Varying Market Integration and Expected Returns in Emerging Markets," Tinbergen Institute Discussion Papers 01-113/2, Tinbergen Institute. [Downloadable!]
    10. Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2003. "International Financial Integration," CEPR Discussion Papers 3769, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    11. Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer, vol. 14(3), pages 201-210, September. [Downloadable!] (restricted)
    12. J Benson Durham, . "Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries," QEH Working Papers qehwps53, Queen Elizabeth House, University of Oxford. [Downloadable!]
    13. Abdul Abiad & Nienke Oomes & Kenichi Ueda, 2004. "The Quality Effect: Does Financial Liberalization Improve the Allocation of Capital?," IMF Working Papers 04/112, International Monetary Fund. [Downloadable!]
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    14. Graciela Kaminsky & Sergio Schmukler, 2003. "Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization," NBER Working Papers 9787, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    15. M. Ayhan Kose & Eswar Prasad & Marco Terrones, 2008. "Does Openness to International Financial Flows Raise Productivity Growth?," IMF Working Papers 08/242, International Monetary Fund. [Downloadable!]
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    16. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO. [Downloadable!]
    17. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2008. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers 08/286, International Monetary Fund. [Downloadable!]
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    18. Brahima Coulibaly, 2005. "Effects of financial autarky and integration: the case of the South Africa embargo," International Finance Discussion Papers 839, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    19. Martin, Philippe & Rey, Hélène, 1999. "Financial Super-Markets: Size Matters for Asset Trade," CEPR Discussion Papers 2232, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    20. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers 11488, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. Dragota, Mihaela & Dragota, Victor & Tatu, Lucian & Tatu, Delia, 2009. "Income Taxation Regulation And Companies’ Behaviour: Is The Romanian Companies’ Dividend Policy Influenced By The Changes In Income Taxation?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(1), pages 76-93, March. [Downloadable!]
    22. Lombardo, Davide & Pagano, Marco, 1999. "Legal Determinants of the Return on Equity," CEPR Discussion Papers 2275, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    23. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    24. Shamila Jayasuriya & William Shambora, 2008. "The world is shrinking: Evidence for stock market convergence," Economics Bulletin, Economics Bulletin, vol. 7(14), pages 1-12. [Downloadable!]
    25. Scott, A. & Uhlig, H., 1998. "Fickle investors : an impediment to growth?," Discussion Paper 134, Tilburg University, Center for Economic Research. [Downloadable!]
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    26. Anusha Chari & Peter Blair Henry, 2002. "Risk Sharing and Asset Prices: Evidence From a Natural Experiment," NBER Working Papers 8988, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    27. Rene M. Stulz, 1999. "Globalization of Equity Markets and the Cost of Capital," NBER Working Papers 7021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    28. Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew, 2003. "International Diversification Benefits in ASEAN Stock Markets: a Revisit," Finance 0308003, EconWPA. [Downloadable!]
    29. Frederic Mishkin, 2005. "Is Financial Globalization Beneficial?," NBER Working Papers 11891, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    30. Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    31. Narjess Boubakri & Jean-Claude Cosset & Omrance Guedhami, 2001. "Liberalization, Corporate Governance, and the Performance of Newly Privatized Firms," William Davidson Institute Working Papers Series 419, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    32. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA. [Downloadable!]
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    33. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    34. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finan," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
    35. William H. Greene & Abigail S. Hornstein & Lawrence J. White & Bernard Y. Yeung, 2006. "Multinationals Do It Better: Evidence on the Efficiency of Corporations’ Capital Budgeting," Working Papers 06-04, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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    36. Chari, Anusha & Henry, Peter B., 2006. "Firm-Specific Information and the Efficiency of Investment," Research Papers 1930, Stanford University, Graduate School of Business. [Downloadable!]
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    37. Natalia Utrero-González, 2007. "Banking regulation, information asymmetries and industry growth: new evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 17(1), pages 63-76, January. [Downloadable!] (restricted)
    38. Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers 15/2006, Bank of Finland. [Downloadable!]
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    39. Henry, Peter B., 2003. "Capital Account Liberalization, The Cost of Capital, and Economic Growth," Research Papers 1778, Stanford University, Graduate School of Business. [Downloadable!]
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    40. Andrew Worthington & Helen Higgs, 2004. "Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 71-80. [Downloadable!]
    41. John Bennett & Saul Estrin & James Maw & Giovanni Urga, . "Privatization Methods and Economic Growth," Economics and Finance Discussion Papers 03-24, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    42. Haselmann, Rainer & Helmut, Herwartz, 2005. "The Introduction of the Euro and its Effects on Investment Decisions," Economics Working Papers 2005,15, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    43. John M. Griffin & Federico Nardari & Rene M. Stulz, 2002. "Daily Cross-Border Equity Flows: Pushed or Pulled?," NBER Working Papers 9000, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    44. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
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    45. Antonio Diez de los Rios, 2004. "Exchange Rate Regimes, Globalisation And The Cost Of Capital In Emerging Markets," Working Papers wp2004_02, CEMFI. [Downloadable!]
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    46. George Halkos & Ilias Kevork, 2005. "A comparison of alternative unit root tests," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(1), pages 45-60, January. [Downloadable!] (restricted)
    47. Straetmans, Stefan & Versteeg, Roald & Wolff, Christian C, 2008. "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers 6727, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    48. Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Working Paper 2002-16, Federal Reserve Bank of Atlanta. [Downloadable!]
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    49. Hali J. Edison & Michael W. Klein & Luca Ricci & Torsten Sloek, 2002. "Capital Account Liberalization and Economic Performance: Survey and Synthesis," NBER Working Papers 9100, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    50. Kristin J. Forbes, 2005. "The Microeconomic Evidence on Capital Controls: No Free Lunch," NBER Working Papers 11372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    51. Davide Lombardo & Marco Pagano, 1999. "Law and Equity Markets: a Simple Model," CSEF Working Papers 25, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
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    52. Henry, Peter B. & Lorentzen, Peter Lombard, 2003. "Domestic Capital Market Reform and Access to Global Finance: Making Markets Work," Research Papers 1820, Stanford University, Graduate School of Business. [Downloadable!]
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    53. Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes, 2004. "Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Crises," NBER Working Papers 10545, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    54. Wacziarg, Romain & Welch, Karen Horn, 2003. "Trade Liberalization and Growth: New Evidence," Research Papers 1826, Stanford University, Graduate School of Business. [Downloadable!]
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    55. Sergio Schmukler & Esteban Vesperoni, 2001. "Globalization and Firms' Financing Choices: Evidence from Emerging Economies," William Davidson Institute Working Papers Series 388, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    56. Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    57. Ayyagari, Meghana, 2004. "Does cross-listing lead to functional convergence? Empirical evidence," Policy Research Working Paper Series 3264, The World Bank. [Downloadable!]
    58. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004. "Global Growth Opportunities and Market Integration," NBER Working Papers 10990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    59. Rene M. Stulz, 2005. "The Limits of Financial Globalization," NBER Working Papers 11070, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    60. Kho, Bong-Chan & Stulz, Rene M. & Warnock, Francis E., 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," Working Paper Series 2006-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    61. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    62. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009. "What Segments Equity Markets?," NBER Working Papers 14802, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    63. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    64. J Benson Durham, . "A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries," QEH Working Papers qehwps50, Queen Elizabeth House, University of Oxford. [Downloadable!]
    65. Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2006. "Capital Structure with Risky Foreign Investment," NBER Working Papers 12276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    66. Lucía Cuadro Sáez & Manuel Moreno, 2007. "GARCH Modeling of Robust Market Returns," Kiel Advanced Studies Working Papers 440, Kiel Institute for the World Economy. [Downloadable!]
    67. Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2008. "Economic Integration and Mature Portfolios," CSEF Working Papers 194, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    68. Andrew Worthington & Helen Higgs, 2001. "A multivariate GARCH analysis of equity returns and volatility in Asian equity markets," School of Economics and Finance Discussion Papers and Working Papers Series 089, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    69. Lee, Kuan-Hui, 2005. "The World Price of Liquidity Risk," Working Paper Series 2006-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    70. Lewis, Karen K., 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," Working Papers 06-6, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    71. Federico Guerrero, 2006. "Early-Stage Globalization and Corporate Debt Maturity: The Case of South Korea, 1980-94," Working Papers 06-016, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics. [Downloadable!]
    72. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers 3033, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    73. Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001. "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers 01-009/4, Tinbergen Institute. [Downloadable!]
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    74. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009. [Downloadable!]
    75. J. Benson Durham, 2003. "Foreign portfolio investment, foreign bank lending, and economic growth," International Finance Discussion Papers 757, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    76. de Jong, Frank & de Roon, Frans, 2001. "Time-Varying Market Integration and Expected Returns in Emerging Markets," CEPR Discussion Papers 3102, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    77. Gianni De Nicoló & Senay Agca & Enrica Detragiache, 2007. "Financial Reforms, Financial Openness, and Corporate Borrowing: International Evidence," IMF Working Papers 07/186, International Monetary Fund. [Downloadable!]
    78. Norbert Funke, 2003. "Stock Market Developments and Private Consumer Spending in Emerging Markets," IMF Working Papers 02/238, International Monetary Fund. [Downloadable!]
    79. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998. "Dating the Integration of World Equity Markets," NBER Working Papers 6724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    80. Hans-Joachim Voth, 2003. "Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(3), pages 255-276. [Downloadable!]
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    81. J Benson Durham, . "Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets," QEH Working Papers qehwps52, Queen Elizabeth House, University of Oxford. [Downloadable!]
    82. Basak, Suleyman & Croitoru, Benjamin, 2003. "International Good Market Segmentation and Financial Market Structure," CEPR Discussion Papers 4060, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    83. Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2004. "Capital Controls, Liberalizations, and Foreign Direct Investement," NBER Working Papers 10337, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    84. Henry, Peter B., 2007. "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers 1974, Stanford University, Graduate School of Business. [Downloadable!]
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    85. Rodolfo Martell & Rene M. Stulz, 2003. "Equity market liberalizations as country IPOs," NBER Working Papers 9481, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    86. Hali J. Edison & Francis E. Warnock, 2003. "U.S. investors' emerging market equity portfolios: a security-level analysis," International Finance Discussion Papers 771, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    87. Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003. "Keeping Up with the Joneses: An International Asset Pricing Model," Economics Working Papers 694, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    88. Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu, 2007. "The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set," Economics Bulletin, Economics Bulletin, vol. 7(10), pages 1-14. [Downloadable!]
    89. Jong, F. de & Roon, F.A. de, 2001. "Time-varying market integration and expected returns in emerging markets," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]
    90. Nicolas Coeurdacier & Stéphane Guibaud, 2005. "International equity holdings and stock returns correlations: Does Diversification Matter At All for Portfolio Choice?," PSE Working Papers 2005-23, PSE (Ecole normale supérieure). [Downloadable!]
    91. Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," Working Paper Series in Economics and Finance 513, Stockholm School of Economics. [Downloadable!]
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    92. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series 1, Institute for Financial Research. [Downloadable!]
    93. Rene M. Stulz, 2006. "Financial Globalization, Corporate Governance, and Eastern Europe," NBER Working Papers 11912, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    94. Nicolas Coeurdacier & Stéphane Guibaud, 2005. "A dynamic equilibrium model of imperfectly integrated financial markets," PSE Working Papers 2005-24, PSE (Ecole normale supérieure). [Downloadable!]
    95. Jochen R. Andritzky, 2007. "Capital Market Development in a Small Country: The Case of Slovenia," IMF Working Papers 07/229, International Monetary Fund. [Downloadable!]
    96. Matías Braun & Borja Larrain, 2005. "Supply matters for asset prices: evidence from IPOs in emerging markets," Working Papers 06-4, Federal Reserve Bank of Boston. [Downloadable!]
    97. Joshua Hausman & Jon Wongswan, 2006. "Global asset prices and FOMC announcements," International Finance Discussion Papers 886, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    98. Bansal, Ravi & Dahlquist, Magnus, 2002. "Expropriation Risk and Return in Global Equity Markets," SIFR Research Report Series 8, Institute for Financial Research. [Downloadable!]
    99. Enrico C. Perotti & Luc Laeven & Pieter van Oijen, 2000. "Confidence Building in Emerging Stock Markets," William Davidson Institute Working Papers Series 366, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    100. Chari, Anusha & Henry, Peter B., 2002. "Capital Account Liberalization: Allocative Efficiency or Animal Spirits?," Research Papers 1737, Stanford University, Graduate School of Business. [Downloadable!]
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    101. Philippe Martin & Helene Rey, 2002. "Financial Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 9288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    102. Ashoka Mody & Abdul Abiad, 2003. "Financial Reform: What Shakes It? What Shapes It?," IMF Working Papers 03/70, International Monetary Fund. [Downloadable!]
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    103. Alexander Gümbel, 2001. "Emerging Markets and Entry by Actively Managed Funds," OFRC Working Papers Series 2001fe12, Oxford Financial Research Centre. [Downloadable!]
    104. David Ling & Andy Naranjo, 2006. "Dedicated REIT Mutual Fund Flows and REIT Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 32(4), pages 409-433, June. [Downloadable!] (restricted)
    105. Stulz, Rene M., 2005. "Financial Globalization, Corporate Governance, and Eastern Europe," Working Paper Series 2005-27, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    106. Nicola Fuchs-Schündeln & Norbert Funke, 2003. "Stock market liberalizations: Financial and macroeconomic implications," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(4), pages 730-761, December. [Downloadable!] (restricted)
    107. Sara B. Holland & Francis E. Warnock, 2003. "Firm-level access to international capital markets: evidence from Chilean equities," International Finance Discussion Papers 753, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    108. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    109. Caprio, Gerard & Honohan, Patrick, 2001. "Finance for Growth: Policy Choices in a Volatile World," MPRA Paper 9929, University Library of Munich, Germany. [Downloadable!]
    110. Massimo Guidolin, 2005. "Home bias and high turnover in an overlapping generations model with learning," Working Papers 2005-012, Federal Reserve Bank of St. Louis. [Downloadable!]
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    111. G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    112. J Benson Durham, . "Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia," QEH Working Papers qehwps56, Queen Elizabeth House, University of Oxford. [Downloadable!]
    113. J. Kim & A. Kartsaklas & M. Karanasos, 2005. "The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997," Asia-Pacific Financial Markets, Springer, vol. 12(3), pages 245-271, September. [Downloadable!] (restricted)
    114. Federico Guerrero & Elliott Parker, 2006. "Financial Liberalization and Corporate Debt Maturity in Thailand, 1993-97," Working Papers 06-001, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics. [Downloadable!]
    115. Sofia Babilis & Valpy Fitzgerald, 2005. "Risk Appetite, Home Bias and the Unstable Demand for Emerging Market Assets," International Review of Applied Economics, Taylor and Francis Journals, vol. 19(4), pages 459-476, October. [Downloadable!] (restricted)
    116. Frot, Emmanuel & Santiso, Javier, 2009. "Herding in Aid Allocation," SITE Working Paper Series 5, Stockholm Institute of Transition Economics, Stockholm School of Economics, revised 02 Oct 2009. [Downloadable!]
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    117. Henry, Peter B. & Chari, Anusha, 2001. "Stock Market Liberalizations and the Repricing of Systematic Risk," Research Papers 1677, Stanford University, Graduate School of Business. [Downloadable!]
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    118. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    119. Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006. "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series 3933, The World Bank. [Downloadable!]
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    120. Beine Michel & Cosma Antonio & Vermeulen Robert, 2008. "The Dark Side of Global Integration: Increasing Tail Dependence," CREA Discussion Paper Series 08-03, Center for Research in Economic Analysis, University of Luxembourg. [Downloadable!]
    121. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Capital market development : whither Latin America ?," Policy Research Working Paper Series 4156, The World Bank. [Downloadable!]
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    122. Barry Eichengreen & Hans-Joachim Voth, 2003. "Symposium on capital controls," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(3), pages 185-187. [Downloadable!]
    123. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    124. Bartram, Söhnke M. & Bodnar, Gordon M., 2006. "Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets," MPRA Paper 14018, University Library of Munich, Germany, revised 02 Nov 2008. [Downloadable!]
    125. Sirsha Chatterjee & Kanda Naknoi, 2007. "The Marginal Product of Capital, Capital Flows and Convergence," Purdue University Economics Working Papers 1202, Purdue University, Department of Economics. [Downloadable!]
    126. Charlie Cai & Robert Faff & David Hillier & Michael McKenzie, 2006. "Modelling return and conditional volatility exposures in global stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 27(2), pages 125-142, September. [Downloadable!] (restricted)
    127. Juan Piñeiro Chousa, & Krishna Chaitanya, & Artur Tamazian, 2008. "Does Growth & Quality of Capital Markets drive Foreign Capital? The case of Cross-border Mergers & Acquisitions from leading Emerging Economies," William Davidson Institute Working Papers Series wp911, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    128. Itay Goldstein & Assaf Razin & Hui Tong, 2008. "Liquidity, Institutional Quality and the Composition of International Equity Outflows," NBER Working Papers 13723, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    129. Mitali Das & Sanket Mohapatra, 2002. "Income inequality: The aftermath of stock market liberalization in emerging markets," Discussion Papers 0102-42, Columbia University, Department of Economics. [Downloadable!]
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    130. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2009. "Financial Openness and Productivity," NBER Working Papers 14843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    131. Jorge G. Gonzalez & Roger W. Spencer & Daniel T. Walz, 2003. "A contemporary analysis of Mexican stock market volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 13(10), pages 741-745, October. [Downloadable!] (restricted)
    132. William N.Goetzmann & Lingfeng Li & K.Geert Rouwenhorst, 2003. "Long-Term Global Market Correlations," DNB Staff Reports (discontinued) 98, Netherlands Central Bank. [Downloadable!]
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    133. Demetriades, Panicos O. & Andrianova, Svetlana, 2005. "Sources and Effectiveness of Financial Development: What We Know and What We Need to Know," Working Papers RP2005/76, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    134. Demarmels, Ricarda & Fischer, Andreas M, 2003. "Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run," CEPR Discussion Papers 3908, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    135. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004 124, Society for Computational Economics. [Downloadable!]
    136. Ministry of Finance, 2006. "Report of the Expert Group on Encouraging FII Flows and Checking the Vulnerability of Capital Markets to Speculative Flows," Working Papers id:351, esocialsciences.com. [Downloadable!]
    137. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    138. Batra, Amit, 2004. "Stock return volatility patterns in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers 124, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
    139. Henry, Peter B., 2003. "Commentary on Bekaert, Harvey, and Lundblad's "Equity Market Liberalization in Emerging Equity Markets"," Research Papers 1783, Stanford University, Graduate School of Business. [Downloadable!]
    140. Henry, Peter B. & Chari, Anusha, 2004. "Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations," Research Papers 1839, Stanford University, Graduate School of Business. [Downloadable!]
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    141. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    142. Hali J. Edison & Francis E. Warnock, 2001. "A simple measure of the intensity of capital controls," International Finance Discussion Papers 708, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    143. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank, Research Department. [Downloadable!]
    144. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Stock market development under globalization : whither the gains from reforms ?," Policy Research Working Paper Series 4184, The World Bank. [Downloadable!]
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    145. Ana Paula Serra, 2002. "The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks," FEP Working Papers 120, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    146. Oxelheim, Lars & Randøy, Trond, 2001. "The Impact of Foreign Board Membership on Firm Value," Working Paper Series 567, Research Institute of Industrial Economics. [Downloadable!]
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    147. Karen K. Lewis, 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers 12697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    148. Duc NGUYEN, 2008. "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-10. [Downloadable!]
    149. J Benson Durham, . "Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses," QEH Working Papers qehwps51, Queen Elizabeth House, University of Oxford. [Downloadable!]
    150. Stulz, Rene M., 2005. "The Limits of Financial Globalization," Working Paper Series 2005-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    151. Bansal, Ravi & Dahlquist, Magnus, 2001. "Sovereign Risk and Return in Global Equity Markets," CEPR Discussion Papers 3034, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    152. Osamah Al-Khazali & Ali F. Darrat & Mohsen Saad, 2006. "Intra-regional integration of the GCC stock markets: the role of market liberalization," Applied Financial Economics, Taylor and Francis Journals, vol. 16(17), pages 1265-1272, November. [Downloadable!] (restricted)
    153. Kai Li, 2004. "The Growth of Global Equity Markets: A Closer Look," Econometric Society 2004 North American Winter Meetings 54, Econometric Society. [Downloadable!]
    154. Beck , Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2009. "Financial institutions and markets across countries and over time - data and analysis," Policy Research Working Paper Series 4943, The World Bank. [Downloadable!]
    155. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004. "Growth Volatility and Financial Liberalization," NBER Working Papers 10560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    156. Jochem, Axel & Herrmann, Sabine, 2003. "The international integration of money markets in the central and east European accession countries : deviations from covered interest parity, capital controls and inefficiencies in the financial sect," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
    157. Tomas Dvorak & Richard Podpiera, 2005. "European Union enlargement and equity markets in accession countries," Working Paper Series 552, European Central Bank. [Downloadable!]
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  24. Wayne E. Ferson & Campbell R. Harvey, 1996. "Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing," NBER Working Papers 5860, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Lombardo, Davide & Pagano, Marco, 1999. "Legal Determinants of the Return on Equity," CEPR Discussion Papers 2275, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Wayne E. Ferson & Campbell R. Harvey, 1999. "Economic, Financial, and Fundamental Global Risk In and Out of the EMU," NBER Working Papers 6967, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Ravi Jagannathan & Zhenyu Wang, 2001. "Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods," NBER Working Papers 8098, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Flavin, Thomas & Wickens, Michael R, 2002. "Macroeconomic Influences on Optimal Asset Allocation," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    5. Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd, 2002. "Performance Evaluation with Stochastic Discount Factors," NBER Working Papers 8791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Fedorova , Elena & Vaihekoski, Mika, 2009. "Global and local sources of risk in Eastern European emerging stock markets," BOFIT Discussion Papers 27/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    7. Vaihekoski, Mika, 1998. "Short-term returns and the predictability of Finnish stock returns," MPRA Paper 13984, University Library of Munich, Germany. [Downloadable!]
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    8. Alvaro Montenegro, 2006. "La Información Bursátil en Colombia," DOCUMENTOS DE ECONOMÍA 003031, UNIVERSIDAD JAVERIANA - BOGOTÁ. [Downloadable!]
    9. J. Benson Durham, 2001. "The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses," Finance and Economics Discussion Series 2001-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    10. R. Anton Braun & Etsuro Shioji, 2003. "Aggregate Risk in Japanese Equity Markets," CIRJE F-Series CIRJE-F-250, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    11. Thomas J. Flavin & Michael R. Wickens, 2001. "A Risk Management Approach to Optimal Asset Allocation," Economics, Finance and Accounting Department Working Paper Series n1080301, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
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    12. B. Carmichael & L. Samson, 2003. "Expected returns and economic risk in Canadian financial markets," Applied Financial Economics, Taylor and Francis Journals, vol. 13(3), pages 177-189, January. [Downloadable!] (restricted)
    13. J Benson Durham, . "Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses," QEH Working Papers qehwps51, Queen Elizabeth House, University of Oxford. [Downloadable!]

  25. Marcio Gomes Pinto Garcia & G. Bekaert & C.R. Harvey, 1995. "The role of capital markets in economic growth," Textos para discussão 342, Department of Economics PUC-Rio (Brazil). [Downloadable!]

    Cited by:

    1. Afonso S. Bevilaqua, 1995. "Dual resource transfers and the secondary market price of developing countries' external debt," Textos para discussão 344, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    2. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Geert Bekaert & Michael S. Urias, 1996. "Diversification, Integration and Emerging Market Closed-End Funds," NBER Working Papers 4990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Gustavo Maurício Gonzaga, 1996. "The effects of openness on industrial employment in Brazil," Textos para discussão 362, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    5. Edward Amadeo & Valéria Pero, 1996. "Adjustment , stabilization and the structure of employment in Brazil," Textos para discussão 353, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    6. Maria Cristina Terra, 1995. "The Brazilian debt renogotiation : a cure for overhang?," Textos para discussão 345, Department of Economics PUC-Rio (Brazil). [Downloadable!]

  26. Marcio Gomes Pinto Garcia & G. Bekaert & C.R. Harvey, 1995. "The contribution of speculators to effective financial markets," Textos para discussão 341, Department of Economics PUC-Rio (Brazil). [Downloadable!]

    Cited by:

    1. Afonso S. Bevilaqua, 1995. "Dual resource transfers and the secondary market price of developing countries' external debt," Textos para discussão 344, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    2. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Edward Amadeo & Valéria Pero, 1996. "Adjustment , stabilization and the structure of employment in Brazil," Textos para discussão 353, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    4. Afonso S. Bevilaqua, 2001. "The Structure of Public Sector Debt in Brazil," RES Working Papers 3121, Inter-American Development Bank, Research Department. [Downloadable!]
    5. Maria Cristina Terra, 1995. "The Brazilian debt renogotiation : a cure for overhang?," Textos para discussão 345, Department of Economics PUC-Rio (Brazil). [Downloadable!]

  27. Geert Bekaert & Campbell R. Harvey, 1994. "Time-Varying World Market Integration," NBER Working Papers 4843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Jianping Mei, 1999. "Political Risk, Financial Crisis, and Market Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-049, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    2. Medvedev, Alexei, 2001. "International investors, contagion and the Russian crisis," BOFIT Discussion Papers 6/2001, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    3. Raphael Markellos & Terence Mills, 2003. "Asset pricing dynamics," European Journal of Finance, Taylor and Francis Journals, vol. 9(6), pages 533-556, December. [Downloadable!] (restricted)
    4. Mohamed El Hedi Arouri & Jamel Jouini, 2009. "Structural Breaks in the Mexico's Integration into the World Stock Market," Working Papers hal-00387114_v1, HAL. [Downloadable!]
      Other versions:
    5. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006. "Financial integration of new EU Member States," Working Paper Series 683, European Central Bank. [Downloadable!]
    6. Hart, J. van der & Zwart, G.J. de & Dijk, D.J.C. van, 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," Research Paper ERS-2005-012-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    7. Kan Li & Randall Morck & Fan Yang & Bernard Yeung, 2003. "Firm-Specific Variation and Openness in Emerging Markets," William Davidson Institute Working Papers Series 2003-623, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    8. Campbell R. Harvey, 1994. "Conditional Asset Allocation in Emerging Markets," NBER Working Papers 4623, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Campbell R. Harvey, 1994. "Predictable Risk and Returns in Emerging Markets," NBER Working Papers 4621, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Huseyin Tastan, 2005. "Dynamic Interdependence and Volatility Transmission in Turkish and European Equity Markets," Working Papers 2005/10, Turkish Economic Association. [Downloadable!]
    11. Lombardo, Davide & Pagano, Marco, 1999. "Legal Determinants of the Return on Equity," CEPR Discussion Papers 2275, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    12. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    13. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2001. "Does Financial Liberalization Spur Growth?," NBER Working Papers 8245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    14. Ram Bhar & Carl Chiarella, 2000. "Infering Forward Looking Financial Market Risk Premia from Derivatives Prices," Research Paper Series 42, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    15. Roberta Colavecchio & Michael Funke, 2009. "Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets," Working Papers 112009, Hong Kong Institute for Monetary Research. [Downloadable!]
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    16. M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    17. Rene M. Stulz, 1999. "Globalization of Equity Markets and the Cost of Capital," NBER Working Papers 7021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    18. José Soares Fonseca, 2006. "The Integration of European Stock Markets and Market Timing," GEMF Working Papers 2006-05, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
    19. Kim, Soyoung & Lee, Jong-Wha & Shin, Kwanho, 2006. "Regional and Global Financial Integration in East Asia," MPRA Paper 695, University Library of Munich, Germany. [Downloadable!]
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    20. Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    21. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003. "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," Working Paper 2003-4, Federal Reserve Bank of Atlanta. [Downloadable!]
    22. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA. [Downloadable!]
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    23. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    24. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006. "International financial integration through the law of one price," Policy Research Working Paper Series 3897, The World Bank. [Downloadable!]
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    25. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    26. Marcel Fratzscher, 2001. "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series 48, European Central Bank. [Downloadable!]
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    27. Natalia Utrero-González, 2007. "Banking regulation, information asymmetries and industry growth: new evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 17(1), pages 63-76, January. [Downloadable!] (restricted)
    28. Mika Vaihekoski, 2000. "Unconditional international asset pricing models: empirical tests," Finnish Economic Papers, Finnish Economic Association, vol. 13(2), pages 71-88, Autumn. [Downloadable!]
    29. Francis , Bill B & Hasan, Iftekhar & Hunter, Delroy M, 2008. "Does hedging tell the full story? Reconciling differences in US aggregate and industry-level exchange rate risk premia," Research Discussion Papers 14/2008, Bank of Finland. [Downloadable!]
    30. Hali J. Edison & Francis E. Warnock, 2006. "Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets," NBER Working Papers 12589, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    31. Francis , Bill B & Hasan , Iftekhar & Sun , Xian, 2006. "Financial market integration and the value of global diversification: evidence from US acquirers in cross-border mergers and acquisitions," Research Discussion Papers 24/2006, Bank of Finland. [Downloadable!]
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    32. Richard Podpiera & Tomas Dvorak, 2005. "European Union Enlargement and Equity Markets in Accession Countries," IMF Working Papers 05/182, International Monetary Fund. [Downloadable!]
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    33. Colavecchio , Roberta & Funke, Michael, 2006. "Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures," BOFIT Discussion Papers 16/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    34. Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO. [Downloadable!]
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    35. Colavecchio , Roberta & Funke, Michael, 2007. "Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets," BOFIT Discussion Papers 17/2007, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    36. Ibrahim Onour, . "Financial Integration of North Africa Stock Markets," API-Working Paper Series 0908, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
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    37. Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers 2007/7, Czech National Bank, Research Department. [Downloadable!]
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    38. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank. [Downloadable!]
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    39. Selçuk Caner & Zeynep Önder, 2005. "Sources of volatility in stock returns in emerging markets," Applied Economics, Taylor and Francis Journals, vol. 37(8), pages 929-941, May. [Downloadable!] (restricted)
    40. Harris Dellas & Martin K. Hess, 2002. "Financial development and stock returns: A cross country analysis," Diskussionsschriften dp0218, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
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    41. Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Working Paper 2002-16, Federal Reserve Bank of Atlanta. [Downloadable!]
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    42. Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Post-Print hal-00387110_v1, HAL. [Downloadable!]
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    43. Ian Domowitz & Jack Glen & Ananth Madhavan, 2000. "Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time," William Davidson Institute Working Papers Series 322, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    44. Davide Lombardo & Marco Pagano, 1999. "Law and Equity Markets: a Simple Model," CSEF Working Papers 25, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
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    45. Samuel Mongrut Montalván & Didac Ramírez Sarrió, 2005. "Discount Rates in Emerging Capital Markets," Finance 0501013, EconWPA. [Downloadable!]
    46. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing - the investability of emerging markets," Policy Research Working Paper Series 3229, The World Bank. [Downloadable!]
    47. Dennis Quinn & Joachim Voth, 2006. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," Economics Working Papers 1119, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008. [Downloadable!]
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    48. Marcel Fratzscher & Matthieu Bussiere, 2004. "Financial openness and growth: Short-run gain, long-run pain?," Working Paper Series 348, European Central Bank. [Downloadable!]
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