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Journal of
Economic Literature (JEL) codes Top JEL G: Financial EconomicsG1: General Financial MarketsG15: International Financial Markets
2009 Momentum in stock market returns, risk premia on foreign currencies and international financial integration by Thomas Nitschka [Downloadable!] 2009 Testing the predictability and efficiency of securitized real estate markets by Schindler, Felix & Rottke, Nico & Füss, Roland [Downloadable!] 2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel [Downloadable!] 2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas [Downloadable!] 2009 Empirische Analyse der Drawdowns von Dach-Hedgefonds by Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph [Downloadable!] 2009 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators by Uhlenbrock, Birgit [Downloadable!] 2009 Price discovery on traded inflation expectations: does the financial crisis matter? by Schulz, Alexander & Stapf, Jelena [Downloadable!] 2009 (I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market by Domagoj Sajter & Tomislav Ćorić [Downloadable!] 2009 Low-Income Countries' Access to Private Debt Markets by Hostland, Doug [Downloadable!] 2009 Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices by Robert Ślepaczuk & Grzegorz Zakrzewski [Downloadable!] 2009 The Implementation of SNB Monetary Policy by Thomas Jordan & Angelo Ranaldo & Paul Soderlind [Downloadable!] 2009 The Time-Varying Systematic Risk of Carry Trade Strategies by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen [Downloadable!] 2009 Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach by Michel Beine & Bertrand Candelon & Jan Piplack [Downloadable!] 2009 Comovements of Different Asset Classes During Market Stress by Jan Piplack & Stefan Straetmans [Downloadable!] 2009 Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model by Jan Piplack [Downloadable!] 2009 The emergence of biofuels and the co-movement between crude oil and agricultural prices by Francisco Peñaranda & Augusto Rupérez-Micola [Downloadable!] 2009 Institutions, Public Debt and Foreign Finance by Nicola Gennaioli & Alberto Martin & Stefano Rossi [Downloadable!] 2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach by Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika [Downloadable!] 2009 An alternative method for measuring financial frictions by Uluc Aysun [Downloadable!] 2009 Nice guys with cold feet: The cost of responsible investing in the bond markets by Bastien Drut [Downloadable!] 2009 Sovereign Bonds and Socially Responsible Investment by Bastien Drut [Downloadable!] 2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises by Marie Brière & Bastien Drut [Downloadable!] 2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!] 2009 Segmentation across International Equity, Bond, and Foreign Exchange Markets by Cathy Ning & Stephen Sapp [Downloadable!] 2009 Extreme Dependence in International Stock Markets by Cathy Ning [Downloadable!] 2009 Carry Trade Fundamentals and the Financial Crisis 2007-2010 by Vistesen, Claus [Downloadable!] 2009 The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates by Mierzejewski, Fernando [Downloadable!] 2009 Global Stock Markets Development and Integration: with Special Reference to BRIC Countries by Chittedi, Krishna Reddy [Downloadable!] 2009 Fallacies, Collapses, Crises. Now What? by Lazarides, Themistokles & Drmmpetas, Evaggelos [Downloadable!] 2009 Equity Price Bubbles in the Middle Eastern and North African Financial Markets by Jahan-Parvar, Mohammad & Waters, George [Downloadable!] 2009 Volatility spillover in Indonesia, USA, and Japan capital market by Mulyadi, Martin Surya [Downloadable!] 2009 Sovereign bond market integration: the euro, trading platforms and financial crises by Schulz, Alexander & Wolff, Guntram B. [Downloadable!] 2009 Learning to Fail? Evidence from Frequent IPO Investors by Chiang, Yao-Min & Hirshleifer, David & Qian, Yiming & Sherman, Ann [Downloadable!] 2009 Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 by Kristoufek, Ladislav [Downloadable!] 2009 How Did Decoupled Become Coupled? :India’S Miracle Growth Drops by Pradhan, Jaya Prakash [Downloadable!] 2009 Equity Returns and Business Cycles in Small Open Economies by Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip [Downloadable!] 2009 Are stock exchanges integrated in the world? - A critical Analysis by Varadi, Vijay Kumar & Boppana, Nagarjuna [Downloadable!] 2009 Location decision for foreign direct investment in ASEAN countries (A TOPSIS Approach) by Karimi, Mohammad sharif & Yusop, Zulkornain & Siong Hook , Law [Downloadable!] 2009 Carry Trades and Global FX Volatility by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas [Downloadable!] 2009 The Impact of the US Subprime Mortgage Crisis on the World and East Asia by Shirai, Sayuri [Downloadable!] 2009 Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk? by Balli, Faruk & Ozer-Balli, Hatice [Downloadable!] 2009 The crisis as a wake-up call. Do banks tighten screening and monitoring standards during a financial crisis? by de Haas, Ralph & van Horen, Neeltje [Downloadable!] 2009 The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios by Giofré, Maela M. [Downloadable!] 2009 Indian Capital Control Liberalization: Evidence from NDF Markets by Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain Kaur & Singh , Nirvikar [Downloadable!] 2009 An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa by Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip [Downloadable!] 2009 Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation by Aliyu, Shehu Usman Rano [Downloadable!] 2009 تأثير الأزمة المالية العالمية على الاقتصاد المصرى by Alasrag, Hussien [Downloadable!] 2009 From credit crunch to credit boom: transitional challenges in Bulgarian banking, 1999-2006 by Erdinç, Didar [Downloadable!] 2009 Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock by Kenjiro Hirayama & Yoshiro Tsutsui [Downloadable!] 2009 Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange? by Hideaki Sakawa & Masato Ubukata [Downloadable!] 2009 Le secteur financier peut-il rester le principal moteur de la croissance au Luxembourg? by Arnaud Bourgain & Patrice Pieretti & Jens Høj [Downloadable!] 2009 Can the Financial Sector continue to be the Main Growth Engine in Luxembourg? by Arnaud Bourgain & Patrice Pieretti & Jens Høj [Downloadable!] 2009 Pension Fund Investment in Infrastructure by Georg Inderst [Downloadable!] 2009 Pension Coverage and Informal Sector Workers: International Experiences by Yu-Wei Hu & Fiona Stewart [Downloadable!] 2009 Pensions in Africa by Fiona Stewart & Juan Yermo [Downloadable!] 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself by Òscar Jordà & Alan M. Taylor [Downloadable!] 2009 Did Fair-Value Accounting Contribute to the Financial Crisis? by Christian Laux & Christian Leuz [Downloadable!] 2009 Hoarding International Reserves Versus a Pigovian Tax-Cum-Subsidy Scheme: Reflections on the Deleveraging Crisis of 2008-9, and a Cost Benefit Analysis by Joshua Aizenman [Downloadable!] 2009 Towards a Common European Monetary Union Risk Free Rate by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz [Downloadable!] 2009 New Evidence on the First Financial Bubble by Rik G.P. Frehen & William N. Goetzmann & K. Geert Rouwenhorst [Downloadable!] 2009 Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation by Andrea Beltratti & René M. Stulz [Downloadable!] 2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007 by Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra [Downloadable!] 2009 Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture by Yuko Hashimoto & Takatoshi Ito [Downloadable!] 2009 Patterns of International Capital Raisings by Juan Carlos Gozzi & Ross Levine & Sergio L. Schmukler [Downloadable!] 2009 Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? by Söhnke M. Bartram & Gregory Brown & René M. Stulz [Downloadable!] 2009 How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads by Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno [Downloadable!] 2009 Financial Openness and Productivity by Geert Bekaert & Campbell R. Harvey & Christian Lundblad [Downloadable!] 2009 Selective Swap Arrangements and the Global Financial Crisis: Analysis and Interpretation by Joshua Aizenman & Gurnain Kaur Pasricha [Downloadable!] 2009 What Segments Equity Markets? by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel [Downloadable!] 2009 International Portfolio Allocation under Model Uncertainty by Pierpaolo Benigno & Salvatore Nisticò [Downloadable!] 2009 International Finance and Growth in Developing Countries: What Have We Learned? by Maurice Obstfeld [Downloadable!] 2009 Global Imbalances and Financial Fragility by Ricardo J. Caballero & Arvind Krishnamurthy [Downloadable!] 2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period by Mokhtar Darmoul & Mokhtar Kouki [Downloadable!] 2009 Wavelet method for locally stationary seasonal long memory processes by Dominique Guegan & Zhiping Lu [Downloadable!] 2009 The information content of Hungarian sovereign CDS spreads by Lóránt Varga [Downloadable!] 2009 Secondary market trading infrastructure of government securities by Csaba Balogh & Gergely Kóczán [Downloadable!] 2009 The sequencing of stock market liberalization events and corporate financing decisions by Thomas J. Flavin & Thomas O'Connor [Downloadable!] 2009 News and Correlations of CEEC-3 Financial Markets by David Büttner & Bernd Hayo [Downloadable!] 2009 Determinants of European Stock Market Integration by David Büttner & Bernd Hayo [Downloadable!] 2009 The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch [Downloadable!] 2009 FOMC Communication and Emerging Equity Markets by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch [Downloadable!] 2009 Domestic or U.S. News: What Drives Canadian Financial Markets? by Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2009 The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland by David Büttner & Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2009 A Convergence Model of the Term Structure of Interest Rates by Viktors Ajevskis & Kristine Vitola [Downloadable!] 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis by Rousova, Linda [Downloadable!] 2009 Die internationale Finanzkrise: Ursachen, Treiber, Veränderungsbedarf und Reformansätze by Rudolph, Bernd [Downloadable!] 2009 Financial Liberalisation and Stock Market Volatility: The Case of Indonesia by Gregory James & Michail Karoglou [Downloadable!] 2009 On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data by Yushi Yoshida & Jan C. Rülke [Downloadable!] 2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries by Maria Rosa Borges [Downloadable!] 2009 Defending Against Speculative Attacks by Tijmen Daniëls & Henk Jager & Franc Klaassen [Downloadable!] 2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model by Isao Ishida & Toshiaki Watanabe [Downloadable!] 2009 International Interest-Rate Risk Premia in Affine Term Structure Models by Felix Geiger [Downloadable!] 2009 Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008 by Laurence Fung & Ip-wing Yu [Downloadable!] 2009 A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008 by Laurence Fung & Ip-wing Yu [Downloadable!] 2009 The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? by Marzo, Massimiliano & Zagaglia, Paolo [Downloadable!] 2009 International Diversification: A Copula Approach by Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih [Downloadable!] 2009 International Diversification: An Extreme Value Approach by Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih [Downloadable!] 2009 Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises by Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas [Downloadable!] 2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?) by Melander, Ola [Downloadable!] 2009 The Effects of Real Exchange Rate Depreciation in an Economy with Extreme Liability Dollarization by Melander, Ola [Downloadable!] 2009 China'S Financial Market Integration With The World by Johansson, Anders C. [Downloadable!] 2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets by Johansson, Anders C. 2009 Global and local sources of risk in Eastern European emerging stock markets by Fedorova , Elena & Vaihekoski, Mika [Downloadable!] 2009 Trader see, trader do: How do (small) FX traders react to large counterparties' trades? by Menkhoff, Lukas & Schmeling, Maik [Downloadable!] 2009 How does European Integration affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 The performance of the European Stock Markets: a time-varying Sharpe ratio approach by José A. Soares da Fonseca [Downloadable!] 2009 Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte [Downloadable!] 2009 The Investment Strategies of Sovereign Wealth Funds by Josh Lerner & Shai Bernstein & Antoinette Schoar [Downloadable!] 2009 Sovereign Wealth Fund Investment Patterns and Performance by William L. Megginson & Bernardo Bortolotti & Veljko Fotak & William Miracky [Downloadable!] 2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails by Ladislav Kristoufek [Downloadable!] 2009 Wavelet Analysis of Central European Stock Market Behaviour During the Crisis by Jozef Barunik & Lukas Vacha [Downloadable!] 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907 by Benjamin Chabot & Christopher J. Kurz [Downloadable!] 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907 by Chabot, Benjamin & Kurz, Christopher J. [Downloadable!] 2009 Spillover Effects among the Greater China Region Stock Markets by Anders C Johansson & Christer Ljungwall [Downloadable!] 2009 China’s Outward Direct and Portfolio Investments by Hung-Gay Fung & Qingfeng Wilson Liu & Erin H. C. Kao [Downloadable!] 2009 The Efficiency of the Chinese Commodity Futures Markets- Development and Empirical Evidence by Yu Xin & Gongmeng Chen & Michael Firth [Downloadable!] 2009 China’s Trade Acceleration and the Deepening of an East Asian Regional Production Network by Sarah Y. Tong & Yi Zheng [Downloadable!] 2009 Contagion or Real Linkages? Some Evidence from China’s Emerging Parallel Markets by Ali M. Kutan [Downloadable!] 2009 Financing Alternatives for Chinese Small and Medium Enterprises- The Case for a Small and Medium Enterprise Stock Market by Hung-gay Fung & Qingfeng Liu & Jot Yau [Downloadable!] 2009 Volatility Dynamics in Foreign Exchange Rates- Further Evidence from the Malaysian Ringgit and Singapore Dollar by Kin-Yip Ho & Albert K Tsui [Downloadable!] 2009 Essai sur les déterminants empiriques de développement des marchés obligataires by Jamel Boukhatem [Downloadable!] 2009 Nonlinear Stock Price Adjustment in the G7 Countries by Fredj Jawadi & Georges Prat [Downloadable!] 2009 Sovereign Bonds and Socially Responsible Investment by Bastien Drut [Downloadable!] 2009 Measuring Stock Market Contagion with an Application to the Sub-prime Crisis by Mark Mink & Jochen Mierau [Downloadable!] 2009 Has the Structural Break Slowed Down Growth Rates of Stock Markets? by Paresh Kumar Narayan [Downloadable!] 2009 Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo [Downloadable!] 2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin [Downloadable!] 2009 Evaluating Greek Equity Funds Using Data Envelopment Analysis by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas [Downloadable!] 2009 How Does European Integration Affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 Volatility Spillovers and Contagion from Mature to Emerging Stock Markets by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo [Downloadable!] 2009 The Role of Asset Markets for Private Consumption: Evidence from Paneleconometric Models by Christian Dreger & Hans-Eggert Reimers [Downloadable!] 2009 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis by Christian Dreger & Jarko Fidrmuc [Downloadable!] 2009 European Financial Market Integration: A Closer Look at Government Bonds in Eurozone Countries by Sebastian Weber [Downloadable!] 2009 European Financial Market Integration: A Closer Look at Government Bonds in Eurozone Countries by Sebastian Weber [Downloadable!] 2009 How Does European Integration Affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns by Konstantinos Drakos [Downloadable!] 2009 Cross-Border Exposures and Financial Contagion by Degryse, H.A. & Elahi, M.A. & Penas, M.F. [Downloadable!] 2009 Do Foreign Institutional Investors Destabilize China’s A-Share Markets? by Michael Schuppli & Martin T. Bohl [Downloadable!] 2009 The Exchange Rate Effect of Multi-Currency Risk Arbitrage by Hau, Harald [Downloadable!] 2009 The Time-Varying Systematic Risk of Carry Trade Strategies by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul [Downloadable!] 2009 The process by which the Dollar will fall: the effect of forward-looking consumers by Kuralbayeva, Karlygash & Vines, David [Downloadable!] 2009 On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings by Fernandes, Nuno & Giannetti, Mariassunta [Downloadable!] 2009 The Macroeconomics of Money Market Freezes by Bruche, Max & Suarez, Javier [Downloadable!] 2009 Safe Haven Currencies by Ranaldo, Angelo & Söderlind, Paul [Downloadable!] 2009 Clustering global equity markets with variance ratio tests by Joao A. Bastos & Jorge Caiado [Downloadable!] 2009 Dependence Structure and Extreme Comovements in International Equity and Bond Markets by René Garcia & Georges Tsafack [Downloadable!] 2009 Long-run Performance Following Cross-Listing: A Re-examination by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret [Downloadable!] 2009 On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market by Giovanni BARONE-ADESI & Helyette GEMAN & John THEAL [Downloadable!] 2009 Contagion Effects of the Subprime Crisis in the European Nyse-Euronext Markets by Paulo Horta & Carlos Mendes & Isabel Vieira [Downloadable!] 2009 Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo [Downloadable!] 2009 Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book by Michael Melvin & Lukas Menkhoff & Maik Schmeling [Downloadable!] 2009 Global Liquidity, Risk Premiums and Growth Opportunities by Gianni De Nicolò & Iryna Ivaschenko [Downloadable!] 2009 Volatility Spillovers and Contagion from Mature to Emerging Stock Markets by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo [Downloadable!] 2009 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing by Mathias Hoffmann & Thomas Nitschka [Downloadable!] 2009 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks by Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim [Downloadable!] 2009 Intraday Price Discovery in Emerging European Stock Markets by Jan Hanousek & Evzen Kocenda [Downloadable!] 2009 US Real Interest Rates and Default Risk in Emerging Economies by Nathan Foley-Fisher & Bernardo Guimaraes [Downloadable!] 2009 Monetary Policy Under Alterative Asset Market Structures: the Case of a Small Open Economy by Bianca De Paoli [Downloadable!] 2009 Volatilidade dos fluxos financeiros e fuga de capitais: uma análise exploratória da vulnerabilidade externa no Brasil by Vanessa da Costa Val Munhoz & Gilberto Libânio [Downloadable!] 2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence by Li, GuangJie [Downloadable!] 2009 Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks by Piotr Korczak & Kate Phylaktis [Downloadable!] 2009 The Valuation Channel of External Adjustment by Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci [Downloadable!] 2009 Asymmetric information in the interbank foreign exchange market by Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime [Downloadable!] 2009 The Rocky Ride of Break-even-inflation rates by Cette, G. & De Jong, M. [Downloadable!] 2009 Sovereign external assets and the resilience of global imbalances by Gabriel Enrique Alberola & José María Serena [Downloadable!] 2009 Testing for Financial Contagion with Applications to the Canadian Banking System by Fuchun Li [Downloadable!] 2009 The Asian crisis: what did local stock markets expect? by Alicia García-Herrero & Jacob Gyntelberg & Andrea Tesei [Downloadable!] 2009 Modelling Change In Financial Market Integration: Eastern Europe by Nektarios Aslanidis & Mardi Dungey & Christos S. Savva [Downloadable!] 2009 The Time-Varying Systematic Risk of Carry Trade Strategies by Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind [Downloadable!] 2009 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius [Downloadable!] 2009 Marco Institucional de la Contabilidad y las Finanzas by Galindo Lucas, Alfonso [Downloadable!] 2009 Financial Crisis. Challenges For Romania by Pop, Napoleon [Downloadable!] 2009 NOTA TECNICA Medidas extendidas de restricciones a los flujos de capitales by Jorge Selaive & Beatriz Velásquez & José Miguel Villena [Downloadable!] 2009 The Up-Coming Crisis and the Banking Sector in the Baltic States by Mejra Festić & Sebastijan Repina & Alenka Kavkler 2009 Financial Development and Economic Growth - A Comparative Analysis by Yay, Gülsün & Oktayer, Asuman [Downloadable!] 2009 Are Capital Markets Integrated? A Test of Information Transmission within the European Union by Horobet, Alexandra & Lupu, Radu [Downloadable!] 2009 The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008 by Izabela Pruchnicka-Grabias [Downloadable!] 2009 Hungarian sovereign credit risk premium in international comparison during the financial crisis by Lóránt Varga [Downloadable!] 2009 The role of the FX swap market in the Hungarian financial system by István Mák & Judit Páles [Downloadable!] 2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking by Hyun Shin & Reint Gropp [Downloadable!] 2009 Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği by Gökçe AKSOY & Onur OLGUN 2009 Global and Local Sources of Risk in Eastern European Emerging Stock Markets by Elena Fedorova & Mika Vaihekoski [Downloadable!] 2009 Lehren aus der Finanzkrise: Was ist zu tun? by Martin Schütte [Downloadable!] 2009 Central counterparties for over-the-counter derivatives by Stephen G Cecchetti & Jacob Gyntelberg & Marc Hollanders [Downloadable!] 2009 The global crisis and Latin America: financial impact and policy responses by Alejandro Jara & Ramon Moreno & Camilo E Tovar [Downloadable!] 2009 Execution methods in foreign exchange markets by Paola Gallardo & Alexandra Heath [Downloadable!] 2009 Attempts of the European Union to Conteina the Financial Crisis by Ivanka Petkova [Downloadable!] 2009 The european proposal to amend Vat treatment on financial services by Salvatore Chiri & Fabrizio Borselli & Claudia Barsotti [Downloadable!] 2009 Romanian Bank Lending During The Financialcrisis by Ph.D Lect. Imola Driga & Ph.D Lect. Anca Jarmila Guta [Downloadable!] 2009 Globalization And Performances In Banking Activity by Assoc. Prof. Ph.D Cristi Marcel Spulbar, & Ph.D Lect. Oana Gherghinescu & Ph.D Student Tatiana Spulbar [Downloadable!] 2009 Modern Solutions For The Banking Distribution Channels: E-Banking –Strategy, Cost And Beneficts by Assist. Ph.D Panait Nicoleta [Downloadable!] 2009 Some Thoughts on Financial Innovation and Financial Crises by Giovanni Palmerio [Downloadable!] 2008 Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence by Thomas Nitschka [Downloadable!] 2008 The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate by Thomas Nitschka [Downloadable!] 2008 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing by Mathias Hoffmann & Thomas Nitschka [Downloadable!] 2008 International Stock Return Predictability Under Model Uncertainty by Schrimpf, Andreas [Downloadable!] 2008 Monetary Ease: A Factor behind Financial Crises? Some Evidence from OECD Countries by Ahrend, Rudiger [Downloadable!] 2008 Stages of the 2007/2008 Global Financial Crisis Is There a Wandering Asset-Price Bubble? by Orlowski, Lucjan T. [Downloadable!] 2008 Loss Given Default - Modelle zur Schätzung von Recovery Rates by Böttger, Marc & Guthoff, Anja & Heidorn, Thomas [Downloadable!] 2008 The strategic value of investments in Chinese banks by foreign financial institutions by Löchel, Horst & Pecher, Florian [Downloadable!] 2008 Sovereign bond market integration: the euro, trading platforms and globalization by Wolff, Guntram B. & Schulz, Alexander [Downloadable!] 2008 Larger crises cost more: impact of banking sector instability on output growth by Dobromil Serwa [Downloadable!] 2008 Analysis of HF data on the WSE in the context of EMH by Paweł Strawiński & Robert Ślepaczuk [Downloadable!] 2008 The Co-integration of European Stock Markets after the Launch of the Euro by Jose Soares da Fonseca [Downloadable!] 2008 Modelling Adverse Selection on Electronic Order-Driven Markets by Louis R. Mercorelli & David Michayluk & Anthony D. Hall [Downloadable!] 2008 Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience by Ron Bird & Lorenzo Casavecchia [Downloadable!] 2008 Stochastic Discount Factor Approach to International Risk-Sharing: A Robustness Check of the Bilateral Setting by Metodij Hadzi-Vaskov & Clemens J.M. Kool [Downloadable!] 2008 Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes by Metodij Hadzi-Vaskov & Clemens J.M. Kool [Downloadable!] 2008 A 'bull and bear' model of interacting financial markets. Part II: dynamics in three dimensions by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff [Downloadable!] 2008 A 'bull and bear' model of interacting financial markets. Part I: dynamics in one and two dimensions by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff [Downloadable!] 2008 Rethinking the effects of financial liberalization by Fernando Broner & Jaume Ventura [Downloadable!] 2008 Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure by Uluc Aysun & Melanie Guldi [Downloadable!] 2008 The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence by Andreas Röthig [Downloadable!] 2008 No contagion,only globalization and flight to quality by Marie Brière & Ariane Chapelle & Ariane Szafarz [Downloadable!] 2008 Multiple Potential Payers and Sovereign Bond Prices by Kim Oosterlinck & Loredana Ureche-Rangau [Downloadable!] 2008 Does Weather Matter? by Jian Hu [Downloadable!] 2008 Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach by Jian Hu [Downloadable!] 2008 Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar by Kin-Yip Ho & Albert K Tsui [Downloadable!] 2008 Asia: A Perspective on the Subprime Crisis by Khor , Hoe Ee & Kee, Rui Xiong [Downloadable!] 2008 Analysis of HF data on the WSE in the context of EMH by Strawinski, Pawel & Slepaczuk, Robert [Downloadable!] 2008 The Economics of Financial Derivative Instruments by NWAOBI, GODWIN C [Downloadable!] 2008 Efectos de la Globalizacion sobre la Inflacion y la politica Monetaria Domestica by Adamcik, Santiago [Downloadable!] 2008 Assessment of Economic Capital: An Equity Market approach by Bandyopadhyay, Arindam & Saha, Asish [Downloadable!] 2008 The financial collateral arrangements under directive 2002/47/ec of the european parliament and of the council of 6 june 2002 by Mangatchev, Ivan [Downloadable!] 2008 Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times by Laakkonen, Helinä & Lanne, Markku [Downloadable!] 2008 Purchasing Power Parity in South Asia: A Panel Data Approach by Noman, Abdullah [Downloadable!] 2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns? by Vargas, Gregorio A. [Downloadable!] 2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting by Nwaobi, Godwin [Downloadable!] 2008 Identifying the evolution of stock markets stochastic structure after the euro by Caiado, Jorge & Crato, Nuno [Downloadable!] 2008 Financial integration in emerging market economies by Pasricha, Gurnain [Downloadable!] 2008 Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets by Chen, Shu-Ling & Kim, Hyeongwoo [Downloadable!] 2008 The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets by Suk-Joong , Kim & Do Quoc Tho , Nguyen [Downloadable!] 2008 Testing the Hypothesis of Contagion using Multivariate Volatility Models by Marçal, Emerson F. & Valls Pereira , Pedro L. 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[Downloadable!] 2008 Volatility Threshold Dynamic Conditional Correlations: An International Analysis by Maria Kasch & Massimiliano Caporin [Downloadable!] 2008 How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data by Yoshiro Tsutsui & Kenjiro Hirayama [Downloadable!] 2008 Monetary Policy, Market Excesses and Financial Turmoil by Rudiger Ahrend & Boris Cournède & Robert Price [Downloadable!] 2008 Who Saw Sovereign Debt Crises Coming? by Sebastián Nieto Parra [Downloadable!] 2008 Asymmetric Network Effects by Estelle Cantillon & Pai-Ling Yin & [Downloadable!] 2008 Predictability and 'Good Deals' in Currency Markets by Richard M. Levich & Valerio Poti [Downloadable!] 2008 Emerging Market Currency Excess Returns by Stephen Gilmore & Fumio Hayashi [Downloadable!] 2008 Why the European Securities Market is Not Fully Integrated by Alberto Giovannini [Downloadable!] 2008 Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers by Momtchil Pojarliev & Richard M. Levich [Downloadable!] 2008 Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints by Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla [Downloadable!] 2008 Why Do Foreign Firms Leave U.S. Equity Markets? by Craig Doidge & G. Andrew Karolyi & René M. Stulz [Downloadable!] 2008 Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization by René M. Stulz [Downloadable!] 2008 Home Bias at the Fund Level by Harald Hau & Helene Rey [Downloadable!] 2008 Global Portfolio Rebalancing Under the Microscope by Harald Hau & Hélène Rey [Downloadable!] 2008 Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability by Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe [Downloadable!] 2008 Common Risk Factors in Currency Markets by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan [Downloadable!] 2008 Rare Disasters and Exchange Rates by Emmanuel Farhi & Xavier Gabaix [Downloadable!] 2008 Profiting from Government Stakes in a Command Economy: Evidence from Chinese Asset Sales by Charles Calomiris & Raymond Fisman & Yongxiang Wang [Downloadable!] 2008 High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang [Downloadable!] 2008 France 0 - 0 Brésil. L'échec du réformisme by Rémy Herrera & Mauricio Sabadini [Downloadable!] 2008 Domestic debt structures in emerging markets : new empirical evidence by Arnaud Mehl & Julien Reynaud [Downloadable!] 2008 The forint interest rate swap market and the main drivers of swap spreads by Csaba Csávás & Lóránt Varga & Csaba Balogh [Downloadable!] 2008 Leveraged carry trade portfolios by Zsolt Darvas [Downloadable!] 2008 On the stability of domestic financial market linkages in the presence of time-varying volatility by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis [Downloadable!] 2008 Investability and Firm Value by Thomas O'Connor & Todd Mitton [Downloadable!] 2008 Detecting shift and pure contagion in East Asian equity markets: A Unified Approach by Thomas J. flavin & Ekaterini Panopoulou [Downloadable!] 2008 Assessing Spill-Over Effects of U.S. Monetary Policy and Macroeconomic Announcements on Financial Markets in Argentina by Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2008 EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland by David Büttner & Bernd Hayo [Downloadable!] 2008 Trade and the External Wealth of Nations by André Lemelin [Downloadable!] 2008 The Dark Side of Global Integration: Increasing Tail Dependence by Beine Michel & Cosma Antonio & Vermeulen Robert [Downloadable!] 2008 Combination notes: market segmentation and equity transfer by Schaber, Albert [Downloadable!] 2008 Duration of syndication process and syndicate organization by Christophe J. Godlewski [Downloadable!] 2008 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius [Downloadable!] 2008 Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan by Rasmus Fatum & Michael Hutchison & Thomas Wu [Downloadable!] 2008 Abnormal Accrual, Informed Trader, and Long-Term Stock Return: Evidence from Japan by Katsuhiko Muramiya & Kazuhisa Otogawa & Tomomi Takada [Downloadable!] 2008 Stages of the Ongoing Global Financial Crisis: Is There a Wandering Asset Bubble? by Lucjan T. Orlowski [Downloadable!] 2008 Efficient Market Hypothesis in European Stock Markets by Maria Rosa Borges [Downloadable!] 2008 Spurious Regressions in Technical Trading: Momentum or Contrarian? by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura [Downloadable!] 2008 Political parties and the economy: Macro convergence, micro partisanship? by Pau Castells & Francesc Trillas [Downloadable!] 2008 Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions by Eduardo Cavallo & Andrew Powell & Roberto Rigobon [Downloadable!] 2008 Simultaneous Stochastic Volatility Transmission Across American Equity Markets by Enzo Weber [Downloadable!] 2008 Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects by Rasmus Fatum & Michael M. 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Riedl [Downloadable!] 2008 Leveraged Carry Trade Portfolios by Zsolt Darvas [Downloadable!] 2008 Investor sentiment and stock returns: Some international evidence by Schmeling, Maik [Downloadable!] 2008 Investment behaviors of the key actors in capitalism: when geography matters by Claude DUPUY (GREThA) & Stéphanie LAVIGNE (LEREPS & Toulouse Business School) [Downloadable!] 2008 Investment behaviors of the key actors in capitalism: when geography matters by Claude DUPUY (GREThA-GRES) & Stéphanie LAVIGNE (LEREPS-GRES & Toulouse Business School [Downloadable!] 2008 Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset by Michael Kühl [Downloadable!] 2008 The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems by Helder Sebastião [Downloadable!] 2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte [Downloadable!] 2008 Dollarization as an Investment Signal in Developing Countries: The Case of Croatia, Czech Republic, Peru, Slovak Republic and Turkey by Emre Ozsoz & Erick W. 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Daniels & Henk Jager & Franc Klaassen [Downloadable!] 2008 Global Loss Diversification in the Insurance Sector by Oleg Sheremet & André Lucas [Downloadable!] 2008 Countries of a Feather flock together by Charles van Marrewijk & Gus Garita [Downloadable!] 2008 Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions by Martynova, M. & Renneboog, L.D.R. 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Kutan [Downloadable!] 2008 Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange by Wong, Woon K & Tan, Dijun & Tian, Yixiang [Downloadable!] 2008 Indexed Sovereign Debt: An Applied Framework by Guido Sandleris & Horacio Sapriza & Filippo Taddei [Downloadable!] 2008 Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries by Mevlud Islami [Downloadable!] 2008 A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets by Alexandros E. Milionis & Evangelia Papanagiotou [Downloadable!] 2008 Growing up to Financial Stability by Michael D. Bordo [Downloadable!] 2008 Multiple Potential Payers and Sovereign Bond Prices by Kim Oosterlinck & Loredana Ureche-Rangau [Downloadable!] 2008 Does the law of one price hold in international financial markets? Evidence from tick data by Q. Farooq Akram & Dagfinn Rime & Lucio Sarno [Downloadable!] 2008 The power of weather. 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Schinasi [Downloadable!] 2008 How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange by Ron Alquist [Downloadable!] 2008 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates by Antonio Diez de los Rios [Downloadable!] 2008 Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads? by Philipp Maier & Garima Vasishtha [Downloadable!] 2008 The Impact of Sovereign Wealth Funds on International Financial Stability by Tamara Gomes [Downloadable!] 2008 Persistent Gaps and Default Traps by Luis A. V. Catao & Ana Fostel & Sandeep Kapur [Downloadable!] 2008 The Evolutionary Chain of International Financial Centers by Michele Fratianni [Downloadable!] 2008 Developing Countries Spreading Covariant Risk Into International Risk Markets: Subsidised Catastrophe Bonds Or Reinsurance, Or Disaster Assistance? by Tse-Ling Teh & Alan Martina [Downloadable!] 2008 Are Financial Crises Alike? by MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang [Downloadable!] 2008 Funding Externalities, Asset Prices And Investors' "Search For Yield" by Prasanna Gai & Kamakshya Trivedi [Downloadable!] 2008 Mean Reversion in US and International Short Rates by Charlotte Christiansen [Downloadable!] 2008 FIEGARCH-M and and International Crises: A Cross-Country Analysis by Jie Zhu [Downloadable!] 2008 Pricing Volatility of Stock Returns with Volatile and Persistent Components by Jie Zhu [Downloadable!] 2008 Short-run Exchange-Rate Dynamics: Theory and Evidence by John A Carlson & Christian M. Dahl & Carol L. Osler [Downloadable!] 2008 The Role of Foreign Direct Investment in the Economy by Oskar Kowalewski & Marzenna A. Weresa [Downloadable!] 2008 Asset Management in Volatile Markets by Peter R. Haiss & Bernhard Sammer & Martin Gartner & Otto Loistl & Stephan Zellner & Christine Zinner & Robert C. Merton & Krzysztof Rybinski & Urszula Sowa 2008 Commodities, Energy and Finance by Ernest Gnan & Mar Gudmundsson & Klaus Liebscher & Dietrich Domanski & Alexandra Heath & Juan Delgado & Walter Boltz & Birger Vikoren & Vasily Astrov & Stephan Barisitz & Simon-Erik Ollus & Ulrich Kohli & Irma Rosenberg & Frank Smets [Downloadable!] 2008 Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis by Pawel STRAWINSKI & Robert SLEPACZUK [Downloadable!] 2008 Enforcement Problems and Secondary Markets by Fernando A. Broner & Alberto Martin & Jaume Ventura [Downloadable!] 2008 Risk Factors for the Swiss Stock Market by Manuel Ammann & Michael Steiner [Downloadable!] 2008 Crash 2008 by Giorgio Szegö [Downloadable!] 2008 Several Aspects Regarding Weather and Weather Derivatives by Gheorghe Hurduzeu & Laura Gabriela Constantin [Downloadable!] 2008 El origen del pánico de 2008: la crisis del mercado de crédito hipotecario en Estados Unidos by Mauricio Pérez Salazar [Downloadable!] 2008 An Empirical Application Of A Two-Factor Model Of Stochastic Volatility by Alexandr Kuchynka [Downloadable!] 2008 Cyclicality Of The Banking Sector Performance And Macro Environment In The Czech Republic, Slovakia And Slovenia by Mejra Festić & Dejan Romih [Downloadable!] 2008 The necessity of operational risk management and quantification by Barbu Teodora Cristina & Olteanu (Puiu) Ana Cornelia & Radu Alina Nicoleta [Downloadable!] 2008 The Fiscal Mechanism. Influences by Morar Ioan Dan & Bota-Moisin Anton Florin & Popescu Virgil Luigi [Downloadable!] 2008 La crise actuelle des marches financiers : l’impact au niveau Europeen by Albulescu Claudiu Tiberiu [Downloadable!] 2008 Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show? by Judit Páles & Lóránt Varga [Downloadable!] 2008 Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors? by Markus Demary [Downloadable!] 2008 The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies by Frank H. Westerhoff [Downloadable!] 2008 Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries by Lucía de las Nieves Morales [Downloadable!] 2008 What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets by Cecilia Maya & Karoll Gómez [Downloadable!] 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market by Nuno Cassola & Claudio Morana [Downloadable!] 2008 Using Weekly Empirical Probabilities in Currency Analysis and Forecasting by Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal [Downloadable!] 2008 Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange by Güray Küçükkocaoglu [Downloadable!] 2008 Application of the American Real Flexible Switch Options Methodology A Generalized Approach by Zdeněk Zmeškal [Downloadable!] 2008 The Banking Sector and Macroeconomic Performance in Central European Economies by Merja Festić & Jani Bekő [Downloadable!] 2008 Stock Market Integration and the Speed of Information Transmission by Alexandr Černý & Michal Koblas [Downloadable!] 2008 Especuladores en el mercado del cobre by Jaramillo G., Patricio & Selaive C., Jorge 2008 ADR-IPO latinoamericanos registrados en la Bolsa de Comercio de Nueva York by Parisi, Franco & Parisi, Antonino & Maquieira, Carlos 2008 Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan by Jean-Yves Gnabo & Christelle Lecourt [Downloadable!] 2008 Finanzmarktkrise: Können die Maßnahmen der Bundesregierung eine Kreditklemme der Unternehmen verhindern? by Hartmut Schauerte [Downloadable!] 2008 Finanzkrise bremst europäische Bauwirtschaft Ausgewählte Ergebnisse der Euroconstruct-Sommerkonferenz 2008 by Ludwig Dorffmeister [Downloadable!] 2008 Arbitrage and convergence: Evidence from Mexican ADRs by Samuel Koumkwa & Raúl Susmel [Downloadable!] 2008 Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market by Wei Sun & Svetlozar Rachev & Stoyan V. Stoyanov & Frank J. Fabozzi [Downloadable!] 2008 Bank health and lending to emerging markets by Patrick McGuire & Nikola Tarashev [Downloadable!] 2008 Reducing foreign exchange settlement risk by Robert Lindley [Downloadable!] 2008 Asian banks and the international interbank market by Robert N McCauley & Jenz Zukunft [Downloadable!] 2008 Credit derivatives an structured creit: the nascant markets of Asia and the Pacific by Eli M Remolona & Ilhyock Shim [Downloadable!] 2008 International banking activity amidst the turmoil by Patrick McGuire & Goetz von Peter [Downloadable!] 2008 The spillover of money market turbulence to FX swap and cross-currency swap markets by Naohiko Baba & Frank Packer & Teppei Nagano [Downloadable!] 2008 Interbank rate fixings during the recent turmoil by Jacob Gyntelberg & Philip Wooldridge [Downloadable!] 2008 Integration of the European Stock Market by Nikolay Atanasov [Downloadable!] 2008 Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis by Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea [Downloadable!] 2008 Uncorrelations In The Value Stock Exchange In Bucharest by Teodor Hada [Downloadable!] 2008 Recent Changes On Romanian Capital Market’S Volatility In The Framework Of A Component Garch Model by Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu [Downloadable!] 2008 Perspectives of the Evolution of Romanian Financial Market in the Context of Global Financial Market by Dalia SIMION & Daniel TOBA [Downloadable!] 2008 The effects of the housing and real estate market crisis in the united states on the emergent economies – the case of Romania by Jenica POPESCU & Sabin RIZESCU [Downloadable!] 2008(XVIII) Aspects Regarding The Development Of Bucharest Stock Exchange by Mirela MATEI [Downloadable!] 2007 Financial Integration, Productivity and Capital Accumulation by Alessandra Bonfiglioli [Downloadable!] 2007 Cashflow news, the value premium and an asset pricing view on European stock market integration by Thomas Nitschka [Downloadable!] 2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries by Wölfle, Marco [Downloadable!] 2007 Options, Futures, and Other Derivatives in Russia: An Overview by Rotfuß, Waldemar [Downloadable!] 2007 The foreign exchange rate rate exposure of nations by Entorf, Horst & Moeber, Jochen & Sonderhof, Katja [Downloadable!] 2007 Asymmetry and Spillover Effects in the North American Equity Markets by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K. [Downloadable!] 2007 Gold in the investment portfolio by Demidova-Menzel, Nadeshda & Heidorn, Thomas [Downloadable!] 2007 Commodities in asset management by Demidova-Menzel, Nadeshda & Heidorn, Thomas [Downloadable!] 2007 Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung by Heidorn, Thomas & Kaiser, Dieter G. & Muschiol, Andrea [Downloadable!] 2007 A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes by Demary, Markus [Downloadable!] 2007 Spill-over effects of monetary policy: a progress report on interest rate convergence in Europe by Fladung, Michael [Downloadable!] 2007 Moral hazard and bail-out in fiscal federations: evidence for the German Länder by Heppke-Falk, Kirsten H. & Wolff, Guntram B. [Downloadable!] 2007 International financial markets and fragility in the Eastern Europe: "can it happen" here? by Özlem Onaran [Downloadable!] 2007 Directional Mobility of Ratings by Sumon Bhaumik & John S. Landon-Lane [Downloadable!] 2007 Macroeconomic Sources of Foreign Exchange Risk in New EU Members by Tigran Poghosyan & Evzen Kocenda [Downloadable!] 2007 Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data by Balázs Égert & Evžen Kocenda [Downloadable!] 2007 Global Capital Markets - An Updated Profile by Miroslava Filipovic [Downloadable!] 2007 Safe Haven Currencies by Angelo Ranaldo & Paul Söderlind [Downloadable!] 2007 Enforcement Problems and Secondary Markets by Fernando Broner & Alberto Martin & Jaume Ventura [Downloadable!] 2007 On the Impact of Fundamentals, Liquidity and Coordination on Market Stability by Francisco Peñaranda & Jón Daníelsson [Downloadable!] 2007 Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices by Chancharat,Surachai & Valadkhani, Abbas [Downloadable!] 2007 The Effect of Federal Government Size on Long-Term Economic Growth in the United States, 1792-2004 by Federico Guerrero & Elliott Parker [Downloadable!] 2007 The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method by Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh [Downloadable!] 2007 Crisis-Robust Bond Portfolios by Marie Brière & Ariane Szafarz [Downloadable!] 2007 Intervention Policy of the BoJ: a Unified Approach by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!] 2007 Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!] 2007 Stochastic Dominance Analysis of iShares by Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt [Downloadable!] 2007 The Equity Premium: UK Industry Evidence by Andrew Vivian [Downloadable!] 2007 Order Flows, News, and Exchange Rate Volatility by M. FRÖMMEL & A. MENDE & L. MENKHOFF [Downloadable!] 2007 Hedging and Cross-hedging ETFs by Carol Alexander & Andreza Barbosa [Downloadable!] 2007 Australia’s Retail Superannuation Fund Industry: Structure, Conduct and Performance by Adam Clements & Gemma Dale & Michael E. Drew [Downloadable!] 2007 Correlation dynamics between Asia-Pacific, EU and US stock returns by Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia [Downloadable!] 2007 The response of industry stock returns to market, exchange rate and interest rate risks by Hyde, Stuart J [Downloadable!] 2007 On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries by Stavarek, Daniel [Downloadable!] 2007 Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis by Khan, Muhammad Arshad & Sajid, Muhammad Zubair [Downloadable!] 2007 The Short-Run Monetary Equilibrium with Liquidity Constraints by Mierzejewski, Fernando [Downloadable!] 2007 Fear of the Unknown: Familiarity and Economic Decisions by Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold [Downloadable!] 2007 Risk and Return on Uganda's stock exchange by Mayanja, Abubaker B. & Legesi, Kenneth [Downloadable!] 2007 Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis by Karathanassis, George & Sogiakas, Vasilios [Downloadable!] 2007 Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period by Abbasoğlu, Osman Furkan & Aysan, Ahmet Faruk & Gunes, Ali [Downloadable!] 2007 Martingales, the efficient market hypothesis, and spurious stylized facts by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu h. [Downloadable!] 2007 Larger crises cost more: impact of banking sector instability on output growth by Serwa, Dobromił [Downloadable!] 2007 Who Leads Financial Markets? by Weber, Enzo [Downloadable!] 2007 Time-varying global and local sources of risk in Russian stock market by Saleem, Kashif & Vaihekoski, Mika [Downloadable!] 2007 Bank stock returns and economic growth by Cole, Rebel & Moshirian, Fari & Wu, Qionbing [Downloadable!] 2007 Resilience of Microfinance Institutions to National Macroeconomic Events: An Econometric Analysis of MFI asset quality by Gonzalez, Adrian [Downloadable!] 2007 Why Have Interest Rates Been So Low? by Tatom, John [Downloadable!] 2007 Taking the Next Step - Implementing a Currency Transaction Development Levy by Kapoor, Sony & Hillman, David & Spratt, Stephen [Downloadable!] 2007 Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation by Ghorbel, Ahmed & Trabelsi, Abdelwahed [Downloadable!] 2007 Extreme risk in Asian equity markets by Cotter, John [Downloadable!] 2007 Intra-Day Seasonality in Foreign Exchange Market Transactions by Cotter, John & Dowd, Kevin [Downloadable!] 2007 Hedging Effectiveness under Conditions of Asymmetry by Cotter, John & Hanly, James [Downloadable!] 2007 L'Evolution des Marchés Boursiers Européens: Enjeux et limites by Ben Slimane, FATEN [Downloadable!] 2007 The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 An actuarial approach to short-run monetary equilibrium by Mierzejewski, Fernando [Downloadable!] 2007 A GARCH-based method for clustering of financial time series: International stock markets evidence by Caiado, Jorge & Crato, Nuno [Downloadable!] 2007 Is there an identity within international stock market volatilities? by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2007 Trade Openness and the Cost of Sudden Stops: The Role of Financial Friction by Liu, Xuan [Downloadable!] 2007 ¿Puede el gobierno corporativo aprender del gobierno público? by Brugger Jakob, Samuel Immanuel [Downloadable!] 2007 The Romanian Financial Market and the Financial Markets from EU - A Integration Analysis by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora [Downloadable!] 2007 Uncovered Interest Parity: Cross-sectional Evidence by Lee, Byung-Joo [Downloadable!] 2007 Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets by Francis X. Diebold & Kamil Yilmaz [Downloadable!] 2007 Quis custodiet quem? Sovereign Debt and Bondholders' Protection Before 1914 by Rui Pedro Esteves [Downloadable!] 2007 The Effects of IMF Supported-Program on the Asian Crisis by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada [Downloadable!] 2007 Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models by Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi [Downloadable!] 2007 New Strategies for Emerging Domestic Sovereign Bond Markets by Hans Blommestein & Javier Santiso [Downloadable!] 2007 How Sovereign is Sovereign Credit Risk? by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton [Downloadable!] 2007 Enforcement Problems and Secondary Markets by Fernando A. Broner & Alberto Martin & Jaume Ventura [Downloadable!] 2007 An Asset-Pricing View of External Adjustment by Anna Pavlova & Roberto Rigobon [Downloadable!] 2007 Institutions and Foreign Investment: China versus the World by Joseph P.H. Fan & Randall Morck & Lixin Colin Xu & Bernard Yeung [Downloadable!] 2007 Testing Limits to Policy Reversal: Evidence from Indian Privatizations by Siddhartha G. Dastidar & Raymond Fisman & Tarun Khanna [Downloadable!] 2007 The Baring Crisis and the Great Latin American Meltdown of the 1890s by Kris James Mitchener & Marc D. Weidenmier [Downloadable!] 2007 Taxes and Portfolio Choice: Evidence from JGTRRA's Treatment of International Dividends by Mihir A. Desai & Dhammika Dharmapala [Downloadable!] 2007 Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles by Pierpaolo Benigno [Downloadable!] 2007 Domestic Institutions and the Bypass Effect of Financial Globalization by Jiandong Ju & Shang-Jin Wei [Downloadable!] 2007 International Financial Integration and Entrepreneurial Firm Activity by Laura Alfaro & Andrew Charlton [Downloadable!] 2007 Global Currency Hedging by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira [Downloadable!] 2007 Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time by Craig Doidge & G. Andrew Karolyi & Rene M. Stulz [Downloadable!] 2007 Why Do Emerging Economies Borrow Short Term? by Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler [Downloadable!] 2007 The Influence of Actual and Unrequited Interventions by Kathryn M.E. Dominguez & Freyan Panthaki [Downloadable!] 2007 The Valuation Channel of External Adjustment by Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci [Downloadable!] 2007 Monetary information arrivals and intraday exchange rate volatility : A comparison of the GARCH and the EGARCH models by Darmoul Mokhtar & Nizar Harrathi [Downloadable!] 2007 Underpricing in Turkey: Comparison of the IPO Methods by Guray Kucukkocaoglu [Downloadable!] 2007 The financial integration of China: New evidence on temporally aggregated data for the A-share market by Eric Girardin & Zhenya Liu [Downloadable!] 2007 The determinants of "domestic" original sin in emerging market economies by Julien Reynaud & Arnaud Mehl [Downloadable!] 2007 On the use of data envelopment analysis in hedge fund performance appraisal by NGUYEN-THI-THANH Huyen [Downloadable!] 2007 Do emerging markets benefit from index inclusion? by Burcu Hacibedel & Jos van Bommel [Downloadable!] 2007 Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt by Jens Hilscher & Yves Nosbusch [Downloadable!] 2007 Financial Stability in European Banking: The Role of Common Factors by Clemens J.M. Kool [Downloadable!] 2007 The Influence of Actual and Unrequited Interventions by Kathryn M. E. Dominguez & Freyan Panthaki [Downloadable!] 2007 Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News by Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu [Downloadable!] 2007 Cross-listing in the U.S. and domestic investor protection by Thomas C O'Connor [Downloadable!] 2007 Is there a cross listing premium for non-exchange traded depositary receipts? by Thomas C O'Connor [Downloadable!] 2007 Is there a cross listing premium for non-exchange traded depositary receipts? by Thomas O'Connor [Downloadable!] 2007 On the robustness of international portfolio diversification benefits to regime-switching volatility by Thomas J.Flavin & Ekaterini Panopoulou [Downloadable!] 2007 Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken? by Rudolph, Bernd [Downloadable!] 2007 Real-Time Effects of Central Bank Interventions in the Euro Market by Rasmus Fatum & Jesper Pedersen [Downloadable!] 2007 Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing? by Christian Hopp & Axel Dreher [Downloadable!] 2007 Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets by Francis X. 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Lafuente & Javier Ordoñez [Downloadable!] 2007 Volatility Transmission Patterns And Terrorist Attacks by Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró [Downloadable!] 2007 The Gravity Equation in International Trade by Michele Fratianni [Downloadable!] 2007 The Evolutionary Chain of International Financial Centers by Michele Fratianni [Downloadable!] 2007 Random Walk Tests for the Lisbon Stock Market by Maria Rosa Borges [Downloadable!] 2007 Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union by Marta Gomez-Puig [Downloadable!] 2007 Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions by Seok Gil Park [Downloadable!] 2007 Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS by Naohiko Baba & Masakazu Inada [Downloadable!] 2007 Who Leads Financial Markets? by Enzo Weber [Downloadable!] 2007 Rules, Discretion or Reputation? 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Evidence from a cross-section of traders by Menkhoff, Lukas & Schmeling, Maik [Downloadable!] 2007 Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses by Michael Kühl [Downloadable!] 2007 The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis by Essahbi Essaadi & Jamel Jouini & Walih Khallouli [Downloadable!] 2007 Cross-Border Bank Contagion in Europe by Reint Gropp & Marco Lo Duca & Jukka Vesala [Downloadable!] 2007 The Adjustment of Credit Ratings in Advance of Defaults by André Güttler & Mark Wahrenburg [Downloadable!] 2007 Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options by Raimond Maurer & Shohreh Valiani [Downloadable!] 2007 The Rise of Accelerated Seasoned Equity Underwritings by William L. Megginson & Bernardo Bortolotti & Scott B. Smart [Downloadable!] 2007 Dependence Structure and Portfolio Diversification on Central European Stock Markets by Filip Žikeš [Downloadable!] 2007 Exchange Rate Exposure of Sectoral Returns and Volatilities- Evidence from Japanese Industrial Sectors by Ananda Jayawickrama & Tilak Abeysinghe [Downloadable!] 2007 Stochastic Dominance Analysis of iShares by Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt [Downloadable!] 2007 Talks, financial operations or both? Generalizing central banks’ FX reaction functions by Oscar Bernal & Jean-Yves Gnabo [Downloadable!] 2007 The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries by Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen [Downloadable!] 2007 Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility by Duc Khuong Nguyen & Mondher Bellalah [Downloadable!] 2007 Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings by Hoa Nguyen & William Dimovski & Robert Brooks [Downloadable!] 2007 Credit Spread Dynamics: Evidence from Latin America by Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten [Downloadable!] 2007 The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets by Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten [Downloadable!] 2007 Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds by Chee Jin Yap & Gerard Gannon [Downloadable!] 2007 The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts by Christian Huurman & Francesco Ravazzolo & Chen Zhou [Downloadable!] 2007 Model-free Measurement of Exchange Market Pressure by Franc Klaassen & Henk Jager [Downloadable!] 2007 Backtesting VaR Models: An Expected Shortfall Approach by Timotheos Angelidis & Stavros Degiannakis [Downloadable!] 2007 Small Caps in International Diversified Portfolios by Massimo Guidolin & Giovanna Nicodano [Downloadable!] 2007 International Diversification and Labor Income Risk by Carolina Fugazza & Maela Giofré & Giovanna Nicodano [Downloadable!] 2007 Intervention Policy of the BoJ: a Unified Approach by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!] 2007 Optimal Informed Trading in the Foreign Exchange Market by Vitale, Paolo [Downloadable!] 2007 What Do We Learn from the Price of Crude Oil Futures? by Alquist, Ron & Kilian, Lutz [Downloadable!] 2007 The Resource Curse: A Corporate Transparency Channel by Durnev, Artyom & Guriev, Sergei [Downloadable!] 2007 Economic Integration and the Co-movement of Stock Returns by Morgado, Pedro & Tavares, José [Downloadable!] 2007 Testing Uncovered Interest Parity: A Continuous-Time Approach by Diez de los Rios, Antonio & Sentana, Enrique [Downloadable!] 2007 Enforcement Problems and Secondary Markets by Broner, Fernando A & Martin, Alberto & Ventura, Jaume [Downloadable!] 2007 Risk Sharing, Finance and Institutions in International Portfolios by Fratzscher, Marcel & Imbs, Jean [Downloadable!] 2007 Bonds and Brands: Lessons from the 1820s by Flandreau, Marc & Flores Zendejas, Juan Huitzilihuitl [Downloadable!] 2007 Financial Development and Growth in Direct Firm-Level Comparisons by Bena, Jan & Jurajda, Stepan [Downloadable!] 2007 Which Firms Benefit More from Financial Development? by Bena, Jan & Jurajda, Stepan [Downloadable!] 2007 Why Do Emerging Economies Borrow Short Term? by Broner, Fernando A & Lorenzoni, Guido & Schmukler, Sergio [Downloadable!] 2007 International Financial Integration through Equity Markets: Which Firms from Which Countries Go Global? by Claessens, Stijn & Schmukler, Sergio [Downloadable!] 2007 A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change by Hau, Harald [Downloadable!] 2007 Sovereign Risk and Secondary Markets by Broner, Fernando A & Martin, Alberto & Ventura, Jaume [Downloadable!] 2007 Financial Integration of Stock Markets among New EU Member States and the Euro Area by Ian Babetskii & Lubos Komarek & Zlatuse Komarkova [Downloadable!] 2007 Testing Uncovered Interest Parity: A Continuous-Time Approach by Enrique Sentana & Antonio Diez de los Rios [Downloadable!] 2007 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe [Downloadable!] 2007 Why Doesn't Africa Get More Equity Investment? Frontier Stock Markets, Firm Size and Asset Allocations of Global Emerging Market Funds by Todd Moss & Vijaya Ramachandran & Scott Standley [Downloadable!] 2007 The Resource Curse: A Corporate Transparency Channel by Art Durnev & Sergei Guriev [Downloadable!] 2007 Aplicacao das Redes Neuronais Artificiais a Deteccao dos Mercados Euronext Mais Rentaveis by Paulo Horta & Carlos Mendes [Downloadable!] 2007 Liberalization and Stock Market Co-Movement between Emerging Economies by Michel Beine & Bertrand Candelon [Downloadable!] 2007 Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing? by Christian Hopp & Axel Dreher [Downloadable!] 2007 Modeling Optimism and Pessimism in the Foreign Exchange Market by Paul De Grauwe & Pablo Rovira Kaltwasser [Downloadable!] 2007 Does the Chinese Interest Rate Follow the US Interest Rate? by Yin-Wong Cheung & Dickson Tam & Matthew S. Yiu [Downloadable!] 2007 Intervention Policy of the BoJ: A Unified Approach by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!] 2007 Can the Market Fix a Wrong Administrative Decision? Massive Delisting on the Prague Stock Exchange by Zuzana Fungacova [Downloadable!] 2007 Which Firms Benefit More from Financial Development? by Jan Bena & Stepan Jurajda [Downloadable!] 2007 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries by Magdalena Morgese Borys [Downloadable!] 2007 Financial Development and Growth in Direct Firm-Level Comparisons by Jan Bena, & Stepan Jurajda [Downloadable!] 2007 Identification and Estimation in an Incoherent Model of Contagion by Massacci, D. 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Assessing the limits in emerging economies by Enrique Alberola & José María Serena [Downloadable!] 2007 Testing Uncovered Interest Parity: A Continuous-Time Approach by Antonio Diez de los Rios & Enrique Sentana [Downloadable!] 2007 Where Does Price Discovery Occur in FX Markets? by Chris D'Souza [Downloadable!] 2007 Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms by Michael R. King & Eric Santor [Downloadable!] 2007 Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets by Antonio Diez de los Rios [Downloadable!] 2007 Price Formation and Liquidity Provision in Short-Term Fixed Income Markets by Chris D'Souza & Ingrid Lo & Stephen Sapp [Downloadable!] 2007 A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate by Fousseni Chabi-Yo & Jun Yang [Downloadable!] 2007 Hedge Funds and Financial Stability: The State of the Debate by Michael R. King & Philipp Maier [Downloadable!] 2007 Financial Integration, Productivity and Capital Accumulation by Alessandra Bonfiglioli [Downloadable!] 2007 The Gravity Equation in International Trade by Michele FRATIANNI [Downloadable!] 2007 The Evolutionary Chain of International Financial Centers by Michele FRATIANNI [Downloadable!] 2007 Borders and the Constraints of Globalization by Michele FRATIANNI [Downloadable!] 2007 Determinants of the physical demand for gold: Evidence from panel data by Martha Starr & Ky Tran [Downloadable!] 2007 On the impact of exchange rate regimes on tourism by María Santana-Gallego & Francisco J. Ledesma-Rodríguez & Jorge V. Pérez-Rodríguez [Downloadable!] 2007 Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar by Yolanda Santana-Jiménez & Jorge V. Pérez-Rodríguez [Downloadable!] 2007 EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union by Marta Gómez-Puig [Downloadable!] 2007 Relative Risk Aversion And The Transmission Of Financial Crises by Melisso Boschi & Aditya Goenka [Downloadable!] 2007 Extreme Coexceedances in New EU Member States’ Stock Markets by Charlotte Christiansen & Angelo Ranaldo [Downloadable!] 2007 Habit Formation, Surplus Consumption and Return Predictability: International Evidence by Tom Engsted & Stuart Hyde & Stig V. Møller [Downloadable!] 2007 Decomposing European Bond and Equity Volatility by Charlotte Christiansen [Downloadable!] 2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates by Charlotte Christiansen [Downloadable!] 2007 Economic Convergence in South-Eastern Europe: Will the Financial Sector deliver? by Max Watson & Valerie Herzberg [Downloadable!] 2007 Asymmetry and Spillover Effects in the North American Equity Markets by Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio [Downloadable!] 2007 European challenges for Islamic Banking by Sorina Aioanei [Downloadable!] 2007 Globalización del capital y desarrollo institucional del sistema financiero by Edgar Demetrio Tovar García [Downloadable!] 2007 Integration Of The Foreign Exchange Markets Of The Selected Eu New Member States by Zlatuše Komárková & Luboš Komárek [Downloadable!] 2007 Monetary Cycle Theory, Debt Problem And Financial Crises by Pavel Dvořák [Downloadable!] 2007 Dynamic Analysis Of Selected European Stock Markets by Jiří Trešl & Dagmar Blatná [Downloadable!] 2007 How do macroeconomic announcements and FX market transactions affect exchange rates? by Norbert Kiss M. & Klára Pintér [Downloadable!] 2007 Emerging Economies Crises: Lessons from the 1990’ by Sebastjan Strašek & Timotej Jagriè & Nataša Špes [Downloadable!] 2007 Monetary Transmission Mechanism In An Open Economy Framework: The Case Of Turkey by Ozgur ASLAN & H. Levent KORAP [Downloadable!] 2007 Mexican ADRs in the 90s: as good as expected? by Francois Boye [Downloadable!] 2007 Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System by Hans Degryse & Grégory Nguyen [Downloadable!] 2007 Ekonomik parametreler çerçevesinde döviz vadeli işlem sözleşmelerinin Türkiye’de gelişimi ve kur riski yönetimi açısından değerlendirilmesi by Mustafa Kemal YILMAZ 2007 Türkiye’de vadeli döviz işlemlerinin spot döviz piyasa volatilitesi üzerine etkileri by Hasan F. BAKLACI 2007 The Effect of Price Limits on Unconditional Volatility: The Case of CASE by Medhat Hassanein, Eskandar A. Tooma [Downloadable!] 2007 Global Market and Currency Risk in Finnish Stock Market by Mika Vaihekoski [Downloadable!] 2007 Financial Integration of Stock Markets among New EU Member States and the Euro Area by Ian Babetskii & Luboš Komárek & Zlatuše Komárková [Downloadable!] 2007 Pruebas de comportamiento caótico en índices bursátiles americanos by Parisi, Franco & Espinosa, Christian & Parisi, Antonino 2007 Estacionalidad en la Rentabilidad y Volatilidad de los Títulos que Cotizan en el LATIBEX by Octavio Maroto Santana & Rosa María Cáceres Apolinario & Lourdes Jordán Sales & Alejandro Rodríguez Caro [Downloadable!] 2007 The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market by Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE [Downloadable!] 2007 Politiques de liberalisation financiere et crises bancaires by Saoussen Ben Gamra & Dominique Plihon [Downloadable!] 2007 The Relevance of Currency Mismatch Indicators: an Analysis Through Determinants of Emerging Market Spreads by Stephanie Prat [Downloadable!] 2007 Administración de Riesgos Cambiarios en una empresa importadora del Sector Agropecuario by Cecilia Ruiz Campoy & Julian Ferrer & Martha Ríos Manríquez [Downloadable!] 2007 Anticipated effects of foreign currency reserve diversification in Asian countries: Do China and India matter for coordination? by Friedrich L. Sell [Downloadable!] 2007 Institutional Determinants of International Equity Portfolios - A Country-Level Analysis by Barbara Berkel [Downloadable!] 2007 Risk in carry trades: a look at target currencies in Asia and the Pacific by Jacob Gyntelberg & Eli M Remolona [Downloadable!] 2007 What drives the growth in FX activity? Interpreting the 2007 triennial survey by Gabriele Galati & Alexandra Heath [Downloadable!] 2007 International banking with the euro by Patrick McGuire & Nikola Tarashev [Downloadable!] 2007 Securitisation in Latin America by Michela Scatigna & Camilo E Tovar [Downloadable!] 2007 The covered bond market by Frank Packer & Ryan Stever & Christian Upper [Downloadable!] 2007 Evidence of carry trade activity by Gabriele Galati & Alexandra Heath & Patrick McGuire [Downloadable!] 2007 Financial investors and commodity markets by Dietrich Domanski & Alexandra Heath [Downloadable!] 2007 Interpreting sovereign spreads by Eli M Remolona & Michela Scatigna & Eliza Wu [Downloadable!] 2007 Interdependence of Nordic and Baltic Stock Markets by Ulf Nielsson [Downloadable!] 2007 Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports by Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu [Downloadable!] 2007 Corporate Governance And Financial Globalization by Laura Giurca Vasilescu [Downloadable!] 2006 Resampling vs. Shrinkage for Benchmarked Managers by Michael Wolf [Downloadable!] 2006 The Role of Banks in the Transmission of Monetary Policy in the Baltics by Köhler, Matthias & Hommel, Judith & Grote, Matthias [Downloadable!] 2006 Heterogenität von Hedgefondsindizes by Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G. [Downloadable!] 2006 Does trade openness increase firm-level volatility? by Strotmann, Harald & Döpke, Jörg & Buch, Claudia M. [Downloadable!] 2006 Fiscal institutions, fiscal policy and sovereign risk premia by Hallerberg, Mark & Wolff, Guntram B. [Downloadable!] 2006 The EMU and German Cross-Border Portfolio Flows by Barbara Berkel [Downloadable!] 2006 Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"? by Özlem Onaran [Downloadable!] 2006 Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration by Manolis Syllignakis & Georgios Kouretas [Downloadable!] 2006 Financial Deregulation and Financial Development, and Subsequent Impact on Economic Growth in the Czech Republic, Hungary and Poland by Patricia Mc Grath [Downloadable!] 2006 Foreign Exchange Risk Premium Determinants: Case of Armenia by Tigran Poghosyan & Evzen Kocenda & [Downloadable!] 2006 Information processing and measures of integration: New York, London and Tokyo by Susan Thorp & George Milunovich [Downloadable!] 2006 The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity by Metodij Hadzi-Vaskov & Clemens Kool [Downloadable!] 2006 Financial Stability in European Banking: The Role of Common Factors by Clemens Kool [Downloadable!] 2006 An Analysis of Financial Stability Indicators in European Banking: The Role of Common Factors by Clemens Kool [Downloadable!] 2006 Sovereign Risk and Secondary Markets by Fernando Broner & Alberto Martin & Jaume Ventura [Downloadable!] 2006 Financial Integration, Productivity and Capital Accumulation by Alessandra Bonfiglioli [Downloadable!] 2006 A Century of Global Equity Market Correlations by Dennis Quinn & Joachim Voth [Downloadable!] 2006 The Interplay Between the Thai and Several Other International Stock Markets by Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles [Downloadable!] 2006 Early-Stage Globalization and Corporate Debt Maturity: The Case of South Korea, 1980-94 by Federico Guerrero [Downloadable!] 2006 Financial Liberalization and Corporate Debt Maturity in Thailand, 1993-97 by Federico Guerrero & Elliott Parker [Downloadable!] 2006 Why Do Companies Choose to Go IPOs? 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Ratti & Sung-Wook Yoon & Jae-Young Choi [Downloadable!] 2006 International Financial Integration through the Law of One Price by Eduardo Levy Yeyati & Sergio Luis Schmukler & Neeltje Van Horen [Downloadable!] 2006 The Foreign Exchange Rate Exposure of Nations by Horst Entorf & Jochen Moebert & Katja Sonderhof [Downloadable!] 2006 Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution by Patrick Eugster & Peter Zweifel [Downloadable!] 2006 Dynamic equilibrium conditions used for building a family of FX rate simulation models by Lukas Ladislav 2006 A Stochastic Programming Framework for International PortfolioManagement by Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios 2006 Evaluating the Predictive Abilities of Semiparametric Multivariate Models by Valentyn Panchenko 2006 A Habit-Based Explanation of the Exchange Rate Risk Premium by Adrien Verdelhan [Downloadable!] 2006 Can Miracles Lead to Crises? 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Carvalho [Downloadable!] 2006 Alongamento dos títulos de renda fixa no Brasil by Márcio Gomes Pinto Garcia & Juliana Salomão [Downloadable!] 2006 A Habit-Based Explanation of the Exchange Rate Risk Premium by Adrien Verdelhan [Downloadable!] 2006 The Returns to Currency Speculation by Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo [Downloadable!] 2006 Sovereign Risk and Secondary Markets by Fernando Broner & Alberto Martin & Jaume Ventura 2006 Expectations and Contagion in Self-fulfilling Currency Attacks by Todd Keister [Downloadable!] 2006 Explaning the Correlation Between Output and Volatility in a Model of International Risk-Sharing and Limited Commitment by Pietro Reichlin [Downloadable!] 2006 The Stock Performance of America’s 100 Best Corporate Citizens by Stephen Brammer & Chris Brooks & Stephen Pavelin [Downloadable!] 2006 Minimum Variance Hedging and Stock Index Market Efficiency by Carol Alexander & Andreza Barbosa [Downloadable!] 2006 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting by Silvia S.W. Lui [Downloadable!] 2006 Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange by Marcelo Fernandes & Marco Aurélio dos Santos Rocha [Downloadable!] 2006 The transmission of foreign financial crises to South Africa: a firm-level study by Boshoff, Willem H. 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Warnock [Downloadable!] 2006 Capital Account Liberalization: Theory, Evidence, and Speculation by Peter Blair Henry [Downloadable!] 2006 Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US by Karen K. Lewis [Downloadable!] 2006 Price Impacts of Deals and Predictability of the Exchange Rate Movements by Takatoshi Ito & Yuko Hashimoto [Downloadable!] 2006 Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets by Hali J. Edison & Francis E. Warnock [Downloadable!] 2006 Local Currency Bond Markets by John D. Burger & Francis E. Warnock [Downloadable!] 2006 Foreign Participation in Local Currency Bond Markets by John D. Burger & Francis E. Warnock [Downloadable!] 2006 Look at Me Now: What Attracts U.S. Shareholders? by John Ammer & Sara B. Holland & David C. Smith & Francis E. 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Farooq & Rime, Dagfinn & Sarno, Lucio [Downloadable!] 2006 Swedish Intervention and the Krona Float, 1993-2002 by Humpage, Owen F. & Ragnartz, Javiera [Downloadable!] 2006 Frequent Turbulence? A Dynamic Copula Approach by Chollete, Lorán & Heinen, Andreas [Downloadable!] 2006 The Microfinance Collateralized Debt Obligation: a Modern Robin Hood? by Byström, Hans 2006 Evaluating a nonlinear asset pricing model on international data by Asgharian, Hossein & Karlsson, Sonnie 2006 Why Does Sovereign Risk Differ for Domestic and Foreign Investors? 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Schmidt & Michael H. Grote [Downloadable!] 2006 Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index by Matteo Manera & Elisa Scarpa [Downloadable!] 2006 Risk Sharing from International Factor Income: Explaining Cross-Country Differences by Vadym Volosovych [Downloadable!] 2006 A Mixture Multiplicative Error Model for Realized Volatility by Markku Lanne [Downloadable!] 2006 Forecasting Realized Volatility by Decomposition by Markku Lanne [Downloadable!] 2006 Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves by Andres Vesilind [Downloadable!] 2006 Market Reaction to Events Surrounding the Adoption of IFRS in Europe by Armstrong, Christopher & Barth, Mary E. & Jagolinzer, Alan D. & Riedl, Edward J. 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Olivier [Downloadable!] 2006 Stock and Bond Returns with Moody Investors by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve [Downloadable!] 2006 Risk, Uncertainty and Asset Prices by Bekaert, Geert & Engstrom, Eric & Xing, Yuhang [Downloadable!] 2006 Persistence, Performance and Prices in Foreign Exchange Markets by Ramadorai, Tarun [Downloadable!] 2006 Globalization and Risk Sharing by Broner, Fernando A & Ventura, Jaume [Downloadable!] 2006 Global Private Information in International Equity Markets by Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin [Downloadable!] 2006 Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar by Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios [Downloadable!] 2006 A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention by Vitale, Paolo [Downloadable!] 2006 Stock Price Informativeness, Cross-Listings and Investment Decisions by Foucault, Thierry & Gehrig, Thomas [Downloadable!] 2006 Asymmetric Information in the Stock Market: Economic News and Co-movement by Albuquerque, Rui & Vega, Clara [Downloadable!] 2006 Bloodshed or Reforms? 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Bagliano & Claudio Morana [Downloadable!] 2006 Emerging Markets, Financial Openness and Financial Development by Wei Huang [Downloadable!] 2006 How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models by Tassos G. Anastasatos & Ian R. Davidson [Downloadable!] 2006 The euro as a reserve currency: a challenge to the pre-eminence of the US dollar? by Gabriele Galati & Philip D. Wooldridge [Downloadable!] 2006 Institution-specific value by Ken Peasnell [Downloadable!] 2006 Fair value accounting for financial instruments: some implications for bank regulation by Wayne Landsman [Downloadable!] 2006 Including estimates of the future in today's financial statements by Mary Barth [Downloadable!] 2006 Stock exchanges industry consolidation and shock transmission by Idier, J. [Downloadable!] 2006 Financial (Dis)Integration by Kharroubi, E. [Downloadable!] 2006 Is foreign exchange intervention effective? 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European Financial Integration by Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla [Downloadable!] 2006 The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads by Marta Gomez Puig [Downloadable!] 2006 Measuring the Impact of Stock Exchange Rules on Volatility and Error Transmission – The Case of European Cross-Listed Equities by Constantinos Katrakilidis & Athanasios Koulakiotis [Downloadable!] 2006 America and the Swiss Stock Exchange: An Intraday Analysis by Claudio Loderer & Marc-André Mittermayer [Downloadable!] 2006 Volatility modeling with jumps: applications to Russian and American stock markets (in Russian) by Sergey Belousov [Downloadable!] 2006 Procyclicality Of Financial And Real Sector In Transition Economies by Mejra Festić [Downloadable!] 2006 Local Currency Bond Markets by John D. Burger & Francis E. Warnock [Downloadable!] 2006 A brief overview of the characteristics of interbank forint/euro trading by Áron Gereben & Norbert Kiss M. [Downloadable!] 2006 Analysis of banking system efficiency in the European Union by Dániel Holló & Márton Nagy [Downloadable!] 2006 Main characteristics of non-residents’ trading on the foreign exchange and government bond markets by Csaba Csávás & Lóránt Varga [Downloadable!] 2006 Determining factors in the measurement of the sovereign risk in the emerging countries/Factores condicionantes en la medición del riesgo soberano en los países emergentes by GARCÍA GÁMEZ, SOFÍA & VICÉNS OTERO, JOSÉ [Downloadable!] 2006 Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio? by JIMÉNEZ MARTÍN, JUAN ÁNGEL [Downloadable!] 2006 Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos by Antonino Parisi & Franco Parisi & David Díaz [Downloadable!] 2006 Basel II – Benefits for Developing Countries? by Martina Metzger [Downloadable!] 2006 Local Currency Bond Markets by John D. Burger & Francis E. Warnock [Downloadable!] 2006 Modelos de corrección de error no lineal entre mercados accionarios latinoamericanos y el mercado accionario de Estados Unidos by Arturo Lorenzo Valdés [Downloadable!] 2006 Basel II and the Risk Management of Basket Options with Time-Varying Correlations by Amy S. K. Wong [Downloadable!] 2006 Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis by Iman van Lelyveld & Franka Liedorp [Downloadable!] 2006 Global Bond Portfolios and EMU by Philip R. Lane [Downloadable!] 2006 Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri by Mahmut YARDIMCIOĞLU 2006 Avrupa Birliği: Avrupa para sisteminden ekonomik ve parasal birliğe by Belgin AKÇAY 2006 Hisse Senetlerinin Fiyatları Ve Makroekonomik Değişkenler Arasında Bir İlişki Var Mı? by Saadet K. KASMAN 2006 CEO Turnover in the Italian Financial Market by Emilio Barucci & Carlo Bianchi & Mirko Frediani [Downloadable!] 2006 Are Stock Markets Integrated? 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IBRAHIM [Downloadable!] 2006 N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003) by CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete [Downloadable!] 2006 Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum by Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam [Downloadable!] 2006 Comportement de l’indice de risque pays en regime de fixite extreme des changes by Caroline Duburcq [Downloadable!] 2006 La contagion de la crise asiatique : dynamiques de court terme et de long terme by Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto [Downloadable!] 2006 Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis by Diego Nocetti [Downloadable!] 2006 A new look at the Feldstein-Horioka puzzle: A “European-regional” perspective by Jérome Hericourt & Mathilde Maurel 2006 A Switching ARCH Model for the German DAX Index by Sylvia Kaufmann & Martin Scheicher [Downloadable!] 2006 Rating Agencies and Sovereign Debt Rollover by Mark Carlson & Galina B. Hale [Downloadable!] 2006 The role of government-supported housing finance agencies in Asia by Eric Chan & Michael Davies & Jacob Gyntelberg [Downloadable!] 2006 Tracking international bank flows by Patrick McGuire & Nikola Tarashev [Downloadable!] 2006 Forward currency markets in Asia: lessons from the Australian experience by Guy Debelle & Jacob Gyntelberg & Michael Plumb [Downloadable!] 2006 The changing composition of official reserves by Philip D Wooldridge [Downloadable!] 2006 Securitisation in Asia and the Pacific: implications for liquidity and credit risks by Jacob Gyntelberg & Eli M Remolona [Downloadable!] 2006 Domestic bond markets in Latin America: achievements and challenges by Serge Jeanneau & Camilo E Tovar [Downloadable!] 2006 Basket weaving: the euromarket experience with basket currency bonds by Clifford R Dammers & Robert N McCauley [Downloadable!] 2005 Möglichkeiten der Strukturierung von Hedgefondsportfolios by Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G. [Downloadable!] 2005 The Introduction of the Euro and its Effects on Investment Decisions by Haselmann, Rainer & Helmut, Herwartz [Downloadable!] 2005 Firm-level evidence on international stock market comovement by Brooks, Robin & Del Negro, Marco [Downloadable!] 2005 International diversification at home and abroad by Cai, Fang & Warnock, Francis E. [Downloadable!] 2005 The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control by WILLIAM N. GOETZMANN & ELISABETH KÖLL [Downloadable!] 2005 Settlement finality as a public good in large-value payment systems by David Humphrey & Henri Pages [Downloadable!] 2005 Purchasing power parity: an empirical study of three EMU countries by António Portugal Duarte [Downloadable!] 2005 Structural versus Temporary Drivers of Country and Industry Risk by Lieven Baele & Koen Inghelbrecht [Downloadable!] 2005 International equity flows and returns: a quantitative equilibrium approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2005 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs by Entorf & Jamin [Downloadable!] 2005 Purchasing power parity: an empirical study of three EMU countries by António Portugal Duarte [Downloadable!] 2005 Exchange rate exposure of stock returns at firm level by Gamini Premaratne & Prabhath Jayasinghe [Downloadable!] 2005 Can Long Horizon Data Beat Random Walk Under Engel-West Explanation? by Jian Wang [Downloadable!] 2005 The Interaction between Technical Currency Trading and Exchange Rate Fluctuations by Stephan Schulmeister [Downloadable!] 2005 Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading by Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann [Downloadable!] 2005 How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York by Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu [Downloadable!] 2005 Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies by Aristeidis Samitas & Dimitris Kenourgios [Downloadable!] 2005 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities by Tony Guida & Olivier Matringe [Downloadable!] 2005 Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract by Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos [Downloadable!] 2005 Do European Stock Markets Affect Latin American Stock Markets? by Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque [Downloadable!] 2005 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques by Sascha Mergner & Jan Bulla [Downloadable!] 2005 The Contagion Effect of the Terrorist Attacks of the 11th of September by Joao Leitao & Cristovao Oliveira [Downloadable!] 2005 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques by Sascha Mergner [Downloadable!] 2005 Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why? by Patrick Van Roy [Downloadable!] 2005 Do Time-Varying Covariances, Volatility Comovement and Spillover Matter? by Lakshmi Balasubramanyan [Downloadable!] 2005 Central counterparty clearing: constructing a framework for evaluation of risks and benefits by Kirsi Ripatti [Downloadable!] 2005 Persistence Characteristics of the Chinese Stock Markets by Cornelis A. Los & Bing Yu [Downloadable!] 2005 Valuation Of Callable Bonds: The Salomon Brothers Aproach by Fernando Rubio [Downloadable!] 2005 Caso Soros by Fernando Rubio [Downloadable!] 2005 Correlation Dynamics in European Equity Markets by Colm Kearney & Valerio Poti [Downloadable!] 2005 Long Memory Options: LM Evidence and Simulations by Sutthisit Jamdee & Cornelis A. Los [Downloadable!] 2005 Liquidity Effects of Changes in a Pan-European Stock Index by Ulrich Pape & Stephan Schmidt-Tank [Downloadable!] 2005 Measuring Loss Potential of Hedge Fund Strategies by Marcos Mailoc López de Prado & Achim Peijan [Downloadable!] 2005 International Stock-Bond Correlations in a Simple Affine Asset Pricing Model by Stefano d'Addona & Axel H. Kind [Downloadable!] 2005 Corporate Governance Mechanisms and Firm Financing in India by Jayesh Kumar [Downloadable!] 2005 Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility by Maurício Yoshinori Une & Marcelo Savino Portugal [Downloadable!] 2005 Structural VAR identification in asset markets using short-run market inefficiencies by Gultekin Isiklar [Downloadable!] 2005 Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data by Balazs Egert & Evzen Kocenda & [Downloadable!] 2005 Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States by Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald [Downloadable!] 2005 Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value? by Lihui Tian & Saul Estrin [Downloadable!] 2005 Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence by Laura Nyantung Beny [Downloadable!] 2005 Globalization and Risk Sharing by Fernando Broner & Jaume Ventura [Downloadable!] 2005 International Diversification with American Depository Receipts (ADRs) by Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal C. [Downloadable!] 2005 The Economic and Social Effects of Financial Liberalization: A Primer for Developing Countries by Jayati Ghosh [Downloadable!] 2005 International Capital Flows, Financial Stability and Growth by Graciela L. Kaminsky [Downloadable!] 2005 The Continuing Practice and Impact of Discrimination by Stephen L. Ross [Downloadable!] 2005 An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market by Alar Kein [Downloadable!] 2005 The Emerging Market Crisis and Stock Market Linkages: Further Evidence by Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang [Downloadable!] 2005 High Frequency Multiplicative Component Garch by Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle [Downloadable!] 2005 Stochastic and deterministic unit root models: problem of dominance by Svetlana Makarova & Wojciech Charemza 2005 Extreme Value Theory and Fat Tails in Equity Markets by Ritirupa Samanta & Blake LeBaron [Downloadable!] 2005 Aging, pension reform, and capital flows: A multi-country simulation model by Axel Boersch-Supan & Alexander Ludwig [Downloadable!] 2005 Estimating default probabilities using a non parametric approach by Rita L. D'Ecclesia & Robert G. Tompkins 2005 International Financial Instability in a World of Currencies Hierarchy by Andrea Terzi [Downloadable!] 2005 Financial Liberalization, Bank Crises and Growth: Assessing the links by Alessandra Bonfiglioli & Caterina Mendicino 2005 O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07 by Marcio Gomes Pinto Garcia & Fábio Urban [Downloadable!] 2005 Cousin risks: the extent and the causes of positive correlation between country and currency risks by Marcio Gomes Pinto Garcia & Alexandre Lowenkron [Downloadable!] 2005 Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises by Emine Boz [Downloadable!] 2005 International Asset Markets and Real Exchange Rate Volatility by Martin Bodenstein [Downloadable!] 2005 Sovereign Defaults: Information, Investment and Credit by Guido M. Sandleris [Downloadable!] 2005 Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds by Carol Alexander & Andreza Barbosa [Downloadable!] 2005 Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate by John Board & Charles Sutcliffe [Downloadable!] 2005 Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach by Lorenzo Cappiello & Nikolaos Panigirtzoglou [Downloadable!] 2005 Investor Overconfidence and the Forward Discount Puzzle by Han, Bing & Hirshleifer, David & Wang, Tracy [Downloadable!] 2005 Re-evaluating Hedging Performance by Cotter, John & Hanly, James [Downloadable!] 2005 Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos by Espinosa Méndez, Christian [Downloadable!] 2005 Real Financial Integration among the East Asian Economies: A SURADF Panel Approach by Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan [Downloadable!] 2005 Actual factors to determine cross-currency basis swaps: An empirical study on US dollar/Japanese yen basis swap rates from the late 1990s by Shinada, Naoki [Downloadable!] 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation by Ilmolelian, Peter [Downloadable!] 2005 Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis by Sosa Navarro, Ramiro [Downloadable!] 2005 The relation between dividends and insider ownership in different legal systems: international evidence by Jorge Farinha & Óscar López de Foronda [Downloadable!] 2005 Ex-dividend pricing, taxes and arbitrage opportunities: the case of the Portuguese stock exchange by Jorge Farinha & Miguel Sôro [Downloadable!] 2005 Explaining Launch Spreads on Structured Bonds by Maciej Firla-Cuchra [Downloadable!] 2005 Security Design in the Real World: Why are Securitization Issues Tranched? by Maciej Firla-Cuchra & Tim Jenkinson [Downloadable!] 2005 Pricing a Bermudan Swaption with a Short Rate Lattice Method by Yasuhiro Tamba [Downloadable!] 2005 Internationalization and Stock Market Liquidity by Ross Levine & Sergio Schmukler [Downloadable!] 2005 Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model by Axel Boersch-Supan & Alexander Ludwig & Joachim Winter [Downloadable!] 2005 The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw [Downloadable!] 2005 What Defines "News" in Foreign Exchange Markets? by Kathryn Dominguez & Freyan Panthaki [Downloadable!] 2005 Monetary and Exchange Rate Policy Coordination in ASEAN 1 by William H. Branson & Conor N. Healy [Downloadable!] 2005 Supersanctions and Sovereign Debt Repayment by Kris James Mitchener & Marc D. Weidenmier [Downloadable!] 2005 Wealth Transfers, Contagion, and Portfolio Constraints by Anna Pavlova & Roberto Rigobon [Downloadable!] 2005 Investor Competence, Trading Frequency, and Home Bias by John R. Graham & Campbell R. Harvey & Hai Huang [Downloadable!] 2005 Liquidity and Expected Returns: Lessons From Emerging Markets by Geert Bekaert & Campbell R. Harvey & Christian Lundblad [Downloadable!] 2005 Private Benefits of Control, Ownership, and the Cross-Listing Decision by Craig Doidge & G. Andrew Karolyi & Karl V. Lins & Darius P. Miller & Rene M. Stulz [Downloadable!] 2005 Internationalization and the Evolution of Corporate Valuation by Ross Levine & Sergio L. Schmukler [Downloadable!] 2005 Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches by Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip [Downloadable!] 2005 Is systematic downside beta risk really priced? Evidence in emerging market data by Don U.A. Galagedera & Robert D. Brooks [Downloadable!] 2005 A new look at the Feldstein-Horioka puzzle : an "European-Regional" perspective by Jérôme Héricourt & Mathilde Maurel [Downloadable!] 2005 Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices by Dominique Guegan & Sophie A. Ladoucette [Downloadable!] 2005 Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach by Lean Hooi Hooi & Wong Wing Keung & Russell Smyth [Downloadable!] 2005 Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries by Hooi-Hooi Lean & Marwan Halim [Downloadable!] 2005 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity by Csaba Csávás & Szilárd Erhart [Downloadable!] 2005 The microstructure approach to exchange rates: a survey from a central bank’s viewpoint by Áron Gereben & György Gyomai & Norbert Kiss M. [Downloadable!] 2005 Integration at a cost: Evidence from volatility impulse response functions by E.Panopoulou & T. Pantelidis [Downloadable!] 2005 Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange by Georges Dionne & Pierre Duchesne & Maria Pacurar [Downloadable!] 2005 Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum by Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam [Downloadable!] 2005 Closing International Real Business Cycle Models with Restricted Financial Markets by Martin Boileau & Michel Normandin [Downloadable!] 2005 Repegging of the Lats to the Euro: Implications for the Financial Sector by Viktors Ajevskis & Armands Pogulis [Downloadable!] 2005 Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data by Rasmus Fatum [Downloadable!] 2005 Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data by Rasmus Fatum & Michael R. King [Downloadable!] 2005 International Diversification at Home and Abroad by Fang Cai & Francis E. Warnock [Downloadable!] 2005 Firm-Level Evidence on International Stock Market Comovement by Robin Brooks, & Marc Del Negro [Downloadable!] 2005 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach by William Barnett & Chang Ho Kwag [Downloadable!] 2005 Executive Compensation, Firm Performance, and Chaebols in Korea: Evidence from New Panel Data by Takao Kato & Woochan Kim & Ju Ho Lee [Downloadable!] 2005 Executive Compensation, Firm Performance, and Corporate Governance in China: Evidence from Firms Listed in the Shanghai and Shenzhen Stock Exchanges by Takao Kato & Cheryl Long [Downloadable!] 2005 Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value? by Tian, Lihui & Estrin, Saul [Downloadable!] 2005 Diversification, propping and monitoring: Business groups, firm performance and the Indian economic transition by Raja Kali & Jayati Sarkar [Downloadable!] 2005 Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis by Thomas Lagoarde Segot & Brian M Lucey [Downloadable!] 2005 South Korea's Experience with International Capital Flows by Marcus Noland [Downloadable!] 2005 Closing International Real Business Cycle Models with Restricted Financial Markets by Michel Normandin & Martin Boileau [Downloadable!] 2005 Effective Cross-Hedging for Commodity Currencies by Chakriya Bowman [Downloadable!] 2005 Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration by Ronald J. Balvers & Yangru Wu [Downloadable!] 2005 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks by Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa. [Downloadable!] 2005 How Does Financial Liberalization affect Economic Growth? by Bonfiglioli, Alessandra [Downloadable!] 2005 Does Sovereign Risk Differ for Domestic and Foreign Investors? Historical Evidence from Scandinavian Bond Markets by Waldenström, Daniel [Downloadable!] 2005 On the Predictability of Global Stock Returns by Hjalmarsson, Erik [Downloadable!] 2005 Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests by M. Lucey, Brian & Voronkova, Svitlana [Downloadable!] 2005 A ten-year retrospection of the behavior of Russian stock returns by Anatolyev, Stanislav [Downloadable!] 2005 09/11 on the USD/EUR Foreign Exchange Market by Mende, Alexander [Downloadable!] 2005 ADR/GDR Potential in Central Europe by Kateřina Tsolov [Downloadable!] 2005 Do Major Financial Crises Provide Information on Sovereign Risk to the Rest of the World? A Look at Credit Default Swap Markets by Didier Cossin & Gero Jung [Downloadable!] 2005 Financial Market Integration Over the Long Run: Is there a U-shape? by Vadym Volosovych [Downloadable!] 2005 The Effect of a Transaction Tax on Exchange Rate Volatility by Markku Lanne & Timo Vesalay [Downloadable!] 2005 Application of investment models in foreign exchange reserve management in Eesti Pank by Andres Vesilind & Toivo Kuus [Downloadable!] 2005 Private Benefits of Control, Ownership, and the Cross-Listing Decision by Doidge, Craig & Karolyi, G. Andrew & Lins, Karl V. & Miller, Darius & Stulz, Rene M. [Downloadable!] 2005 Private Benefits of Control, Ownership, and the Cross-Listing Decision by Doidge, Craig & Karolyi, G. Andrew & Lins, Karl V. & Millers, Darius P. & Stulz, Rene M. [Downloadable!] 2005 Towards European monetary integration - the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions by Fernando González & Simo Launonen [Downloadable!] 2005 The determinants of ‘domestic’ original sin in emerging market economies by Arnaud Mehl & Julien Reynaud [Downloadable!] 2005 European Union enlargement and equity markets in accession countries by Tomas Dvorak & Richard Podpiera [Downloadable!] 2005 Underwriter competition and gross spreads in the eurobond market by Michael G. Kollo [Downloadable!] 2005 Cross-dynamics of volatility term structures implied by foreign exchange options by Elizaveta Krylova & Jussi Nikkinen & Sami Vähämaa [Downloadable!] 2005 Explaining exchange rate dynamics - the uncovered equity return parity condition by Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis [Downloadable!] 2005 Settlement finality as a public good in large-value payment systems by Henri Pagès & David Humphrey [Downloadable!] 2005 Measuring comovements by regression quantiles by Lorenzo Cappiello & Bruno Gérard & Simone Manganelli [Downloadable!] 2005 Capital flows and the US ‘New Economy’ - consumption smoothing and risk exposure by Marcus Miller & Olli Castrén & Lei Zhang [Downloadable!] 2005 Foreign exchange option and returns based correlation forecasts - evaluation and two applications by Olli Castrén & Stefano Mazzotta [Downloadable!] 2005 Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states by Olli Castrén [Downloadable!] 2005 Geographic versus industry diversification - constraints matter by Paul Ehling & Sofia Brito Ramos [Downloadable!] 2005 Hedge funds and their implications for financial stability by Tomas Garbaravicius & Frank Dierick [Downloadable!] 2005 Why do central banks intervene secretly? Preliminary evidence from the BoJ by Michel Beine & Oscar Bernal [Downloadable!] 2005 Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter [Downloadable!] 2005 The Euro Introduction and Non-Euro Currencies by Dick van Dijk & Haris Munandar & Christian M. Hafner [Downloadable!] 2005 Model-based Measurement of Actual Volatility in High-Frequency Data by B. Jungbacker & S.J. Koopman [Downloadable!] 2005 Asset allocation in the euro-zone: industry or country based? by Eiling, Esther & Gerad, Bruno & Roon, Frans de [Downloadable!] 2005 Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over by Mark A. Carlson & Galina B. Hale [Downloadable!] 2005 International Financial Instability in a World of Currencies Hierarchy by Andrea Terzi [Downloadable!] 2005 Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange by Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian [Downloadable!] 2005 Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE by Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian [Downloadable!] 2005 Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets by Schotman, Peter C & Zalewska, Ania [Downloadable!] 2005 Business Groups in Emerging Markets: Paragons or Parasites? by Khanna, Tarun & Yafeh, Yishay [Downloadable!] 2005 Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle by Kugler, Peter & Weder di Mauro, Beatrice [Downloadable!] 2005 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Albuquerque, Rui & Bauer, Gregory & Schneider, Martin [Downloadable!] 2005 Wealth Transfers, Contagion and Portfolio Constraints by Pavlova, Anna & Rigobon, Roberto [Downloadable!] 2005 Where is the Market? Evidence from Cross-Listings by Halling, Michael & Pagano, Marco & Randl, Otto & Zechner, Josef [Downloadable!] 2005 Time Variation in Term Premia: International Evidence by Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C [Downloadable!] 2005 Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value? by Estrin, Saul & Tian, Lihui [Downloadable!] 2005 Structuring and Restructuring Sovereign Debt: The Role of Seniority by Bolton, Patrick & Jeanne, Olivier [Downloadable!] 2005 World Finance and the US 'New Economy': Risk Sharing and Risk Exposure by Miller, Marcus & Zhang, Lei [Downloadable!] 2005 Profitability of Foreign and Domestic Banks in Central and Eastern Europe : Does the Mode of Entry Matter? by Olena Havrylchyk & Emilia Jurzyk [Downloadable!] 2005 What Determines Differences in Foreign Bank Efficiency? Australian Evidence by Jan-Egbert Sturm & Barry Williams [Downloadable!] 2005 Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States by Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald [Downloadable!] 2005 Building a Castle on Sand: Effects of Mass Privatization on Capital Market Creation in Transition Economies by Zuzana Fungacova [Downloadable!] 2005 Arbitrage in foreign exchange markets within the context of a transactional algebra by Rodolfo Apreda [Downloadable!] 2005 A Habit-Based Explanation of the Exchange Rate Risk Premium by Adrien Verdelhan [Downloadable!] 2005 “Large” vs. “small” players: A closer look at the dynamics of speculative attacks by Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim [Downloadable!] 2005 Arbitrage in the foreign exchange market: Turning on the microscope by Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno [Downloadable!] 2005 The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads? by Andrea Resti & Andrea Sironi [Downloadable!] 2005 Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area by Marcello Pericoli [Downloadable!] 2005 Can fundamentals explain cross-country correlations of asset returns? by Fernando Restoy & Rosa Rodríguez [Downloadable!] 2005 An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia by Marc-André Gosselin & Nicolas Parent [Downloadable!] 2005 The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar by Michael R. King & Rasmus Fatum [Downloadable!] 2005 Monetary Integration and the Cost of Borrowing by Marta Gomez Puig [Downloadable!] 2005 Fundamentals, International Role of Euro and 'Framing' of Expectations: What are the Determinants of the Dollar/Euro Exchange Rate? by Pompeo Della Posta [Downloadable!] 2005 Transmissão De Preços No Mercado Internacional Da Soja: Uma Abordagem Pelos Modelos Armax E Var by Osvaldo Cândido da Silva Filho & Bruno Ferreira Frascaroli & Sinézio Fernandes Maia [Downloadable!] 2005 Fluxos De Capitais E Componentes Macroecômicos: Análise De Inter-Relações Através Da Aplicação De Um Modelo De Vetores Auto-Regressivos (Var) by Alessandro Maia Pinheiro & Mário Miguel Amin [Downloadable!] 2005 Boom-Bust Cycles and Financial Liberalization by 2005 The Liquidity of a Hybrid Stock Exchange: The Italian Case of STAR by Fabrizio Palmucci [Downloadable!] 2005 Technical trading, monetary policy, and exchange rate regimes by Bernhard Herz & Christian Bauer [Downloadable!] 2005 The Usefulness Of Chilean Inflation Accounting by ROSS JENNINGS & GUSTAVO MATURANA [Downloadable!] 2005 Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER [Downloadable!] 2005 Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English) by Carlos MACHADO-SANTOS & Ana Cristina FERNANDES [Downloadable!] 2005 Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English) by Daniel Stavárek [Downloadable!] 2005 La propagation des crises financieres dans les pays emergents : la contagion est-elle discriminante ? by Sophie Brana & Delphine Lahet [Downloadable!] 2005 Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies by Siv Taing & Andrew Worthington [Downloadable!] 2005 The International CAPM and a Wavelet-Based Decomposition of Value at Risk by Viviana P. Fernandez [Downloadable!] 2005 An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes by Hakan Berument & Yilmaz Akdi & Cemal Atakan [Downloadable!] 2005 Distinguishing global dollar reserves from official holdings in the United States by Robert McCauley [Downloadable!] 2005 Opening markets through a regional bond fund: lessons from ABF2 by Guonan Ma & Eli M Remolona [Downloadable!] 2005 Currency choice in international bond issuance by Benjamin H Cohen [Downloadable!] 2005-2006 Financial Liberalization, Stock Markets and Growth in Economies with Underdeveloped Financial Markets by Elisabeth Springler [Downloadable!] 2004 Modeling Asset Returns: A Comparison of Theoretical and Empirical Models by Schröder, Michael & Lüders, Erik [Downloadable!] 2004 The Power Law and Dividend Yields by Lüders, Erik & Lüders-Amann, Inge & Schröder, Michael [Downloadable!] 2004 Modeling Asset Returns : A Comparison of Theoretical and Empirical Models by Lüders, Erik & Schröder, Michael [Downloadable!] 2004 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs by Jamin, Gösta & Entorf, Horst [Downloadable!] 2004 Financial Liberalization and Business Cycles : The Experience of Countries in the Baltics and Central Eastern Europe by Vinhas de Souza, Lúcio [Downloadable!] 2004 An Analysis of the Relative Performance of Japanese and Foreign Money Management by WILLIAM N. GOETZMANN & STEPHEN J. BROWN & TAKATO HIRAKI & NORIYOSHI SHIRAISHI [Downloadable!] 2004 A Century of Global Stock Markets by William N. Goetzmann & Philippe Jorion [Downloadable!] 2004 Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter [Downloadable!] 2004 Institutional Determinants of International Equity Portfolios - A Country-Level Analysis by Barbara Berkel [Downloadable!] 2004 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection by Eric Hillebrand & Gunther Schnabl [Downloadable!] 2004 Oil price risk and emerging stock markets by Syed A. Basher & Perry Sadorsky [Downloadable!] 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Rui Albuquerque & Gregory Bauer & Martin Schneider [Downloadable!] 2004 Characterizing Asymmetric Information in International Equity Markets by Rui Albuquerque & Gregory Bauer & Martin Schneider [Downloadable!] 2004 Do networks in the stock exchange industry pay off? European evidence by Iftekhar Hasan & Heiko Schmiedel [Downloadable!] 2004 Testing The Causal Relationship Between Domestic Credit And Reserve Components Of A Country'S Monetary Base by Edgar L. Feige & James M. Johannes [Downloadable!] 2004 Investing In The Financial Sector Of Emerging Countries: Potential Risk And How To Manage Them by ALICIA GARCIA HERRERO & SONSOLES GALLEGO HERRERO & CRISTINA LUNA ABELLA [Downloadable!] 2004 La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique by MARAIS Elise [Downloadable!] 2004 Financial Liberalization and Business Cycles: The Experience of Future EU Member States in the Baltics and Central Eastern Europe by Lucio Vinhas de Souza [Downloadable!] 2004 Contagion And Portfolio Shift In Emerging Countries´ Sovereign Bonds by Alicia Garcia Herrero & Antonio Diez de los Rios [Downloadable!] 2004 Spillovers across High Yield Markets by Julius Moschitz [Downloadable!] 2004 Co-movements in EU banks’ fragility: a dynamic factor model approach by Andrea Brasili & Giuseppe Vulpes 2004 Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls by Mansor H. Ibrahim [Downloadable!] 2004 Caso Zurich Y Bsch En Bolivia by Fernando Rubio [Downloadable!] 2004 Data Mining Sobre El Beta En España by Fernando Rubio [Downloadable!] 2004 Caso Banco Galicia Y Buenos Aires S.A by Fernando Rubio [Downloadable!] 2004 Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash by CORNELIS A. LOS & ROSSITSA M. YALAMOVA [Downloadable!] 2004 Long Memory Options: Valuation by SUTTHISIT JAMDEE & CORNELIS A. LOS [Downloadable!] 2004 Persistence Characteristics of Latin American Financial Markets by NYO NYO A. KYAW & CORNELIS A. LOS & SIJING ZONG [Downloadable!] 2004 Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries by CORNELIS A. LOS [Downloadable!] 2004 Long-Term Dependence Characteristics of European Stock Indices by CORNELIS A. LOS & JOANNA M. LIPKA [Downloadable!] 2004 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets by CORNELIS A. LOS [Downloadable!] 2004 Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments by CORNELIS A. LOS [Downloadable!] 2004 Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution by CORNELIS A. LOS [Downloadable!] 2004 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 by CORNELIS A. LOS & JEYANTHI KARUPPIAH [Downloadable!] 2004 The Changing Concept of Financial Risk by CORNELIS A. LOS [Downloadable!] 2004 Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data by CORNELIS A. LOS [Downloadable!] 2004 Beta Risk and Regime Shift in Market Volatility by Roland Shami & Don U.A. Galagedera [Downloadable!] 2004 Linkages between Stock Prices and Exchange Rates in the EU and the United States by Daniel Stavarek [Downloadable!] 2004 Efficiency tests in the Iberian stock markets by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho [Downloadable!] 2004 Technical Analysis On Foreign Exchange: 1975 - 2004 by Fernando Rubio [Downloadable!] 2004 Contrastacion De Metodologías Para El Cálculo De Beta De Mercado: El Caso De España by Fernando Rubio [Downloadable!] 2004 Return-volatility linkages in the international equity and currency markets by Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter [Downloadable!] 2004 Dematerialising Capital In Financial Firms: An Option Based Approach by Ciccarelli Salvatore [Downloadable!] 2004 Eficiencia Simple Del Mercado De Renta Fija En Chile by Fernando Rubio [Downloadable!] 2004 Economic evaluation of bank exit regimes in US, EU and Japanese financial centres by Peik Granlund [Downloadable!] 2004 Intangibles Y Valoracion De Empresas: Evidencia Empirica by Fernando Rubio [Downloadable!] 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets by Bernd Hayo & Ali Kutan [Downloadable!] 2004 Hedge Fund Performance and Persistence in Bull and Bear Markets by Capocci Daniel & Corhay Albert & Hübner Georges [Downloadable!] 2004 Some Technical Analysis On The Stock Market: Spain And Usa by Fernando Rubio [Downloadable!] 2004 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno by Fernando Rubio [Downloadable!] 2004 Simple Trading Rules: Trading On Ibex At Meff by Fernando Rubio [Downloadable!] 2004 Return-Volume Dependence and Extremes in International Equity Markets by Terry A. Marsh & Niklas Wagner [Downloadable!] 2004 Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets by Alfonso Mendoza [Downloadable!] 2004 Surprise Volume and Heteroskedasticity in Equity Market Returns by Niklas Wagner & Terry A. Marsh [Downloadable!] 2004 The Unanticipated Effects of Insider Trading Regulation by Art A. Durnev & Amrita S. Nain [Downloadable!] 2004 Executive Compensation, Firm Performance, and State Ownership in China: Evidence from New Panel Data by Takao Kato & Cheryl Long [Downloadable!] 2004 Financial Sector Returns and Creditor Moral Hazard: Evidence from Indonesia, Korea, and Thailand by Jian Tong & Chenggang Xu [Downloadable!] 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets by Bernd Hayo & Ali M. Kutan [Downloadable!] 2004 Financial Liberalization, Bank Crises and Growth: Assessing the Links by Alessandra Bonfiglioli & Caterina Mendicino [Downloadable!] 2004 Why are Capital Flows so much more Volatile in Emerging than in Developed Countries? by Fernando Broner & Roberto Rigobon [Downloadable!] 2004 Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk [Downloadable!] 2004 Estimating a Risky Term Structure of Uruguayan Sovereign Bonds by Serafín Frache & Gabriel Katz [Downloadable!] 2004 Currency Futures and Currency Crises by Andreas Röthig [Downloadable!] 2004 Liquidity provision in the overnight foreign exchange market by Geir Høidal Bjønnes, Dagfinn Rime and Haakon O.Aa. Solheim [Downloadable!] 2004 Entre la peste et le choléra Le détenteur d’obligations peut préférer la répudiation au défaut… by Kim Oosterlinck & Loredana Ureche-Rangau [Downloadable!] 2004 Where is the Market? Evidence from Cross-Listings in the U.S by Michael Halling & Marco Pagano & Otto Randl & Josef Zechner [Downloadable!] 2004 The European Bond Markets under EMU by Marco Pagano & Ernst-Ludwig von Thadden [Downloadable!] 2004 Financial Liberalization and Emerging Stock Market Volatility by F. Pérez de Gracia & J. Cuñado; J. Gómez [Downloadable!] 2004 Renegotiation, Collective Action Clauses and Sovereign Debt Markets by Jose Wynne & Federico Weinschelbaum [Downloadable!] 2004 Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets by Anthony Richards [Downloadable!] 2004 Exchange Market Pressure in Australia by Shakila Jeisman [Downloadable!] 2004 Idiosyncratic Volatility Matter? New Zealand Evidence by Michael Drew & Alastair Marsden & Madhu Veeraraghavan [Downloadable!] 2004 Pricing of Equities in China: Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2004 Small Firm Effect, Liquidity and Security Returns: Australian Evidence by Michael E. Drew & Alastair Marsden & Madhu Veeraraghavan [Downloadable!] 2004 Equity Premium: - Does it exist? Evidence from Germany and United Kingdom by Michael E. Drew & Mirela Mallin & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2004 Equity Premiums In a Small Open Economy by Douch, Mohamed [Downloadable!] 2004 Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions by Stavarek, Daniel [Downloadable!] 2004 L’impact de l’admission à la cote sur les performances économiques des entreprises : Le cas du Nouveau Marché français by Stephanie, Serve [Downloadable!] 2004 International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 by Cotter, John [Downloadable!] 2004 Downside Risk for European Equity Markets by Cotter, John [Downloadable!] 2004 Modelling extreme financial returns of global equity markets by Cotter, John [Downloadable!] 2004 Varying the VaR for Unconditional and Conditional Environments by Cotter, John [Downloadable!] 2004 Convergencia, integración y competencia en los mercados financieros europeos by Maudos, Joaquin & Pérez, Francisco [Downloadable!] 2004 Equity Premiums In Small Open Economy by Douch, Mohamed [Downloadable!] 2004 Various Features of the Chooser Flexible Cap by Masamitsu Ohnishi & Yasuhiro Tamba [Downloadable!] 2004 Pricing of a Chooser Flexible Cap and its Calibration by Daisuke Ito & Masamitsu Ohnishi & Yasuhiro TAMBA [Downloadable!] 2004 Factors Driving Risk Premia by Torsten Sløk & Mike Kennedy [Downloadable!] 2004 Global Growth Opportunities and Market Integration by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel [Downloadable!] 2004 Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System by Takatoshi Ito & Yuko Hashimoto [Downloadable!] 2004 Dollar Shortages and Crises by Raghuram G. Rajan [Downloadable!] 2004 The Comovement of Returns and Investment Within the Multinational Firm by Mihir A. Desai & C. Fritz Foley [Downloadable!] 2004 Empire, Public Goods, and the Roosevelt Corollary by Kris James Mitchener & Marc D. Weidenmier [Downloadable!] 2004 Why Do Countries Matter So Much for Corporate Governance? by Rene M. Stulz & Craig Doidge & Andrew Karolyi [Downloadable!] 2004 Determinants of Euro Term Structure of Credit Spreads by Astrid Van Landschoot [Downloadable!] 2004 Sectoral vs. country diversification benefits and downside risk by Marina Emiris [Downloadable!] 2004 Interbank exposures: an empirical examination of systemic risk in the Belgian banking system by Hans Degryse & Grégory Nguyen [Downloadable!] 2004 Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model by Jonathan Dark [Downloadable!] 2004 Basis convergence and long memory in volatility when dynamic hedging with SPI futures by Jonathan Dark [Downloadable!] 2004 Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures by Jonathan Dark [Downloadable!] 2004 Saving, investment and the net foreign asset position by Mathias Hoffmann [Downloadable!] 2004 Modelling the demand for emerging market assets by Valpy FitzGerald & Derya Krolzig [Downloadable!] 2004 Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification by Olan T. Henry & Nilss Olekalns & Kalvinder Shields [Downloadable!] 2004 Original Sin Mystery Trinity and Unequal Blessings by Deniz Arinsoy & Erdal Özmen [Downloadable!] 2004 Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter [Downloadable!] 2004 Institutional Determinants of International Equity Portfolios - A Country-Level Analysis by Barbara Berkel [Downloadable!] 2004 Rate of Return Parity in Experimental Asset Markets by Jason Childs & Stuart Mestelman [Downloadable!] 2004 The effect of the Euro on country versus industry portfolio diversification by Thomas Flavin [Downloadable!] 2004 Emerging Market Bond Returns – An Investor Perspective by D. Johannes Juttner & David Chung & Wayne Leung [Downloadable!] 2004 The Current Account and the Interest Differential in Canada by Martin Boileau & Michel Normandin [Downloadable!] 2004 Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone by Viktors Ajevskis & Armands Pogulis & Gunars Berzins [Downloadable!] 2004 An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency by Tassos Anastasatos & Ian R. Davidson [Downloadable!] 2004 How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models by Tassos Anastasatos & Ian R. Davidson [Downloadable!] 2004 Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature by Markus Haberer [Downloadable!] 2004 Europe's Entry into the Venture Capital Business: Efficiency and Policy by Michael Stolpe [Downloadable!] 2004 Borders and the Constraints on Globalization by Michele Fratianni [Downloadable!] 2004 Parameter Instability and Forecasting Performance. A Monte Carlo Study by Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas [Downloadable!] 2004 Does trading volume really explain stock returns volatility? by Thierry Ané & Loredana Ureche-Rangau [Downloadable!] 2004 The Current Account and the Interest Differential In Canada by Michel Normandin & Martin Boileau [Downloadable!] 2004 Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland by Janusz Brzeszczynski & Robert Kelm [Downloadable!] 2004 Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models by Janusz Brzeszczynski & Aleksander Welfe [Downloadable!] 2004 Nonparametric Risk Management with Generalized Hyperbolic Distributions by Ying Chen & Wolfgang Härdle & Seok-Oh Jeong [Downloadable!] 2004 Risk Properties of AMU denominated Asian Bonds by Junko Shimizu & Eiji Ogawa [Downloadable!] 2004 Why Dones't Asia have the biger bond markets by Barry Eichengreen & Pipat Luengnaruemitchai [Downloadable!] 2004 Tunneling, Propping and Expropriation Evidence from Connected arty Transactions in Hong Kong by Yan-leung Cheung & P. Raghavendra Rau & Aris Stouraitis [Downloadable!] 2004 Swap Curve Dynamics in Hong Kong: An Interpretation by Salih N. Neftci [Downloadable!] 2004 When No Law is Better than a Good Law by Bhattacharya, Utpal & Daouk, Hazem [Downloadable!] 2004 TESTING THE EXPECTATIONS HYPOTHESIS WITH SURVEY DATA with an introduction of an analysis of surveyed interest rates by Luthman, Ulf 2004 On the Static Efficiency of Secondary Bond Markets by Oxelheim, Lars & Rafferty, Michael [Downloadable!] 2004 Does Regulatory Harmonization Increase Bilateral Asset Holdings? by Vlachos, Jonas [Downloadable!] 2004 Financial Liberalization, Banking Crises and Growth: Assessing the Links by Bonfiglioli, Alessandra & Mendicino, Caterina [Downloadable!] 2004 Are Underwriter-Analysts More Informed? Scandinavian Evidence by Lidén, Erik R. [Downloadable!] 2004 Central counterparty clearing: constructing a framework for evaluation of risks and benefits by Ripatti, Kirsi [Downloadable!] 2004 What Drives Home Bias? Evidence from Fund Managers Views by Lütje, Torben & Menkhoff, Lukas [Downloadable!] 2004 Reluctant Privatization by Bernardo Bortolotti & Mara Faccio [Downloadable!] 2004 R2 Around the World: New Theory and New Tests by Li JIN & Stewart C. MYERS [Downloadable!] 2004 Equity Returns and Integration: Is Europe Changing? by Kpate ADJAOUTE & Jean-Pierre DANTHINE [Downloadable!] 2004 Geographic Versus Industry Diversification: Contraints Matter by Paul EHLING & Sofia B. RAMOS [Downloadable!] 2004 International Dynamic Asset Allocation and the Effect of the Exchange Rate by Kristien Smedts [Downloadable!] 2004 Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia by Gevorgyan Ruben & Melikyan Narine [Downloadable!] 2004 Long-run performance analysis of a new sample of UK IPOs by Eric Brown [Downloadable!] 2004 The Growth of Global Equity Markets: A Closer Look by Kai Li [Downloadable!] 2004 Extremal Correlation for GARCH Data by Carmela Quintos [Downloadable!] 2004 The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles by Simone Manganelli & Lorenzo Cappiello & Bruno Gerard [Downloadable!] 2004 Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks by Marcio Garcia & Alexandre Lowenkron 2004 Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias by Carlos Viana de Carvalho & Kevin Amonlirdviman [Downloadable!] 2004 A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data by Roberto Rigobon & Marcio Garcia [Downloadable!] 2004 Non Monotone Liquidity Under-Supply by Fostel Ana & Geanakoplos John 2004 Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil by Jose Luiz Rossi Junior [Downloadable!] 2004 Renegotiation, Collective Action Clauses and Sovereign Debt Markets by José Wynne & Federico Weinschelbaum [Downloadable!] 2004 A simple theoretical framework for the analysis of liability dollarization by Daniel Heymann - Enrique Kawamura [Downloadable!] 2004 Nonlinear Price Adjustment and Transaction Costs Between Global Stock Markets by Jae-Young Kim & Woong Yong Park 2004 International capital flows and transmission of financial crises by Aditya Goenka & Melisso Boschi [Downloadable!] 2004 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness by Anthony S. Tay & Aamir R. Hashmi [Downloadable!] 2004 The Spirit of Capitalism and International Risk Sharing by Timothy K. Chue [Downloadable!] 2004 The Random Walk Behaviour Of Stock Prices: A Comparative Study by Arusha Cooray 2004 Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002 by Jochen R. Andritzky [Downloadable!] 2004 Stock Market Volatility: Examining North America, Europe and Asia by Gamini Premaratne & Lakshmi Bala [Downloadable!] 2004 The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners by Eduardo D. Roca & Abdulnasser Hatemi-J 2004 Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test by Jae H. Kim [Downloadable!] 2004 That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds by Susan Thorp [Downloadable!] 2004 Beta Risk and Regime Shift in Market Volatility by Don U.A. Galagedera & Roland G. Shami [Downloadable!] 2004 Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection by Sarkissian, Sergei & Schill, Michael J. [Downloadable!] 2004 An empirical study of liquidity and information effects of order flow on exchange rates by Francis Breedon & Paolo Vitale [Downloadable!] 2004 Determinants of euro term structure of credit spreads by Astrid Van Landschoot [Downloadable!] 2004 Horizontal and vertical integration and securities trading and settlement by Jens Tapking & Jing Yang [Downloadable!] 2004 Euro area sovereign yield dynamics - the role of order imbalance by Albert J. Menkveld & Yiu C. Cheung & Frank de Jong [Downloadable!] 2004 Do financial market variables show (symmetric) indicator properties relative to exchange rate returns? by Olli Castrén [Downloadable!] 2004 Diversification in euro area stock markets: country versus industry by Gerard A. Moerman [Downloadable!] 2004 Exchange rate risks and asset prices in a small open economy by Alexis Derviz [Downloadable!] 2004 International equity flows and returns: A quantitative equilibrium approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2004 Fiscal policy events and interest rate swap spreads - evidence from the EU by António Afonso & Rolf Strauch [Downloadable!] 2004 Measuring financial integration in the euro area by Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet [Downloadable!] 2004 Sources of gains from international portfolio diversification by Campa, Jose M. & Fernandes, Nuno [Downloadable!] 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets by Rob van den Goorbergh [Downloadable!] 2004 Interbank Contagion in the Dutch Banking Sector by Iman van Lelyveld & Franka Liedorp [Downloadable!] 2004 On the predictability of GDP data revisions in the Netherlands by Olivier Roodenburg [Downloadable!] 2004 Central Bank Communication and Output Stabilization by Marco Hoeberichts & Mewael Tesfaselassie & Sylvester Eijffinger [Downloadable!] 2004 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity by Martin Martens & Dick van Dijk & Michiel de Pooter [Downloadable!] 2004 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements by Siem Jan Koopman & Borus Jungbacker & Eugenie Hol [Downloadable!] 2004 Interbank exposures : an empirical examination of systemic risk in the Belgian banking system by Degryse, H.A. & Nguyen, G. [Downloadable!] 2004 On the estimation error in mean-variance efficient portfolio weights by Roon, F.A. de [Downloadable!] 2004 Collateral Restrictions and Liquidity Under-Supply: A Simple Model by Ana Fostel & John Geanakoplos [Downloadable!] 2004 Non-Monotone Liquidity Under-Supply by Ana Fostel & John Geanakoplos [Downloadable!] 2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns by Dunne, Peter & Hau, Harald & Moore, Michael [Downloadable!] 2004 The European Bond Markets Under EMU by Pagano, Marco & von Thadden, Ernst-Ludwig [Downloadable!] 2004 An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates by Breedon, Francis & Vitale, Paolo [Downloadable!] 2004 A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination by Vitale, Paolo [Downloadable!] 2004 Purchasing Power Parity and the Euro Area by Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs A [Downloadable!] 2004 Stock and Bond Returns with Moody Investors by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve [Downloadable!] 2004 Price Discovery in Tick Time by Frijns, Bart & Schotman, Peter C [Downloadable!] 2004 Does Regulatory Harmonization Increase Bilateral Asset Holdings? by Vlachos, Jonas [Downloadable!] 2004 Country and Industry Dynamics in Stock Returns by Catão, Luis A. V. & Timmermann, Allan G [Downloadable!] 2004 The Impact of Globalization on the Equity Cost of Capital by Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard [Downloadable!] 2004 Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the €/US$ Rate by Bofinger, Peter & Schmidt, Robert [Downloadable!] 2004 The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude? by Wink Joosten [Downloadable!] 2004 Exchange Rate Regimes, Globalisation And The Cost Of Capital In Emerging Markets by Antonio Diez de los Rios [Downloadable!] 2004 Is Africa’s Skepticism of Foreign Capital Justified? Evidence from East African Firm Survey Data by Todd J. Moss & Vijaya Ramachandran & Manju Kedia Shah [Downloadable!] 2004 Econometric Issues in the Analysis of Contagion by M. Hashem Pesaran & Andreas Pick [Downloadable!] 2004 The Positive Link Between Financial Liberalization, Growth, and Crises by Aaron Tornell & Frank Westermann & Lorenza Martinez [Downloadable!] 2004 NAFTA and Mexico's Economic Performance by Aaron Tornell & Frank Westermann & Lorenza Martinez [Downloadable!] 2004 Stock market integration and the speed of information transmission by Alexandr Cerny [Downloadable!] 2004 Econometric Issues in the Analysis of Contagion by Pesaran, M.H. & Pick, A. [Downloadable!] 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note by Daniella Acker & Nigel W. Duck [Downloadable!] 2004 Liquidity provision in the overnight foreign exchange market by Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim [Downloadable!] 2004 CDO rating methodology: Some thoughts on model risk and its implications by Ingo Fender & John Kiff [Downloadable!] 2004 Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets by Alejandro Díaz de León & Martha Elena Casanova [Downloadable!] 2004 The Monetary Origins of Asymmetric Information in International Equity Markets by Gregory H. Bauer & Clara Vega [Downloadable!] 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2004 International Cross-Listing and the Bonding Hypothesis by Michael R. King & Dan Segal [Downloadable!] 2004 Financing Sustainable Development : Country Undertakings and Rights for Environmental Sustainability (CURES) by R. Quentin Grafton & Frank Jotzo & Merrilyn Wasson [Downloadable!] 2004 Liberalização Da Conta De Capital E Fluxos De Portfólio Para O Brasil No Período Recente by Michele Polline Veríssimo & Márcio Holland de Brito [Downloadable!] 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets by Manuela CROCI [Downloadable!] 2004 Capital Flows and Crises by Barry Eichengreen 2004 Supervisory Systems, Fiscal Soundness and International Capital Movement: More Challenges for new EU Members by Andreas Grünbichler & Patrick Darlap & Sinikka Salo & Leslie Lipschitz & Timothy Lane & Alex Mourmouras [Downloadable!] 2004 Technical trading and the Volatility of Exchange Rates by Christian Bauer & Bernhard Herz [Downloadable!] 2004 Financing FDI into Developing Economies and the International Transmission of Business Cycle Fluctuations by Diemo Dietrich [Downloadable!] 2004 Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns by Dusan Isakov & Frédéric Sonney [Downloadable!] 2004 ECONOMIC AND MONETARY UNION IN THE ACCESSION COUNTRIES - POLITICal AND ECONOMIC CONTEXTS by Maria Dunin-Wasowicz [Downloadable!] 2004 AN APPLICATION OF THE GARCH-t MODEL ON CENTRAL EUROPEAN STOCK RETURNS by Miloslav Vošvrda & Filip Žikeš [Downloadable!] 2004 Financial Market Linkages in South Asia: Evidence Using a Multivariate GARCH Model by Ahmed M. Khalid & Gulasekaran Rajaguru [Downloadable!] 2004 Extreme Contagion in Equity Markets by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao [Downloadable!] 2004 Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets by Mark P. Taylor & Elena Tchernykh Branson [Downloadable!] 2004 A Brazilian-Type Debt Crisis by Assaf Razin & Efraim Sadka [Downloadable!] 2004 The International Price Transmission in Stock Index Futures Markets by Jian Yang & David A. Bessler [Downloadable!] 2004 Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa by BEEBY M, HALL S. & HENRY S.G.B & MARCET, A. [Downloadable!] 2004 The Conditional Relationship Between Portfolio Beta and Return: Evidence from Latin America by Eduardo Sandoval & Rodrigo Saens [Downloadable!] 2004 Extreme Contagion in Equity Markets by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao [Downloadable!] 2004 Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets by Mark P. Taylor & Elena Tchernykh Branson [Downloadable!] 2004 A Brazilian-Type Debt Crisis by Assaf Razin & Efraim Sadka [Downloadable!] 2004 Acces to internacional funds and the boom in Mexico after the tequila crisis: is there any evidence from the companies quoted in the nyse? by Françoise Boye [Downloadable!] 2004 An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models by Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat [Downloadable!] 2004 Credit Exposure & Sovereign Risk Analysis : The Case of South America by Elena Kalotychou, Sotiris K. Staikouras [Downloadable!] 2004 Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI by Parisi, Antonino & Parisi, Franco & Cornejo, Edinson 2004 La reducción del riesgo cambiario en los préstamos en divisas by Lozano Gutiérrez, Ma. Carmen & Fuentes Martín, Federico 2004 Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías by Johnson, Christian A. & Soriano, Fabián A. 2004 Globalización, crecimiento y crisis financieras. Lecciones de México y del mundo en desarrollo by Martínez, Lorenza & Tornell, Aarón & Westermann, Frank 2004 An Intertemporal Model of the Real Exchange Rate, Stock Market, and International Debt Dynamics: Policy Simulations by Saziye Gazioglu & W. David McCausland 2004 Stock Returns and Inflation in Greece by Floros, C. [Downloadable!] 2004 Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility by Michel Normandin [Downloadable!] 2004 Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ? by Andre Cartapanis [Downloadable!] 2004 Decentralising the public sector: Transition and the Recent Reforms in Intergovernmental Fiscal Relations in the Czech Republic by Jorge Martinez-Vazquez & João do Carmo Oliveira [Downloadable!] 2004 Impacto de las catástrofes en el valor de las acciones. El caso latinoamericano by Alfonso Pedraza Martinez [Downloadable!] 2004 Assessing new perspectives on country risk by Claudio Borio & Frank Packer [Downloadable!] 2004 A shift in London's eurodollar market by Patrick McGuire [Downloadable!] 2004 Diversifying with Asian local currency bonds by Robert McCauley & Guorong Jiang [Downloadable!] 2004 The markets for non-deliverable forwards in Asian currencies by Guonan Ma & Corrinne Ho & Robert N McCauley [Downloadable!] 2004 Asian local currency bond markets by Guorong Jiang & Robert McCauley [Downloadable!] 2004 Modelling the Risk at the Central European Stock Exchange at times of Crisis by Nigohos Kanaryan [Downloadable!] 2004 Interrelationships of Secondary Equity Markets at Domestic and International Level by Aristeidis G. Samitas [Downloadable!] 2003 Systemic Risk in European Banking : Evidence from Bivariate GARCH Models by Schüler , Martin & Schröder, Michael [Downloadable!] 2003 Determinants of the relative price impact of unanticipated information in US macroeconomic releases by Hess, Dieter [Downloadable!] 2003 The Forecasting Performance of German Stock Option Densities by Keller, Joachim & Glatzer, Ernst & Craig, Ben R & Scheicher, Martin [Downloadable!] 2003 An Economic Measure of Diversification Benefits by Lingfeng Li [Downloadable!] 2003 How Did Japanese Investments Influence International Art Prices? by Takato Hiraki & Akitoshi Ito & Darius Alexander Spieth & Naoya Takezawa [Downloadable!] 2003 Macroeconomic Factors and the Correlation of Stock and Bond Returns by Lingfeng Li [Downloadable!] 2003 Aging, pension reform, and capital flows: A multi-country simulation model by Alexander Ludwig & Joachim Winter [Downloadable!] 2003 EXCHANGE RATES AND INVESTMENT BY MULTINATIONAL CORPORATIONS: A Firm-Level Test of the Imperfect Capital Markets Result by Peter R. Crabb [Downloadable!] 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises by Roman Kraeussl [Downloadable!] 2003 The Internationalization of Money and Finance and the Globalization of Financial Markets by James R. Lothian [Downloadable!] 2003 Value Investing in Emerging Markets: Risks and Benefits by Vladislav Kargin [Downloadable!] 2003 Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach by Shiu-Sheng Chen [Downloadable!] 2003 A primer on new techniques used by the sophisticated financial fraudster, with special reference to commodity market instruments by Lamon Rutten [Downloadable!] 2003 Comovement in international equity markets: A sectoral view by Robert-Paul Berben & W. Jos Jansen [Downloadable!] 2003 Towards Transparency in Finance and Governance by Tara Vishwanath & Daniel Kaufmann [Downloadable!] 2003 Transparency, Liberalization and Financial Crises by Gil Mehrez & Daniel Kaufmann [Downloadable!] 2003 Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets by Erdinc Altay [Downloadable!] 2003 The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework by Erdinc Altay [Downloadable!] 2003 Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong by Hai-Chin YU & Ming-Chang Huang [Downloadable!] 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach by Ryan SULEIMANN [Downloadable!] 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach by Ryan SULEIMANN [Downloadable!] 2003 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach by Ryan SULEIMANN [Downloadable!] 2003 DEMOCRACY’S SPREAD: Elections and Sovereign Debt in Developing Countries by Steven A. Block & Burkhard N. Schrage & Paul M. Vaaler [Downloadable!] 2003 Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries by Steven Block & Burkhard N. Schrage & Paul M. Vaaler [Downloadable!] 2003 On the Changing Nature of Currency Crises by Korkut Erturk [Downloadable!] 2003 When in Peril, Retrench: Testing the Portfolio Channel of Contagion by Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart [Downloadable!] 2003 Why Do Emerging Economies Borrow Short Term? by Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler [Downloadable!] 2003 Keeping Up with the Joneses: An International Asset Pricing Model by Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero [Downloadable!] 2003 Honey, I Shrunk the Sample Covariance Matrix by Olivier Ledoit & Michael Wolf [Downloadable!] 2003 Diversification benefit of Japanese real estate over the last four decades by Maroney, Neal C. & Naka, Atsuyuki [Downloadable!] 2003 Stock Market Cycles, Financial Liberalization and Volatility by Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia [Downloadable!] 2003 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs by Horst Entorf & Gösta Jamin [Downloadable!] 2003 Asset return correlation: The case of automotive lease portfolios by Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit [Downloadable!] 2003 L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille by Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz [Downloadable!] 2003 The effect of earnings release for Belgian listed companies by Marie-Paule Laurent [Downloadable!] 2003 Indices as diversification instruments in Europe by Marie-Paule Laurent [Downloadable!] 2003 Modeling the Demand for Emerging Market Assets by Valpy FitzGerald & Derya Krolzig [Downloadable!] 2003 Volatility Spillover Effects in European Equity Markets by L. BAELE [Downloadable!] 2003 Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets by Mark Gugiatti & Anthony Richards [Downloadable!] 2003 Weak-form market efficiency in European emerging and developed stock markets by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Tests of random walks and market efficiency in Latin American stock markets: An empirical note by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 A multivariate GARCH analysis of the domestic transmission of energy commodity prices and volatility: A comparison of the peak and off-peak periods in the Australian electricity spot market by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Is Idiosyncratic Volatility Priced? Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2003 The Effectiveness of Foreign Exchange Intervention in Australia: A Factor Model Approach with GARCH Specifications by Shakila Aruman [Downloadable!] 2003 Investor Expectations and Systematic Risk by Adam Clements & Michael E. Drew [Downloadable!] 2003 Asset Pricing in China: Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2003 On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911 by Chan, Tze-Haw & Hooy, Chee Wooi [Downloadable!] 2003 New approaches to crisis resolution: Weighing the options (A comment) by Reinhart, Carmen [Downloadable!] 2003 Run-up, toeholds, and agency effects in mergers and acquisitions: evidence from an emerging market by Jorge Farinha & Francisco Miranda [Downloadable!] 2003 Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data by Yoshiro Tsutsui & Kenjiro Hirayama [Downloadable!] 2003 Financial Market Integration in the Euro Area by Carl Gjersem [Downloadable!] 2003 What Works in Securities Law? by Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer [Downloadable!] 2003 Do Demographic Changes Affect Risk Premiums? Evidence from International Data by Andrew Ang & Angela Maddaloni [Downloadable!] 2003 Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity by Ross Levine & Sergio L. Schmukler [Downloadable!] 2003 Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives by Takatoshi Ito & Kimie Harada [Downloadable!] 2003 Financial Development and the Composition of Industrial Growth by Raymond Fisman & Inessa Love [Downloadable!] 2003 Financial Dependence and Growth Revisited by Raymond Fisman & Inessa Love [Downloadable!] 2003 A Decomposition of Global Linkages in Financial Markets Over Time by Kristin J. Forbes & Menzie D. Chinn [Downloadable!] 2003 Market Integration and Contagion by Geert Bekaert & Campbell R. Harvey [Downloadable!] 2003 Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe [Downloadable!] 2003 Do Firms in Countries with Poor Protection of Investor Rights Hold More Cash? by Lee Pinkowitz & Rene M. Stulz & Rohan Williamson [Downloadable!] 2003 The Risk Tolerance of International Investors by Kenneth A. Froot & Paul G. J. O'Connell [Downloadable!] 2003 Country Spreads and Emerging Countries: Who Drives Whom? by Martin Uribe & Vivian Z. Yue [Downloadable!] 2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? by Kathryn M. E. Dominguez [Downloadable!] 2003 Aging, pension reform, and capital flows: A multi-country simulation model by Alexander Ludwig & Joachim Winter [Downloadable!] 2003 Efficient allocation of land in a decoupled world by Roche, M. & McQuinn, K. [Downloadable!] 2003 Dynamics of the Current Account and Interest Differentials by Martin Boileau & Michel Normandin [Downloadable!] 2003 Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows by Stéphane Pallage & Michel A. Robe [Downloadable!] 2003 The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann [Downloadable!] 2003 Learning and Signalling in the French and German Venture Capital Industries by Michael Stolpe [Downloadable!] 2003 Impacto Sobre El Mercado Bursatil Español De Los Cambios En Las Variaciones Mínimas De Precios Tras La Introducción Del Euro by David Abad & Mikel Tapia [Downloadable!] 2003 Integration And Competition In The European Financial Markets by Francisco Pérez García & Joaquín Maudos Villarroya & Juan Francisco Fernández de Guevara Radoselovics [Downloadable!] 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria by Trino-Manuel Ñíguez [Downloadable!] 2003 Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility by Michel Normandin [Downloadable!] 2003 Dynamics of the Current Account and Interest Differentials by Michel Normandin & Martin Boileau [Downloadable!] 2003 Debt issue costs and issue characteristics in the Eurobond market by Arie Melnik & Doron Nissim [Downloadable!] 2003 The tail behavior of stock index return on the Jamaican Stock Exchange by Terence D.Agbeyegbe [Downloadable!] 2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets by Hoidal Bjonnes, Geir & Rime, Dagfinn [Downloadable!] 2003 Economic evaluation of bank exit regimes in US, EU and Japanese financial centres by Granlund , Peik [Downloadable!] 2003 Do networks in the stock exchange industry pay off? European evidence by Hasan, Iftekhar & Schmiedel , Heiko [Downloadable!] 2003 Die Zinsbesteuerung in der Europäischen Union by Rehm, Hannes [Downloadable!] 2003 Portfolio Diversification in Europe by Kpate ADJAOUTÉ & Jean-Pierre DANTHINE & Dušan ISAKOV [Downloadable!] 2003 European Financial Integration and Equity Returns: A Theory-Based Assessment by Kpate ADJAOUTÉ & Jean-Pierre DANTHINE [Downloadable!] 2003 Geographical versus Industrial Diversification: A Mean Variance Spanning Approach by Paul EHLING & Sofia B. RAMOS [Downloadable!] 2003 Competition Between Stock Exchanges: A Survey by Sofia B. Ramos [Downloadable!] 2003 Who are the Best? Local Versus Foreign Analysts on the Latin American Stock Markets by Jean-François Bachmann & Guido Bolliger [Downloadable!] 2003 Are practitioners right? On the relative importance of industrial factors in international stock returns by Dušan Isakov & Frédéric Sonney [Downloadable!] 2003 The Determinants of Stock Returns in a Small Open Economy by Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV [Downloadable!] 2003 What Factors Determine International Real Estate Security Returns? by Foort HAMELINK & Martin HOESLI [Downloadable!] 2003 Stock Exchange Competition in a Simple Model of Capital Market Equilibrium by Sofia B. RAMOS & Ernst-Ludwig VON THADDEN [Downloadable!] 2003 International Risk Sharing and Bank Runs by Proto, Eugene [Downloadable!] 2003 Financial Instability under Floating Exchange Rates by Besancenot, Damien & Vranceanu, Radu [Downloadable!] 2003 Modelling time-varying correlations of financial markets by A.S.K. Wong & P.J.G. Vlaar [Downloadable!] 2003 Financial Globalization and Monetary Policy by Helmut Wagner & Wolfram Berger [Downloadable!] 2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence by Albert J. Menkveld & Siem Jan Koopman & André Lucas [Downloadable!] 2003 The term structure of credit spreads on euro corporate bonds by Landschoot, A. van [Downloadable!] 2003 Volatility spillover effects in European equity markets by Baele, L. [Downloadable!] 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises by Roman Kraeussl [Downloadable!] 2003 Explaining movements in UK stock prices: by Nektarios Aslanidis & Denise Osborn & Marianne Sensier [Downloadable!] 2003 International Good Market Segmentation and Financial Market Structure by Basak, Suleyman & Croitoru, Benjamin [Downloadable!] 2003 Financial Integration: A New Methodology and an Illustration by Flood, Robert P & Rose, Andrew K [Downloadable!] 2003 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2003 Government Bonds in Domestic and Foreign Currency: The Role of Macroeconomic and Institutional Factors by Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio [Downloadable!] 2003 Exchange Rates, Equity Prices and Capital Flows by Hau, Harald & Rey, Hélène [Downloadable!] 2003 More Evidence on the Dollar Risk Premium in the Foreign Exchange Market by Bams, Dennis & Walkowiak, Kim & Wolff, Christian C [Downloadable!] 2003 FOREX Microstructure, Invisible Price Determinants, and the Central Bank's Understanding of Exchange Rate Formation by Alexis Derviz [Downloadable!] 2003 A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II by Roman Kraeussl [Downloadable!] 2003 Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? by Roman Kraeussl [Downloadable!] 2003 Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises? by Roman Kraeussl [Downloadable!] 2003 Organized Equity Markets in Germany by Erik Theissen [Downloadable!] 2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate by Ralf Ahrens & Stefan Reitz [Downloadable!] 2003 Are Different-Currency Assets Imperfect Substitutes? by Martin D. D. Evans & Richard K. Lyons [Downloadable!] 2003 Regulatory Competition and Multi-national Banking by Dag Morten Dalen & Trond Olsen [Downloadable!] 2003 Credit Market Imperfections in Middle Income Countries by Aaron Tornell & Frank Westermann [Downloadable!] 2003 Financing Entrepreneurial Firms in Europe: Facts, Issues, and Research Agenda by Laura Bottazzi & Marco da Rin [Downloadable!] 2003 The Credit Channel in Middle Income Countries by Aaron Tornell & Frank Westermann [Downloadable!] 2003 How Important are Foreign Banks in the Financial Development of European Transition Countries? by Ilko Naaborg & Bert Scholtens & Jakob de Haan & Hanneke Bol & Ralph de Haas [Downloadable!] 2003 Transatlantic Monetary and Fiscal Policy Interaction by Bas van Aarle & Harry Garretsen & Florence Huart [Downloadable!] 2003 Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets by Antonio Díez de los Ríos [Downloadable!] 2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets by Geir Hoidal Bjonnes & Dagfinn Rime [Downloadable!] 2003 The cost of barriers to entry: evidence from the market for corporate euro bond underwriting by João A. C. Santos & Kostas Tsatsaronis [Downloadable!] 2003 Contagion and portfolio shift in emerging countries' sovereign bonds by Antonio Díez de los Ríos & Alicia García Herrero [Downloadable!] 2003 Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount? by Michael R. King & Dan Segal [Downloadable!] 2003 Shift Contagion in Asset Markets by Toni Gravelle & Maral Kichian & James Morley [Downloadable!] 2003 An empirical analysis of international equity market co-movements: implications for informational efficiency by Manuela CROCI [Downloadable!] 2003 Securing Financial Stability: Problems and Prospects for New EU Members by Michael C Bonello & Fabrizio Saccomanni & Claudia M Buch & Jörn Kleinert & Peter Zajc [Downloadable!] 2003 The Random Walk Hypothesis and the Evidence from the Amman (Jordan) Stock Exchange by Aktham Maghyereh [Downloadable!] 2003 External Shocks and Debt Accumulation in a Small Open Economy by Abdelhak S. Senhadji [Downloadable!] 2003 Economic And Monetary Union Accession And Capital Flows by Jiří Jonáš [Downloadable!] 2003 A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds by Eduardo Borensztein & R. Gaston Gelos [Downloadable!] 2003 Crisis Financieras Internacionales, Prestamista de Última Instancia Nacional e Internacional by Esteban Jadresic & Klaus Schmidt-Hebbel & Rodrigo Valdés [Downloadable!] 2003 Los Bancos Centrales como Prestamistas de Última Instancia by Fernando Ossa [Downloadable!] 2003 Introducción al Debate Acerca de la Función de Prestamista de Última Instancia Nacional e Internacional by Fernando Ossa [Downloadable!] 2003 A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds by Eduardo Borensztein & R. Gaston Gelos [Downloadable!] 2003 Modelos predictivos de redes neuronales en índices bursátiles by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis 2003 International capital flows under asymmetric information and costly monitoring: implications of debt and equity financing by Rebecca Neumann [Downloadable!] 2003 Expense ratios of North American mutual funds by Karen Ruckman [Downloadable!] 2003 Explaining and Forecasting Exchange Rates with Order Flows by Richard K. Lyons [Downloadable!] 2003 The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses by Sangbae Kim & Francis Haeuck In [Downloadable!] 2003 Sovereign credit default swaps by Frank Packer & Chamaree Suthiphongchai [Downloadable!] 2003 Common factors in emerging market spreads by Patrick McGuire & Martijn A Schrijvers [Downloadable!] 2002 How integrated are the European retail financial markets? : A cointegration analysis by Heinemann, Friedrich & Schüler , Martin [Downloadable!] 2002 Integration of the European market for e-finance : evidence from online brokerage by Schüler , Martin [Downloadable!] 2002 Integration benefits on EU retail credit markets : evidence from interest rate pass-through by Heinemann, Friedrich & Schüler , Martin [Downloadable!] 2002 Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate by Reitz, Stefan [Downloadable!] 2002 Dependencies between European stock markets when price changes are unusually large by Schich, Sebastian T. [Downloadable!] 2002 An Analysis of the Relative Performance of Japanese and Foreign Money Management by William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi [Downloadable!] 2002 Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows by Masahiro Watanabe & Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shiraishi [Downloadable!] 2002 The Local Bias of Individual Investors by Ning Zhu [Downloadable!] 2002 Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows by Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe [Downloadable!] 2002 Aging and International Capital Flows by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter [Downloadable!] 2002 How Important Are Foreign Banks in European Transition Countries? A Comparative Analysis by Hanneke Bol & Jakob de Haan & Bert Scholtens & Ralph de Haas [Downloadable!] 2002 An Analysis of Hedge Fund Performance by Daniel Capocci [Downloadable!] 2002 Het integraal kwantificeren van valutarisico’s by Ralph de Haas [Downloadable!] 2002 The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets by Bernd Hayo & Ali Kutan [Downloadable!] 2002 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs by Gautam Goswami & Milind Shrikhande & Liuren Wu [Downloadable!] 2002 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk by Ali Bora Yigitbasioglu [Downloadable!] 2002 Paper Money but a Gold Debt. Italy in the Gold Standard by Giuseppe Tattara & or consequences) [Downloadable!] 2002 The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts by Stijn Claessens & Daniela Klingebiel & Sergio L. Schmukler [Downloadable!] 2002 Cross-Border Trading as a Mechanism for Capital Flight: ADRs and the Argentine Crisis by Sebastian Auguste & Kathryn M.E. Dominguez & Herman Kamil & Linda L. Tesar [Downloadable!] 2002 Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets by Pat Wilson & Ralf Zurbruegg & Richard Gerlach [Downloadable!] 2002 How large is liquidity risk in an automated auction market? by Pierre Giot & Joachim Grammig [Downloadable!] 2002 Stock Market Cycles and Stock Market Development in Spain by Javier Gómez Biscarri & Fernando Pérez de Gracia [Downloadable!] 2002 Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis by WenShwo Fang & Stephen M. Miller [Downloadable!] 2002 Financial development and stock returns: A cross country analysis by Harris Dellas & Martin K. Hess [Downloadable!] 2002 Coordination Failure and Financial Contagion by Michael Manz [Downloadable!] 2002 Dance with the Dollar: Exchange Rate Exposure on the German Stock Market by Horst Entorf & Gösta Jamin [Downloadable!] 2002 The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors? by Sebastien Page & Anne-Sophie Vanroyen 2002 Detecting shift-contagion in currency and bond markets by Toni Gravelle & Maral Kichian & James Morley 2002 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models by Pierre Giot & Sébastien Laurent 2002 Sensitivity Analysis of GARCH Models by Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato 2002 On International Consequences of Population Ageing (an applied multi-country multi-sector OLG GE approach) by J.Mercenier & M. Merette 2002 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results by Charemza W.W. & M. Lifshits & S. Makarova [Downloadable!] 2002 Currency Risk in Brazil under Two Different Exchange Rate Regimes by Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros 2002 Aging, pension reform and capital flows: a multi-country simulation model by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter [Downloadable!] 2002 The Performance and Long-Run Characteristics of the Chinese IPO Market by Jing Chi & Carol Padgett [Downloadable!] 2002 Short-Run Under Pricing and its Characteristics in Chinese IPO Markets by Jing Chi & Dr. Carol Padgett [Downloadable!] 2002 Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors by Siv Heng Taing & Andrew C. Worthington [Downloadable!] 2002 Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis by Andrew C. Worthington & Adam Kay-Spratley & Helen Higgs [Downloadable!] 2002 Idiosyncratic Volatility: Evidence from Asia by Michael Drew & Madhu Veeraraghavan [Downloadable!] 2002 Short and Long-Term Price Linkages Among Asia-Pacific Economic Cooperation (APEC) Equity Markets by Andrew C. Worthington & Helen Higgs [Downloadable!] 2002 دور سوق الأوراق المالية فى تنمية الادخار فى مصر by Alasrag, Hussien [Downloadable!] 2002 The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks by Ana Paula Serra [Downloadable!] 2002 International Diversification, Growth, and Welfare with Non-Traded Income Risk and Incomplete Markets by Egil Matsen [Downloadable!] 2002 The Persistence of Emerging Market Equity Flows by Jessica Tjornhom Donohue & Kenneth A. Froot [Downloadable!] 2002 Crises in the Global Economy from Tulips to Today: Contagion and Consequences by Larry Neal & Marc Weidenmier [Downloadable!] 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals by Kenneth A. Froot & Tarun Ramadorai [Downloadable!] 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals by Kenneth A. Froot & Tarun Ramadorai [Downloadable!] 2002 Decomposing the Persistence of International Equity Flows by Kenneth A. Froot & Jessica D. Tjornhom [Downloadable!] 2002 Daily Cross-Border Equity Flows: Pushed or Pulled? by John M. Griffin & Federico Nardari & Rene M. Stulz [Downloadable!] 2002 Trade Credit, Financial Intermediary Development and Industry Growth by Raymond Fisman & Inessa Love [Downloadable!] 2002 Private Benefits of Control: An International Comparison by Alexander Dyck & Luigi Zingales [Downloadable!] 2002 Estimation of Hyperbolic Diffusion Using MCMC Method by Y.K. Tse & Xibin Zhang & Jun Yu [Downloadable!] 2002 Le risque pays : approche conceptuelle et approche pratique by Stéphanie Gautrieaud [Downloadable!] 2002 The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention by Zoe McLaren [Downloadable!] 2002 Aging and International Capital Flows by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter [Downloadable!] 2002 International Portfolio Choice in an Overlapping Generations Model with Transactions Costs by Carmichael, Benoît & Coën, Alain [Downloadable!] 2002 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis by David Hojman & Robert F. K. Wynn 2002 The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach by Hans Dewachter & Marco Lyrio [Downloadable!] 2002 Consumer Preferences and the Reliability of Euler Equation Tests of Capital Mobility — Some Simulation-Based Evidence by Claudia M. Buch & Joerg Doepke & Christian Pierdzioch [Downloadable!] 2002 Business Cycle Volatility in Germany by Claudia M. Buch & Joerg Doepke & Christian Pierdzioch [Downloadable!] 2002 Exchange Rate Expectations Redux and Monetary Policy by Christian Pierdzioch [Downloadable!] 2002 The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann [Downloadable!] 2002 Business Cycle Volatility and Globalization: A Survey by Claudia M. Buch [Downloadable!] 2002 Are stock returns a leading indicator for real macroeconomic developments? by Johann Burgstaller [Downloadable!] 2002 Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies by António Afonso [Downloadable!] 2002 Tail-Dependence in Stock-Return Pairs by Fortin, Ines & Kuzmics, Christoph [Downloadable!] 2002 Do Main Banks Extract Rents from their Client Firms? Evidence from Korean Chaebol by Kim, Yitae & Park, Kwangwoo & Ratti, Ronald & Shin, Hyun-Han [Downloadable!] 2002 Corporate Governance and the Home Bias by Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan [Downloadable!] 2002 Expropriation Risk and Return in Global Equity Markets by Bansal, Ravi & Dahlquist, Magnus [Downloadable!] 2002 What Factors Determine International Real Estate Security Returns? by Hamelink, Foort & Hoesli, Martin [Downloadable!] 2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon by Graflund, Andreas & Nilsson, Birger 2002 Financial Liberalization and the Changing Characteristics of Nordic Stock Returns by Nilsson, Birger [Downloadable!] 2002 International Asset Pricing and the Benefits from World Market Diversification by Nilsson, Birger [Downloadable!] 2002 How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market by Waldenström, Daniel & Frey, Bruno S. [Downloadable!] 2002 Output and Expected Returns - a multicountry study by Rangvid, Jesper [Downloadable!] 2002 Return-volatility linkages in the international equity and currency markets by Francis, Bill B & Hasan, Iftekhar & Hunter , Delroy M. [Downloadable!] 2002 Forecasting the macroeconomy with current financial market information: Europe and the United States by Junttila, Juha [Downloadable!] 2002 Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts by Tom A. FEARNLEY [Downloadable!] 2002 Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds by Tom A. FEARNLEY [Downloadable!] 2002 Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets’ Information Suffcient to Evaluate Credit Risk? by Didier Cossin & Tomas Hricko & Daniel Aunon-Nerin & Zhijiang Huang [Downloadable!] 2002 Market Dynamics Around Public Information Arrivals by Angelo Ranaldo [Downloadable!] 2002 Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula by Reinker, Kenneth S. & Tower, Edward [Downloadable!] 2002 Explaining Variations in Private Equity: A Panel Approach by Leachman, Lori & Kumar, Vinay & Orleck, Scott [Downloadable!] 2002 What do we Understand about Exchange Rates by P.J.G. Vlaar [Downloadable!] 2002 Financial Sector Competition, Service Trade, and Growth by Joseph F. Francois & Felix Eschenbach [Downloadable!] 2002 Stock Index Volatility Forecasting with High Frequency Data by Eugenie Hol & Siem Jan Koopman [Downloadable!] 2002 Do countries or industries explain momentum in Europe? by Nijman, T. & Swinkels, L. & Verbeek, M. [Downloadable!] 2002 Aggressive orders and the resiliency of a limit order market by Degryse, H. & Jong, F. de & Ravenswaaij, M. van & Wuyts, G. [Downloadable!] 2002 The rise and fall of the European new markets : on the short and long-run performance of high-tech initial public offerings by Goergen, M. & Khurshed, A. & McCahery, J.A. & Renneboog, L.D.R. [Downloadable!] 2002 Financial Development and Stock Returns: A Cross-Country Analysis by Dellas, Harris & Hess, Martin [Downloadable!] 2002 Liquidity Supply and Demand in Limit Order Markets by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua [Downloadable!] 2002 Financial Sector Competition, Services Trade, and Growth by Eschenbach, Felix & Francois, Joseph [Downloadable!] 2002 Europe's 'New' Stock Markets by Bottazzi, Laura & Da Rin, Marco [Downloadable!] 2002 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo [Downloadable!] 2002 Systemic Risk and International Portfolio Choice by Das, Sanjiv Ranjan & Uppal, Raman [Downloadable!] 2002 Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres by Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio [Downloadable!] 2002 Private Benefits of Control: An International Comparison by Dyck, Alexander & Zingales, Luigi [Downloadable!] 2002 Stock Market Quality in the Prescence of a Traded Option by de Jong, Cyriel & Koedijk, Kees & Schnitzlein, Charles [Downloadable!] 2002 Increased Correlation in Bear markets: A Downside Risk Perspective by Campbell, Rachel & Koedijk, Kees & Kofman, Paul [Downloadable!] 2002 An Evaluation of International Asset Pricing Models by Dahlquist, Magnus & Sallstrom, Torbjorn [Downloadable!] 2002 Do Rich Countries Invest Less in Poor Countries than the Poor Countries Themselves? by Michael Clemens [Downloadable!] 2002 Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis by Catherine L. Mann & Ellen E. Meade [Downloadable!] 2002 Default-risky Sovereign Debt by Andreas Wiggers [Downloadable!] 2002 The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios by Edward I. Altman & Andrea Resti & Andrea Sironi [Downloadable!] 2002 What is the Best Approach to Measure the Interdependence between Different Markets? by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S. [Downloadable!] 2002 Une mesure de la persistance dans les indices boursiers by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S. [Downloadable!] 2002 The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ by Toni Gravelle [Downloadable!] 2002 The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area by Liliane Karlinger [Downloadable!] 2002 European Financial Cross-Border Consolidation: At the crossroads in Europe? By exception, evolution or revolution? by Jean-Paul Abraham & Peter van Dijcke [Downloadable!] 2002 Banking Internationalisation and the Expansion Strategies of European Banks to Brazil during the 1990s by Luiz Fernando de Paula [Downloadable!] 2002 Conditional Asset Pricing in Emerging Stock Markets by Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann [Downloadable!] 2002 Stochastic Trends and Cycles in National Stock Market Indices: Evidence from the U.S., the U.K. and Switzerland by Frank Westermann [Downloadable!] 2002 Mean Reversion on Global Stock Markets by Wolfgang Drobetz & Patrick Wegmann [Downloadable!] 2002 Uncovered Interest Parity in Crisis by Robert P. Flood & Andrew K. Rose [Downloadable!] 2002 Cambios Estructurales e Integración. Discusión y Análisis del Mercado Accionario Chileno by Fernando Lefort & Eduardo Walker [Downloadable!] 2002 Uncovered Interest Parity in Crisis by Robert P. Flood & Andrew K. Rose [Downloadable!] 2002 Post-Plaza intervention in the DEM/USD exchange rate by Rasmus Fatum [Downloadable!] 2002 Asymmetric Reaction to Information and Serial Dependence of Short-run Returns by Pablo Marshall & Eduardo Walker [Downloadable!] 2002 Trade on the European fixed-term market in options on futures bond contracts and strategies for risk management by Todor Nedev [Downloadable!] 2001 Long-Term Global Market Correlations by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst [Downloadable!] 2001 Discounts On Illiquid Stocks: Evidence From China by Zhiwu Chen & Peng Xiong [Downloadable!] 2001 International Portfolio Investment: Theory, Evidence, and Institutional Framework by Sohnke M. Bartram & Gunter Dufey [Downloadable!] 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows by Richard Podpiera [Downloadable!] 2001 How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market by Jan Hanousek & Richard Podpiera [Downloadable!] 2001 Gross Capital Flows and Asymmetric Information by Tomas Dvorak [Downloadable!] 2001 Government Shareholding and the Value of China's Modern Firms by Lihui Tian [Downloadable!] 2001 Return Interval, Dependence Structure and Multivariate Normality by Thierry Ané & Chiraz Labidi 2001 Determining Underlying Macroeconomic Fundamentals during Emerging Market Crises: Are Conditions as Bad as they Seem? by Mark Aguiar & Fernando Broner [Downloadable!] 2001 Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection by Olivier Ledoit & Michael Wolf [Downloadable!] 2001 Interbank Market Integration under Asymmetric Information by Xavier Freixas & Cornelia Holthausen [Downloadable!] 2001 Flexible Multivariate GARCH Modeling with an Application to International Stock Markets by Olivier Ledoit & Pedro Santa Clara & Michael Wolf [Downloadable!] 2001 Convertibility, Currency Controls and the Cost of Capital in Western Europe, 1950-1999 by Hans Joachim Voth [Downloadable!] 2001 Inflation, Political Instability and Stockmarket Volatility in Interwar Germany by Hans Joachim Voth [Downloadable!] 2001 Value-At-Risk For Long And Short Trading Positions by Pierre Giot and S»bastien Laurent 2001 A Two-Person Dynamic Equilibrium under Ambiguity by Larry G. Epstein & JianJun Miao [Downloadable!] 2001 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk by Ali Bora Yigitbasioglu [Downloadable!] 2001 Cointegration and Asset Allocation: A New Fund Strategy by Carol Alexander & Ian Giblin & Wayne Weddington III [Downloadable!] 2001 Measuring the Real Exchange Rate: Pitfalls and Practicalities by Luci Ellis [Downloadable!] 2001 The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis by Luci Ellis & Eleanor Lewis [Downloadable!] 2001 Testing The Incomplete Arbitrate Hypothesis: Evidence From Australian Wholesale Superannuation Funds by Michael E. Drew & Jon D. Stanford & Madhu Veeraraghavan [Downloadable!] 2001 Asset Pricing In The Asian Region by Michael E. Drew & Madhu Veeraraghavan [Downloadable!] 2001 On the Value Premium in Malaysia by Michael E. Drew & Madhu Veeraraghavan [Downloadable!] 2001 A multivariate GARCH analysis of equity returns and volatility in Asian equity markets by Andrew Worthington & Helen Higgs [Downloadable!] 2001 Yükselen Piyasalarda Finansal Kriz by TOPRAK, METIN [Downloadable!] 2001 The US dollar, the euro, and the yen: An evaluation of their present and future status as international currencies by Beckmann, Rainer & Born, Jürgen & Kösters, Wim [Downloadable!] 2001 Private inflows when crises are anticipated: a case study of Korea (A comment) by Reinhart, Carmen [Downloadable!] 2001 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness by Aamir R. Hashmi & Anthony S. Tay [Downloadable!] 2001 Habit Persistence and Welfare Gains from International Asset Trade by Egil Matsen [Downloadable!] 2001 Why are Foreign Firms Listed in the U.S. Worth More? by Craig Doidge & G. Andrew Karolyi & Rene M. Stulz [Downloadable!] 2001 The Information Content of International Portfolio Flows by Kenneth A. Froot & Tarun Ramadorai [Downloadable!] 2001 The Inter-War Gold Exchange Standard: Credibility and Monetary Independence by Michael D. Bordo & Ronald MacDonald [Downloadable!] 2001 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) by Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara [Downloadable!] 2001 The Role of Large Players in Currency Crises by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini [Downloadable!] 2001 Culture, Openness, and Finance by Rene M. Stulz & Rohan Williamson [Downloadable!] 2001 Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets by Michael W. Brandt & Pedro Santa-Clara [Downloadable!] 2001 Equity Price Dynamics Before and After the Introduction of the Euro by Cheung, Yin-Wong & Westermann, Frank [Downloadable!] 2001 Financial Liberalisation and the South Korean Financial Crisis: Some Qualitative Evidence by Kevin Amess & Panicos Demetriades [Downloadable!] 2001 'Unproductive' Credit and the South-Korean Crisis by Panicos Demetriades & Bassam Fattouh [Downloadable!] 2001 Portfolio Diversification: Alive and well in Euroland ! by Kpate ADJAOUTE & Jean-Pierre DANTHINE [Downloadable!] 2001 Estimation des coûts de transaction sur un marché gouverné par les ordres : le cas des composantes du CAC 40 by Laurent Deville [Downloadable!] 2001 Monetary Unification and the Price of Risk: An Unconditional Analysis by Hans Dewachter & Kristien Smedts & Konstantijn Maes [Downloadable!] 2001 Fitting Correlations Within and Between Bond Markets by Hans Dewachter & Konstantijn Maes [Downloadable!] 2001 Do Exchange Rates Convert Prices of Risk Across Countries? by Hans Dewachter & Kristien Smedts & Konstantijn Maes [Downloadable!] 2001 Monetary Unification and the Price of Risk: An Unconditional Analysis by Hans Dewachter & Kristien Smedts & Konstantijn Maes [Downloadable!] 2001 Cross-Border Banking and Transmission Mechanisms: The Case of Europe by Claudia M. Buch [Downloadable!] 2001 Too Much, Too Little, or Too Volatile? International Capital Flows to Developing Countries in the 1990s by Peter Nunnenkamp [Downloadable!] 2001 The Effects of Exchange-Rate Exposures on Equity Asset Markets by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2001 Offshore Investment Funds: Monsters in Emerging Markets? by Woochan Kim & Shang-Jin Wei [Downloadable!] 2001 U.S. Exchange Rates and Currency Flows by Rime, Dagfinn [Downloadable!] 2001 Foreigners´ Trading and Price Effects Across Firms by Dahlquist, Magnus & Robertsson, Göran [Downloadable!] 2001 Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision by Niemeyer, Jonas [Downloadable!] 2001 Interpreting real exchange rate movements in transition countries by Broeck, Mark De & Sløk, Torsten [Downloadable!] 2001 What Caused the Asian Currency and Financial Crisis? by Corsetti, G. & Pesenti, P. & Roubini, N. 2001 Capital Flight, North-South Lending, and Stages of Economic Development by Sakuragawa, M. & Hamada, K. 2001 Financial Markets, Credit Constraints, and Investment in Rural Romania by Chaves, R.A. & Sanchez, S. & Schor, S. & Tesliuc, E. 2001 Interbank Market Integration under Asymmetric Information by Freixas, X. & Holthausen, C. 2001 Financial Market Integration in Europe: On the Effects of EMU on Stock Markets by Fratzscher, M. 2001 The Interdependence of Share Markets in the Developed Economies of East Asia by Leong, S.C. & Felminham, B. 2001 Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets by Chaudhuri, K. & Wu, Y. 2001 How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods by Barras, L. & Isakov, D. 2001 Portfolio Diversification: Alive and well In Euroland by Adjaoute, K. & Danthine, J.P. 2001 Price Discovery in International Equity Trading by Grammig, J. & Melvin, M. & Schlag, C. 2001 Value-at-risk for Long and Short Trading Positions by Giot, P. & Laurent, S. 2001 Social Against Mobile Capital: Explaining Cross-National Variations in Stock Market Size in the OECD by Verdier, D. 2001 How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods by Barras, L. & Isakov, D. 2001 Finance and Economic Growth - a Review of Theory and the Available Evidence by Thiel, M. 2001 Securities Market ATSs Concepts, their Roles and Related Policy Issues by Korhonen, K. 2001 Foreign Direct Investment, Intra-firm Trade and Ownership Structure by Konrad, K.A. & Lommerud, K.E. 2001 A Multiple Factor Model for European Stocks by Thomas G. Stephan & Raimond Maurer & Martin Dürr [Downloadable!] 2001 How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods by Laurent BARRAS, & Dušan ISAKOV [Downloadable!] 2001 Portfolio Diversification: Alive and Well in Euroland! by Kpaté ADJAOUTE & Jean-Pierre DANTHINE [Downloadable!] 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 Financial Crisis in Russia: The Behavior of Non-Residents by Kolodyazhny Georgy & Medvedev Alexey [Downloadable!] 2001 Testing for differences in the tails of stock-market returns by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2001 New Extreme-Value Dependance Measures and Finance Applications by POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan [Downloadable!] 2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models by J.J.J. Groen & F. Kleibergen [Downloadable!] 2001 Comovement in International Equity Markets: a Sectoral View by R-P. Berben & W.J. Jansen [Downloadable!] 2001 Scaling Relationships of Gaussian Processes by Batten, Jonathan & Craig Ellis [Downloadable!] 2001 Scaling Foreign Exchange Volatility by Jonathan Batten & Craig Ellis [Downloadable!] 2001 Splitting Orders in Fragmented Markets by Bert Menkveld [Downloadable!] 2001 On the Variation of Hedging Decisions in Daily Currency Risk Management by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 2001 Stock Selection Strategies in Emerging Markets by Jaap van der Hart & Erica Slagter & Dick van Dijk [Downloadable!] 2001 Time-varying market integration and expected returns in emerging markets by Jong, F. de & Roon, F.A. de [Downloadable!] 2001 The impact of institutional differences on derivatives usage : a comparative study of US and Dutch firms by Bodnar, G.M. & Jong, A. de & Macrae, V. [Downloadable!] 2001 Splitting orders in fragmented markets - evidence from cross-listed stocks by A.J. Menkveld [Downloadable!] 2001 Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation by Vincent BODART & Paul REDING [Downloadable!] 2001 Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework by Dimitris Georgoutsos & George Kouretas [Downloadable!] 2001 Time-Varying Market Integration and Expected Returns in Emerging Markets by de Jong, Frank & de Roon, Frans [Downloadable!] 2001 Portfolio Diversification: Alive and Well in Euroland! by Adjaoute, Kpate & Danthine, Jean-Pierre [Downloadable!] 2001 A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates by Payne, Richard & Vitale, Paolo [Downloadable!] 2001 The Cost of Capital in International Financial Markets: Local or Global by Koedijk, Kees & Kool, Clemens J. M. & Schotman, Peter C & Van Dijk, Mathijs A [Downloadable!] 2001 Sovereign Risk and Return in Global Equity Markets by Bansal, Ravi & Dahlquist, Magnus [Downloadable!] 2001 Foreigners Trading and Price Effects Across Firms by Dahlquist, Magnus & Robertsson, Göran [Downloadable!] 2001 EMU and Portfolio Diversification Opportunities by Adjaoute, Kpate & Danthine, Jean-Pierre [Downloadable!] 2001 Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s by Flood, Robert P & Rose, Andrew K [Downloadable!] 2001 Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability by Vitale, Paolo [Downloadable!] 2001 Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing by Cumby, Robert & Pastine, Tuvana [Downloadable!] 2001 New Extreme-Value Dependence Measures and Finance Applications by Poon, Ser-Huang & Rockinger, Michael & Tawn, Jonathan [Downloadable!] 2001 Repeated Expropriation Contests and Foreign Direct Investment by Konrad, Kai A [Downloadable!] 2001 The Feasible Gains from International Risk Sharing by Eijffinger, Sylvester C W & Wagner, Wolf [Downloadable!] 2001 What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions by Pagano, Marco & Randl, Otto & Röell, Ailsa A & Zechner, Josef [Downloadable!] 2001 The Geography of Equity Listing: Why Do Companies List Abroad? by Pagano, Marco & Röell, Ailsa A & Zechner, Josef [Downloadable!] 2001 Derivatives Do Affect Mutual Funds Returns : How and When? by Charles Cao & Eric Ghysels & Frank Hatheway [Downloadable!] 2001 Nonlinear Features of Realized FX Volatility by John M. Maheu & Thomas H. McCurdy [Downloadable!] 2001 Privatisation Around the World: New Evidence from Panel Data by Bortolotti, Bernardo & Fantini, Marcella & Siniscalco, Domenico [Downloadable!] 2001 A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds by Borensztein, Eduardo R. & Gelos, R. Gaston [Downloadable!] 2001 The Feasible Gains from International Risk Sharing by Sylvester Eijffinger & Wolf Wagner [Downloadable!] 2001 Equity Price Dynamics Before and After the Introduction of the Euro: A Note by Yin-Wong Cheung & Frank Westermann [Downloadable!] 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows by Richard Podpiera [Downloadable!] 2001 Insider Dealing and Market Abuse: The Financial Services and Markets Act 2000 by K. Alexander [Downloadable!] 2001 A Uniform Choice of Law Rule for the Taking of Collateral Interests in Securities: Using Private Law Approaches to Reduce Credit and Legal Risk in Financial Systems by K Alexander 2001 The impact of the euro on Europe's financial markets by Gabriele Galati & Kostas Tsatsaronis [Downloadable!] 2001 Correlation Analysis of Financial Contagion: What One Should Know before Running a Test by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 A Perspective on Modelling the Real Trade Weighted Index Since the Float by Shakila Aruman & Mardi Dungey [Downloadable!] 2001 How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets? by Vivek Arora & Martin Cerisola [Downloadable!] 2001 Crash-Free Sequencing Strategies for Financial Development and Liberalization by By Jorge A. Chan-Lau & Zhaohui Chen [Downloadable!] 2001 How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets? by Vivek Arora & Martin Cerisola [Downloadable!] 2001 Crash-Free Sequencing Strategies for Financial Development and Liberalization by By Jorge A. Chan-Lau & Zhaohui Chen [Downloadable!] 2001 Volatility Transmission between Stock and Foreign Exchange Markets Patterns in Neighboring Areas by Mo?se Sidiropoulos & Jamel Trabelsi 2001 Dette publique et investissements prives : le cas de la Turquie by Burak Gürbüz & Marc Raffinot [Downloadable!] 2001 Liberalisation financiere, speculation et crises bancaires by Luis Miotti & Dominique Plihon [Downloadable!] 2001 Die Europäische Wirtschafts- und Währungsunion: Eine Erfolgsgeschichte by Willem F. Duisenberg 2000 Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for western investors by Schröder, Michael [Downloadable!] 2000 Do Insider Trading Laws Work? by Arturo Bris [Downloadable!] 2000 Corporate Leverage And Currency Crises by Arturo Bris & Yrjo Juhani Koskinen [Downloadable!] 2000 Law and Finance in Transition Economies by Katharina Pistor & Martin Raiser & Stanislaw Gelfer [Downloadable!] 2000 The Feldstein-Horioka Puzzle Revisited: An “European-Regional” Perspective by Jérôme Hericourt & Mathilde Maurel & [Downloadable!] 2000 Why Do Governments Sell Privatised Companies Abroad? by Bernardo Bortolotti & Marcella Fantini & Carlo Scarpa [Downloadable!] 2000 What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions by Marco Pagano & Otto Randl & Ailsa A. Röell & Josef Zechner [Downloadable!] 2000 Very high interest rates and the cousin risks: Brazil during the Real Plan by Márcio Gomes Pinto Garcia & Tatiana Didier [Downloadable!] 2000 The Russian default and the contagion to Brazil by Taimur Baig & Ilan Goldfajn [Downloadable!] 2000 The Abnormal Performance of Bond Returns by Joelle Miffre [Downloadable!] 2000 Multifactor Models are Alive and Well by Michael E. Drew & Madhu Veeraraghavan [Downloadable!] 2000 Price Linkages in Asian Equity Markets and the Asian Economic, Currency and Financial Crises by Andrew Worthington & Helen Higgs & Masaki Katsuura [Downloadable!] 2000 The Great Reversals: The Politics of Financial Development in the 20th Century by Raghuram G. Rajan & Luigi Zingales [Downloadable!] 2000 Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises by Takatoshi Ito & Kimie Harada [Downloadable!] 2000 A New Approach to Measuring Financial Contagion by Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz [Downloadable!] 2000 Are Financial Crises Becoming Increasingly More Contagious? What is the Historical Evidence on Contagion? by Michael D. Bordo & Antu P. Murshid [Downloadable!] 2000 On the Gains to International Trade in Risky Financial Assets by Steven J. Davis & Jeremy Nalewaik & Paul Willen [Downloadable!] 2000 How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? by Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh [Downloadable!] 2000 An Economic Analysis of Transnational Bankruptcies by Lucian Arye Bebchuk & Andrew T. Guzman [Downloadable!] 2000 The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market by Brooks, C. & Henry, O.T. [Downloadable!] 2000 Global Asset Allocation with Time-varying Risk by Thomas J. Flavin & Michael R. Wickens [Downloadable!] 2000 European Financial Markets After EMU: A First Assessment by Jean-Pierre DANTHINE & Francesco GIAVAZZI & Ernst-Ludwig VON THADDEN [Downloadable!] 2000 Efficiency, Endogenous And Exogenous Credit Risk In The Banking Systems Of The Euro Area by José Manuel Pastor Monsálvez & Lorenzo Serrano Martínez [Downloadable!] 2000 Customer trading and information in foreign exchange markets by Bjonnes,H. & Rime,D. [Downloadable!] 2000 FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets by Bjonnes,H. & Rime,D. [Downloadable!] 2000 Private or public information in foreign exchange markets? : an empirical analysis by Rime,D. [Downloadable!] 2000 Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998 by Byström, Hans 2000 Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers by Oxelheim, Lars [Downloadable!] 2000 Costly Information, Diversification, and International Mutual Fund Performance by Engström, Stefan 2000 Corporate Leverage and Currency Crises by Bris, Arturo & Koskinen, Yrjö [Downloadable!] 2000 Paper tigers? A model of the Asian crisis: Comment by Nikolaus A. Siegfried & Vera Zitzmann [Downloadable!] 2000 FX trading and Exchange Rate Dynamics by Martin Evans [Downloadable!] 2000 The Statistical Determinants of Local Currency Sovereign Ratings by Trevino, L. & Thomas, S. 2000 Capital Controls and Exchange Rate Instability in Developing Countries by Glick, R. & Hutchison, M. 2000 Routes to Equity Market Integration - the Interplay Between Politicians, Investors and Managers by Oxelheim, L. 2000 What's Wrong with International Financial Markets? by Fernandez-Arias, E. & Hausmann, R. 2000 Getting it Right: What to Reform in International Financial Markets by Fernandez-Arias, E. & Hausmann, R. 2000 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999 by Campa, J.M. & Chang, P.H.K. & Refalo, J.F. 2000 Stock Values and Fundamentals: Link or Irrationality? by Fornari, F. & Pericoli, M. 2000 Does Correlation between Stock Returns Really Increase during Turbulent Period? by Chesnay, F. & Jondeau, E. 2000 EMU and Portfolio Diversification Opportunities by Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE [Downloadable!] 2000 International CAPM with Regime Switching GARCH Parameters by Lorenzo CAPPIELLO & Tom A. Fearnley [Downloadable!] 2000 European Financial Markets After EMU: A First Assessment by Jean-Pierre DANTHINE & Francesco Giavazzi & Ernst-Ludwig von Thadden [Downloadable!] 2000 The impact of the euro on money and bond markets by Javier Santillán & Marc Bayle & Christian Thygesen [Downloadable!] 2000 Exchange rates and trade: How important is hysteresis in trade? by Campa, Jose M. [Downloadable!] 2000 Options-based analysis of emerging market exchange rate expectations: Brazil's real plan, 1994-1999, An by Campa, Jose M. & Chang, Kevin & Refalo, James F. [Downloadable!] 2000 Extreme correlation of international equity markets by LONGIN, François & SOLNIK, Bruno [Downloadable!] 2000 On the term structure of default premia in the Swap and Libor markets by SOLNIK, Bruno & COLLIN-DUFRESNE, Pierre [Downloadable!] 2000 Contagion and capital flows: an empirical analysis of the Asian crisis by L. van Wersch & P.J.G. Vlaar [Downloadable!] 2000 The UNDP Round Tables and the private sector : an issue paper by Jacques Loup [Downloadable!] 2000 Common factors in international bond returns by Driessen, J. & Melenberg, B. & Nijman, T. [Downloadable!] 2000 Incorporating estimation risk in portfolio choice by Horst, J.R. ter & Roon, F.A. de & Werker, B.J.M. [Downloadable!] 2000 On the variation of hedging decisions in daily currency risk management by C.S. Bos & R.J. Mahieu & H.K. Van Dijk [Downloadable!] 2000 Daily exchange rate behaviour and hedging of currency risk by C.S. Bos & R.J. Mahieu & H.K. Van Dijk [Downloadable!] 2000 Structural Change in Tail Behavior and the Asian Financial Crisis by Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips [Downloadable!] 2000 Sovereign Ratings and Their Impact on Recent Financial Crises by Roman Kraeussl [Downloadable!] 2000 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil’s Real Plan, 1994-1999 by Campa, José Manuel & Chang, Kevin & Refalo, James F [Downloadable!] 2000 On the Fundamentals of Self-Fulfilling Speculative Attacks by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!] 2000 Extreme Correlation of International Equity Markets by Longin, François & Solnik, Bruno H [Downloadable!] 2000 Measuring Co-Movements Between US and European Stock Markets by Bonfiglioli, Alessandra & Favero, Carlo A [Downloadable!] 2000 The Euro as an International Currency: Explaining Puzzling First Evidence by Hau, Harald & Killeen, William & Moore, Michael J [Downloadable!] 2000 The Euro and International Capital Markets by Detken, Carsten & Hartmann, Philipp [Downloadable!] 2000 European Financial Markets After EMU: A First Assessment by Danthine, Jean-Pierre & Giavazzi, Francesco & von Thadden, Ernst-Ludwig [Downloadable!] 2000 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies by Rockinger, Michael & Urga, Giovanni [Downloadable!] 2000 Deux défis pour le XXe siècle by Boyer, Robert [Downloadable!] 2000 The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors by Eric Ghysels & Junghoon Seon [Downloadable!] 2000 Can Investments in Emerging Markets Help to Solve the Aging Problem? by Robert Holzmann [Downloadable!] 2000 How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market by Jan Hanousek & Richard Podpiera [Downloadable!] 2000 The Legalization Of The International Anti-Money Laundering Regime: The Role Of The Financial Action Task Force by Kern Alexander 2000 The Role of Soft Law in the Legalization of International Banking Supervision: A Conceptual Approach by Kern Alexander 2000 The Role of the Basle Standards in International Banking Supervision by Kern Alexander 2000 Macroeconomic Interdependence under Incomplete Markets by Fabio Ghironi [Downloadable!] 2000 Does Correlation between Stock Returns Really Increase during Turbulent Period? by Chesnay, F. & Jondeau, E. [Downloadable!] 2000 Stock Values and Fundamentals; Link or Irrationality? by Fabio Fornari & Marcello Pericoli [Downloadable!] 2000 Modelling Risk Premiums in Equity and Foreign Exchange Markets by Garcia, René & Kichian, Maral [Downloadable!] 2000 A Practical Guide to Swap Curve Construction by Uri Ron [Downloadable!] 2000 Private Capital Flows, Financial Development, and Economic Growth in Developing Countries by Jeannine N. Bailliu [Downloadable!] 2000 Reflections on the perspectives of the global economy from the point of view of emerging economies by Maria Luiza Falc, o Silva & Joaquim Pinto de Andrade & Thomas S. Torrance [Downloadable!] 2000 Cambios En El Rating De Bonos Y Su Efecto En Los Precios Accionarios: El Caso Chileno by FRANCO PARISI & DANIEL PEREZ [Downloadable!] 2000 Portfolio Diversification, Leverage, and Financial Contagion by Garry J. Schinasi & R. Todd Smith [Downloadable!] 2000 Opciones de Suscripción de Acciones Stock Rights by Patricia Jurfest & Salvador Zurita [Downloadable!] 2000 Portfolio Diversification, Leverage, and Financial Contagion by Garry J. Schinasi & R. Todd Smith [Downloadable!] 2000 Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange by Pierluigi Bologna 2000 Unconditional international asset pricing models: empirical tests by Mika Vaihekoski [Downloadable!] 2000 Apres la bulle et la crise : les banques japonaises et l'Asie de l'Est by Luiz A. Pereira da Silva [Downloadable!] 2000 Neuorientierung des IWF by Caio K. Koch-Weser & Karlhans Sauernheimer & Gerhard Illing 2000 Asset Pricing in A Segmented Emerging Market by Dongwei Su [Downloadable!] 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions by Nikolaus Hautsch [Downloadable!] 1999 Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes by Anders Johansen & Didier Sornette & Olivier Ledoit [Downloadable!] 1999 Foreign Portfolio Investors before and during a Crisis by Woochan Kim & Shang-Jin Wei [Downloadable!] 1999 Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks by VT Alaganar & Graham Partington & Max Stevenson [Downloadable!] 1999 The book-to-market and size effects in a general asset pricing model: evidence from seven national markets by Maroney, Neal C. & Protopapadakis, Aris A. [Downloadable!] 1999 International Investment Positions: A Cross-Sectional Analysis by Lane, P [Downloadable!] 1999 A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design by Hugues Pirotte [Downloadable!] 1999 Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates by Hugues Pirotte [Downloadable!] 1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus by Dean, J.W. 1999 Are Probabilities Used in Markets? by Epstein, L.G. [Downloadable!] 1999 Hedging and Financial Fragilities in Fixed Exchange Rate Regimes by Burnside, C. & Eichenbaum, M. & Rebelo, S. [Downloadable!] 1999 O prêmio de risco da taxa de câmbio no Brasil by Márcio Gomes Pinto Garcia & Gino A. Olivares [Downloadable!] 1999 Financial market contagion in the Asian crisis by Ilan Goldfajn & Taimur Baig [Downloadable!] 1999 The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate by Landon, Stuart & Smith, Constance [Downloadable!] 1999 Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders by Yin-Wong Cheung & Menzie D. Chinn [Downloadable!] 1999 Traders, Market Microstructure and Exchange Rate Dynamics by Yin-Wong Cheung & Menzie D. Chinn [Downloadable!] 1999 Order Flow and Exchange Rate Dynamics by Martin D.D. Evans & Richard K. Lyons [Downloadable!] 1999 Noise Trading and Exchange Rate Regimes by Olivier Jeanne & Andrew K. Rose [Downloadable!] 1999 Economic, Financial, and Fundamental Global Risk In and Out of the EMU by Wayne E. Ferson & Campbell R. Harvey [Downloadable!] 1999 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997 by Jose M. Campa & P.H. Kevin Chang & James F. Refalo [Downloadable!] 1999 Risks to Lenders and Borrowers in International Capital Markets by Benjamin E. Hermalin & Andrew K. Rose [Downloadable!] 1999 An Information-Based Model of Foreign Direct Investment: The Gains from Trade Revisited by Assaf Razin & Efraim Sadka & Chi-Wa Yuen [Downloadable!] 1999 Optimal Hedging and the Value of News by Brooks, C. & Henry, O.T. & Persand, G. 1999 Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia by Brooks, C. & Henry, O.T. 1999 Volatility Estimation on the Basis of Price Intensities by Frank Gerhard & Nikolaus Hautsch [Downloadable!] 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions by Nikolaus Hautsch [Downloadable!] 1999 The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 1999 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market by Säfvenblad, Patrik [Downloadable!] 1999 Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises by Gray, D.F. 1999 The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia by Kim, S.-J. & Sheen, J. 1999 Controlling International Capital Flows by Sheen J. 1999 Central Bank Intervention and Exchange Rate Volatility- Australian Evidence by Kim, S.J. & Kortian, T. & Sheen, J. 1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus by Dean, J.W. 1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus by Dean, J.W. 1999 Japanese Management Views on Overseas Exchange Listings: Survey Results by Yamori, N. & Baba, T., T. 1999 Currency Portfolios and Nominal Exchange Rates in a Dual Currency Search Economy by Craig, B. & Waller, C.J. 1999 Currency Portfolios and Nominal Exchange Rates in a Dual Currency Search Economy by Craig, B. & Waller, C.J. 1999 Banking and Commerce: A Liquidity Approach by Haubrich, J.G. & Santos, J.A.C. 1999 Banking and Commerce: A Liquidity Approach by Haubrich, J.G. & Santos, J.A.C. 1999 Decomposing Exchange Rate Volatility Around the Pacific Rim by Dungey, M.H. 1999 Decomposing Exchange Rate Volatility Around the Pacific Rim by Dungey, M.H. 1999 Emerging Stock Markets Return Seasonalities: the January Effect and the Tax-Loss Selling Hypothesis by Fountas, S. & Segredakis, K.N. 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. 1999 On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective by Isakov, D. & Perignon, C. 1999 Risk Capital Market, a Key to Job Creation in Europe. From Fragmentation to Integration by Sallard, D. 1999 Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth? by Liew, J. & Vassalou, M. 1999 Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth? by Liew, J. & Vassalou, M. 1999 Foreign Portfolio Investors Before and During a Crisis by Wei, S.J. & Kim, W. 1999 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets by Jondeau, E. & Rockinger, M. 1999 The Development of the State Bond Market by Ivanter Alexander & Peresetsky Anatoly [Downloadable!] 1999 The Tail Behavior of Stock Returns: Emerging versus Mature Markets by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 1999 A theoretical and empirical investigation on the validity of the uncovered interest parity by M.H.J. Blom [Downloadable!] 1999 Perspectieven voor een Europese onderhandse kapitaalmarkt by O.J.P. Lenior [Downloadable!] 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 1999 Information and Geography: Evidence from the German Stock Market by Hau, Harald [Downloadable!] 1999 The EMU and the NAMU: What is the Case for North American Monetary Union? by Buiter, Willem H [Downloadable!] 1999 Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth by Liew, Jimmy & Vassalou, Maria [Downloadable!] 1999 Hedging and Financial Fragility in Fixed Exchange Rate Regimes by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!] 1999 Noise Trading and Exchange Rate Regimes by Jeanne, Olivier & Rose, Andrew K [Downloadable!] 1999 Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges by Zalewska, Ania [Downloadable!] 1999 EMU and European Stock Market Integration by Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard [Downloadable!] 1999 Do International Investment Income Flows Smooth Income? by Lane, Philip R. [Downloadable!] 1999 Fickle Investors: an Impediment to Growth? by Scott, Andrew & Uhlig, Harald [Downloadable!] 1999 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets by Jondeau, E. & Rockinger, M. [Downloadable!] 1999 Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets by Fung, Ben & Mitnick, Scott & Remolona, Eli [Downloadable!] 1999 An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention by Neil, Beattie & Fillion, Jean-François [Downloadable!] 1999 Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms by Zahir, Antia & Djoudad, Ramdane & St-Amant, Pierre [Downloadable!] 1999 Transmission of Policy Shocks in a Monetary Asset-Pricing Model by Markus Mueller & Ulrich K. Schittko [Downloadable!] 1999 Long horizon predictability of exchange rates: Is it for real? by Jan J. J. Groen [Downloadable!] 1999 Nonlinear dynamics: Evidence for a small stock exchange by Martin Scheicher [Downloadable!] 1999 Financial Market Contagion in the Asian Crisis by Taimur Baig & Ilan Goldfajn [Downloadable!] 1999 Financial Market Contagion in the Asian Crisis by Taimur Baig & Ilan Goldfajn [Downloadable!] 1999 Institutions economiques et integration des marches internationaux de capitaux : le cas du Japon pendant l’ere Meiji by Nathan Sussman & Yishay Yafeh [Downloadable!] 1998 Finanzierungsstrukturen im Vergleich - Eine Analyse europäischer Unternehmen - by Ramb, Fred [Downloadable!] 1998 Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission : an econometric analysis by Dornau, Robert [Downloadable!] 1998 Local Return Factors and Turnover in Emerging Stock Markets by K. Geert Rouwenhorst [Downloadable!] 1998 The Role of Beta and Size in the Cross-section of European Stock Returns by K. Geert Rouwenhorst & Steve L. Heston & Roberto E. Wessels [Downloadable!] 1998 Re-Emerging Markets by Philippe Jorion & William N. Goetzmann [Downloadable!] 1998 Offshore Hedge Funds: Survival and Performance, 1989-1995 by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson [Downloadable!] 1998 European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing? by K. Geert Rouwenhorst [Downloadable!] 1998 Country Funds and Asymmetric Information by Jeffrey A. Frankel & Sergio L. Schmukler [Downloadable!] 1998 A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! by Peter G. Dunne [Downloadable!] 1998 Is Speculative Activity in Asia Pacific Markets Anything New? by Tiffany Hutcheson [Downloadable!] 1998 Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits by Anthony D. Hall & Paul Kofman & R. Guido [Downloadable!] 1998 Macroeconomic variables and the performance of the Indian Stock Market by Naka, Atsuyuki & Mukherjee, Tarun K. & Tufte, David R. [Downloadable!] 1998 How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data? by Hugues Pirotte & Didier Cossin [Downloadable!] 1998 Dating the Integration of World Equity Markets by Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine [Downloadable!] 1998 Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997 by Hyuk Choe & Bong-Chan Kho & Rene M. Stulz [Downloadable!] 1998 Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios by Henry, O. & Sharma, J. 1998 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market by Säfvenblad, Patrik [Downloadable!] 1998 An Information-Based Model of Foreign Direct Investment: the Gains from Trade Revisited by Razin, A. & Sadka, E. & Yuen, C.-W. 1998 Macroeconomic Policy During the Transition of Monetary Union by Crowley, P. 1998 The Capture of the State in Jersey's Offshore Finance Centre by Christensen, J. & Hampton, M.P. 1998 Ex-Ante Real Rates and Inflation Premiums: A Consumption-Based Approach by Balsam, A. & Kandel, S. & Levy, O. 1998 Exchange Rate Regime, Volatility and International Correlations on Bond and Stock Markets by Bodart, V. & Reding, P. 1998 Asia's Financial Crisis: Lessons and Policy Responses by Moreno, R. & Pasadilla, G. & Remolona, E. 1998 Common Information in a Common Market? Variance Changes in European Capital Markets by Alford, A. & Meric, G. & Meric, I. 1998 Long-Term Memory in Stock Market Prices: International Evidence by Sadique, S. & Silvapulle, P. 1998 Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax by Dungey, M. 1998 Les reformes du secteur financier en Tunisie: Description et evaluation by Zamiti, M. 1998 Les reformes du secteur financier au Maroc: Description et evaluation by Zamiti, M. 1998 Forecasting Volatility with Switching Persistence GARCH Models by Franses, P.H. & Neele, J. & van Dijk, D. 1998 Reaction tardive et non precoce des investisseurs: le role des couts d'ajustement des porte-feuilles et de l'effet des choix des investisseurs sur l'equilibre by Artus, P. 1998 Analysis of Factors Affecting the Development of an Emerging Caputal Market: The Case of Gjana Stock Market by Osei, K.A. 1998 The Profitability of Block Trades in Auction and Dealer Markets by Andy Snell & Ian Tonks [Downloadable!] 1998 Correlation Structure of International Equity Markets During Extremely Volatile Periods by François, LONGIN & Bruno, SOLNIK [Downloadable!] 1998 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies by Michael, ROCKINGER & Giovanni, URGA [Downloadable!] 1998 Fickle investors : an impediment to growth? by Scott, A. & Uhlig, H. [Downloadable!] 1998 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities by Jondeau, Eric & Rockinger, Michael [Downloadable!] 1998 Can Fundamentals Explain Cross-Country Correlations of Asset Returns by Restoy Lozano, Fernando & Rodríguez, Rosa [Downloadable!] 1998 Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics by Flood, Robert P & Rose, Andrew K [Downloadable!] 1998 Cities and the Geography of Financial Centres by Gehrig, Thomas [Downloadable!] 1998 Stability Without a Pact? Lessons from the European Gold Standard 1880-1914 by Flandreau, Marc & Le Cacheux, Jacques & Zumer, Frédéric [Downloadable!] 1998 Extreme Observations and Diversification in Latin American Emerging Equity Markets by Raúl Susmel [Downloadable!] 1998 Nonlinear dynamics and covered interest rate parity by Mark E. Wohar & Nathan S. Balke [Downloadable!] 1998 Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies? by Christian Jochum & Laura Kodres [Downloadable!] 1998 Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies? by Christian Jochum & Laura Kodres [Downloadable!] 1998 The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises by Giulio Cifarelli & Anna Calamia 1998 Relationship between volatility and multilisting : evidence from the Finnish stock market by Aarni Pursiainen [Downloadable!] 1998 Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets by Joe Appiah-Kusi & Gioia M Pescetto 1997 A Century of Global Stock Markets by William N. Goetzmann & Philippe Jorion [Downloadable!] 1997 Swap Credit Risk: An Empirical Investigation on Transaction Data by Hugues Pirotte & Didier Cossin [Downloadable!] 1997 Is There Private Information in the FX Market? The Tokyo Experiment by Takatoshi Ito & Richard K. Lyons & Michael T. Melvin [Downloadable!] 1997 Analyzing Investments Whose Histories Differ in Length by Robert F. Stambaugh [Downloadable!] 1997 Latifundia as Malefactor in Economic Development? Scale, Tenancy, and Agriculture on the Pampas, 1880-1914 by Alan M. Taylor [Downloadable!] 1997 The Market Microstructure of Central Bank Intervention by Dominguez & K. 1997 The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk? by Morck, R. & Yeung, B. & Yu, W. 1997 Monetary Interdependence and Coordination by Dominguez, K.M.E. 1997 Regime Shifts and Volatility Spillovers on International Stock Markets by Hassler., John [Downloadable!] 1997 Financial Crises and the Benefits of Mildly Repressed Exchange Rates by Yotopoulos, Pan A. [Downloadable!] 1997 Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market by Säfvenblad, Patrik [Downloadable!] 1997 Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange by Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar 1997 Fiancial Market Fragmentation and Reforms in Sub-Saharan Africa by Aryeetey, E. & Hettige, H. & Nissanke, M. & Steel, W. 1997 Preventing Banking Sector Distress and Crises in Latin America: Proceedings of a Conference Held in Washington, D.C., April 15-16, 1996 by Bery, S.K. & Garcia, V.F. 1997 Consumption Smoothing Through Fiscal Policy in OECD and EU Countries by Arreaza, A. & Sorensen, B.E. & Yosha, O. 1997 Capital-Market Imperfections and the Macroeconomic Dynamics of Small Indebted Economies by Agenor, P.-R. 1997 Is There Private Information on the FX Market? The Tokyo Experiment by Ito, T. & Lyons, R. & Melvin, M.T. 1997 The Market Microstructure of Central Bank Intervention by Dominguez & K. 1997 The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk? by Morck, R. & Yeung, B. & Yu, W. 1997 Monetary Interdependence and Coordination by Dominguez, K.M.E. 1997 Persistence in Fund Portfolio Performance and the Information Content of Portfolio Performance History: An Examination of Rollover Funds by Hallahan, T.A. 1997 Numeraire Effects in International Portfolio Investment by Alford, A. 1997 Modelling the Time-Varying Correlations Between National Stock Market Returns by Ragunathan, V. & Mitchell, H. 1997 An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience by Brooks, R & Davidson, S & Faff, R 1997 The Effects of Financial Deregulation on Integration : An Australian Perspective by Ragunathan, V 1997 Efficiency and the Risk Premium in the Forward Exchange Market by Merino, S.A. 1997 Do We Often Find ARCH Because of Neglected Outliers? by Van Dijk, D. & Franses, P.H. 1997 Rational Herd Behavior and the Globalization of Securities Markets by Calvo, Guillermo A. & Mendoza, Enrique [Downloadable!] 1997 The price and volatility effects of stock option introductions : a reexamination by Kabir, R. [Downloadable!] 1997 The advantage of hiding both hands : foreign exchange intervention, ambiguity and private information by Eijffinger, S.C.W. & Verhagen, W.H. [Downloadable!] 1997 Income and Consumption Smoothing Among US States: Regions or Clubs? by Sorensen, Bent E & Yosha, Oved [Downloadable!] 1997 The Total Cost of Trading Belgian Shares: Brussels versus London by Degryse, Hans [Downloadable!] 1997 Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited by Latha Ramchand & Raúl Susmel [Downloadable!] 1997 From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*) by Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume [Downloadable!] 1996 Characteristics and Information Value of Corporate Disclosures of Forward-Looking Information in Global Equity Markets by Carol A. Frost [Downloadable!] 1996 The Pricing of Foreign Currency Futures Options by Chang Mo Ahn [Downloadable!] 1996 International Momentum Strategies by K. Geert Rouwenhorst [Downloadable!] 1996 Debt Relief by Hayri, A. 1996 Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages by Tro Kortian & James O'Regan [Downloadable!] 1996 Towards an Understanding of Australia's Co-movement with Foreign Business Cycles by Nicolas de Roos & Bill Russell [Downloadable!] 1996 Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors? by Jeffrey A. Frankel & Sergio L. Schmukler [Downloadable!] 1996 Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets by Lim & C.G. & McNelis & P.D. 1996 The Total Cost of Trading Belgian: Brussels versus London by Hans DEGRYSE 1996 Policy Making and Speculative Attacks in Models of Exchange Rate Crises: A Synthesis by Corsetti, G. & Cavallari, L. 1996 Project Finance at the World Bank: An Overview of Policies and Instruments by Benoit, P. 1996 World Bank Lending for Small Enterprises 1989-1993 by Webster, L.M. & Riopelle, R. & Chidzero, A.M. 1996 House Price Dynamics: An International Empirical Perspective by Englund, P. & Ioannides, Y.M. 1996 Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy by Khalidi, M.A. 1996 The Impact of Securisation on Banks' Capital: An Economic Analysis by Wolfe, S. 1996 The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options by Board, J. & Sutcliffe, C. 1996 EU Capital Requirements and the Level Playing Field by Dale, R. & Wolfe, S. 1996 Diversification internationale sous contrainte et couverture contre le risque de change by Namur, D. 1996 Consumption, Stock Returns, and the Gains from International Risk-Sharing by Lewis, K.K. 1996 The Peseta Real Exchange Rate: Which Are Its Determinants? by Camarero, M. & Esteve, V. & Tamarit, C. 1996 Analyzing Investments Whose Histories Differ in Length by Stambaugh, R-F 1996 Quotes, Order Flow, and Price Discovery by Blume, M.E. & Goldstein, M.A. 1996 Managing Fiscal Policy in Latin America and the Caribbean: Volatility, Procyclicality, and Limited Creditworthiness by Gavin, M. & Hausmann, R. & Perotti, R. & Talvi, E. 1996 Law and Finance by LaPorta, R. & Lopez-de-Silanes, F. & Shleifer, A. & Vishny, R.W. 1996 Financial Crises in Emerging Markets: The Lessons from 1995 by Velasco, A. & Sachs, J. & Tornell, A. 1996 The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates by Fell, J.P.C. 1996 Le marche des actions internationales: Evolution et perspectives by Leroux, F. 1996 Do Noise Traders Influence Stock Prices by Kelly, M. 1996 Transaction Costs and Convergence to an Internationally Diversified Portfolio by Rowland, P.F. 1996 Public Intervention on the Credit Market: French Case by Artus, P. 1996 Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains by Avouyi-Dovi, S. & Lakhoua, F. 1996 Marches financiers europeens peripheriques: le role des facteurs exterieurs by Nicolai, J.P. & Ricoeur-Nicolai, N. 1996 Multilateral Surveillance: What the OECD Can Offer by Shigehara, K. 1996 Is There a Premium for Currencies Correlated with Volatility? Some Evidence from Risk Reversals by Pages, H. 1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market by Kruger, M. 1996 Volatility in Spanish Financial Markets: The Recent Experience by Ayuso, J. & Nunez, S. & Perez-Jurado, M. 1996 Call Features and Term to Maturity of Callable Foreign Bonds by Hooper, V. & Pointon, J. 1996 The Valuation of the Option to Expropriate a Multinational Enterprise's Assets by Hooper, V. & Pointon, J. 1996 Taxation of Financial Assets and Capital Market Development in Nigeria by Inanga, E.L. & Emenuga, C. 1996 Foreign Exchange Bureaus in the Economy of Ghana by Osei, K.A. 1996 Short-term and long-term government debt and nonresident interest witholding taxes by Eijffinger, S.C.W. & Huizinga, H.P. & Lemmen, J.J.G. [Downloadable!] 1996 Contrarian investment strategies in a European context by Brouwer, I. & Put, J. van der & Veld, C. [Downloadable!] 1996 Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach by Dittmar, Robert & Neely, Christopher J & Weller, Paul [Downloadable!] 1996 Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications by Hardouvelis, Gikas A & Tsiritakis, Emmanuel D [Downloadable!] 1996 Structural Change and Asset Pricing in Emerging Markets by René Garcia & Eric Ghysels [Downloadable!] 1996 Long Memory in the Greek Stock Market by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos [Downloadable!] 1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market by Malte Krüger 1996 Volatility in Spanish Financial Markets: The Recent Experience by Juan Ayuso & Soledad Núñez & María Pérez-Jurado 1995 Absolute and Relative Measures of Time-varying Risk Premia and the Predictability of Stock Returns by Angela J Black 1995 Real Versus Pseudo-International Systemic Risk: Some Lessons from History by Michael D. Bordo & Bruce Mizrach & Anna J. Schwartz [Downloadable!] 1995 A Survey of Academic Literature on Controls over International Capital Transactions by Michael P. Dooley [Downloadable!] 1995 Foreign Exchange Volume: Sound and Fury Signifying Nothing? by Richard K. Lyons [Downloadable!] 1995 Explaining Forward Exchange Bias..Intraday by Richard K. Lyons & Andrew K. Rose [Downloadable!] 1995 Risk-Taking, Global Diversification, and Growth by Maurice Obstfeld [Downloadable!] 1995 Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis by Rünstler, Gerhard & Jumah, Adusei & Karbuz, Sohbet [Downloadable!] 1995 An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange by Niemeyer, Jonas & Sandås, Patrik [Downloadable!] 1995 Towards a Payment Systems Law for Developing and Transition Economies by Bhala, R. 1995 Regime Shifts and Volatility Spillovers on International Stock Markets by Hassler, J. 1995 Japanese Government Bond Auctions: The U.S. Experience by Hamao, Y. & Jegadeesh, N. 1995 Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market by Hamao, Y. & Mei, J. 1995 The Mexican Peso Crisis: The Foreseeable and the Surprise by Lustig, N. 1995 Capital Flows to Emerging Markets:What Have We Learned? by Crockett,A. 1995 Separation and Hedging Results with State-Contingent Production by Chambers, R.G. & Quiggin, J. 1995 Financial Integration in Europe : Evidence from Euler Equation Tests by Lemmen, J.J.G. & Eijffinger, S.C.W. [Downloadable!] 1995 Endogenous Realignments and the Sustainability of a Target Zone by Corbae, P Dean & Neely, Christopher J & Weller, Paul [Downloadable!] 1995 Macroeconomic Policy During a Transition to Monetary Union by Buiter, Willem H [Downloadable!] 1995 Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization by Stulz, René M [Downloadable!] 1995 Speculative Market Structure and the Collapse of an Exchange Rate Mechanism by Chen, Zhaohui [Downloadable!] 1995 A Systematic Approach to Pricing and Hedging of International Derivatives with Interest-Rate Risk by Frey, Rüdiger & Daniel Sommer [Downloadable!] 1995 Short-Term Foreign Assets and Portfolio Risk by Arthur J. Raymond [Downloadable!] 1994 What Do We Know About Capital Structure? Some Evidence from International Data by Raghuram G. Rajan & Luigi Zingales [Downloadable!] 1994 Over-the-Counter Derivatives and Systemic Risk to the Global Financial System by Michael R. Darby [Downloadable!] 1994 The Internationalization of Equity Markets by Jeffrey A. Frankel [Downloadable!] 1994 Are Industrial-Country Consumption Risks Globally Diversified? by Maurice Obstfeld [Downloadable!] 1994 International Portfolio Diversification and the Foreign Exchange Risk Premium by Nessén, Marianne 1994 Explaining Forward Exchange Bias .... Intra-day by Lyons, Richard K & Rose, Andrew K [Downloadable!] 1993 Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets by Takatoshi Ito & Wen-Ling Lin [Downloadable!] 1993 What Moves the Discount on Country Equity Funds? by Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman [Downloadable!] 1993 Tests of Microstructural Hypotheses in the Foreign Exchange Market by Richard K. Lyons [Downloadable!] 1993 Optimal Transparency in a Dealership Market with an Application to Foreign Exchange by Richard K. Lyons [Downloadable!] 1992 The Advantage to Hiding One's Hand: Speculation and Central Bank Intervention in the Foreign Exchange Market by Bhattacharya, Utpal & Weller, Paul [Downloadable!] 1992 Risk-Taking, Global Diversification, and Growth by Obstfeld, Maurice [Downloadable!] 1992 Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion by Moore, Michael J [Downloadable!] 1991 Actual and Warranted Relations Between Asset Prices by Andrea E. Beltratti & Robert J. Shiller [Downloadable!] 1991 The Currency Reform as the Last Stage of Economic and Monetary Union: Some Policy Questions by Giovannini, Alberto [Downloadable!] 1989 Deregulation and Labor Earnings in the Airline Industry by David Card [Downloadable!] How Government Bond Prices Reflect Wartime Events - The Case of the Stockholm Market by Daniel Waldenström & Bruno S. Frey [Downloadable!] Convergence of EMU Equity Portfolios by Maela Giofre [Downloadable!] Nonstandard-Settlement Transactions by JAMES J. ANGEL The Rise and Fall of the AMEX Emerging Company Marketplace by REENA AGGARWAL & JAMES J. ANGEL Do Domestic Investors Have an Information Advantage? Evidence from Indonesia by Tomas Dvorak [Downloadable!] Where does Volatility and Return Come From? The Case of Asian ETFs by Yiuman Tse & Jose A. Gutierrez [Downloadable!] Purchasing Power Parity Before And After The Adoption Of The Euro by Su Zhou & Mohsen Bahmani-Oskooee & Aali M. Kutan [Downloadable!] Stationarity of Asian-Pacific real exchange rates by Su Zhou [Downloadable!] Aging and International Capital Flows by Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim [Downloadable!] Pension reform, capital markets, and the rate of return by Börsch-Supan, Axel & Heiss, Florian & Winter, Joachim [Downloadable!] Technical analysis in the Madrid stock exchange by Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix [Downloadable!] The Equity Home Bias: Contrasting An Institutional With A Behavioral Explanation by Gerlinde Fellner & Boris Maciejovsky [Downloadable!] A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II by Roman Kraeussl [Downloadable!] Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? by Roman Kraeussl [Downloadable!] Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises by Roman Kraeussl [Downloadable!] Are Securitized Real Estate Returns more Predictable than Stock Returns? by Camilo Serrano & Martin Hoesli [Downloadable!] Why Do Stock Exchanges Demutualize and Go Public? by Sofia Brito Ramos [Downloadable!] Capital Flows and Monetary Policy by Javier Gómez Pineda [Downloadable!] Construcción de un "Ïndice de Percepción de Riesgo" de los Mercados Financieros Globales by Luis Fernando Melo Velandia & Juan Mauricio ramírez & Mario Andrés Ramos [Downloadable!] A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt by Luis Eduardo Arango & Yanneth R.Betancourth [Downloadable!] 'Once-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow by Jun Cai & Yan-Leung Cheung & Raymond Lee & Michael Melvin [Downloadable!]
This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
