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Journal of
Economic Literature (JEL) codes Top JEL G: Financial EconomicsG1: General Financial MarketsG15: International Financial Markets
2008 Home Bias: Asset Prices, Securitization of Mortgage Debt and International Risk Sharing by Mathias Hoffmann & Thomas Nitschka [Downloadable!] 2008 Sovereign bond market integration: the euro, trading platforms and globalization by Schulz, Alexander & Wolff, Guntram B. [Downloadable!] 2008 Larger crises cost more: impact of banking sector instability on output growth by Dobromil Serwa [Downloadable!] 2008 Modelling Adverse Selection on Electronic Order-Driven Markets by Louis R. Mercorelli & David Michayluk & Anthony D. Hall [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 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 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 Duration of loan arrangement and syndicate structure by Godlewski, Christophe [Downloadable!] 2008 Duration of loan arrangement and syndicate structure by Godlewski, Christophe J. [Downloadable!] 2008 Globalization Effect on both Inflation and Domestic Monetary Policy 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 Volatility Threshold Dynamic Conditional Correlations: An International Analysis by Maria Kasch & Massimiliano Caporin [Downloadable!] 2008 Monetary Policy, Market Excesses and Financial Turmoil by Rudiger Ahrend & Boris Cournède & Robert Price [Downloadable!] 2008 Home Bias at the Fund Level by Harald Hau & Helene Rey [Downloadable!] 2008 Global Portfolio Rebalancing Under the Microscope by Harald Hau & Helene 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 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 Combination notes: market segmentation and equity transfer by Schaber, Albert [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 On Emerging Economy Sovereign Spreads and Ratings by Andrew Powell & Juan Francisco Martínez [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. Hutchison [Downloadable!] 2008 The Helping Hand, the Lazy Hand, or the Grabbing Hand? Central vs. Local Government Shareholders in Publicly Listed Firms in China by Yan-Leung Cheung & P. Raghavendra Rau & Aris Stouraitis [Downloadable!] 2008 Impact of Political News on the Baltic State Stock Markets by Soultanaeva, Albina [Downloadable!] 2008 Panel Cointegration of Chinese A and B Shares by Ahlgren, Niklas & Sjö, Bo & Zhang, Jianhua [Downloadable!] 2008 The signalling hypothesis revisited: Evidence from foreign IPOs by Francis , Bill B & Hasan , Iftekhar & Lothian , James R & Sun, Xian [Downloadable!] 2008 International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis by Saleem, Kashif [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 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte [Downloadable!] 2008 Volatility extraction using the Kalman filter by Alexandr Kuchynka [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. [Downloadable!] 2008 Emerging Markets in an Anxious Global Economy by Ana Fostel & John Geanakoplos [Downloadable!] 2008 The real estate risk premium : A developed/emerging country panel data analysis by John-John, D’ARGENSIO & Frederic, LAURIN [Downloadable!] 2008 Arbitrage in the Foreign Exchange Market: Turning on the Microscope by Akram, Qaisar Farooq & Rime, Dagfinn & Sarno, Lucio [Downloadable!] 2008 Are Capital Controls in the Foreign Exchange Market Effective? by Straetmans, Stefan & Versteeg, Roald & Wolff, Christian C [Downloadable!] 2008 Home Bias at the Fund Level by Hau, Harald & Rey, Hélène [Downloadable!] 2008 The Role of Portfolio Constraints in the International Propagation of Shocks by Pavlova, Anna & Rigobon, Roberto [Downloadable!] 2008 Contagion effects of the US Subprime Crisis on Developed Countries by Paulo Horta & Carlos Mendes & Isabel Vieira [Downloadable!] 2008 The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data by Jan Hanousek & Evzen Kocenda & Ali M. Kutan [Downloadable!] 2008 Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange by Wong, Woon K & Tan, Dijun & Tian, Yixiang [Downloadable!] 2008 Multiple Potential Payers and Sovereign Bond Prices by Kim Oosterlinck & Loredana Ureche-Rangau [Downloadable!] 2008 EU framework for safeguarding financial stability: Towards an analytical benchmark for assessing its effectiveness by María J. Nieto & Garry J. Schinasi [Downloadable!] 2008 Persistent Gaps and Default Traps by Luis A. V. Catao & Ana Fostel & Sandeep Kapur [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 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 Enforcement Problems and Secondary Markets by Fernando A. Broner & Alberto Martin & Jaume Ventura [Downloadable!] 2008 Risk Factors for the Swiss Stock Market by Michael Steiner & Manuel Ammann 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 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 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!] 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 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 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 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 Cost Of Equity Capital and Risk on USE: Equity finance; bank finance, which one is cheaper? 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 European Stock Market Evolution 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 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 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. Diebold & Kamil Yılmaz [Downloadable!] 2007 Finance for Growth: Does a Balanced Financial Structure Matter? by Lucía Cuadro-Sáez & Alicia García-Herrero [Downloadable!] 2007 The Matching Approach on Expenditure Patterns of Migrant Households: Evidence from Moldova by Robert Poppe [Downloadable!] 2007 GARCH Modeling of Robust Market Returns by Lucía Cuadro Sáez & Manuel Moreno [Downloadable!] 2007 Ume Y La Integración De Los Mercados De Capitales Europeos: Relevancia Del Tipo De Cambio Y La Inflación by Alfredo Juan Grau Grau & Begoña Font Belaire [Downloadable!] 2007 The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration by Juan A. 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 Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance by Eduardo Borensztein & Eduardo Cavallo & Patricio Valenzuela [Downloadable!] 2007 The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis by Eduardo Cavallo & Patricio Valenzuela [Downloadable!] 2007 Who Leads Financial Markets? by Enzo Weber [Downloadable!] 2007 Rules, Discretion or Reputation? Monetary Policies and the Efficiency of Financial Markets in Germany, 14th to 16th Centuries by Oliver Volckart [Downloadable!] 2007 Volatility and Causality in Asia Pacific Financial Markets by Enzo Weber [Downloadable!] 2007 Hong Kong as An International Financial Centre: Measuring its Position and Determinants by Lillian Cheung & Vincent Yeung [Downloadable!] 2007 Assessing Bond Market Integration in Asia by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!] 2007 Assessing Financial Market Integration In Asia - Equity Markets by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!] 2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina [Downloadable!] 2007 Does Culture Influence Asset Managers? Views and Behavior? by Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi [Downloadable!] 2007 Whose trades convey information? 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 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 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 Is the Long-Run Performance of Cross-Listed Firms Anomalous? by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret [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 Aplicação das Redes Neuronais Artificiais à Detecção dos Mercados Euronext Mais Rentáveis 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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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 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 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 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? 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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? An Informational Frictions Explanation of Emerging Markets Crises by Emine Boz [Downloadable!] 2006 Structural versus Temporary Drivers of Country and Industry Risk by L. BAELE & K. INGHELBRECHT [Downloadable!] 2006 Ineffective controls on capital inflows under sophisticated financial markets: Brazil in the nineties by Márcio Gomes Pinto Garcia & Bernando S. de M. 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