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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G15: International Financial Markets
Most recent items first, undated at the end.
  • 2014 Price Limit And Stock Volatility In China During Financial Crises
    by Wing Chan, Derek Wang, Terence Chong
  • 2014 Can Mutual Funds Pick Stocks in China? Evidence from the IPO Market
    by Johansson, Anders C. & Feng, Xunan
  • 2014 Mutual Funds and Information Diffusion: The Role of Country-Level Governance
    by Chunmei Lin & Massimo Massa & and Hong Zhang
  • 2014 Prospects for an EMU between Federalism and Nationalism
    by Frank A.G. den Butter & Mathieu L.L. Segers
  • 2014 Cross-Market Spillovers with 'Volatility Surprise'
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Market Fragmentation and Market Quality: The European Experience
    by Gresse, Carole
  • 2014 Conclusion : tâtonnement in the manufacturing of markets
    by Brousseau, Eric & Glachant, Jean-Michel
  • 2014 The manufacturing of markets: legal, political and economic dynamics
    by Brousseau, Eric & Glachant, Jean-Michel
  • 2014 Volatility returns with vengeance: Financial markets vs. commodities
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Valuation effects of termination of cross-listings
    by Füss, Roland & Hommel, Urich & Plagge, Jan-Carl
  • 2014 A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets
    by Hwang, Peter & Sitorus, Romora Edward
  • 2014 Financial Development and Economic Growth in Selected African Countries: Any Role for Stock Markets? - Sviluppo finanziario e crescita economica in una selezione di paesi africani: quale ruolo per i mercati azionari?
    by Solarin, Sakiru Adebola & Dahalan, Jauhari
  • 2014 National States Sovereignty, Democracy and Global Financial Markets: The European Issue - Sovranità nazionale, democrazia e finanza globale: la questione europea
    by Reviglio, Edoardo & Bassanini, Franco
  • 2014 Autocorrelation in the global stochastic trend
    by Durdyev, Ruslan & Peresetsky, Anatoly
  • 2014 International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth
    by Yavuz ARSLAN & Temel TAŞKIN
  • 2014 ¿Es útil el análisis técnico en periodos de crisis financiera? Evidencia para el mercado bursátil latinoamericano
    by Espinosa, Christian. & Gorigoitía, Juan
  • 2014 Consecuencias económicas de la reforma de gobierno corporativo en un mercado de capitales emergente. Pruebas de México
    by Macías, Antonio J. & Román, Francisco J.
  • 2014 The impact of the financial crisis on transatlantic information flows: An intraday analysis
    by Dimpfl, Thomas & Peter, Franziska J.
  • 2014 Austerity, fiscal volatility, and economic growth
    by Curatola, Giuliano & Donadelli, Michael & Gioffré, Alessandro & Grüning, Patrick
  • 2014 State dissolution, sovereign debt and default: Lessons from the UK and Ireland, 1920-1938
    by Foley-Fisher, Nathan & McLaughlin, Eoin
  • 2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
    by Stolbov, Mikhail
  • 2014 Irish land bonds: 1891-1938
    by Foley-Fisher, Nathan & McLaughlin, Eoin
  • 2014 Structural analysis with independent innovations
    by Herwartz, Helmut
  • 2014 Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching
    by Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan
  • 2014 When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas
  • 2014 An Incomplete Markets Explanation to the UIP Puzzle
    by Katrin Rabitsch
  • 2014 Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions
    by Christian R. Proaño & Christian Schoder & Willi Semmler
  • 2014 A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
    by Katrin Rabitsch & Serhiy Stepanchuk
  • 2014 International Portfolios: A Comparison of Solution Methods
    by Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov
  • 2014 Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
    by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik
  • 2014 Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection
    by Florian Mueller
  • 2014 Disentangling the Accruals Mispricing in Europe: Is It an Industry Effect?
    by Elisabetta Basilico & Tommi Johnsen
  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi
  • 2014 The Stock Market, the Real Economy and Contagion
    by Dirk G Baur & Isaac Miyakawa
  • 2014 A variance spillover analysis without covariances: what do we miss?
    by Fengler, Matthias R. & Gisler, Katja I. M.
  • 2014 The Companys Brand Evaluation on the Base of the Financial Markets Instruments
    by Magomet Yandiev
  • 2014 Procyclicality and path dependence of sovereign credit ratings: The example of Europe
    by Freitag L.
  • 2014 The resurgence of cultural borders in international finance during the financial crisis: Evidence from Eurozone cross-border depositing
    by Kleimeier S. & Sander H. & Heuchemer S.
  • 2014 Performance of Utility Based Hedges
    by John Cotter & Jim Hanly
  • 2014 The Cost of Political Tension: An Anatomy
    by He, Yinghua & Nielsson, Ulf & Wang, Yonglei
  • 2014 Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
    by Gałkiewicz, Dominika
  • 2014 The Price of Euro: Evidence from Sovereign Debt Markets
    by Erik Makela
  • 2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
    by Gozde Gurgun & Ibrahim Unalmis
  • 2014 International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth
    by Yavuz Arslan & Temel Taskin
  • 2014 The direct and indirect e ects of oil shocks on energy related stocks
    by David C Broadstock & Rui Wang & Dayong Zhang
  • 2014 Investment Grade, Asset Prices and Changes in the Source of Systematic Risk
    by Bruno Giovannetti & Mauro Rodrigues, Eduardo Ros
  • 2014 Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market
    by Anmar Pretorius and Alain Kabundi
  • 2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
    by Joscha Beckmann & Theo Berger & Robert Czudaj
  • 2014 Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets
    by Tobias R. Rühl & Michael Stein
  • 2014 Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component
    by M. FRÖMMEL & F VAN GYSEGEM
  • 2014 The dynamics of European financial market integration
    by G. EVERAERT & L. POZZI
  • 2014 Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries
    by M. FRÖMMEL & M. LUETJE
  • 2014 Explaining Foreign Holdings of Asia’s Debt Securities
    by Horioka, Charles Yuji & Nomoto, Takaaki & Terada-Hagiwara, Akiko
  • 2014 Stock Market Co-Movement and Exchange Rate Flexibility: Experience of the Republic of Korea
    by Park, Yung Chul & Park, Hail
  • 2014 Regional Financial Regulation in Asia
    by Kawai, Masahiro & Morgan, Peter J.
  • 2014 Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
    by Jiahan Li & Ilias Tsiakas & Wei Wang
  • 2014 Foreign Exchange Risk and the Predictability of Carry Trade Returns
    by Gino Cenedese & Lucio Sarno & Ilias Tsiakas
  • 2014 Capital inflows and euro area long-term interest rates
    by Daniel Carvalho & Michael Fidora
  • 2014 Financial Integration and the Great Leveraging
    by Daniel Carvalho
  • 2014 Revisiting Herding Behavior in REITs: A Regime-Switching Approach
    by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas
  • 2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
    by Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta
  • 2014 Testing for Multiple Bubbles in the BRICS Stock Markets
    by Tsangyao Chang & Goodness C. Aye & Rangan Gupta
  • 2014 Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
    by Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina
  • 2014 What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon
    by Bouoiyour, Jamal & Selmi, Refk
  • 2014 Models of Competitiveness (I)
    by Dusa, Silvia
  • 2014 Knowledge-Based Economy in the Competitiveness Equation. The Case of the Republic of Serbia
    by Tosic, Natasa & Iordan-Constantinescu, Nicolae
  • 2014 Euro and the three Cs - competition, competitiveness, convergence
    by Iordan-Constantinescu, Nicolae
  • 2014 What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon
    by Bouoiyour, Jamal & Selmi, Refk
  • 2014 The Great Depression and the Great Recession: A Comparative Analysis of their Analogies
    by Peicuti, Cristina
  • 2014 Leverage, return, volatility and contagion: Evidence from the portfolio framework
    by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet
  • 2014 Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula
    by Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir
  • 2014 Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
    by Ilhan, Bilal & Masih, Mansur
  • 2014 Investment Decisions: Are we fully-Rational?
    by Pereira Reichhardt, Joaquín & Iqbal, Tabassum
  • 2014 Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening
    by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet
  • 2014 Leverage versus volatility: Evidence from the Capital Structure of European Firms
    by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet
  • 2014 Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds
    by Chang, Chia-Lin & Ke, Yu-Pei
  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Jiranyakul, Komain
  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Jiranyakul, Komain
  • 2014 العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011
    by Al-Habashneh, Fedel & Shhateet, Mohammad & AL-Bdore, Jaber & Amareen, Zainah
  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Jiranyakul, Komain
  • 2014 Oil price volatility and real effective exchange rate: the case of Thailand
    by Jiranyakul, Komain
  • 2014 Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis
    by Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur
  • 2014 Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia
    by Kabir, Sarkar Humayun & Masih, Mansur
  • 2014 Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application
    by Chunxiu, Ma & Masih, Mansur
  • 2014 The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
    by Saiti, Buerhan & Masih, Mansur
  • 2014 The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
    by Abu Bakar, Norhidayah & Masih, Abul Mansur M.
  • 2014 Corporate governance in Islamic Finance: Basic concepts and issues
    by Elasrag, Hussein
  • 2014 The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?
    by Hryckiewicz, Aneta
  • 2014 Dependence patterns across Gulf Arab stock markets: a copula approach
    by Syed Abul, Basher & Salem, Nechi & Hui, Zhu
  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Jiranyakul, Komain
  • 2014 The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity
    by Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin
  • 2014 Corporate governance in Islamic financial institutions
    by Elasrag, Hussein
  • 2014 Assessing Credit Risk in Money Market Fund Portfolios
    by Collins, Sean & Gallagher, Emily
  • 2014 Corporate governance in Islamic financial institutions
    by Elasrag, Hussein
  • 2014 Capital Asset Pricing Model and Stochastic Volatility: A Case study of India
    by Fung, Ka Wai Terence & Demir, Ender & Zhou, Lu
  • 2014 The conditional pricing of currency and inflation risks in Africa's equity markets
    by Kodongo, Odongo & Ojah, Kalu
  • 2014 Panel Data Analysis of Performance of QDII Equity Funds in China
    by Jin, Hui & Cao, Yanka
  • 2014 Systemic Liquidity Crisis with Dynamic Haircuts
    by Sever, Can
  • 2014 Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
    by Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav
  • 2014 Dynamic Spillover Effects in Futures Markets
    by Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos
  • 2014 Stock markets and energy prices
    by Syed Abul, Basher
  • 2014 Influence of Foreign Institutional Investments (FIIs) on the Indian stock market
    by Vardhan, Harsh & Sinha, Pankaj
  • 2014 Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
    by Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi
  • 2014 SPACs with focus on China
    by Shachmurove, Yochanan & Vulanovic, Milos
  • 2014 Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis
    by El Ghini, Ahmed & Saidi, Youssef
  • 2014 Pricing Default Risk: The Good, The Bad, and The Anomaly
    by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra
  • 2014 Global Style Portfolios Based on Country Indices
    by Angelidis, Timotheos & Tessaromatis, Nikolaos
  • 2014 Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling
    by Abdul Qayyum & Muhammad Arshad Khan
  • 2014 An anatomy of the Level 3 fair-value hierarchy discount
    by Emanuel Bagna & Giuseppe Di Martino & Davide Rossi
  • 2014 The Elephant in the Ground: Managing oil and sovereign wealth
    by Ton van den Bremer & Frederick van der Ploeg & Samuel Wills
  • 2014 Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market
    by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama
  • 2014 US Long Term Interest Rates and Capital Flows to Emerging Economies
    by Eduardo Olaberria
  • 2014 Spillover Effects from Exiting Highly Expansionary Monetary Policies
    by Łukasz Rawdanowicz & Romain Bouis & Jérôme Brezillon & Ane Kathrine Christensen & Kei-Ichiro Inaba
  • 2014 The Carry Trade: Risks and Drawdowns
    by Kent Daniel & Robert J. Hodrick & Zhongjin Lu
  • 2014 Evidence for Relational Contracts in Sovereign Bank Lending
    by Peter Benczur & Cosmin L. Ilut
  • 2014 Capital Market Financing, Firm Growth, Firm Size Distribution
    by Tatiana Didier & Ross Levine & Sergio L. Schmukler
  • 2014 Forward and Spot Exchange Rates in a Multi-currency World
    by Tarek A. Hassan & Rui C. Mano
  • 2014 Capital Controls and Recovery from the Financial Crisis of the 1930s
    by Kris James Mitchener & Kirsten Wandschneider
  • 2014 Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations
    by Raymond Fisman & Yasushi Hamao & Yongxiang Wang
  • 2014 Do ETFs Increase Volatility?
    by Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi
  • 2014 Foreign Ownership of U.S. Safe Assets: Good or Bad?
    by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh
  • 2014 Central Clearing and Collateral Demand
    by Darrell Duffie & Martin Scheicher & Guillaume Vuillemey
  • 2014 International Liquidity and Exchange Rate Dynamics
    by Xavier Gabaix & Matteo Maggiori
  • 2014 The Price of Political Uncertainty: Theory and Evidence from the Option Market
    by Bryan Kelly & Lubos Pastor & Pietro Veronesi
  • 2014 Political Risk Spreads
    by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel
  • 2014 Over the Hedge: Do Exporters Practice Selective Hedging?
    by Richard Fabling & Arthur Grimes
  • 2014 Determinants of Capital Structure in Non-Financial Companies
    by Kühnhausen, Fabian & Stieber, Harald W.
  • 2014 Examining real interest parity: which component reverts quickest and in which regime?
    by Kavita Sirichand & Andrew Vivian & Mark E.Wohar
  • 2014 Real Financial Market Exchange Rates and Capital Flows
    by Julian S. Leppin & Stefan Reitz
  • 2014 Real Financial Market Exchange Rates and Capital Flows
    by Maria Gelman & Axel Jochem & Stefan Reitz & Mark P. Taylor
  • 2014 Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk
    by Meryem Duygun & Huseyin Ozturk & Mohamed Shaban & Emili Tortosa-Ausina
  • 2014 Sovereign credit ratings, market volatility, and financial gains
    by António Afonso & Pedro Gomes & Abderrahim Taamouti
  • 2014 The relevance of fiscal rules for fiscal and yield developments
    by António Afonso & Ana Sofia Guimarães
  • 2014 Contagion in EU Sovereign Yield Spreads
    by António Afonso & Ana Catarina Ramos Félix
  • 2014 Dependence of stock and commodity futures markets in China: implications for portfolio investment
    by Shawkat Hammoudeh & Duc Khuong Nguyen & Juan Carlos Reboredo & Xiaoqian Wen
  • 2014 Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?
    by Walid Chkili & Chaker Aloui & Duc Khuong Nguyen
  • 2014 Causality across international equity and commodity markets: When asymmetry and nonlinearity matter
    by Ahdi N. Ajmi & Shawkat Hammoudeh & Ahmed A. A. Khalifa & Duc K. Nguyen
  • 2014 Shift-volatility transmission in East Asian Equity Markets
    by Marcel Aloy & Gilles de Truchis & Gilles Dufrenot & Benjamin Keddad
  • 2014 Cross-Market Spillovers with Volatility Surprise
    by Sofiane Aboura & Julien Chevallier
  • 2014 Testing for Multiple Bubbles in the BRICS Stock Markets
    by Tsangyao Chang & Goodness C. Aye & Rangan Gupta
  • 2014 Financial Crises and Contagion Effects between the US and OECD Equity Markets
    by Ilyes Abid & Khaled Guesmi & Olfa Kaabia & Duc Khuong Nguyen
  • 2014 Performance of Islamic Banks across the world: an empirical analysis over the period 2001-2008
    by Sandrine KABLAN & Ouidad YOUSFI
  • 2014 Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
    by Khaled Guesmi & Salma Fattoum
  • 2014 Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis
    by Heni Boubaker & Khaled Guesmi & Duc Khuong Nguyen
  • 2014 The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries
    by Gazi Salah Uddin & Ilhan Ozturk & Ahmed Taneem Muzaffar & Duc Khuong Nguyen
  • 2014 Oil price impact on financial markets:
    by Anna Creti & Zied Ftiti & Khaled Guesmi
  • 2014 Examining the structural changes of European carbon futures price 2005- 2012
    by Bangzhu Zhu & Shujiao Ma & Julien Chevallier & Yiming Wei
  • 2014 Evolution of Crude Oil Prices and Economic Growth: The case of OPEC Countries
    by Zied Ftiti & Khaled Guesmi & Frédéric Teulon & Slim Chouachi
  • 2014 Further evidence on the determinants of regional stock market integration in Latin America
    by Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon
  • 2014 Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
    by Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi
  • 2014 The Impact of Financial Crisis on Islamic and Conventional Indices of the GCC Countries
    by Hela Miniaoui & Hameedah Sayani & Anissa Chaibi
  • 2014 Robust Portfolio Protection: A Scenarios-Based Approach
    by Selim Mankaï & Khaled Guesmi
  • 2014 The performance of Islamic vs. conventional equity indices: Sectoral evidence
    by ABDELBARI EL KHAMLICHI & ODILE FERRY & KAMEL LAARADH
  • 2014 Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
    by Walid Chkili & Duc Khuong Nguyen
  • 2014 Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities
    by Gilles de Truchis & Benjamin Keddad
  • 2014 Equity Risk Premium and Regional Integration
    by Mohamed Arouri & Frédéric Teulon & Christophe Rault
  • 2014 Market Structure and the Cost of
    by Mohamed El Hedi Arouri & Christophe Rault & Anamaria Sova & Robert Sova & Frédéric Teulon
  • 2014 Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries
    by Khaled Guesmi & Ilyes Abid & Olfa Kaabia
  • 2014 Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk
    by Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon
  • 2014 Dynamics in the correlations of the Credit Default Swaps’ G14 dealers: Are there any contagion effects due to Lehman Brothers’ bankruptcy and the global financial crisis?
    by Irfan Akbar Kazi & Suzanne Salloy
  • 2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
    by Adnen Ben Nasr & Thomas Lux & Ahdi Noomen Ajmi & Rangan Gupta
  • 2014 L’intégration financière des marchés d’actions émergents : une analyse au niveau régional
    by Khaled Guesmi & Duc Khuong Nguyen
  • 2014 The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach
    by Khaled Guesmi & Frédéric Teulon
  • 2014 On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach
    by Chaker Aloui & Duc Khuong Nguyen
  • 2014 How to switch off the cypriot financial crisis without weakening durably Europe ?
    by Jean Messiha & Bruno-Laurent Moschetto & Frederic Teulon
  • 2014 Dynamic spillovers among major energy and cereal commodity prices
    by Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon
  • 2014 Do global factors impact BRICS stock markets? A quantile regression approach
    by Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen
  • 2014 Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches
    by Gazi Salah Uddin & Mohamed Arouri & Aviral Kumar Tiwari
  • 2014 The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries
    by Irfan Akbar Kazi & Mohamed Mehanaoui & Farhan Akbar
  • 2014 Interdependency and Spillover during the Financial Crisis of 2007 to 2009 – Evidence from High Frequency Intraday Data
    by Faten Ben Slimane & Mohamed Mehanaoui & Irfan A. Kazi
  • 2014 Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis
    by Anna Creti & Zied Ftiti & Khaled Guesmi
  • 2014 Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries
    by Ibrahim Fatnassi & Zied Ftiti & Habib Hasnaoui
  • 2014 Measuring contagion effects between crude oil and OECD stock markets
    by Khaled Guesmi & Salma Fattoum
  • 2014 Is there a difference between domestic and foreign risk premium? The case of China Stock Market
    by Frédéric Teulon & Khaled Guesmi & Salma Fattoum
  • 2014 Responses of international stock markets to oil price surges: a regimeswitching perspective
    by Rania Jammazi & Duc Khuong Nguyen
  • 2014 Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period
    by Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen
  • 2014 Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach
    by Heni Boubaker & Nadia Sghaier
  • 2014 Conditional Correlations and Volatility Spillovers between Oil Price and OECD Stock index: a Multivariate Analysis
    by Anna Creti & Khaled Guesmi & Ilyes Abid
  • 2014 Oil Shocks and Economic Growth in OPEC countries
    by Zied Ftiti & Khaled Guesmi & Frédéric Teulon
  • 2014 Volatility spillovers and macroeconomic announcements evidence from crude oil markets
    by Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani
  • 2014 Quantifying Informational Linkages in a Global Model of Currency Spot Markets
    by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin
  • 2014 Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
    by Dominika Paula Gałkiewicz & & Melanie &
  • 2014 Interactions between CNY and CNH Money and Forward Exchange Markets
    by David Leung & John Fu
  • 2014 Sovereign Credit Ratings, Transparency and International Portfolio Flows
    by Amar Gande & David Parsley
  • 2014 One Currency, Two Markets: The Renminbi's Growing Influence in Asia-Pacific
    by Chang Shu & Dong He & Xiaoqiang Cheng
  • 2014 What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market
    by Elena Kalotychou & Eli Remolona & Eliza Wu
  • 2014 Asymmetric exchange-rate exposure in BRIC countries
    by Dranev Yury & Maxim Babushkin
  • 2014 Leading indicators of systemic banking crises: Finland in a panel of EU countries
    by Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter
  • 2014 State dissolution, sovereign debt and default:Lessons from the UK and Ireland, 1920-1938
    by Nathan Foley-Fisher & Eoin McLaughlin
  • 2014 BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests
    by Abdulnasser Hatemi-J & Eduardo Roca
  • 2014 Increase in Home Bias and the Eurozone Sovereign Debt Crisis
    by Camille Cornand & Pauline Gandré & Céline Gimet
  • 2014 Russia’s Financial Markets and Financial Institutions in 2013
    by Alexander Abramov
  • 2014 LIBOR: origins, economics, crisis, scandal, and reform
    by Hou, David & Skeie, David R.
  • 2014 Arbitrage-free affine models of the forward price of foreign currency
    by Durham, J. Benson
  • 2014 U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies
    by Bowman, David & Londono, Juan M. & Sapriza, Horacio
  • 2014 Financial crises and the composition of cross-border lending
    by Cerutti, Eugenio & Hale, Galina & Minoiu, Camelia
  • 2014 The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
    by Bodeutsch, D. & Franses, Ph.H.B.F.
  • 2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
    by Tatsuyoshi Okimoto
  • 2014 Policy Uncertainty in China, Oil Shocks and Stock Returns
    by Wensheng Kang & Ronald A. Ratti
  • 2014 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
    by Ronald A. Ratti & Joaquin L. Vespignani
  • 2014 The determinants of the volatility of returns on cross-border asset holdings
    by Faruk Balli & Syed Abul Basher & Faisal Rana
  • 2014 Irish Land Bonds: 1891-1938
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  • 2014 Regional Financial Regulation in Asia
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  • 2014 Uncertainty and Economic Activity: A Global Perspective
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  • 2014 Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default
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  • 2014 Integración financiera y modelos de financiación de los bancos globales
    by José María Serena & Eva Valdeolivas
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  • 2014 Shift-Volatility Transmission in East Asian Equity Markets
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  • 2014 An update on emu sovereign yield spread drivers in times of crisis: a panel data analysis
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  • 2014 A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes
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  • 2014 Extreme negative coexceedances in South Eastern European stock markets
    by Dragan Tevdovski
  • 2014 Price discovery in dual-class shares across multiple markets
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  • 2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
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  • 2014 Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors
    by Dimitris Kenourgios & Dimitrios Dimitriou
  • 2014 International Portfolio Diversification: United States and South Asian Equity Markets
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    by Leszek Dziawgo
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    by Zbigniew Korzeb
  • 2014 Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis
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  • 2014 Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound
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  • 2014 Time varying vine copulas for multivariate returns (in Russian)
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  • 2014 Determinants of CEE-4 Stock Market Integration
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    by Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti
  • 2014 Implications of the US -South Korea Free Trade Agreement on Agricultural Exports from the US
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  • 2014 Crisis y cambios estructurales en el sector bancario español: Una comparación con otros sistemas financieros/The Crisis and Structural Changes to the Spanish Banking Sector: A Comparison with other Financing Systems
    by CALVO BERNARDINO, ANTONIO & MARTÍN DE VIDALES CARRASCO,IRENE
  • 2014 Transmisión entre mercados bursátiles y crisis financiera: El caso de España/Transmission between Stock Markets and Financial Crisis: The Case of Spain
    by RICO BELDA, PAZ
  • 2014 Análisis multidimensional de la desigualdad en el marco del desarrollo humano/Multidimensional Analysis of Inequality under the Human Development Framework
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  • 2014 The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners
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  • 2014 Common Stochastic Volatility in International Real Estate Market
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  • 2014 Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach
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    by Dragos Stefan Oprea
  • 2014 Финансовые Рынки
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  • 2014 Финансовые Рынки
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  • 2014 Финансовые Рынки
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  • 2014 Финансовые Рынки
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  • 2014 Финансовые Рынки
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  • 2014 Финансовые Рынки
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  • 2014 Финансовые Рынки
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  • 2014 Financial Market In July 2014
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  • 2014 Financial Markets In June2014
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  • 2014 Financial Markets In May 2014
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  • 2014 FINANCIAL MARKET IN March 2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets In March 2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets in Russia in January 2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets in Russia in February 2013
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets in Russia in December 2013
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Grouping Stock Markets with Time-Varying Copula-GARCH Model
    by Anna CZAPKIEWICZ & Pawel MAJDOSZ
  • 2014 Productivity and Efficiency Evaluation of US Mutual Funds
    by Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR
  • 2014 Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries
    by Anita CEH CASNI & Maruska VIZEK
  • 2014 Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests
    by Amira Akl Ahmed
  • 2014 Expectativas cambiarias, selección adversa y liquidez
    by Jimmy Melo
  • 2014 Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange
    by Mirzaee Ghazani, Majid & Khalili Araghi, Mansour
  • 2014 Non-scheduled news arrival and high-frequency stock market dynamics
    by Smales, Lee A.
  • 2014 Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
    by Chkili, Walid & Nguyen, Duc Khuong
  • 2014 Value versus growth in IPOs: New evidence from Finland
    by Hahl, Teemu & Vähämaa, Sami & Äijö, Janne
  • 2014 The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa
    by Hearn, Bruce
  • 2014 On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
    by Tamakoshi, Go & Hamori, Shigeyuki
  • 2014 Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
    by Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa
  • 2014 Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty
    by Donadelli, Michael & Persha, Lauren
  • 2014 Style and performance of international socially responsible funds in Europe
    by Leite, Paulo & Cortez, Maria Céu
  • 2014 The prospects of BRIC countries: Testing weak-form market efficiency
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  • 2014 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets
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  • 2014 The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
    by Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón
  • 2014 Causes and consequences of corporate asset exchanges by listed companies in China
    by Lou, Fang & Wang, Jiwei & Yuan, Hongqi
  • 2014 Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis
    by Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio
  • 2014 Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach
    by Tamakoshi, Go & Hamori, Shigeyuki
  • 2014 The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?
    by Gorea, Denis & Radev, Deyan
  • 2014 Do ADR investors herd?: Evidence from advanced and emerging markets
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  • 2014 Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements
    by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min
  • 2014 How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies
    by Pontines, Victor & Siregar, Reza Y.
  • 2014 Has there been any change in the comovement between the Chinese and US stock markets?
    by Zhang, Bing & Li, Xiao-Ming
  • 2014 Patterns of volatility transmissions within regime switching across GCC and global markets
    by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo
  • 2014 The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime
    by Reher, Gerrit & Wilfling, Bernd
  • 2014 A time-varying perspective on the CAPM and downside betas
    by Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan
  • 2014 Legal protection of investors, corporate governance, and investable premia in emerging markets
    by O'Connor, Thomas & Kinsella, Stephen & O'Sullivan, Vincent
  • 2014 The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia
    by Fang, Chung-Rou & You, Shih-Yi
  • 2014 Country credit risk determinants with model uncertainty
    by Maltritz, Dominik & Molchanov, Alexander
  • 2014 Investor herding behaviour of Chinese stock market
    by Yao, Juan & Ma, Chuanchan & He, William Peng
  • 2014 Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
    by Moore, Tomoe & Wang, Ping
  • 2014 Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
    by Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis
  • 2014 Issuer's choice of Islamic bond type
    by Azmat, Saad & Skully, Michael & Brown, Kym
  • 2014 Performance of global Islamic versus conventional share indices: International evidence
    by Ho, Catherine Soke Fun & Abd Rahman, Nurul Afiqah & Yusuf, Noor Hafizha Muhamad & Zamzamin, Zaminor
  • 2014 Predicting future price volatility: Empirical evidence from an emerging limit order market
    by Jain, Pawan & Jiang, Christine
  • 2014 Do foreign investors improve informational efficiency of stock prices? Evidence from Japan
    by He, Wen & Shen, Jianfeng
  • 2014 IPO firm value and its connection with cornerstone and wider signalling effects
    by McGuinness, Paul B.
  • 2014 Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison
    by Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi
  • 2014 Asymmetric Information and Volatility Forecasting in Commodity Futures Markets
    by Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing
  • 2014 How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test
    by Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen
  • 2014 Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
    by Yang, Lu & Hamori, Shigeyuki
  • 2014 Value investing and technical analysis in Taiwan stock market
    by Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua
  • 2014 What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand
    by Vithessonthi, Chaiporn
  • 2014 Financial markets development and bank risk: Experience from Thailand during 1990–2012
    by Vithessonthi, Chaiporn
  • 2014 Do political institutions affect the choice of the U.S. cross-listing venue?
    by Cosset, Jean-Claude & Martineau, Charles & Samet, Anis
  • 2014 Realized volatility spillovers in the non-ferrous metal futures market
    by Todorova, Neda & Worthington, Andrew & Souček, Michael
  • 2014 The Greek Economy and Banking System: Recent Developments and the Way Forward
    by Provopoulos, George A.
  • 2014 Transmission of government default risk in the eurozone
    by Kohonen, Anssi
  • 2014 The exchange rate effect of multi-currency risk arbitrage
    by Hau, Harald
  • 2014 Currency excess returns and global downside market risk
    by Atanasov, Victoria & Nitschka, Thomas
  • 2014 Are European sovereign bonds fairly priced? The role of modelling uncertainty
    by de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem
  • 2014 The political determinants of sovereign bond yield spreads
    by Eichler, Stefan
  • 2014 Granular institutional investors and global market interdependence
    by Jinjarak, Yothin & Zheng, Huanhuan
  • 2014 Is there momentum or reversal in weekly currency returns?
    by Raza, Ahmad & Marshall, Ben R. & Visaltanachoti, Nuttawat
  • 2014 Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions
    by Proaño, Christian R. & Schoder, Christian & Semmler, Willi
  • 2014 Generating currency trading rules from the term structure of forward foreign exchange premia
    by Sager, Michael & Taylor, Mark P.
  • 2014 Generating currency trading rules from the term structure of forward foreign exchange premia
    by Sager, Michael & Taylor, Mark P.
  • 2014 Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures
    by Cakici, Nusret & Tan, Sinan
  • 2014 Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures
    by Cakici, Nusret & Tan, Sinan
  • 2014 The determinants of the volatility of returns on cross-border asset holdings
    by Balli, Faruk & Basher, Syed Abul & Rana, Faisal
  • 2014 The determinants of the volatility of returns on cross-border asset holdings
    by Balli, Faruk & Basher, Syed Abul & Rana, Faisal
  • 2014 Net foreign asset (com)position: Does financial development matter?
    by Vermeulen, Robert & de Haan, Jakob
  • 2014 Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011
    by Kennedy, Mike & Palerm, Angel
  • 2014 The intra-day impact of communication on euro-dollar volatility and jumps
    by Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle
  • 2014 Quantifying the speculative component in the real price of oil: The role of global oil inventories
    by Kilian, Lutz & Lee, Thomas K.
  • 2014 Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
    by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
  • 2014 Currency risk premia and uncovered interest parity in the International CAPM
    by Balvers, Ronald J. & Klein, Alina F.
  • 2014 Currency devaluation and stock market response: An empirical analysis
    by Patro, Dilip K. & Wald, John K. & Wu, Yangru
  • 2014 On the persistence and volatility in European, American and Asian stocks bull and bear markets
    by Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S.
  • 2014 Crash-neutral currency carry trades
    by Jurek, Jakub W.
  • 2014 Financial development and innovation: Cross-country evidence
    by Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan
  • 2014 Countercyclical currency risk premia
    by Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien
  • 2014 Betting against beta
    by Frazzini, Andrea & Pedersen, Lasse Heje
  • 2014 Identifying speculators in the FX market: A microstructure approach
    by Schreiber, Ben Z.
  • 2014 The impact of institutional quality on initial public offerings
    by Autore, Don M. & Boulton, Thomas J. & Smart, Scott B. & Zutter, Chad J.
  • 2014 Modeling regional linkage of financial markets
    by Huang, Weihong & Chen, Zhenxi
  • 2014 A spatial–temporal analysis of East Asian equity market linkages
    by Tam, Pui Sun
  • 2014 Institutional development and stock price synchronicity: Evidence from China
    by Hasan, Iftekhar & Song, Liang & Wachtel, Paul
  • 2014 Macro-Networks: An application to euro area financial accounts
    by Castrén, Olli & Rancan, Michela
  • 2014 Domestic investor protection and foreign portfolio investment
    by Giofré, Maela
  • 2014 Asymmetric increasing trends in dependence in international equity markets
    by Okimoto, Tatsuyoshi
  • 2014 The determinants of U.S. banks’ international activities
    by Temesvary, Judit
  • 2014 Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
    by Chan, Pak To & Walter, Terry
  • 2014 Macro-financial determinants of the great financial crisis: Implications for financial regulation
    by Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter
  • 2014 Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
    by Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco
  • 2014 Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns
    by Nitschka, Thomas
  • 2014 Are unsolicited ratings biased? Evidence from long-run stock performance
    by Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S.
  • 2014 Foreign exchange risk and the predictability of carry trade returns
    by Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias
  • 2014 Integration of European bond markets
    by Christiansen, Charlotte
  • 2014 The MAX effect: European evidence
    by Walkshäusl, Christian
  • 2014 Financial development and barriers to the cross-border diffusion of financial innovation
    by Ang, James B. & Kumar, Sanjesh
  • 2014 Asymmetric responses of ask and bid quotes to information in the foreign exchange market
    by Chen, Yu-Lun & Gau, Yin-Feng
  • 2014 Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets
    by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong
  • 2014 Prepayment behaviors of Japanese residential mortgages
    by Kishimoto, Naoki & Kim, Yong-Jin
  • 2014 The Sarbanes–Oxley act and cross-listed foreign private issuers
    by Li, Xi
  • 2014 Political uncertainty and financial market uncertainty in an Australian context
    by Smales, Lee A.
  • 2014 African stock market returns and liquidity premia
    by Assefa, Tibebe A. & Mollick, André Varella
  • 2014 CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis
    by Calice, Giovanni
  • 2014 Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes
    by Donadelli, Michael & Paradiso, Antonio
  • 2014 Financial stress spillovers in advanced economies
    by Apostolakis, George & Papadopoulos, Athanasios P.
  • 2014 A cross-country analysis of herd behavior in Europe
    by Mobarek, Asma & Mollah, Sabur & Keasey, Kevin
  • 2014 The interactions between China and US stock markets: New perspectives
    by Ye, George L.
  • 2014 Can international LETFs deliver their promised exposure to foreign markets?
    by Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui
  • 2014 The long-run component of foreign exchange volatility and stock returns
    by Du, Ding & Hu, Ou
  • 2014 The impact of currency movements on asset value correlations
    by Byström, Hans
  • 2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia
  • 2014 The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring
    by Hearn, Bruce
  • 2014 Anonymity and the Information Content of the Limit Order Book
    by Duong, Huu Nhan & Kalev, Petko S.
  • 2014 An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
    by Guidi, Francesco & Ugur, Mehmet
  • 2014 Order choices under information asymmetry in foreign exchange markets
    by Gau, Yin-Feng & Wu, Zhen-Xing
  • 2014 New evidence on turn-of-the-month effects
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  • 2014 Bidder country characteristics and informed trading in U.S. targets
    by Madura, Jeff & Marciniak, Marek
  • 2014 Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks
    by Li, Huimin & Zheng, Dazhi & Chen, Jun
  • 2014 Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand
    by Vithessonthi, Chaiporn
  • 2014 Unbiasedness and risk premiums in the Indian currency futures market
    by Kumar, Satish & Trück, Stefan
  • 2014 Dependence structure between CEEC-3 and German government securities markets
    by Yang, Lu & Hamori, Shigeyuki
  • 2014 Bond futures, inflation-indexed bonds, and inflation risk premium
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  • 2014 Persistent exchange-rate movements and stock returns
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  • 2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh
  • 2014 Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk
    by Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric
  • 2014 Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis
    by Wang, Lihong
  • 2014 Does high frequency trading affect technical analysis and market efficiency? And if so, how?
    by Manahov, Viktor & Hudson, Robert & Gebka, Bartosz
  • 2014 Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries
    by Chau, Frankie & Deesomsak, Rataporn & Wang, Jun
  • 2014 Collective action clauses: How do they affect sovereign bond yields?
    by Bardozzetti, Alfredo & Dottori, Davide
  • 2014 Investor base and corporate borrowing: Evidence from international bonds
    by Massa, Massimo & Žaldokas, Alminas
  • 2014 Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis
    by Kuttu, Saint
  • 2014 Has the global banking system become more fragile over time?
    by Anginer, Deniz & Demirguc-Kunt, Asli
  • 2014 The network structure of the CDS market and its determinants
    by Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume
  • 2014 Ring fencing and consolidated banks’ stress tests
    by Cerutti, Eugenio & Schmieder, Christian
  • 2014 Financial integration, globalization, and real activity
    by De Nicolò, Gianni & Juvenal, Luciana
  • 2014 When-issued trading in the Indian IPO market
    by Brooks, Raymond M. & Mathew, Prem G. & Yang, J. Jimmy
  • 2014 Transparent bookbuilding, certification and initial public offerings
    by Khurshed, Arif & Paleari, Stefano & Pande, Alok & Vismara, Silvio
  • 2014 Financial networks and trading in bond markets
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  • 2014 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model
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  • 2014 Country world betas: The link between the stock market beta and macroeconomic beta
    by Ülkü, Numan & Baker, Saleh
  • 2014 On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
    by Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek
  • 2014 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
    by Bekiros, Stelios D.
  • 2014 Equity prices and financial globalization
    by Jinjarak, Yothin
  • 2014 Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
    by Liu, Lu
  • 2014 Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective
    by Smimou, K.
  • 2014 Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data
    by Dufrénot, Gilles & Keddad, Benjamin
  • 2014 Revisiting fast profit investor sentiment and stock returns during Ramadan
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  • 2014 A note on cointegration of international stock market indices
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  • 2014 Do mutual funds have information advantage? Evidence from seasoned equity offerings in China
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  • 2014 Culture's impact on institutional investors' trading frequency
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  • 2014 Trend following, risk parity and momentum in commodity futures
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  • 2014 How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process
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  • 2014 Oil and US dollar exchange rate dependence: A detrended cross-correlation approach
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  • 2014 Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
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  • 2014 International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
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  • 2014 Dual-class unifications and corporate governance in Brazil
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  • 2014 Emerging market sovereign bond spreads and shifts in global market sentiment
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  • 2014 Does the decision to issue public debt affect firm valuation? Russian evidence
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  • 2014 Identifying risks in emerging market sovereign and corporate bond spreads
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  • 2014 Idiosyncratic volatility and mergers and acquisitions in emerging markets
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  • 2014 Do global factors impact BRICS stock markets? A quantile regression approach
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  • 2014 Risk–return trade-off in the pacific basin equity markets
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  • 2014 Foreign shocks and international cost of equity destabilization. Evidence from the MENA region
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  • 2014 Robust control, informational frictions, and international consumption correlations
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  • 2014 Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies
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  • 2014 Modeling multivariate extreme events using self-exciting point processes
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  • 2014 Realized volatility transmission: The role of jumps and leverage effects
    by Souček, Michael & Todorova, Neda
  • 2014 Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan
    by Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan
  • 2014 Interest rate risk propagation: Evidence from the credit crunch
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  • 2014 An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
    by Simpson, Marc W. & Grossmann, Axel
  • 2014 Spillovers among CDS indexes in the US financial sector
    by Tamakoshi, Go & Hamori, Shigeyuki
  • 2014 Dynamic relationship between Turkey and European countries during the global financial crisis
    by Sensoy, Ahmet & Soytas, Ugur & Yildirim, Irem & Hacihasanoglu, Erk
  • 2014 Stock market integration of emerging Asian economies: Patterns and causes
    by Narayan, S. & Sriananthakumar, S. & Islam, S.Z.
  • 2014 Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
    by Guesmi, Khaled & Fattoum, Salma
  • 2014 Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
    by Baumöhl, Eduard & Lyócsa, Štefan
  • 2014 Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
    by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong
  • 2014 Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
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  • 2014 Calendar anomalies in cash and stock index futures: International evidence
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  • 2014 How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis
    by Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman
  • 2014 The sovereign spread in Asian emerging economies: The significance of external versus internal factors
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  • 2014 Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis
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  • 2014 Volatility spillovers between the oil market and the European Union carbon emission market
    by Reboredo, Juan C.
  • 2014 Extracting market information from equity options with exponential Lévy processes
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  • 2014 Credit constraints, equity market liberalization, and growth rate asymmetry
    by Popov, Alexander
  • 2014 The effect of sovereign wealth funds on the credit risk of their portfolio companies
    by Bertoni, Fabio & Lugo, Stefano
  • 2014 Contracts, governance, and country risk in project finance: Theory and evidence
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  • 2014 Creditor rights and capital structure: Evidence from international data
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  • 2014 The value of firms' voluntary commitment to improve transparency: The case of special segments on Euronext
    by Kim, Abby
  • 2014 The impact of local governance institutions on foreign market listings: The case of Chinese firms
    by Hornstein, Abigail S.
  • 2014 The Real and Accrual-based Earnings Management Behaviors: Evidence from the Split Share Structure Reform in China
    by Kuo, Jing-Ming & Ning, Lutao & Song, Xiaoqi
  • 2014 Uluslararasý Portföy Yönetiminde Rejim Geçiþken Karar Destek Modelleri: Geliþmekte Olan Menkul Kýymet Piyasalarý Üzerine Bir Uygulama
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  • 2014 Have Exchange Traded Funds Influenced Commodity Market Volatility?
    by Shaen Corbet & Cian Twomey
  • 2014 Equity Returns, Firm-Specific Characteristics and Sector Rotation: Evidence from Turkey
    by Selahattin GURIS & Aynur PALA
  • 2014 Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models
    by Serpil TURKYILMAZ & Mesut BALIBEY
  • 2014 The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis
    by Shaen Corbet
  • 2014 Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case
    by Halim DABBOU & Ahmed SILEM
  • 2014 Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures
    by Zhiyuan Pan & Xianchao Sun
  • 2014 Financial Globalization in Emerging Economies: Much Ado About Nothing?
    by Eduardo Levy Yeyati & Tomas Williams
  • 2014 Estimación bayesiana del valor en riesgo: una aplicación para el mercado de valores colombiano
    by Charle Augusto Londoño & Juan Carlos Correa & Mauricio Lopera
  • 2014 Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos
    by Jorge M. Uribe & Julián Fernández
  • 2014 Research Funding After The Economic Crisis.Comparative Study
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  • 2014 The Success Of Emerging Capital Markets In Determining Economic Growth
    by Ion POHOAŢĂ & Oana R. SOCOLIUC & Delia E. DIACONAŞU
  • 2014 The determinants of regional stock market integration in middle east: A conditional ICAPM approach
    by Khaled Guesmi & Frédéric Teulon
  • 2014 Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach
    by Stefan Lyocsa & Eduard Baumohl
  • 2014 Interdependence between Islamic capital market and money market: Evidence from Indonesia
    by Imam Wahyudi & Gandhi Anwar Sani
  • 2014 Price jumps on European stock markets
    by Jan Hanousek & Evzen Kocenda & Jan Novotny
  • 2014 Non-US banks' claims on the Federal Reserve
    by Robert N McCauley & Patrick McGuire
  • 2014 Non-deliverable forwards: 2013 and beyond
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  • 2014 The labour market: institutions and reforms Summary of the 2nd labour market conference organised by the Aix-Marseille School of Economics and the Banque de France on 16 and 17 December 2013
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  • 2014 International adjustment and rebalancing of global demand:where do we stand?
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  • 2014 Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013
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  • 2014 Ajustement international et rééquilibrage de la demande mondiale : où en sommes-nous ?
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  • 2014 International Credit Cycles: A Regional Perspective
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  • 2014 European ETFs: Risks, tracking error and new regulation
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  • 2014 Cointegration of Capital Markets in ASEAN-5 Countries
    by Channarong Chaiphat
  • 2013 Determinants of Financial Stress in Emerging Market Economies
    by Park, Cyn-Young & Mercado, Jr., Rogelio V.
  • 2013 Asian Capital Market Integration: Theory and Evidence
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  • 2013 Short-Selling, Leverage and Systemic Risk
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  • 2013 Banking Unions: Distorted Incentives and Efficient Bank Resolution
    by Marius A. Zoican & Lucyna A. Górnycka
  • 2013 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
    by Hooi Hooi Lean & Michael McAleer
  • 2013 Realized Volatility Risk
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  • 2013 Sukuk Defaults: On Distress Resolution in Islamic Finance
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  • 2013 Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market
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  • 2013 Price relationships in crude oil futures: new evidence from CFTC disaggregated data
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  • 2013 Les marchés mondiaux « Crise et Châtiments »
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  • 2013 La prise des risques financiers : une approche macro-économique du rôle des marchés
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  • 2013 Les crises économiques et financières et les facteurs favorisant leur occurrence
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  • 2013 An Alternative Sales Analysis Approach for Vacant Land Valuation
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  • 2013 EsTrade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries
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  • 2013 Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
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  • 2013 Risk-On/Risk-Off, Capital Flows, Leverage and Safe Assets
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  • 2013 Estimating the Probability of a Lost Decade for U.S. and Global Equity
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  • 2013 Foreign-owned Banks: (way) Underestimated - and Volatile - Participants in the U.S. Banking Market
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  • 2013 Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australiano
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  • 2013 An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al mercato USA
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  • 2013 Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization
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  • 2013 Factors of Economic Development and Structural Reforms in Russia
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  • 2013 Cross-Border Retail Banking: Exploring the Unknown Financial Globalization in Times of Financial Crises
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  • 2013 Rating-Meldungen europäischer Staaten und Werteffekte bei US-Banken: Eine Note zur Interdependenz globaler Kapitalmärkte
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  • 2013 Herd behavior in world stock markets: Evidence from quantile regression analysis
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  • 2013 El efecto de los impuestos a las transacciones financieras en la estabilidad de los mercados de capital. Un debate sin resolver
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  • 2013 Comportamiento no lineal en series de productos primarios
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  • 2013 Systematic consumption risk in currency returns
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  • 2013 The News Content of Bank Rating Changes - Evidence from a Global Event Study
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  • 2013 Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies
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  • 2013 What is the wind behind the sails to go abroad? Empirical evidence from the mutual fund industry
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  • 2013 Sovereign Asset Values and Implications for the Credit Market
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  • 2013 Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction
    by Strohsal, Till & Weber, Enzo
  • 2013 Can Network Effects Impede Optimal Contracting in Debt Securities?
    by Hornuf, Lars & Engert, Andreas
  • 2013 Credit Ratings and Cross-Border Bond Market Spillovers
    by Zabel, Michael & Böninghausen, Benjamin
  • 2013 Sovereign risk contagion in the Eurozone: A time-varying coefficient approach
    by Ludwig, Alexander
  • 2013 International comparison of stock market valuation: Evidence from a new index
    by Jochem, Axel & Reitz, Stefan
  • 2013 Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
    by da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina
  • 2013 Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis
    by Baumeister, Christiane & Kilian, Lutz
  • 2013 Transatlantic systemic risk
    by Trapp, Monika & Wewel, Claudio
  • 2013 Real financial market exchange rates and capital flows
    by Gelman, Maria & Jochem, Axel & Reitz, Stefan
  • 2013 Repo funding and internal capital markets in the financial crisis
    by Düwel, Cornelia
  • 2013 Sovereign default swap market efficiency and country risk in the eurozone
    by Gündüz, Yalin & Kaya, Orcun
  • 2013 Offshoring And Financial Markets
    by Gianfranco Battisti
  • 2013 What Remains of the Theory of Demand Management in a Globalising World?
    by Amit Bhaduri
  • 2013 The Impact of Local Governance Institutions on Foreign Market Listings: The Case of Chinese Firms
    by Abigail S. Hornstein
  • 2013 Price Jumps on European Stock Markets
    by Jan Hanousek & Evžen Kočenda & Jan Novotný
  • 2013 Price Jump Indicators: Stock Market Empirics During the Crisis
    by Jan Novotný & Jan Hanousek & Evžen Kočenda
  • 2013 Impact of Financial Deregulation on Monetary and Economic Policy in the Czech Republic, Hungary and Poland: 1990-2003
    by Patricia McGrath
  • 2013 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2013 Deciphering the Libor and Euribor Spreads during the subprime crisis
    by Loriana Pelizzon & Domenico Sartore
  • 2013 Bayesian Markov Switching Stochastic Correlation Models
    by Roberto Casarin & Marco Tronzano & Domenico Sartore
  • 2013 From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)
    by Alesia Kalbaska
  • 2013 Understanding FX Liquidity
    by Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul
  • 2013 Variance Risk Premiums in Foreign Exchange Markets
    by Ammann, Manuel & Buesser, Ralf
  • 2013 Banks, government bonds, and default: what do the data say?
    by Nicola Gennaioli & Alberto Martin & Stefano Rossi
  • 2013 Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects
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  • 2013 FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11
    by Bos J.W.B. & Frömmel M. & Lamers M.A.J.
  • 2013 Country Portfolios with Heterogeneous Pledgeability
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  • 2013 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
    by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  • 2013 Recent Developments in Financial Economics and Econometrics: An Overview
    by Chia-Lin Chang & David Allen & Michael McAleer
  • 2013 At the core of the international financial system
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  • 2013 Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends
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  • 2013 Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values
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  • 2013 Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets
    by Josh Stillwagon
  • 2013 The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward
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  • 2013 Measuring the performance of hedge funds using two-stage peer group benchmarks
    by Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick
  • 2013 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
    by Alexeev, Vitali & Tapon, Francis
  • 2013 A survey of research into broker identity and limit order book
    by Pham, Thu Phuong & Westerholm, P. Joakim
  • 2013 Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange
    by Pham, Thu Phuong
  • 2013 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
    by Pham, Thu Phuong & Westerholm, P. Joakim
  • 2013 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
    by Ratti, Ronald A & Vespignani, Joaquin L.
  • 2013 Short Selling and Inside Information
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  • 2013 Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins
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  • 2013 Waterloo: a Godsend for French Public Finances?
    by Kim Oosterlinck & Loredana Ureche-Rangau & Jacques-Marie Vaslin
  • 2013 Time variation in asset price responses to macro announcements
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  • 2013 Currency excess returns and global downside market risk
    by Victoria Galsband & Thomas Nitschka
  • 2013 On financial risk and the safe haven characteristics of Swiss franc exchange rates
    by Christian Grisse & Thomas Nitschka
  • 2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
    by Niccolò Battistini & Marco Pagano & Saverio Simonelli
  • 2013 Adaptive Learning and Survey Data
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  • 2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
    by Pei Kuang & M. Schröder & Q. Wang
  • 2013 Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
    by Joscha Beckmann & Robert Czudaj
  • 2013 FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11
    by J. W.B. BOS & M. FRÖMMEL & M. LAMERS
  • 2013 News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market
    by M. FRÖMMEL & X. HAN & F. VAN GYSEGEM
  • 2013 Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    by Papadimitriou, Theophilos & Gogas, Periklis & Plakandaras, Vasilios
  • 2013 Forecasting daily and monthly exchange rates with machine learning techniques
    by Papadimitriou, Theophilos & Gogas, Periklis & Plakandaras, Vasilios
  • 2013 The People's Republic of China's Financial Policy and Regional Cooperation in the Midst of Global Headwinds
    by Azis, Iwan J.
  • 2013 Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets
    by McCauley, Robert N.
  • 2013 Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    by Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras
  • 2013 Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets
    by Stelios D. Bekiros
  • 2013 Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently?
    by Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio
  • 2013 International Business Cycles with Complete Markets
    by Alexandre Dmitriev & Ivan Roberts
  • 2013 Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis
    by Masih, Mansur & Majid, Hamdan Abdul
  • 2013 Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis
    by Masih, Mansur & Majid, Hamdan Abdul
  • 2013 Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis
    by Dewandaru, Ginanjar & Alaoui, Abdelkader & Masih, A. Mansur M. & Alhabshi, Syed Othman
  • 2013 Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters
    by Asongu, Simplice
  • 2013 Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa
    by Cheteni, Priviledge
  • 2013 Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries
    by BOUKEF JLASSI, NABILA & HAMDI, HELMI
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    by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee
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    by Meric , Ilhan & Kim, Joe H. & Gong, Linguo & Meric, Gulser
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    by Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio
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    by Ladislav Krištoufek & Miloslav Vošvrda
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    by Filip Novotný
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    by Petra Buzková & Petr Teplý
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    by László Szegedi
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    by Djordje Cuzovic
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    by Ciobanu Gheorghe & ªarlea Mihaela & Manþa ªtefan George
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    by Voicu-Doroban?u Roxana
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    by Roxana Angela Calistru
  • 2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
    by Kulcsár Edina & Tarnóczi Tibor
  • 2012 Multifractal Structure Of Central And Eastern European Foreign Exchange Markets
    by Trenca Ioan & Plesoianu Anita & Capusan Razvan
  • 2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
    by Kulcsar Edina & Tarnoczi Tibor
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    by Fedorova, Ye. & Lukasevich, I.
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    by Attiya Yasmin Javid & Qaisar Imad
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    by Maria Halep & Gabriela Dragan
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    by ZHEN LI
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    by Chin-Ping King
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    by Werner Kristjanpoller Rodriguez
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    by Blaise Gadanecz & Kostas Tsatsaronis & Yener Altunbasb
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    by Iulia Monica Oehler-Sincai
  • 2012 Global Economic And Financial Crisis And The Failure Of The Community Governance, Through Spanish Experience
    by Iulia Monica Oehler-Sincai
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    by Evgeny Sheremet
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    by Dragan Momirovic
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    by Ahmed Bensaida
  • 2012 How Do the Asian and the Asia-Pacific Equity Markets Covariate? The Linkage with Japan
    by Chikashi Tsuji
  • 2012 Reserve Currencies: Factors of Evolution and their Role in the World Economy
    by Sergey Narkevich & Pavel Trunin
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    by Natalia Burkova & Elizaveta Khudko
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    by Alexandr Abramov
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    by Natalia Burkova & Elizaveta Khudko
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    by De Paoli, Bianca & Lipinska, Anna
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    by Jacek Prokop & Ruqu Wang
  • 2012 The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010
    by Silvo Dajcman
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    by Ceylan Onay & Gözde Ünal
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    by Francisco López-Herrera. & Francisco Venegas-Martínez.
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    by Bala Batavia & Nandakumar Parameswar & Cheick Wagué
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    by Theodore Pelagidis & Yanni Moutafidis
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    by Arturo Lorenzo-Valdés & Antonio Ruiz-Porras
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    by Heping Pan
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    by Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos
  • 2012 Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
    by Hatemi-J, Abdulnasser
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    by Claus, Edda & Lucey, Brian M.
  • 2012 Financial crisis and extreme market risks: Evidence from Europe
    by Orlowski, Lucjan T.
  • 2012 Islamic investing
    by Walkshäusl, Christian & Lobe, Sebastian
  • 2012 The predictability of aggregate Japanese stock returns: Implications of dividend yield
    by Chen, Sichong
  • 2012 Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon
    by Khan, Walayet & Vieito, João Paulo
  • 2012 The Thursday effect of the forward premium puzzle
    by Ding, Liang
  • 2012 Technology shocks under varying degrees of financial openness
    by Cakici, S. Meral
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    by Kao, Erin H. & Fung, Hung-Gay
  • 2012 External vulnerability, balance sheet effects, and the institutional framework — Lessons from the Asian crisis
    by Mulder, Christian & Perrelli, Roberto & Rocha, Manuel Duarte
  • 2012 Asymmetric effects of U.S. stock returns on European equities
    by Wahab, Mahmoud
  • 2012 The impact of China's stock market reforms on its international stock market linkages
    by Li, Hong
  • 2012 Parametric Value-at-Risk analysis: Evidence from stock indices
    by Mabrouk, Samir & Saadi, Samir
  • 2012 Creditor rights and the outcome model of dividends
    by Byrne, Julie & O’Connor, Thomas
  • 2012 Quoted spreads and trade imbalance dynamics in the European Treasury bond market
    by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo
  • 2012 Why do merger premiums vary across industries and over time?
    by Madura, Jeff & Ngo, Thanh & Viale, Ariel M.
  • 2012 Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
    by Burdekin, Richard C.K. & Siklos, Pierre L.
  • 2012 How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis
    by Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi
  • 2012 Unintended regulatory consequences: Evidence from the Korean IPOs
    by Chang, Kiyoung & Kim, Yong-Cheol & Kim, Young Sang & Thornton, John H.
  • 2012 Volatility spillovers between the Chinese and world equity markets
    by Zhou, Xiangyi & Zhang, Weijin & Zhang, Jie
  • 2012 Alternative paths of convergence toward U.S. market and legal regulations: Cross-listing vs. merging with U.S. bidders
    by Georgieva, Dobrina & Jandik, Tomas
  • 2012 The overseas listing puzzle: Post-IPO performance of Chinese stocks and ADRs in the U.S. market
    by Luo, Yongli & Fang, Fang & Esqueda, Omar A.
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    by Seifert, Bruce & Gonenc, Halit
  • 2012 Is VIX an investor fear gauge in BRIC equity markets?
    by Sarwar, Ghulam
  • 2012 Emerging markets and financial crises: Regional, global or isolated shocks?
    by Kenourgios, Dimitris & Padhi, Puja
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    by Reboredo, Juan C.
  • 2012 Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates
    by Fatum, Rasmus & Hutchison, Michael & Wu, Thomas
  • 2012 How resilient and countercyclical were emerging economies during the global financial crisis?
    by Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L.
  • 2012 International diversification with securitized real estate and the veiling glare from currency risk
    by Kroencke, Tim A. & Schindler, Felix
  • 2012 No contagion, only globalization and flight to quality
    by Brière, Marie & Chapelle, Ariane & Szafarz, Ariane
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    by Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan
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    by Charles, Amélie & Darné, Olivier & Kim, Jae H.
  • 2012 Foreign exchange market efficiency under recent crises: Asia-Pacific focus
    by Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng
  • 2012 International portfolio diversification: Currency, industry and country effects revisited
    by Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A.
  • 2012 Equity home bias and corporate disclosure
    by Eichler, Stefan
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    by Alsakka, Rasha & ap Gwilym, Owain
  • 2012 What determines mutual fund trading in foreign stocks?
    by Chan, Kalok & Covrig, Vicentiu
  • 2012 Sovereign credit ratings and financial markets linkages: Application to European data
    by Afonso, António & Furceri, Davide & Gomes, Pedro
  • 2012 Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates
    by Grammatikos, Theoharry & Vermeulen, Robert
  • 2012 Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds
    by Resnick, Bruce G.
  • 2012 Global liquidity risk in the foreign exchange market
    by Banti, Chiara & Phylaktis, Kate & Sarno, Lucio
  • 2012 Sovereign debt disputes: A database on government coerciveness during debt crises
    by Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura
  • 2012 Country-specific equity market characteristics and foreign equity portfolio allocation
    by Thapa, Chandra & Poshakwale, Sunil S.
  • 2012 A corporate governance explanation of the A-B share discount in China
    by Tong, Wilson H.S. & Yu, Wayne W.
  • 2012 Sovereign wealth fund investment and the return-to-risk performance of target firms
    by Knill, April M. & Lee, Bong Soo & Mauck, Nathan
  • 2012 The effect of a closing call auction on market quality and trading strategies
    by Kandel, Eugene & Rindi, Barbara & Bosetti, Luisella
  • 2012 Currency momentum strategies
    by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas
  • 2012 Market fragility and international market crashes
    by Berger, Dave & Pukthuanthong, Kuntara
  • 2012 Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence
    by Bae, Kee-Hong & Baek, Jae-Seung & Kang, Jun-Koo & Liu, Wei-Lin
  • 2012 Understanding commonality in liquidity around the world
    by Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A.
  • 2012 Do foreigners facilitate information transmission in emerging markets?
    by Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S.
  • 2012 Global, local, and contagious investor sentiment
    by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu
  • 2012 Time series momentum
    by Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje
  • 2012 Institutional determinants of capital structure adjustment speeds
    by Öztekin, Özde & Flannery, Mark J.
  • 2012 Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)
    by Kalbaska, A. & Gątkowski, M.
  • 2012 ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
    by Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais
  • 2012 What do bank acquirers want? Evidence from worldwide bank M&A targets
    by Caiazza, Stefano & Clare, Andrew & Pozzolo, Alberto Franco
  • 2012 The nature of the foreign listing premium: A cross-country examination
    by Sarkissian, Sergei & Schill, Michael J.
  • 2012 An international CAPM for partially integrated markets: Theory and empirical evidence
    by Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara
  • 2012 On the diversification benefits of commodities from the perspective of euro investors
    by Belousova, Julia & Dorfleitner, Gregor
  • 2012 Volatility spillovers and the effect of news announcements
    by Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George
  • 2012 Income diversification and risk: Does ownership matter? An empirical examination of Indian banks
    by Pennathur, Anita K. & Subrahmanyam, Vijaya & Vishwasrao, Sharmila
  • 2012 Multimarket trading and corporate bond liquidity
    by Petrasek, Lubomir
  • 2012 Non-Gaussian diversification: When size matters
    by Desmoulins-Lebeault, François & Kharoubi-Rakotomalala, Cécile
  • 2012 Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
    by Afonso, António & Martins, Manuel M.F.
  • 2012 The flow-performance relationship around the world
    by Ferreira, Miguel A. & Keswani, Aneel & Miguel, Antonio F. & Ramos, Sofia B.
  • 2012 Characteristic-based mean-variance portfolio choice
    by Hjalmarsson, Erik & Manchev, Petar
  • 2012 Combining equilibrium, resampling, and analyst’s views in portfolio optimization
    by Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto
  • 2012 Institutional investment horizon and investment–cash flow sensitivity
    by Attig, Najah & Cleary, Sean & El Ghoul, Sadok & Guedhami, Omrane
  • 2012 Higher co-moments and asset pricing on London Stock Exchange
    by Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios
  • 2012 Short selling of ADRs and foreign market short-sale constraints
    by Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S.
  • 2012 International diversification: An extreme value approach
    by Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih
  • 2012 Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
    by Rittler, Daniel
  • 2012 Political crises and the stock market integration of emerging markets
    by Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan
  • 2012 Gravity and culture in foreign portfolio investment
    by Aggarwal, Raj & Kearney, Colm & Lucey, Brian
  • 2012 Interest rate co-movements, global factors and the long end of the term spread
    by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert
  • 2012 IMF programs, financial and real sector performance, and the Asian crisis
    by Kutan, Ali M. & Muradoglu, Gulnur & Sudjana, Brasukra G.
  • 2012 Liquidity risk and stock returns around the world
    by Liang, Samuel Xin & Wei, John K.C.
  • 2012 Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London
    by Fukuda, Shin-ichi
  • 2012 Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy
    by Arnold, Bruce & Borio, Claudio & Ellis, Luci & Moshirian, Fariborz
  • 2012 Daily pricing of emerging market sovereign CDS before and during the global financial crisis
    by Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias
  • 2012 Financial contagion and the real economy
    by Baur, Dirk G.
  • 2012 The future and dynamics of global systemically important banks
    by Moshirian, Fariborz
  • 2012 Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries
    by Rülke, Jan-Christoph
  • 2012 Effect of exchange rate return on volatility spill-over across trading regions
    by Galagedera, Don U.A. & Kitamura, Yoshihiro
  • 2012 Financial reporting opacity and informed trading by international institutional investors
    by Maffett, Mark
  • 2012 The effect of enforcement on timely loss recognition: Evidence from insider trading laws
    by Jayaraman, Sudarshan
  • 2012 The information content of annual earnings announcements and mandatory adoption of IFRS
    by Landsman, Wayne R. & Maydew, Edward L. & Thornock, Jacob R.
  • 2012 Does eliminating the Form 20-F reconciliation from IFRS to U.S. GAAP have capital market consequences?
    by Kim, Yongtae & Li, Haidan & Li, Siqi
  • 2012 Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations
    by Rughoo, Aarti & Sarantis, Nicholas
  • 2012 Arbitrage and the Law of One Price in the market for American depository receipts
    by Alsayed, Hamad & McGroarty, Frank
  • 2012 A multidimensional classification of market anomalies: Evidence from 76 price indices
    by Doyle, John R. & Chen, Catherine Huirong
  • 2012 An intertemporal capital asset pricing model with heterogeneous expectations
    by Koutmos, Dimitrios
  • 2012 What drives delistings of foreign firms from U.S. Exchanges?
    by Chaplinsky, Susan & Ramchand, Latha
  • 2012 Exchange return co-movements and volatility spillovers before and after the introduction of euro
    by Antonakakis, Nikolaos
  • 2012 Recent trends in relative performance of global equity markets
    by Galagedera, Don U.A.
  • 2012 Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
    by Nguyen, Cuong C. & Bhatti, M. Ishaq
  • 2012 Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
    by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong
  • 2012 Are changes in foreign exchange reserves a good proxy for official intervention?
    by Suardi, Sandy & Chang, Yuanchen
  • 2012 Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads
    by Ji, Philip Inyeob
  • 2012 Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
    by Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza
  • 2012 Information efficiency changes following FTSE 100 index revisions
    by Daya, Wael & Mazouz, Khelifa & Freeman, Mark
  • 2012 The listing and delisting of German firms on NYSE and NASDAQ: Were there any benefits?
    by Bessler, Wolfgang & Kaen, Fred R. & Kurmann, Philipp & Zimmermann, Jan
  • 2012 Diversification evidence from international equity markets using extreme values and stochastic copulas
    by Bhatti, M. Ishaq & Nguyen, Cuong C.
  • 2012 The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach
    by Tsai, I-Chun
  • 2012 Do momentum-based trading strategies work in emerging currency markets?
    by Tajaddini, Reza & Crack, Timothy Falcon
  • 2012 Financial globalization and stock market risk
    by Esqueda, Omar A. & Assefa, Tibebe A. & Mollick, André Varella
  • 2012 Joint dynamics of foreign exchange and stock markets in emerging Europe
    by Ülkü, Numan & Demirci, Ebru
  • 2012 Changing integration of EMU public property markets
    by Yunus, Nafeesa & Swanson, Peggy E.
  • 2012 The impact of capital account liberalization measures
    by Vithessonthi, Chaiporn & Tongurai, Jittima
  • 2012 Exchange rate risk in the US stock market
    by Du, Ding & Hu, Ou
  • 2012 Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009
    by Antell, Jan & Vaihekoski, Mika
  • 2012 Modeling dependence dynamics through copulas with regime switching
    by Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.
  • 2012 On the international transmission of shocks: Micro-evidence from mutual fund portfolios
    by Raddatz, Claudio & Schmukler, Sergio L.
  • 2012 Dollar illiquidity and central bank swap arrangements during the global financial crisis
    by Rose, Andrew K. & Spiegel, Mark M.
  • 2012 The carry trade and fundamentals: Nothing to fear but FEER itself
    by Jordà, Òscar & Taylor, Alan M.
  • 2012 Getting beyond carry trade: What makes a safe haven currency?
    by Habib, Maurizio M. & Stracca, Livio
  • 2012 Market response to policy initiatives during the global financial crisis
    by Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia
  • 2012 An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
    by Siriopoulos, Costas & Fassas, Athanasios
  • 2012 The effect of foreign segment location on the geographical diversification discount
    by Jory, Surendranath R. & Ngo, Thanh N.
  • 2012 A macro stress test model of credit risk for the Brazilian banking sector
    by Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos
  • 2012 Stock option contract adjustments: The case of special dividends
    by Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E.
  • 2012 GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case
    by Simonato, Jean-Guy
  • 2012 Spatial modeling of stock market comovements
    by Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G.
  • 2012 The relationship between reciprocal currency futures prices
    by Bick, Avi
  • 2012 Can dual-currency sovereign CDS predict exchange rate returns?
    by Pu, Xiaoling & Zhang, Jianing
  • 2012 Butterfly effect: The US real estate market downturn and the Asian recession
    by Xue, Yi & He, Yin & Shao, Xinjian
  • 2012 Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data
    by Rieger, Marc Oliver & Wang, Mei
  • 2012 Foreign exposure through domestic equities
    by Cai, Fang & Warnock, Francis E.
  • 2012 An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
    by Calice, Giovanni & Ioannidis, Christos
  • 2012 Common factors, principal components analysis, and the term structure of interest rates
    by Juneja, Januj
  • 2012 Mutual fund managers stock preferences in Latin America
    by Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff
  • 2012 Self-affinity in financial asset returns
    by Goddard, John & Onali, Enrico
  • 2012 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    by Gupta, Rakesh & Guidi, Francesco
  • 2012 The effect of the Fukushima nuclear accident on stock prices of electric power utilities in Japan
    by Kawashima, Shingo & Takeda, Fumiko
  • 2012 Oil shocks and their impact on energy related stocks in China
    by Broadstock, David C. & Cao, Hong & Zhang, Dayong
  • 2012 Oil price shocks and European industries
    by Scholtens, Bert & Yurtsever, Cenk
  • 2012 A utility based approach to energy hedging
    by Cotter, John & Hanly, Jim
  • 2012 Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market
    by Chang, Kuang-Liang
  • 2012 Oil prices, exchange rates and emerging stock markets
    by Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry
  • 2012 Price discount, inventories and the distortion of WTI benchmark
    by Kao, Chung-Wei & Wan, Jer-Yuh
  • 2012 The cross-section of stock returns in frontier emerging markets
    by de Groot, Wilma & Pang, Juan & Swinkels, Laurens
  • 2012 Time-varying performance of international mutual funds
    by Turtle, H.J. & Zhang, Chengping
  • 2012 Global style momentum
    by Chao, Hsiao-Ying & Collver, Charles & Limthanakom, Natcha
  • 2012 Cross-listing and subsequent delisting in foreign markets
    by You, Leyuan & Parhizgari, Ali M. & Srivastava, Suresh
  • 2012 Does information vault Niagara Falls? Cross-listed trading in New York and Toronto
    by Chen, Haiqiang & Choi, Paul Moon Sub
  • 2012 Industry and country factors in emerging market returns: Did the Asian crisis make a difference?
    by Bai, Ye & Green, Christopher J. & Leger, Lawrence
  • 2012 Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis
    by Karolyi, G. Andrew
  • 2012 The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia
    by Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J.
  • 2012 Return and volatility spillovers among CIVETS stock markets
    by Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal
  • 2012 Price jumps in Visegrad-country stock markets: An empirical analysis
    by Hanousek, Jan & Novotný, Jan
  • 2012 To liberalize or not to liberalize: Political and economic determinants of financial liberalization
    by Kaya, Ilker & Lyubimov, Konstantin & Miletkov, Mihail
  • 2012 The roles of news and volatility in stock market correlations during the global financial crisis
    by Mun, Melissa & Brooks, Robert
  • 2012 How national and international financial development affect industrial R&D
    by Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias
  • 2012 Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets
    by Lazăr, Dorina & Todea, Alexandru & Filip, Diana
  • 2012 Econometric analysis of present value models when the discount factor is near one
    by West, Kenneth D.
  • 2012 International market links and volatility transmission
    by Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo
  • 2012 Spurious regressions in technical trading
    by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke
  • 2012 Sovereign risk contagion in the Eurozone
    by Metiu, Norbert
  • 2012 Stock returns and inflation: Evidence from quantile regressions
    by Alagidede, Paul & Panagiotidis, Theodore
  • 2012 Another look at the uncovered interest rate parity: Have we missed the fundamentals?
    by Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr
  • 2012 Is currency hedging necessary for emerging-market equity investment?
    by Kim, Daehwan
  • 2012 Gauging potential sovereign risk contagion in Europe
    by Fong, Tom Pak Wing & Wong, Alfred Y-T.
  • 2012 Limited investor attention and the mispricing of American Depositary Receipts
    by Eichler, Stefan
  • 2012 Bank of Canada communication, media coverage, and financial market reactions
    by Hayo, Bernd & Neuenkirch, Matthias
  • 2012 Order flow in the South: Anatomy of the Brazilian FX market
    by Wu, Thomas
  • 2012 The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?
    by Bracke, Thierry & Fidora, Michael
  • 2012 Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model
    by Liu, Hsiang-Hsi
  • 2012 Assessing the impacts of oil price fluctuations on stock returns in emerging markets
    by Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen
  • 2012 Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia
    by Haughton, Andre Yone & Iglesias, Emma M.
  • 2012 The changing role of house price dynamics over the business cycle
    by Dufrénot, Gilles & Malik, Sheheryar
  • 2012 The more contagion effect on emerging markets: The evidence of DCC-GARCH model
    by Celık, Sibel
  • 2012 Dynamic modelling of real estate investment trusts and stock markets
    by Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin
  • 2012 Financial market integration: Theory and empirical results
    by Arouri, Mohamed El Hedi & Foulquier, Philippe
  • 2012 Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
    by Franke, Reiner & Westerhoff, Frank
  • 2012 International business cycles with complete markets
    by Dmitriev, Alexandre & Roberts, Ivan
  • 2012 Relative risk aversion and the transmission of financial crises
    by Boschi, Melisso & Goenka, Aditya
  • 2012 Bilateral political relations and sovereign wealth fund investment
    by Knill, April & Lee, Bong-Soo & Mauck, Nathan
  • 2012 Chinese block transactions and the market reaction
    by Bian, Jiangze & Wang, Jun & Zhang, Ge
  • 2012 Do US macroeconomic conditions affect Asian stock markets?
    by Narayan, Seema & Narayan, Paresh Kumar
  • 2012 Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis
    by Xu, Haifeng & Hamori, Shigeyuki
  • 2012 A reexamination of capital controls’ effectiveness: Recent experience of Thailand
    by Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch
  • 2012 Firm incentives, institutional complexity and the quality of “harmonized” accounting numbers
    by Isidro, Helena & Raonic, Ivana
  • 2012 Do accounting standards matter to financial analysts? An empirical analysis of the effect of cross-listing from different accounting standards regimes on analyst following and forecast error
    by Abdallah, Abed AL-Nasser & Abdallah, Wissam & Ismail, Ahmad
  • 2012 Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical
    by Seyyed Ali Paytakhti Oskooe
  • 2012 Contagion in International Stock Markets during the Sub Prime Mortgage Crisis
    by Hsien-Yi Lee
  • 2012 The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
    by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera
  • 2012 Dilemmas of Financial Reporting as the Reliable Information Source of an Entity Performance Results
    by Joanna Zuchewicz
  • 2012 Investor Relations & Importance in the Global Financial Market
    by Danuta Dziawgo
  • 2012 Análisis de corto plazo del contagio de variables y noticias financieras en estados unidos y Colombia
    by César Augusto Corredor Velandia & Stefano Vega Mazzeo
  • 2012 La medición del riesgo en eventos extremos. Una revisión metodológica en contexto
    by Uribe Gil, Jorge Mario & Ulloa Villegas, Inés Maria
  • 2012 Estudio de los gastos de I+D: un análisis empírico en el sector del automóvil
    by Teresa Duarte Atoche & José Ángel Pérez López & José Antonio Camúñez Ruiz
  • 2012 Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias
    by Juan Pablo Zárate Perdomo & Adolfo León Cobo Serna & José Eduardo Gómez-González
  • 2012 Securitization of mortgage debt, domestic lending, and international risk sharing
    by Mathias Hoffmann & Thomas Nitschka
  • 2012 Crude oil market efficiency: An empirical investigation via the Shannon entropy
    by Walid Mensi & Chaker Alaoui & Khuong Nguyen
  • 2012 Target Losses in Case of a Euro Breakup
    by Hans-Werner Sinn
  • 2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
    by David Longworth
  • 2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
    by David Longworth
  • 2012 L'or est-il une valeur refuge pendant les récessions et les crises boursières ?
    by Virginie Coudert & Hélène Raymond
  • 2012 Komplikovanosť Štruktúry Finančných Derivátov - Faktor Rizikovosti Súčasného Finančného Sektora
    by Jana Drutarovská
  • 2012 An Analysis of Manipulation Strategies in Stock Markets
    by Rasim Ozcan
  • 2012 Shadow Banking for Connected Lending and The Countermeasures: Turkish Case
    by Ihsan Ugur Delikanli & Ali Alp & Saim Kilic
  • 2012 Enhancements to the BIS debt securities statistics
    by Branimir Gruic & Philip Wooldridge
  • 2012 The euro area crisis and cross-border bank lending to emerging markets
    by Stefan Afdjiev & Zsolt Kuti & Elod Takáts
  • 2012 Have public bailouts made banks' loan books safer?
    by Michael Brei & Blaise Gadanecz
  • 2012 Eurodollar banking and currency internationalisation
    by Dong He & Robert N McCauley
  • 2012 FX volume during the financial crisis and now
    by Morten Bech
  • 2012 Non-residents’ equity holdings in French CAC 40 companies at end-2011
    by J. Le Roux.
  • 2012 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2011
    by LE ROUX, J.
  • 2012 We examine the intraday behavior of spreads, depths, returns and volume on the Istanbul Stock Exchange by using detailed order and transaction data for all stocks. We find that spreads follow an L-shaped pattern whereas returns, number of trades and volume follow a U-shaped pattern. Another result is that traders use spreads and depths simultaneously to implement their strategies. In addition, spreads are higher on average for more risky stocks and for more active stocks. Informaiton flow as measured by trades of unusual size causes the spreads to increase. Finally there are day-of-week effects on spreads, returns and share volume
    by Bulent KOKSAL
  • 2012 Financial Crises Contagion: Analysis of the Crise Contagion on the Conditional Volatility of ISE
    by Engin CETINKAYA & Erdinc ALTAY
  • 2012 Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model
    by Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN
  • 2012 Re-Engineering of the Business through Financial Innovations
    by Katerina Voicheska
  • 2012 Larger than One Probabilities in Mathematical and Practical Finance
    by Mark Burgin & Gunter Meissner
  • 2012 Internationalization, diversification and risk in multinational banks
    by Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo
  • 2012 Asset-backed securitisation and financial stability: the downgrading delay effect
    by Mario La Torre & Fabiomassimo Mango
  • 2012 The impact of market fragmentation on the liquidity of European Stock Exchanges
    by Simone Francesco Fioravanti & Monica Gentile
  • 2012 Rare Macroeconomic Disasters
    by Robert J. Barro & José F. Ursúa
  • 2012 Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond
    by Roberto Tatiwa Ferreira & Savio de Melo Zachis
  • 2012 Retrospective Of Financial Reporting On Capital Market
    by Diana Muresan
  • 2012 Trading Carbon Dioxide On The European Cabon Market Using The Eu Ets Platform
    by Florin Sebastian Duma & Ioan Alin Nistor
  • 2012 The New Perspectives On The Tobin Tax. Could It Provide Any Support For The Euro-Area?85
    by Anca Tanasie & Nicu Marcu
  • 2012 Road To Euro. Comparative Analysis Romania-Bulgaria
    by Roxana Maria Badircea & Alina Georgiana Manta
  • 2012 Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach
    by Kusdhianto SETIAWAN
  • 2012 Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
    by Cosmin Ilut
  • 2012 Corrigendum: Emerging Market Currency Excess Returns
    by Stephen Gilmore & Fumio Hayashi
  • 2012 International Portfolio Allocation under Model Uncertainty
    by Pierpaolo Benigno & Salvatore Nistic�
  • 2011 Modelarea sectorului administratiei publice in corelatie cu indicatorii cresterii economice - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>
    by Stanica, Cristian
  • 2011 How Effective are Capital Controls in Asia?
    by Gochoco-Bautista,, Maria Socorro & Jongwanich, Juthathip & Lee, Jong-Wha
  • 2011 The international politics of IFRS harmonization
    by Karthik Ramanna
  • 2011 The Impact of Dark and Visible Fragmentation on Market Quality
    by Degryse, H.A. & Jong, F.C.J.M. de & Kervel, V.L. van
  • 2011 The Impact of Dark and Visible Fragmentation on Market Quality (Replaced by CentER DP 2011-069)
    by Degryse, H.A. & Jong, F.C.J.M. de & Kervel, V.L. van
  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien
  • 2011 Nonparametric modeling of carbon prices
    by Chevallier, Julien
  • 2011 The European Carbon Market (2005-2007): Banking, Pricing and Risk-Hedging Strategies
    by Chevallier, Julien
  • 2011 Faut-il désétatiser la filière agroalimentaire ?
    by Hamon, Jacques & Jacquillat, Bertrand
  • 2011 Bourse et gestion de portefeuille
    by Hamon, Jacques
  • 2011 Financial Innovation and Transparency in Turbulent Times
    by Delimatsis, Panagiotis
  • 2011 Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration
    by Samitas, Aristeidis & Tsakalos, Ioannis
  • 2011 The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
    by Karathanassis, G.A. & Sogiakas, V.I.
  • 2011 Global Crises: A Network Perspective on the Economic Integration
    by Leila, Ali
  • 2011 Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors
    by Wamg, Jianxin
  • 2011 Asset Management mit barwert- sowie zeitreihenorientierten Rendite- und Risikoprognosen
    by Cetin-Behzet Cengiz & Rüdiger von Nitzsch
  • 2011 Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
    by Michael Pohl
  • 2011 Türk şirket birleşmelerinin satın alınan şirketlerin hisse senedi fiyatları üzerindeki etkileri
    by Mert Hakan HEKİMOĞLU & Başak TANYERİ
  • 2011 Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler
    by Rasim ÖZCAN
  • 2011 Determinants of credit ratings, sovereign bond spreads and real interest rates in emerging markets
    by Saygın ŞAHİNÖZ & Rauf GÖNENÇ
  • 2011 Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies
    by Yongyang SU & Chi Keung Marco LAU & Mehmet Hüseyin BİLGİN
  • 2011 Return risk map in a fuzzy environment
    by Brotons, José M. & Terceño, Antonio
  • 2011 Impact of the Foreign Institutional Investments on Stock Market: Evidence from India
    by GARG, ASHISH & BODLA, B. S.
  • 2011 How does the domiciliation decision affect mutual fund fees?
    by Lang, Gunnar & Köhler, Matthias
  • 2011 Fiscal adjustment in Greece: In search for sustainable public finances
    by van Aarle, Bas & Kappler, Marcus
  • 2011 International diversification benefits with foreign exchange investment styles
    by Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas
  • 2011 International diversification with securitized real estate and the veiling glare from currency risk
    by Kroencke, Tim Alexander & Schindler, Felix
  • 2011 International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk
    by Schindler, Felix & Kröncke, Tim-Alexander
  • 2011 Information value, export and hedging
    by Broll, Udo & Eckwert, Bernhard
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  • 2011 Variance Risk Premium Differentials and Foreign Exchange Returns
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    by Dimitriou, Dimitrios & Simos, Theodore
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    by Mirdala, Rajmund
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    by Dumitriu, Ramona & Stefanescu, Razvan
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  • 2011 Default probability estimation in small samples - with an application to sovereign bonds
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    by Zaman, Gheorghe & Georgescu, George
  • 2011 The impact of oil price fluctuations on stock markets in developed and emerging economies
    by Le, Thai-Ha & Chang, Youngho
  • 2011 Domestic Wheat Price Formation and Food Inflation in India
    by Dasgupta, Dipak & Dubey, R.N. & Sathish, R
  • 2011 Cross-border bank lending to selected SEACEN economies: an integrative report
    by Pontines, Victor & Siregar, Reza Yamora
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    by Simplice A., Asongu
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    by Petrushchak, Bohdan
  • 2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
    by Simplice A., Asongu
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  • 2011 European countries with a diagnosis of financial default: expectancy and fear of its announcement in Ukraine
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  • 2011 Oil prices, exchange rates and emerging stock markets
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  • 2011 The Belle Epoque of International Finance. French Capital Exports, 1880-1914
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  • 2011 Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
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  • 2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
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    by Cândida Ferreira
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    by Vahagn Galstyan & Philip Lane
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    by Katharina Diekmann
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    by Richard C. K. Burdekin & Pierre L. Siklos
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    by Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand
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    by Jozef Barunik & Lukas Vacha & Ladislav Krištoufek
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    by António Afonso & Jaromír Baxa & Michal Slavík
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    by Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan
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    by Fernández Macho, Francisco Javier
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    by Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz
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    by Vassilis Monastiriotis & Yiannis Psycharis
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    by RICHARD C. K. BURDEKIN & PIERRE L. SIKLOS
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    by Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M.
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    by Alfred Hannig & Stefan Jansen
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    by Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter
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    by Yung Chul Park
  • 2011 The Great Liquidity Freeze : What Does It Mean for International Banking?
    by Dietrich Domanski & Philip Turner
  • 2011 Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
    by Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter
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    by Yung Chul Park
  • 2011 Bond Market Development in Asia : An Empirical Analysis of Major Determinants
    by Biswa Nath Bhattacharyay
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    by Abhijit Sen Gupta
  • 2011 Financial Inclusion and Financial Stability : Current Policy Issues
    by Alfred Hannig & Stefan Jansen
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    by Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter
  • 2011 The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies
    by Yung Chul Park
  • 2011 The Great Liquidity Freeze : What Does It Mean for International Banking?
    by Dietrich Domanski & Philip Turner
  • 2011 Bond Market Development in Asia : An Empirical Analysis of Major Determinants
    by Biswa Nath Bhattacharyay
  • 2011 The Current State of Financial and Regulatory Frameworks in Asian Economies : The Case of India
    by Abhijit Sen Gupta
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  • 2011 Has the structural break slowed down growth rates of stock markets?
    by Paresh Kumar Narayan & Seema Narayan
  • 2011 An analysis of firm and market volatility
    by Susan Sunila Sharma & Paresh Kumar Narayan & Xinwei Zheng
  • 2011 The January and turn-of-the-month effect on firm returns and return volatility
    by Susan Sunila Sharma & Paresh Kumar Narayan
  • 2011 How does investor sentiment affect stock market crises?Evidence from panel data
    by Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer
  • 2011 Measuring Financial Market Integration over the Long Run: Is there a U-Shape?
    by Vadym Volosovych
  • 2011 The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)
    by Degryse, H.A. & Jong, F.C.J.M. de & Kervel, V.L. van
  • 2011 Investment in Microfinance Equity : Risk, Return, and Diversification Benefits
    by Szafarz, Ariane & Brière, Marie
  • 2011 Effects of the Competition between Multiple Trading Platforms on Market Liquidity : Evidence from the MiFID Experience
    by Gresse, Carole
  • 2011 Inside the Black Box: Why are Order Flows Models of Exchange Rate more competitive than Traditional Models of Exchange Rate?
    by Di Filippo, Gabriele
  • 2011 Conflicting Codes and Codings: How Algorithmic Trading Is Reshaping Financial Regulation
    by Lenglet, Marc
  • 2011 Macro factors in oil futures returns
    by Le Pen, Yannick & Sévi, Benoît
  • 2011 The dollar squeeze of the financial crisis
    by Jean-Marc Bottazzi & Jaime Luque & Mario R. Pascoa & Suresh Sundaresan
  • 2011 Endogenous bourse structures
    by Marta Faias & Jaime Luque
  • 2011 Stock Prices Of Domestic Banking Sector And External Shocks In East Asia
    by Masahiro Inoguchi
  • 2011 On the divers of commodity co-movement: Evidence from biofuels
    by Augusto Ruperez Micola & Francisco Penaranda
  • 2011 Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market
    by Gerrit Reher & Bernd Wilfling
  • 2011 The International Monetary System: Living with Asymmetry
    by Obstfeld, Maurice
  • 2011 Sovereign CDS and Bond Pricing Dynamics in the Euro-area
    by Palladini, Giorgia & Portes, Richard
  • 2011 The impact of dark trading and visible fragmentation on market quality
    by de Jong, Frank & Degryse, Hans & van Kervel, Vincent
  • 2011 Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis
    by Rose, Andrew K & Spiegel, Mark
  • 2011 Stories of the Twentieth Century for the Twenty-First
    by Gourinchas, Pierre-Olivier & Obstfeld, Maurice
  • 2011 Global crises and equity market contagion
    by Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud
  • 2011 Financial Cycles: What? How? When?
    by Claessens, Stijn & Kose, Ayhan & Terrones, Marco E
  • 2011 Where It All Began: Lending of Last Resort and the Bank of England during the Overend, Gurney Panic of 1866
    by Flandreau, Marc & Ugolini, Stefano
  • 2011 Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis
    by Foucault, Thierry & Frésard, Laurent
  • 2011 Carry Trades and Global Foreign Exchange Volatility
    by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas
  • 2011 A New Index of Currency Mismatch and Systemic Risk
    by Rancière, Romain & Tornell, Aaron & Vamvakidis, Athanasios
  • 2011 Trade Credit and International Return Comovement
    by Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu
  • 2011 International Macro-Finance
    by Pavlova, Anna & Rigobon, Roberto
  • 2011 Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
    by Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo
  • 2011 Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008
    by Diego Alonso Agudelo Rueda & Milena Castaño
  • 2011 A Simple Test of Momentum in Foreign Exchange Markets
    by Andres Felipe Garcia-Suaza & Jose Eduardo Gómez
  • 2011 A simple test of momentum in foreign exchange markets
    by Andres Felipe García-Suaza & José E. Gómez González
  • 2011 The Carry Trade Risk Factor on U.S. Stock Returns
    by Jairo Andrés Rendón
  • 2011 Dynamic Correlations, Estimation Risk, And Porfolio Management During The Financial Crisis
    by Luis García-Álvarez & Richard Luger
  • 2011 The “Forward Premium Puzzle” and the Sovereign Default Risk
    by Virginie Coudert & Valérie Mignon
  • 2011 The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil
    by Virginie Coudert & Mathieu Gex
  • 2011 Sovereign Defaults: The Price of Haircuts
    by Juan J. Cruces & Christoph Trebesch
  • 2011 How National and International Financial Development Affect Industrial R&D
    by Keith E. Maskus & Rebecca Neumann & Tobias Seidel
  • 2011 Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
    by Rabah Arezki & Bertrand Candelon & Amadou Sy
  • 2011 The Impact of Financial Market Frictions on Trade Flows, Capital Flows and Economic Development
    by Spiros Bougheas & Rod Falvey
  • 2011 The Identification of Price Jumps
    by Jan Hanousek & Evzen Kocenda & Jan Novotny
  • 2011 Better Barking for ABS: Reform Proposals for the Asset-Backed Securities Market
    by David C. Allan & Philippe Bergevin
  • 2011 Better Barking for ABS: Reform Proposals for the Asset-Backed Securities Market
    by David C. Allan & Philippe Bergevin
  • 2011 One For All or All For One? Using Multiple-listing Information in Event Studies
    by Lulu Gu & W. Robert Reed
  • 2011 Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns
    by Alexandros E. Milionis & Evangelia Papanagiotou
  • 2011 Domestic financial regulation and external borrowing
    by Lanau, Sergi
  • 2011 Foreign exchange market structure, players and evolution
    by Michael R. King & Carol Osler & Dagfinn Rime
  • 2011 Why Do Emerging Economies Borrow Short Term?
    by Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler
  • 2011 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
    by Della Corte, P. & Sarno, L. & Sestieri, G.
  • 2011 How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets
    by Manuel A. Hernández & Raúl Ibarra-Ramírez & Danilo R. Trupkin
  • 2011 Home bias in interbank lending and banks’ resolution regimes
    by Michele Manna
  • 2011 Testing for East-West contagion in the European banking sector during the financial crisis
    by Emidio Cocozza & Paolo Piselli
  • 2011 Is foreign-bank efficiency in financial centers driven by homecountry characteristics?
    by Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk
  • 2011 Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market
    by Michael Hutchison & Gurnain Kaur Pasricha & Nirvikar Singh
  • 2011 Determinants of Financial Stress and Recovery during the Great Recession
    by Joshua Aizenman & Gurnain Kaur Pasricha
  • 2011 Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope
    by Ülkü, Numan & Weber, Enzo
  • 2011 Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector
    by Stafano Caiazza & Alberto Franco Pozzolo & Giovanni Trovato
  • 2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
    by Asongu Simplice
  • 2011 Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
    by Asongu Simplice
  • 2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
    by Asongu Simplice
  • 2011 Historical financial analogies of the current crisis
    by Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero
  • 2011 Causality and contagion in peripheral EMU public debt markets: A dynamic approach
    by Marta Gómez-Puig & Simón Sosvilla-Rivero
  • 2011 The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
    by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera
  • 2011 Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
    by Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min
  • 2011 Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries
    by Bong-Han Kim & Hyeongwoo Kim
  • 2011 Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators
    by Charlotte Christiansen
  • 2011 International Diversification Benefits with Foreign Exchange Investment Styles
    by Tim A. Kroencke & Felix Schindler & Andreas Schrimpf
  • 2011 Studies On Financial Markets In East Asia
    by
  • 2011 THE INTERNATIONAL FINANCIAL CRISIS:Have the Rules of Finance Changed?
    by
  • 2011 Monetary Policy after the Crisis
    by Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & Tomasz Łyziak & Jan Przystypa & Ewa Stanisławska & Ewa Wróbel & Urszula Szczerbowicz
  • 2011 Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region
    by Cristiana Tudor
  • 2011 Credit Rating Agencies and Moral Hazard
    by Miloš Božovic & Branko Uroševic & Boško Živkovic
  • 2011 The Irish Economy: Three Strikes and You’re Out?
    by Constantin Gurdgiev & Brian M. Lucey & Ciarán Mac an Bhaird & Lorcan Roche-Kelly
  • 2011 Financial Market Simulation Based On Intelligent Agents €“ Case Study
    by Marek SPIÅ ÃK & Roman Å PERKA
  • 2011 An exploration on volatility across India and some developed and emerging equity markets
    by Paramita Mukherjee
  • 2011 Derivatives – Benefaction Or Curse Of Contemporary Economy
    by Jaroslaw Pawlowski
  • 2011 Derivatives – Benefaction Or Curse Of Contemporary Economy
    by Jaroslaw Pawlowski
  • 2011 The Determinants of Cash Flows in Greek Bond Mutual Funds
    by Christos Grose
  • 2011 Credit Risk Tools. An Overview
    by Francesco P. ESPOSITO
  • 2011 Financial Integration And Economic Growth In The European Transition Economies
    by Rajmund Mirdala
  • 2011 Oil Price Shocks And Financial Stock Markets
    by Achraf GHORBEL & Mouna BOUJELBENE ABBES & Younes BOUJELBENE
  • 2011 International Diversification And Stock Markets Volatilities
    by Achraf GHORBEL & Younes BOUJELBENE
  • 2011 Dynamic Relationship Between Exchange Rates And Stock Prices: Empirical Evidence From India
    by Krishna Reddy CHITTEDI
  • 2011 Equity Home Bias Puzzle Between Macro-Finance Interface And Risk-Factors Interference
    by Mongi ARFAOUI & Ezzeddine ABAOUB
  • 2011 Did the CDS Market Push up Risk Premia for Sovereign Credit?
    by Sergio Andenmatten & Felix Brill
  • 2011 Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions
    by Tak ISA
  • 2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
    by Mansor, Ibrahim H.
  • 2011 Update And Internationalization Of The Islamic Banking Activity
    by NEGRUŞ, Mariana
  • 2011 Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets
    by Yorulmaz, Ozlem
  • 2011 Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets
    by Meric, Ilhan & Gishlick, Herbert E. & Taga, Leonore S. & Meric, Gulser
  • 2011 Sovereign debt in the European Union
    by Octavian Ciobănaşu
  • 2011 Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis
    by Rohit Vishal Kumar & Dhekra Azouzi
  • 2011 Correlation of International Stock Markets Before and During the Subprime Crisis
    by Ioana Moldovan & Claudia Medrega
  • 2011 Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009
    by Iulian Panait
  • 2011 Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria
    by Armas, Adrián & Vallejos , Lucy & Vega, Marco
  • 2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
    by Alexei Kolokolov
  • 2011 Rethinking regulation: international banks in Asian emerging markets
    by C. P. Chandrasekhar
  • 2011 Determinants of Firm Delisting on the Prague Stock Exchange
    by Zuzana Fungáčová & Jan Hanousek
  • 2011 Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries
    by Burcu Kiran
  • 2011 Empirical Test of the Efficiency of Currency Investments
    by Svend Reuse & Martin Svoboda
  • 2011 Modelling Stock Exchange Index Returns in Different GDP Growth Regimes
    by Alenka Kavkler & Mejra Festić
  • 2011 Asset Pricing Behaviour with Dual-Beta in Case of Pakistani Stock Market
    by Attiya Y. Javid & Eatzaz Ahmad
  • 2011 Sovereign Wealth Funds: An Exploratory Study of Their Behavior
    by Ali Fatemi & Iraj Fooladi & Nargess Kayhani
  • 2011 Interest Rate Derivatives In Developing Countries In Europe
    by SLOBODAN CEROVIC & MARINA PEPIC
  • 2011 Financial Crisis, the International Monetary System and the Challenge of the Emerging Economies
    by Jorge Rojas
  • 2011 Financial Regulatory Reform – National and International Actions and Proposals
    by Orãºtean Ramona
  • 2011 Mood and Investor Behavior
    by Murgea Aurora
  • 2011 Evaluation of Existing Methods for Determination the Economic Efficiency of Management and Control of Joint Stock Companies’ Finance
    by Juscu Nicolae Cristian & Calotã George
  • 2011 Conceptual Approach to Economic Efficiency Assessment of Finance Management System of Joint Stock Companies
    by Juscu Nicolae Cristian
  • 2011 Offshore Financial Centers – A Recent and Debatable Reality in World Finance
    by Cosma Sorinel
  • 2011 Optimum Currency Areas Theory: Economic Foundation for Monetary Unification
    by Voinea Gheorghe & Avãdanei Andreea
  • 2011 Sovereign Debt Crisis in Europe – Romania’ Vulnerabilities
    by Orãºtean Ramona
  • 2011 Derivatives Market in the Aftermath of the Lessons Learned from the Crises
    by Murgea Aurora
  • 2011 Methodology of Economic Assessment of Corporate Finance Management Effectiveness
    by Juscu Nicolae Cristian
  • 2011 Development of Exchange-Traded Derivatives Markets in Selective Central and Eastern European Countries
    by Anton Sorin Gabriel & Diaconasu Delia-Elena
  • 2011 A Behavioral Approach To The Global Financial Crisis
    by DEDU Vasile & Turcan Ciprian Sebastian & Turcan Radu
  • 2011 The Implications Of Varying Exchange Rates For The International Trade
    by Sandu Carmen
  • 2011 The Refinancing Structure of Banks in Selected CESEE Countries
    by Mathias Lahnsteiner
  • 2011 Developments in the costs of external funds of the Hungarian banking sector
    by Judit Páles & Dániel Homolya
  • 2011 Variance decomposition of sovereign CDS spreads
    by Zalán Kocsis & Dénes Nagy
  • 2011 Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development
    by Éva G. Fekete
  • 2011 Asset Pricing Models: A Comparative Exercise Using Neural Networks to the Colombian Stock Market
    by Charle Londoño & Yaneth Cuan
  • 2011 Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
    by Jorge Uribe
  • 2011 Arbitrage Pricing Theory Applied to the Chilean Stock Market
    by Werner Kristjanpoller & Mauricio Morales
  • 2011 A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után
    by Berlinger, Edina & Szenes, Márk & Michaletzky, Márton
  • 2011 IWH-Indikatoren zur Kapitalmarktregulierung: Hinweise auf eine Renaissance der Kapitalverkehrskontrollen
    by Makram El-Shagi
  • 2011 Desalineamiento del precio del cobre
    by Eduardo Lopez E. & Lorena Palomeque S.
  • 2011 Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
    by Raúl de Jesús, Edgar Ortiz
  • 2011 Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
    by Numan Ülkü
  • 2011 Detecting Information-Driven Trading in a Dealers Market
    by Jan Hanousek & František Kopøiva
  • 2011 The Financial Crisis and the Stock Markets of the CEE Countries
    by Renatas Kizys & Christian Pierdzioch
  • 2011 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
    by Borys, Magdalena Morgese Borys
  • 2011 International Stock Markets: A Co-integration Analysis
    by Eleftherios J. Thalassinos & Evagelos D. Politis
  • 2011 How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock Markets
    by Dimitrios Subeniotis & Dimitrios Papadopoulos & Ioannis Tampakoudis & Athina Tampakoudi
  • 2011 US macroeconomic news spillover effects on Vietnamese stock market
    by Tho Nguyen
  • 2011 International comparisons of bank regulation, liberalization, and banking crises
    by Puspa Amri & Apanard P. Angkinand & Clas Wihlborg
  • 2011 Sudden stops and currency crises
    by Levan Efremidze & Samuel M. Schreyer & Ozan Sula
  • 2011 Testing for nonlinearity of exchange rates: an information-theoretic approach
    by Yuqin Zhang & Abdol S. Soofi & Shouyang Wang
  • 2011 Development strategy in offshore markets: evidence from the Channel Islands
    by Bruce Hearn
  • 2011 Domestic and foreign country bias in international equity portfolios
    by Diyarbakirlioglu, Erkin
  • 2011 The determinants of domestic and foreign bond bias
    by Ferreira, Miguel A. & Miguel, Antonio F.
  • 2011 The role of macroeconomic policies in the global crisis
    by Catte, Pietro & Cova, Pietro & Pagano, Patrizio & Visco, Ignazio
  • 2011 Price discovery in currency markets
    by Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas
  • 2011 Regime switches in exchange rate volatility and uncovered interest parity
    by Ichiue, Hibiki & Koyama, Kentaro
  • 2011 Financial integration and business cycles in a small open economy
    by Cakici, S. Meral
  • 2011 Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?
    by Balli, Faruk & Balli, Hatice O.
  • 2011 The price effects of index additions: A new explanation
    by Liu, Shinhua
  • 2011 Market microstructure matters when imposing a Tobin tax—Evidence from the lab
    by Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel
  • 2011 Explaining foreign bank entrance in emerging markets
    by Althammer, Wilhelm & Haselmann, Rainer
  • 2011 Is size dead? A review of the size effect in equity returns
    by van Dijk, Mathijs A.
  • 2011 New evidence on oil price and firm returns
    by Narayan, Paresh Kumar & Sharma, Susan Sunila
  • 2011 Optimizing international portfolios with options and forwards
    by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
  • 2011 The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market
    by Hong, Gwangheon & Lee, Bong Soo
  • 2011 Transparency and liquidity uncertainty in crisis periods
    by Lang, Mark & Maffett, Mark
  • 2011 Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder
    by King, Alan
  • 2011 Is trading on earnings surprises a profitable strategy? Canadian evidence
    by Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu
  • 2011 Interest rate sensitivity of the European stock markets before and after the euro introduction
    by Korkeamäki, Timo
  • 2011 The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs
    by Su, Chen & Bangassa, Kenbata
  • 2011 Financial development, technology, growth and performance: Evidence from the accession to the EU
    by Zagorchev, Andrey & Vasconcellos, Geraldo & Bae, Youngsoo
  • 2011 Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets
    by Samarakoon, Lalith P.
  • 2011 Post-earnings announcement abnormal return in the Chinese equity market
    by Truong, Cameron
  • 2011 Emerging market yield spreads: Domestic, external determinants, and volatility spillovers
    by Siklos, Pierre L.
  • 2011 Asymmetric volatility and trading volume: The G5 evidence
    by Sabbaghi, Omid
  • 2011 Conditional beta: Evidence from Asian emerging markets
    by Durand, Robert B. & Lan, Yihui & Ng, Andrew
  • 2011 Investor protection and international equity portfolio investments
    by Poshakwale, Sunil S. & Thapa, Chandra
  • 2011 Covered interest rate parity in emerging markets
    by Skinner, Frank S. & Mason, Andrew
  • 2011 Nonparametric modeling of carbon prices
    by Chevallier, Julien
  • 2011 Analysing interconnectivity among economies
    by Wong, Alfred Y-T. & Fong, Tom Pak Wing
  • 2011 Stock market correlations between China and its emerging market neighbors
    by Jayasuriya, Shamila A.
  • 2011 Regional financial integration in the GCC
    by Espinoza, Raphael & Prasad, Ananthakrishnan & Williams, Oral
  • 2011 Geographical focus in emerging markets and hedge fund performance
    by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Peltomäki, Jarkko
  • 2011 Determinants of European stock market integration
    by Büttner, David & Hayo, Bernd
  • 2011 Crises, portfolio flows, and foreign direct investment: An application to Turkey
    by Uctum, Merih & Uctum, Remzi
  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien
  • 2011 How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test
    by Hatemi-J, Abdulnasser & Roca, Eduardo
  • 2011 How strong is the global integration of emerging market regions? An empirical assessment
    by Guesmi, Khaled & Nguyen, Duc Khuong
  • 2011 The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?
    by Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung
  • 2011 Cash holdings and share repurchases: International evidence
    by Lee, Bong Soo & Suh, Jungwon
  • 2011 Cross-country IPOs: What explains differences in underpricing?
    by Banerjee, Suman & Dai, Lili & Shrestha, Keshab
  • 2011 Real interest parity: A note on Asian countries using panel stationarity tests
    by Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore
  • 2011 Interactions between the Exchange Rates and the Differential of the Stock Returns between Romania and US during the Global Crisis
    by Razvan STEFANESCU & Ramona DUMITRIU
  • 2011 Propagation of Financial Tensions from Developed Economies to Emerging Economies
    by Mihaela-Carmen MUNTEAN & Costel NISTOR & Rozalia NISTOR & Paolo PANICO
  • 2011 La gran crisis financiera de 2007-2009
    by Corbo, Vittorio & Desormeaux M.,Jorge & Schmidt-Hebbel, Klaus
  • 2011 Arbitraje con ADRs: un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile
    by Nicolás Acevedo & Daniela Fleisman & Angélica Montoya & Andrés Mauricio Mora
  • 2011 Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano
    by Londoño Henao, Charle Augusto & Cuan Jaramillo, Yaneth María
  • 2011 Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
    by Uribe Gil, Jorge Mario
  • 2011 Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno
    by Kristjanpoller Rodríguez, Werner & Morales Jure, Mauricio
  • 2011 Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAViaR para el mercado de valores colombi
    by Charle Augusto Llondoño
  • 2011 Macro factors in oil futures returns
    by Yannick Le Pen & Benoît Sévi
  • 2011 Recent developments on commodity, energy and carbon markets: an introduction
    by Valérie Mignon
  • 2011 Corporate drivers of market liquidity on the Warsaw stock exchange
    by Renaud Beaupain & Robert Joliet
  • 2011 Mindestkurs für den Schweizer Franken: Gefährlicher Interventionismus der SNB?
    by Oliver Landmann & Gunther Schnabl & David Iselin & Michael J. Lamla & Rudolf Minsch
  • 2011 Les effets de la crise des subprimes sur le marché financier mexicain
    by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle
  • 2011 L'impact des crises financières globales sur les marchés des changes des pays émergents
    by Virginie Coudert & Cécile Couharde & Valérie Mignon
  • 2011 Chocs, chocs de volatilité et contagion entre les marchés boursiers. Application d'un modèle icss-mgarch
    by Kamel Malik Bensafta & Semedo Gervasio*
  • 2011 Assessing global liquidity
    by Dietrich Domanski & Ingo Fender & Patrick McGuire
  • 2011 FX strategies in periods of distress
    by Jacob Gyntelberg & Andreas Schrimpf
  • 2011 Foreign exchange trading in emerging currencies: more financial, more offshore
    by Robert McCauley & Michela Scatigna
  • 2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    by Kurt Brannas & Albina Soultanaeva
  • 2011 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2010
    by LE ROUX, J.
  • 2011 The Effect of Macroeconomic Factors on Stock Returns: A Study of Turkey and Emerging Markets
    by Güven SAYILGAN & Cemil SÜSLÜ
  • 2011 Financial Reforms and Financial Instability
    by Pablo Gluzmann & Martín Guzman
  • 2011 Bucharest Stock Exchange Position Within The Central And Eastern European Region
    by CORNELIA POP
  • 2011 An Ex-Post Empirical Investigation of the Efficacy of Central Bank Interventions in Currency Markets: Bilateral Exchange Rate of the Dollar
    by Bahram Adrangi & Mary Allender & Kambiz Raffiee
  • 2011 A turnaround in banking globalization?
    by Pierpaolo Ferrari & Roberto Ruozi
  • 2011 Otc derivatives and counterparty risk management
    by Francesco Germini & Pasqualina Porretta & Massimo Proietti
  • 2011 The Effect of Global Liquidity on Macroeconomic Parameters
    by Goknur Umutlu & Yilmaz Yildız
  • 2011 The Effect of Global Liquidity on Macroeconomic Parameters
    by Goknur Umutlu & Yilmaz Yildız
  • 2011 Global Asset Pricing
    by Karen K. Lewis
  • 2011 An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries
    by Mustafa Ibicioglu & Ayhan Kapusuzoglu
  • 2011 Value Relevance of Consolidated Versus Parent Company Financial Statements: Evidence from the Largest Three European Capital Markets
    by Victor-Octavian MULLER
  • 2011 Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
    by M. Y. L. Li & S. M. F. Yen
  • 2011 A Parallel Between The Romanian And European Investment Funds
    by Ph. D Student Loredana-Ioana Pribac
  • 2011 The Impact Of Consumption Taxation On The Budgetary Revenues In The Eu Member States
    by Prof. Marcel Drăcea Ph. D, Assist. Nicoleta Mihaela Drăcea Ph. D Student
  • 2011 The Impact Of Derivatives On Market Functioning
    by Assoc. Prof. Roxana Angela Calistru Ph. D, Assoc. Prof. Carmen Costuleanu Ph. D
  • 2011 The Monetary Policy Of The Central European Bank
    by Cosmin Durac
  • 2011 Do We Identify Synergies In Public Mergers/Acqusitions: Before And During The Economic Crisis
    by Oana Resceanu
  • 2011 The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010
    by Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC
  • 2011 Contagion in International Stock Markets During the sub Prime Mortgage Crisis
    by Hsien-Yi LEE
  • 2011 Financial Volatility And Derivatives Products: A Bidirectional Relationship
    by Claudiu Tiberiu Albulescu & Daniel Goyeau
  • 2011 The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "
    by Sorin Gabriel Anton
  • 2011 Diversity Of The Pension Systems In The European Union Countries"
    by Laura Raisa Miloş & Carmen Corduneanu
  • 2011 Emerging Market Currency Excess Returns
    by Stephen Gilmore & Fumio Hayashi
  • 2011 Contrasting Trends in Firm Volatility
    by David Thesmar & Mathias Thoenig
  • 2011 How Sovereign Is Sovereign Credit Risk?
    by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton
  • 2010 The cross-Section of German stock returns: New data and new evidence
    by Artmann, Sabine & Finter, Philipp & Kempf, Alexander & Koch, Stefan & Theissen, Erik
  • 2010 The Evolving Postcrisis World
    by Grenville, Stephen
  • 2010 Changing worlds: from the efficient market model to modern financial markets
    by Huault, Isabelle & Rainelli, Hélène
  • 2010 Post-MiFID Developments in Equity Market Liquidity
    by Gresse, Carole
  • 2010 Liquidity Problems in the FX Liquid Market
    by Le Fol, Gaëlle & Idier, Julien & Borgy, Vladimir
  • 2010 Impact d’un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    by Le Pen, Yannick & Sévi, Benoît
  • 2010 Les fonds souverains ou sovereign wealth funds
    by Rocchi, Jean-Michel
  • 2010 Gestion obligataire
    by Gresse, Carole
  • 2010 Marchés d'actions
    by Folus, Didier
  • 2010 De l'utilité de la finance et de l'innovation financière
    by Trainar, Philippe
  • 2010 Faut-il renoncer à la globalisation financière?
    by Brender, Anton
  • 2010 Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges
    by Kedar-Levy, Haim & Yu, Xiaoyan & Kamesaka, Akiko & Ben-Zion, Uri
  • 2010 Development of SRI funds and markets
    by Strong, Simon
  • 2010 Options, futures, and other derivatives in Russia: an overview
    by Rotfuß, Waldemar
  • 2010 Assessing Financial Integration in the European Union Equity Markets: Panel Unit Root and Multivariate Cointegration and Causality Evidence
    by C. Worthington, Andrew & Higgs, Helen
  • 2010 The Profitability of Carry Trade - La redditività del carry trade
    by Moosa, Imad A.
  • 2010 Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione all’Unione europea?
    by Hatemi-J, Abdulnasser
  • 2010 Studiul relaţiei dintre pieţele de acţiuni din Europa Centrală şi de Est în contextul crizei financiare actuale
    by Ungureanu Elena-Adela
  • 2010 Which Fundamental News Moves the Markets? Fundamental News and its Impact on Equity, Bond and Foreign Exchange Markets
    by Robert Härtl & Conrad Mattern
  • 2010 El papel de la liquidez en el efecto de la nueva información. El caso de Latibex
    by García, C. José & Herrero, Begoña & Ibáñez, Ana M.
  • 2010 Efectividad de la intervención cambiaria en Guatemala
    by Castillo Maldonado, Carlos Eduardo
  • 2010 ¿Influyen los tigres asiáticos en el comportamiento gregario español?
    by Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra
  • 2010 Downside risk optimization in securitized real estate markets
    by Kroencke, Tim Alexander & Schindler, Felix
  • 2010 Market efficiency in the emerging securitized real estate markets
    by Schindler, Felix
  • 2010 How efficient is the U.K. housing market?
    by Schindler, Felix
  • 2010 Further evidence on the (in-) efficiency of the U.S. housing market
    by Schindler, Felix
  • 2010 International trade and the role of market transparency
    by Broll, Udo & Eckwert, Bernhard & Wong, Kit Pong
  • 2010 Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices
    by Ehlers, Stefan & Gürtler, Marc & Olboeter, Sven
  • 2010 Reducing systemic relevance: A proposal
    by Doluca, Hasan & Klüh, Ulrich & Wagner, Marco & Weder di Mauro, Beatrice
  • 2010 Analysis of the intraday effects of economic releases on the currency market
    by Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J.
  • 2010 Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail
  • 2010 Investing in times of inflation fears: Diversification properties of investments in liquid real assets
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor
  • 2010 The future of the international exchange rate system
    by Schäfer, Wolf
  • 2010 Vertical integration, competition, and financial exchanges: Is there grain in the silo?
    by Juranek, Steffen & Walz, Uwe
  • 2010 Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50
    by Ende, Bartholomäus & Lutat, Marco
  • 2010 Analysis of binary trading patterns in Xetra
    by Maurer, Kai-Oliver & Schäfer, Carsten
  • 2010 The home bias in equities and distribution costs
    by Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina
  • 2010 The discontinuous integration of Western Europe's heterogeneous market for corporate control from 1995 to 2007
    by Frey, Rainer
  • 2010 What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?
    by Dötz, Niko & Fischer, Christoph
  • 2010 How to Measure Globalisation? A New Globalisation Index (NGI)
    by Petra Vujakovic
  • 2010 The Three Debts: A Look from the East
    by Vladimir Gligorov & Michael Landesmann
  • 2010 Foreign News and Spillovers in Emerging European Stock Markets
    by Evzen Kocenda & Jan Hanousek
  • 2010 Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options
    by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk
  • 2010 Midquotes or Transactional Data? The Comparison of Black Model on HF Data
    by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk
  • 2010 Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures
    by Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk
  • 2010 The Extreme-Value Dependence Between the Chinese and Other International Stock Markets
    by David E. Giles
  • 2010 Hermite Regression Analysis of Multi-Modal Count Data
    by David E. Giles
  • 2010 Why Should Naive Investors Avoid Stock Markets ?
    by Michael Donadelli & Federico Silvestri
  • 2010 Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response
    by Guido Cazzavillan & Michael Donadelli
  • 2010 Small Traders in Currency Futures Markets Format
    by Carl Chiarella & Andreas Rothig
  • 2010 Intra-day anomalies in the relationship between U.S. futures and European stock indexes
    by Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni
  • 2010 On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
    by Fabio Tramontana & Frank Westerhoff & Laura Gardini
  • 2010 Rethinking the effects of financial liberalization
    by Fernando Broner & Jaume Ventura
  • 2010 An Empirical Analysis of International Stock Market Volatility Transmission
    by Indika Karunanayake & Valadkhani, Abbas & O'Brien, Martin
  • 2010 The Effect of Government Purchases on Economic Growth in Japan
    by Federico Guerrero & Elliott Parker
  • 2010 Time Varying Risk Aversion: An Application to Energy Hedging
    by John Cotter & Jim Hanly
  • 2010 An Analysis of the EU Emission Trading Scheme
    by Don Bredin & Cal Muckley
  • 2010 Hedging: Scaling and the Investor Horizon
    by John Cotter & Jim Hanly
  • 2010 Investigating Sources of Unanticipated Exposure in Industry Stock Returns
    by Don Bredin & Stuart Hyde
  • 2010 Spectral Risk Measures: Properties and Limitations
    by Kevin Dowd & John Cotter & Ghulam Sorwar
  • 2010 Innovative Financing at a Global Level
    by European Commission
  • 2010 Innovative Financing at a Global Level
    by European Commission
  • 2010 Detecting Contagion with Correlation: Volatility and Timing Matter
    by Dungey, Mardi & Yalama, Abdullah
  • 2010 Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables
    by Nikolaos Antonakakis
  • 2010 Momentum in stock market returns: Implications for risk premia on foreign currencies
    by Thomas Nitschka
  • 2010 Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
    by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer
  • 2010 The Time-Varying Systematic Risk of Carry Trade Strategies
    by Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind
  • 2010 Trade Flows, Exchange Rate Uncertainty and Financial Depth: Evidence from 28 Emerging Countries
    by Mustafa Caglayan & Omar S. Dahi & Firat Demir
  • 2010 The Global Financial Crisis and its Impact on Emerging Market Economies in Europe and the CIS: Evidence from mid-2010
    by Marek Dabrowski
  • 2010 Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments
    by Ansgar Belke & Joscha Beckmann & Michael Kühl
  • 2010 Infrastructure as an asset class
    by Inderst, Georg
  • 2010 Responding to the Global Financial and Economic Crisis: Meeting the Challenges in Asia
    by Arner, Douglas & Schou-Zibell, Lotte
  • 2010 Financial Inclusion and Financial Stability: Current Policy Issues
    by Hannig, Alfred & Jansen, Stefan
  • 2010 Financial Development: A Broader Perspective
    by Reid, Richard
  • 2010 Solicited and Unsolicited Credit Ratings: A Global Perspective
    by Poon, Winnie P. H. & Chan, Kam C.
  • 2010 The Chiang Mai Initiative Multilateralization: Origin, Development and Outlook
    by Sussangkarn, Chalongphob
  • 2010 International Reserves and Swap Lines in Times of Financial Distress: Overview and Interpretations
    by Aizenman, Joshua
  • 2010 Liberalization and Regulation of Capital Flows: Lessons for Emerging Market Economies
    by Mohan, Rakesh & Kapur, Muneesh
  • 2010 The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
    by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis
  • 2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
    by Maria Christidou & Theodore Panagiotidis
  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis
  • 2010 VIX Dynamics with Stochastic Volatility of Volatility
    by Andreas Kaeck & Carol Alexander
  • 2010 Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
    by Andreas Kaeck & Carol Alexander
  • 2010 Large Shareholder Diversification And Corporate Risk- Taking
    by Mara Faccio & Maria-Teresa Marchica & Roberto Mura
  • 2010 Determinants of sovereign bond yield spreads in the euro area in
    by Luciana Barbosa & Sónia Costa
  • 2010 هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي
    by Ghassan, Hassan B. & Taher, Farid B. & AlDehailan, Salman
  • 2010 Macroeconomic Risks and Characteristic-Based Factor Models
    by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
  • 2010 Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    by Sinha, Pankaj & Sinha, Gyanesh
  • 2010 Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia
    by Zawadzki, Krystian & Lewicka, Marta
  • 2010 Financial globalisation and crisis, institutional transformation and equity
    by Arestis, Philip & Singh, Ajit
  • 2010 Analiza efectelor Zonei Unice de Plati in Euro in contextul crizei financiare internationale
    by Avadanei, Andreea
  • 2010 Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana
    by Shehu Usman Rano, Aliyu
  • 2010 Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns
    by Nagayasu, Jun
  • 2010 Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
    by Zhu, Junjun & Xie, Shiyu
  • 2010 Flight to Liquidity and Global Equity Returns
    by Goyenko, Ruslan & Sarkissian, Sergei
  • 2010 Cross listing waves
    by Sarkissian, Sergei & Schill, Michael
  • 2010 Why are U.S. firms listed in foreign markets worth more?
    by Sarkissian, Sergei & Schill, Michael
  • 2010 Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market
    by Kucuk, Ugur N.
  • 2010 European corporate bond market integration: lessons from EMU
    by Avadanei, Andreea
  • 2010 The impact of population ageing on international capital flows
    by Narciso, Alexandre
  • 2010 Macro Financial Determinants of the Great Financial Crisis: Implications for Financial Regulation
    by Caprio, Gerard Jr. & D'Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter
  • 2010 The American mortgage crisis implications on the international economics evolutions
    by Nistor, Costel & Panico, Paolo & Nistor, Rozalia & Muntean, Mihaela-Carmen
  • 2010 The contagion effect: evidences from former Soviet Economies in Eastern Europe
    by Insel, Aysu & Korkmaz, Abdurrahman
  • 2010 Management of Stock Price and it Effect on Economic Growth: Case study of West African Financial Markets
    by Drama, Bedi Guy Herve & Yao, Shen
  • 2010 International Capital Flows: An empirical study of the relationship between equity and debt investments
    by Sahoo, Ganeswar
  • 2010 FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data
    by Abdel Aal Mahmoud, Ashraf
  • 2010 Communication of companies with their surroundings - the manipulation of information and information asymmetry
    by Bojańczyk, Mirosław
  • 2010 صيغ تمويل المشروعات الصغيرة في الاقتصاد الإسلامي
    by Alasrag, Hussien
  • 2010 Volatility Co-movement of ASEAN-5 Equity Markets
    by Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali
  • 2010 Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    by Sinha, Pankaj & Sinha, Gyanesh
  • 2010 Cointegration and conditional correlations among German and Eastern Europe equity markets
    by Guidi, Francesco & Gupta, Rakesh
  • 2010 The growth and size of the Brazilian mutual fund industry
    by Varga, Gyorgy & Wengert, Maxim
  • 2010 Markov-switching Asset Allocation: Do Profitable Strategies Exist?
    by Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe
  • 2010 Sovereign Credit Ratings, Transparency and International Portfolio Flows
    by Gande, Amar & Parsley, David
  • 2010 Meditaciones popperianas sobre la crisis financiera
    by Estrada, Fernando
  • 2010 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    by Guidi, Francesco
  • 2010 Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models
    by Guidi, Francesco
  • 2010 Oil Prices, Exchange Rates and Emerging Stock Markets
    by Syed Abul Basher & Alfred Haug & Perry Sadorsky
  • 2010 Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001
    by Alfred A. Haug & William G. Dewald
  • 2010 Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis
    by Christian Dreger & Jarko Fidrmuc
  • 2010 Cities and Carbon Market Finance: Taking Stock of Cities' Experience With Clean Development Mechanism (CDM) and Joint Implementation (JI)
    by Christa Clapp & Alexia Leseur & Oliver Sartor & Gregory Briner & Jan Corfee-Morlot
  • 2010 Minimising Risks from Imbalances in European Banking
    by Sebastian Barnes & Philip R. Lane & Artur Radziwill
  • 2010 Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs
    by Rauf Gönenç & Saygin Sahinöz & Ozge Tuncel
  • 2010 The German Banking System: Lessons from the Financial Crisis
    by Felix Hüfner
  • 2010 The Impact of the Financial Crisis on Defined Benefit Plans and the Need for Counter-Cyclical Funding Regulations
    by Juan Yermo & Clara Severinson
  • 2010 Foreign shareholding: A decomposition analysis
    by Shah, Ajay & Patnaik, Ila
  • 2010 Understanding the ADR premium under market segmentation
    by Stigler, Mathieu & Shah, Ajay & Patnaik, Ila
  • 2010 An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?
    by Wade D. Pfau
  • 2010 Rethinking the Effects of Financial Liberalization
    by Fernando A. Broner & Jaume Ventura
  • 2010 International Macro-Finance
    by Anna Pavlova & Roberto Rigobon
  • 2010 Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World
    by Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler
  • 2010 Determinants of Financial Stress and Recovery during the Great Recession
    by Joshua Aizenman & Gurnain Kaur Pasricha
  • 2010 The European Union, the Euro, and Equity Market Integration
    by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel
  • 2010 Currency Carry Trades
    by Travis J. Berge & Òscar Jordà & Alan M. Taylor
  • 2010 Emerging Local Currency Bond Markets
    by John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock
  • 2010 Monetary Policy and the Uncovered Interest Parity Puzzle
    by David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin
  • 2010 Global Banks and International Shock Transmission: Evidence from the Crisis
    by Nicola Cetorelli & Linda S. Goldberg
  • 2010 Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach
    by Olivier Jeanne & Anton Korinek
  • 2010 Investor Overconfidence and the Forward Premium Puzzle
    by Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang
  • 2010 Modeling Financial Contagion Using Mutually Exciting Jump Processes
    by Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven
  • 2010 Market Response to Policy Initiatives during the Global Financial Crisis
    by Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa
  • 2010 Detecting Crowded Trades in Currency Funds
    by Momtchil Pojarliev & Richard M. Levich
  • 2010 Private Information, Human Capital, and Optimal “Home Bias” in Financial Markets
    by Isaac Ehrlich & Jong Kook Shin & Yong Yin
  • 2010 Equilibrium on international assets and goods
    by Patrice Fontaine & Cuong Le Van
  • 2010 Financial integration and financial development in transition economies : what happens during financial crises ?
    by Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten
  • 2010 Multiple Regime Shifts: The Influence of ASEAN Politics on Financial Integration within South-East Asia
    by David Treisman
  • 2010 Testing for Contagion: a Time-Scale Decomposition
    by Andrea Cipollini & Iolanda Lo Cascio
  • 2010 Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
    by András Rezessy
  • 2010 Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market
    by Yuliya Lovcha & Alejandro Perez-Laborda
  • 2010 The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies
    by Mark J. Holmes & Theodore Panagiotidis & Jesus Otero
  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis
  • 2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
    by Maria Christidou & Theodore Panagiotidis
  • 2010 Causal Relationship between Stock Prices and Exchange Rates
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang
  • 2010 Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance
    by Eirini Syngelaki
  • 2010 Bank of Canada Communication, Media Coverage, and Financial Market Reactions
    by Bernd Hayo & Matthias Neuenkirch
  • 2010 Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
    by Stefan Hlawatsch & Peter Reichling
  • 2010 Does Cross-Listing in the US Foster Mergers and Acquisitions and Increase Target Shareholder Wealth?
    by Jean-Claude Cosset & Siham Meknassi
  • 2010 The International Wealth Channel: A Global Error-Correcting Analysis
    by Nils Holinski & Robert Vermeulen
  • 2010 Der marktphasenabhängige Einfluss der Liquidität auf die Credit Spreads von Corporate Bonds
    by Gann, Philipp
  • 2010 How Brazil Can Defend Against Financialization and Keep Its Economic Surplus for Itself
    by Michael Hudson
  • 2010 Managing Finance in Emerging Economies: The Case of India
    by Sunanda Sen
  • 2010 The Meltdown of the Global Economy: A Keynes-Minsky Episode?
    by Sunanda Sen
  • 2010 An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?
    by Yves Jégourel & Samuel Maveyraud
  • 2010 Is this time different for Asia?: Evidence from stock Markets
    by Yushi Yoshida
  • 2010 Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
    by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  • 2010 Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?
    by Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen
  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis
  • 2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
    by Maria Christidou & Theodore Panagiotidis
  • 2010 Contagion Between European and US Banks: Evidence from Equity Prices
    by Daniel Fricke
  • 2010 Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models
    by Ruipeng Liu & Thomas Lux
  • 2010 The Extreme Risk Problem for Monetary Policies of the Euro-Candidates
    by Hubert Gabrisch & Lucjan T. Orlowski
  • 2010 Do fiscal imbalances deteriorate sovereign debt ratings?
    by António Afonso & Pedro Gomes
  • 2010 Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour
    by António Afonso & Manuel M. F. Martins
  • 2010 Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
    by Margarida Abreu & Victor Mendes & João A. Santos
  • 2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
    by António Afonso & Christophe Rault
  • 2010 Can Cross-Border Financial Markets Create Endogenously Good Collateral in a Crisis?
    by Makoto Saito & Shiba Suzuki & Tomoaki Yamada
  • 2010 An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes
    by Yoshihiko Sugihara & Nobuyuki Oda
  • 2010 Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy
    by Aidan Corcoran
  • 2010 Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach
    by Olivier Jeanne & Anton Korinek
  • 2010 Optimal Asset Allocation Under Linear Loss Aversion
    by Fortin, Ines & Hlouskova, Jaroslava
  • 2010 The 2007-? financial crisis: a euro area money market perspective
    by Nuno Cassola & Claudio Morana
  • 2010 The Reform of Tokyo Stock Exchange and Transparency
    by Hideaki Sakawa & Masato Ubukata
  • 2010 20 Jahre Währungsunion: Nach der Krise ist vor der Krise
    by Martin Klein & Diemo Dietrich
  • 2010 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
    by Yu-chin Chen & Kwok Ping Tsang
  • 2010 Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates
    by Matthew S. Yiu & Joseph K. W. Fung & Lu Jin & Wai-Yip Alex Ho
  • 2010 Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets
    by Isaac Ehrlich & Jong Kook Shin & Yong Yin
  • 2010 What Effect Has Bond Market Development in Emerging Asia Had on the Issuance of Corporate Bonds?
    by Paul Mizen & Serafeim Tsoukas
  • 2010 Capital Flight: China's Experience
    by Yin-Wong Cheung & XingWang Qian
  • 2010 The Role of Bond Finance in Firms' Survival During the Asian Crisis
    by Marina-Eliza Spaliara & Serafeim Tsoukas
  • 2010 Analysing Interconnectivity among Economies
    by Alfred Wong & Tom Fong
  • 2010 Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil
    by Matthew S. Yiu & Wai-Yip Alex Ho & Lu Jin
  • 2010 Taxation, Dividends, and Share Repurchases: Taking Evidence Global
    by Jacob, Martin
  • 2010 Globalization of Corporate Covernance: The American Influence on Dismissal Performance Sensitivity of European CEOs
    by Jungeilges, Jochen A. & Oxelheim, Lars & Randoy, Trond
  • 2010 Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty
    by Frot, Emmanuel & Santiso, Javier
  • 2010 Stock and Bond Relationships in Asia
    by Johansson, Anders C.
  • 2010 Financial Markets in East Asia and Europe during the Global Financial Crisis
    by Johansson, Anders C.
  • 2010 Dynamic causal linkages between the US stock market and the stock markets of the East Asian economies
    by Kim, Hyunjoo
  • 2010 Simultaneous monetary policy announcements and international stock markets response: an intraday analysis
    by Hussain, Syed Mujahid
  • 2010 Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound
    by Christian Kalhoefer & Sara Shenouda & Ahmed Badawi
  • 2010 The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods
    by Abdulnasser Hatemi-J & Eduardo Roca
  • 2010 Enhancing Contrarian Strategies: Evidence from Developed Markets Indices
    by Mirela Malin & Graham Bornholt
  • 2010 The duration of business cycle expansions and contractions: Are there change-points in duration dependence?
    by Vitor Castro
  • 2010 Exchange Rate Target Zones: A Survey of the Literature
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
  • 2010 Does the euro dominate Central and Eastern European money markets?
    by Mario Cerrato & Alexander Kadow & Ronald MacDonald
  • 2010 Interest Rate Co-movements, Global Factors and the Long End of the Term Spread
    by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess
  • 2010 Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach
    by Wajih Khallouli & Modibo René Sandretto
  • 2010 Monetary Policy in the Crisis Period
    by Pavel Trunin
  • 2010 Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures
    by Giulio Cifarelli & Giovanna Paladino
  • 2010 What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions?
    by G. Andrew Karolyi & Rose C. Liao
  • 2010 Sovereign Wealth Funds: Form and Function in the 21st Century
    by Gordon L. Clark & Ashby H. B. Monk
  • 2010 Financial Innovation and Financial Fragility
    by Nicola Gennaioli & Andrei Shleifer & Robert Vishny
  • 2010 Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets
    by Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman
  • 2010 Relationship between Czech and European developed stock markets: DCC MVGARCH analysis
    by Michael Princ
  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
    by Ladislav Kristoufek
  • 2010 The Price and Risk Effects of Option Introductions on the Nordic Markets
    by Staffan Linden
  • 2010 Assessing financial integration: a comparison between Europe and East Asia
    by Rossella Calvi
  • 2010 Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
    by Cuntz, A.N. & Blind, K.
  • 2010 The Geography of Equity Listing and Financial Centre Competition in Mainland China and Hong Kong
    by Karreman, B. & van der Knaap, G.A.
  • 2010 Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
    by Lean, H.H. & McAleer, M.J. & Wong, W.K.
  • 2010 Financial Contagion and the Real Economy
    by Dirk G. Baur
  • 2010 Are the Gains from Foreign Diversification Diminishing? Assessing teh Impact with Cross-Listed Stocks
    by Chua, Choong Tze & Lai, Sandy & Lewis, Karen K.
  • 2010 Financial Development : A Broader Perspective
    by Richard Reid
  • 2010 Liberalization and Regulation of Capital Flows : Lessons for Emerging Market Economies
    by Rakesh Mohan & Muneesh Kapur
  • 2010 The Chiang Mai Initiative Multilateralization : Origin, Development and Outlook
    by Chalongphob Sussangkarn
  • 2010 Financial Development : A Broader Perspective
    by Richard Reid
  • 2010 Financial Development : A Broader Perspective
    by Richard Reid
  • 2010 Financial Inclusion and Financial Stability : Current Policy Issues
    by Alfred Hannig & Stefan Jansen
  • 2010 International Reserves and Swap Lines in Times of Financial Distress : Overview and Interpretations
    by Joshua Aizenman
  • 2010 Solicited and Unsolicited Credit Ratings : A Global Perspective
    by Winnie P. H. Poon & Kam C. Chan
  • 2010 Understanding the ADR premium under market segmentation
    by Matthieu Stigler & Ajay Shah & Ila Patnaik
  • 2010 Financial Development : A Broader Perspective
    by Richard Reid
  • 2010 Investor Overconfidence and the Forward Premium Puzzle
    by A. Craig Burnside & Bing Han & David A. Hirshleifer & Tracy Yue Wang
  • 2010 Exit routes in LBO projects
    by Ouidad Yousfi
  • 2010 Equilibrium on International Financial Assets and Goods Marke
    by Patrice Fontaine & Cuong Le Van
  • 2010 Do Financial Markets Expect Bank Defaults to be Contagious?
    by Mark Mink
  • 2010 The crisis as a wake-up call. Do banks tighten screening and monitoring during a financial crisis?
    by Ralph de Haas & Neeltje van Horen
  • 2010 Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century
    by Laura Spierdijk & Jacob Bikker & Pieter van den Hoek
  • 2010 The power of weather
    by Christian Huurman & Francesco Ravazzolo & Chen Zhou
  • 2010 Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market
    by Paresh Kumar Narayan & Zhichao Zhang & Xinwei Zheng
  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani
  • 2010 Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements
    by Andrey Lizyayev
  • 2010 Private Capital Flows to Low Income Countries: Country-Specific Effects and the Lucas Paradox
    by Sweder van Wijnbergen & Corine Franken
  • 2010 Mandatory IFRS Reporting and Stock Price Informativeness
    by Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & Meulen, S. van der
  • 2010 Foreign Currency Lending in Emerging Europe: Bank Level Evidence
    by Brown, M. & Haas, R. de
  • 2010 Mandatory Adoption of IFRS and Analysts’ Forecasts Information Properties
    by Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & Meulen, S. van der
  • 2010 L’évolution de la liquidité sur les marchés d’actions depuis l’entrée en vigueur de la Directive sur les Marchés d’Instruments Financiers
    by Gresse, Carole
  • 2010 Multi-Market trading and Market Liquidity: the Post MiFID Picture
    by Gresse, Carole
  • 2010 Revisiting the excess co-movements of commodity prices in a data-rich environment
    by Le Pen, Yannick & Sévi, Benoît
  • 2010 A Volatility-Driven Asset Allocation (VDAA)
    by Morel, Christophe & Michel, Thierry & Michel, Laurent
  • 2010 Rapport du groupe de travail sur la volatilité des prix du pétrole
    by Lasserre, Frédéric & Laffitte, Michel & Chevalier, Jean-Marie & Baule, Frédéric & Chevallier, Julien & Odonnat, Ivan & Viellefond, Edouard
  • 2010 Multiple Equilibria and Indeterminacy in an Optimal Growth Model with Endogenous Capital Depreciation
    by Gaowang Wang & Heng-fu Zou
  • 2010 Multinational Banking in Europe: Financial Stability and Regulatory Implications. Lessons from the Financial Crisis
    by Giorgio Barba Navaretti & Giacomo Calzolari & Alberto Franco Pozzolo & Micol Levi
  • 2010 The 2007-? financial crisis: a money market perspective
    by Nuno Cassola & Claudio Morana
  • 2010 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    by Theoharry Grammatikos & Robert Vermeulen
  • 2010 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    by Theoharry Grammatikos & Robert Vermeulen
  • 2010 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    by Theoharry Grammatikos & Robert Vermeulen
  • 2010 An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union
    by Gerrit Reher & Bernd Wilfling
  • 2010 Rethinking the Effects of Financial Liberalization
    by Broner, Fernando A & Ventura, Jaume
  • 2010 Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
    by Bekaert, Geert & Engstrom, Eric
  • 2010 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
    by Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia
  • 2010 Sovereign Default, Domestic Banks and Financial Institutions
    by Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano
  • 2010 A Transaction Data Study of the Forward Bias Puzzle
    by Breedon, Francis & Rime, Dagfinn & Vitale, Paolo
  • 2010 Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?
    by Flandreau, Marc & Gaillard, Norbert & Panizza, Ugo
  • 2010 Learning and Complementarities: Implications for Speculative Attacks
    by Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy
  • 2010 Gestación y desarrollo de la hegemonía de las formas y mecanismos de valorización financiero y especulativo: desde la época de 1970 hasta la crisis ac
    by Abelardo Mariña Flores & Giannina Ninnette Torres Ramírez
  • 2010 Financial Integration at Times of Financial Instability
    by Jan Babecky & Lubos Komarek & Zlatuse Komarkova
  • 2010 Recurrence quantification analysis of global stock markets
    by Joao A. Bastos & Jorge Caiado
  • 2010 The structure of international stock market returns
    by Joao A. Bastos & Jorge Caiado
  • 2010 The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs
    by Cécile Carpentier & Douglas Cumming & Jean-Marc Suret
  • 2010 The Credit Default Swap Market and the Settlement of Large Defaults
    by Virginie Coudert & Mathieu Gex
  • 2010 Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?
    by Virginie Coudert & Hélène Raymond
  • 2010 The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment
    by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle
  • 2010 Exchange Rate Flexibility Across Financial Crises
    by Virginie Coudert & Cécile Couharde & Valérie Mignon
  • 2010 The Impact of Fiscal Rules on Public Finances: Theory and Empirical Evidence for the Euro Area
    by Wim Marneffe & Bas Van Aarle & Wouter Van Der Wielen & Lode Vereeck
  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani
  • 2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
    by António Afonso & Christophe Rault
  • 2010 Investor Protection and Foreign Stakeholders
    by Maela Giofré
  • 2010 Volatility Transmission in Emerging European Foreign Exchange Markets
    by Vít Bubák & Evžen Kocenda & Filip Zikes
  • 2010 Stock Market Integration between three CEECs, Russia and the UK
    by Guglielmo Maria Caporale & Nicola Spagnolo
  • 2010 Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets
    by Piotr Wdowinski & Marta Malecka
  • 2010 Capital Flight: China's Experience
    by Yin-Wong Cheung & Xingwang Qian
  • 2010 Macroeconomics of Microfinance: How Do the Channels Work?
    by Nargiza Maksudova
  • 2010 Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis
    by Jan Novotny
  • 2010 Carry Trade
    by Oscar Jorda
  • 2010 International diversification and industry-related labor income risk
    by Carolina Fugazza & Maela Giofre & Giovanna Nicodano
  • 2010 Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
    by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  • 2010 Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
    by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  • 2010 Financial Globalisation and Crisis, Institutional Transformation and Equity
    by Arestis, P. & Singh, A.
  • 2010 Globalisation, Openness and Economic Nationalism: Conceptual Issues and Asian Practice
    by Singh, A.
  • 2010 Foreign Corporate Ownership and Dividends
    by Chai, D.H.
  • 2010 Price Discovery in Currency Markets
    by Carol Osler & Alexander Mende & Lukas Menkhoff
  • 2010 A Transaction Data Study of the Forward Bias Puzzle
    by Francis Breedon & Dagfinn Rime & Paolo Vital
  • 2010 Rethinking the Effects of Financial Liberalization
    by Fernando Broner & Jaume Ventura
  • 2010 The changing role of house price dynamics over the business cycle
    by Dufrénot, G. & Malik, S.
  • 2010 Is there Evidence of Shift-Contagion in International Housing Markets?
    by de Bandt,O. & Malik, S.
  • 2010 Liquidity problems in the FX liquid market: Ask for the "BIL"
    by Borgy, V. & Idier, J. & Le Fol, G.
  • 2010 The role of macroeconomic policies in the global crisis
    by Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco
  • 2010 The euro as a reserve currency for global investors
    by Luis M. Viceira & Ricardo Gimeno
  • 2010 The Impact of the Global Economic and Financial Crisis on Central Eastern and SouthEastern Europe (CESEE) and Latin America
    by Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José María Serena
  • 2010 Bank Competition and International Financial Integration: Evidence Using a New Index
    by Gurnain Kaur Pasricha
  • 2010 Identifying Asymmetric Comovements of International Stock Market Returns
    by Fuchun Li
  • 2010 International Capital Flows and Bond Risk Premia
    by Jesus Sierra
  • 2010 What do foreigners want? Evidence from;targets in bank cross-border M&As
    by Stafano Caiazza & Andrew Clare & Alberto Franco Pozzolo
  • 2010 Do multinational banks create or destroy economic value?
    by Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo
  • 2010 A Comprehensive Look at Financial Volatility Prediction by Economic Variables
    by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf
  • 2010 Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns
    by Leonidas Tsiaras
  • 2010 Intertemporal Risk-Return Trade-off in Foreign Exchange Rates
    by Charlotte Christiansen
  • 2010 Dividend predictability around the world
    by Jesper Rangvid & Maik Schmeling & Andreas Schrimpf
  • 2010 BANKING AND CAPITAL MARKETS:New International Perspectives
    by
  • 2010 Contagion and Spillovers: New Insights from the Crisis
    by Peter Backé & Martin Feldkircher & Ernest Gnan & Mathias Lahnsteiner & Ewald Nowotny & Jürgen Kröger & Stefan Kuhnert & Mary McCarthy & Sebastián Nieto-Parra & Javier Santiso & Stéphane Dees & Filippo di Mauro & Catherine Keppel & Julia Wörz & Már Gudmundsson & Thorsteinn Thorgeirsson & Eugenio Cerutti & Anna Ilyina & Yulia Makarova & Christian Schmieder & Ove Sten Jensen & Claus Johansen & Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José Maria Serena & Violetta Klyviene & Lars Tranberg Rasmussen & Dimitry Sologoub
  • 2010 The Quest for Stability: the view of financial institutions
    by Hans J. Blommestein & Lex H. Hoogduin & Jolanda J.W. Peeters & Wim W. Boonstra & Verónica Vallés & Christian Weistroffer & Stephan Schulmeister
  • 2010 Financial Development in Mexico between 1975 and 2009
    by Harald Habermann
  • 2010 Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
    by Demary, Markus
  • 2010 Monetary ease: A factor behind financial crises? Some evidence from OECD countries
    by Ahrend, Rudiger
  • 2010 Sovereign Wealth Funds in the Next Decade
    by Curto, Stefano
  • 2010 Financial Services Liberalisation in Transition Countries and the Role of the WTO
    by Ivana Prica & Jelica Petrović VujaÄić
  • 2010 The Greek Crisis: Causes and Implications
    by Georgios P. Kouretas & Prodromos Vlamis
  • 2010 Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
  • 2010 The Global Economic Downturn And African Economy €“ Recent Trends And Future Prospects
    by Ravinder RENA
  • 2010 Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets
    by Drama Bedi Guy HERVE & Yao SHEN
  • 2010 Do Capital Markets Value Earnings And Cash Flows Alike? International Empirical Evidence
    by Melita CHARITOU & Petros LOIS & Adamos VLITTIS
  • 2010 Spot price and future price for Brent and WTI markers: Behavior and determinants (1998-2008)
    by Giuseppe Pulitano & Emmanuel Borgucci
  • 2010 A Model of Financial Market Liquidity Based on Intermediary Capital
    by Denis Gromb & Dimitri Vayanos
  • 2010 The Impact of Stock, Energy and Foreign Exchange Markets on the Sugar Market
    by Nikolaos Sariannidis
  • 2010 Macroeconomic Fundamentals and Stock Return Dynamics: International Evidence from the Global Finance Area
    by Ezzeddine ABAOUB & Mongi ARFAOUI & Hammadi SLITI
  • 2010 The Determinants of Systematic Risk: International Evidence from the Macro-Finance Interface
    by Mongi ARFAOUI & Ezzeddine ABAOUB
  • 2010 Volatility Co-Movement of Asean-5 Equity Markets
    by Swee-Ling Oh & Evan Lau & Chin-Hong Puah & Shazali Abu Mansor
  • 2010 Liquidity Assistance and the Provision of State Aid to Financial Institutions
    by Marianne Ojo
  • 2010 Extending the Scope of Prudential Supervision: Regulatory Developments during and beyond the “Effective” Periods of the Post BCCI and the Capital Requirements Directives
    by Marianne Ojo
  • 2010 When The Us Sneezes Romania Is Very Ill. Economic Crisis In Romania
    by Viorel MATEI & Laura UNGUREANU
  • 2010 Stock Market Integration In The Emerging Markets: Some Empirical Evidence
    by Kadir KARAGOZ & Ebrahim REZAEI & ?lhan EGE
  • 2010 Modelling And Forecasting Volatility Of East Asian Newly Industrialized Countries And Japan Stock Markets With Non-Linear Models
    by Francesco GUIDI
  • 2010 Impact Of Bank Asset And Liability Management On Profitability: Empirical Investigation
    by Faris Nasif AL- SHUBIRI
  • 2010 The strength and source of asymmetric international diversification
    by Leyuan You & Robert Daigler
  • 2010 Managerial Approach of International Initial Public Offerings Valuation
    by Cristian PAUN & Stefan UNGUREANU
  • 2010 Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries
    by Dedu, Vasile & Mihai, Irina & Neagu, Florian
  • 2010 Basel Iii – A New Approach To Improve International Financial Stability
    by BAICU, Claudia Gabriela
  • 2010 A Smooth Transition GARCH-M Model
    by Tsatsura, Oleg
  • 2010 Capital-Protected Structured Bonds
    by Robert Schneider & Gheorghe Ciobanu
  • 2010 Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano
    by Del Carpio, Carlos & Zevallos, Mauricio
  • 2010 Stock Market Integration: DCC MV-GARCH Model
    by Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost
  • 2010 Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009
    by Ladislav Krištoufek
  • 2010 Effect of Intraday Information Flow on the Emerging European Stock Markets
    by Jan Hanousek & Evžen Kočenda
  • 2010 Financial Distress and Access to Capital in Emerging Markets
    by Jorge Guillen
  • 2010 IPO influence on the development of stock markets in the countries of the Visegrad four
    by Lukáš Chylík
  • 2010 State-Run Investment Funds: Major Institutional Investors on Global Financial Markets
    by Petr Sedláček
  • 2010 Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis
    by Zbigniew Korzeb
  • 2010 Corporate Financial Analysis And Localization Criteria - Emerging Versus Developed Countries: Case Study On It Commercial Companies
    by Cristina Maria Triandafil & Petre Brezeanu
  • 2010 Company Financial Diagnosis In CEE Countries
    by Petre Brezeanu & Cristina Maria Triandafil & Cătălin Huidumac
  • 2010 Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange
    by Kosmas Njanike
  • 2010 Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model
    by Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina
  • 2010 The Financial Crisis and the Capital Market
    by Guni Claudia Nicoleta
  • 2010 Global Crises and the Dynamics of IPO Activity
    by Dencic-Mihajlov Ksenija
  • 2010 Recent Macroeconomic Developments in the New Member States
    by Murarasu Bogdan
  • 2010 Regulation and deregulation of the financial markets
    by Cristina Duhnea & Silvia Ghita Mitrescu & Oana Nitu
  • 2010 Financial Crisis: causes and consequences
    by Magdalena Dediu & Alina Dobrea
  • 2010 The Evolution Of The Romanian Economy In The Context Of The International Crisis
    by Hetes Roxana & Miru Oana
  • 2010 The Development And Implications Of The U.S. Subprime Crisis
    by Hetes Roxana & Miru Oana & Crâsneac Alexandru
  • 2010 Foreign Currency Lending in Central, Eastern and Southeastern Europe: The Case of Austrian Banks
    by Johannes Pann & Reinhardt Seliger & Julia Übeleis
  • 2010 How Did the Global Financial Crisis Affect the CESEE Region and Latin America? – A Comparative Analysis
    by Peter Backé & Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José Maria Serena
  • 2010 Potentials and limitations of non-governmental forintdenominated bond issues by non-residents
    by Áron Gereben & István Mák
  • 2010 New Model of Current Account Balances
    by Levente Kovács
  • 2010 Nonlinear Dependence in Stock Returns: Evidences from India
    by Gourishankar S Hiremath & Bandi Kamaiah
  • 2010 Foreign Direct Investments and the Economic Crisis in Romania
    by DIMA Stela Crina
  • 2010 Equity Market Liberalization, Industry Growth And The Cost Of Capital
    by Zhen Li
  • 2010 Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets
    by I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen
  • 2010 An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach
    by Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin
  • 2010 “Home Bias Puzzle”. Is It a Puzzle or Not?
    by Constantinos Gavriilidis
  • 2010 Future Stance of Currencies in the International Monetary System
    by Jana Kotlebova
  • 2010 Economic Assessment of Selected Bank Mergers in the Central-East Europe Region in Comparison with Developed Countries
    by Jakub Taj
  • 2010 Prospects for International Financial Center in the Russian Federation
    by Sergey Drobyshevsky & Elizaveta Khudko & Elena Velikova
  • 2010 Size, Book-to-Market, Volatility and Stock Returns: Evidence from Amman Stock Exchange (ASE)
    by Walid Saleh
  • 2010 Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe
    by Elena Fedorova & Kashif Saleem
  • 2010 Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects
    by Eduard Baumöhl & Tomáš Výrost
  • 2010 A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks
    by Jeong-Gil Choi & Pat Obi & Shomir Sil
  • 2010 Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?
    by Mehmet Umutlu & Aslihan Altay-Salih
  • 2010 Co-Integration between Mortgage Markets in the Monetary Union: 1995–2008
    by Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad
  • 2010 Exchange Rate Risk in Central European Countries
    by Evžen Koèenda & Tigran Poghosyan
  • 2010 Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
    by Ladislav Krištoufek
  • 2010 Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets
    by Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia.
  • 2010 Greece’s Interdependence with the European Union and her Loss to Society Function
    by Ioannis N. Kallianiotis
  • 2010 Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index
    by Nikolaos SARIANNIDIS & Grigoris GIANNARAKIS & Nicolaos LITINAS & George KONTEOS
  • 2010 Behavior of realized volatility and correlation in exchange markets
    by Amir Safari & Detlef Seese
  • 2010 El Sistema Financiero Vasco: evolución de las entidades de depósito en la Comunidad Autónoma de Euskadi 1980-2009
    by Pedro Martínez de Alegría & Iñaki Beristain Etxabe
  • 2010 The Relationship between the Current World Crisis and Global Imbalances
    by Rozalia NISTOR & Costel NISTOR & Mihaela-Carmen MUNTEAN
  • 2010 The analysis of the customers’ perception on CSR – tridimensional approach – cultural, economical and social
    by Nicoleta CRISTACHE & Adrian MICU & Angela-Eliza MICU & Irina SUSANU
  • 2010 The American Mortgage Crisis Implications on the international economics evolutions
    by Costel NISTOR & Paolo PANICO & Rozalia NISTOR & Mihaela-Carmen MUNTEAN
  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
    by Ladislav Kristoufek
  • 2010 Generalidades de los ADRS: Un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile
    by Andrés Mauricio Mora & Daniela Fleisman & Angélica Montoya & Nicolás Acevedo
  • 2010 Black Gold & Fool´s Gold: Speculation in the Oil Futures Market
    by John Parsons
  • 2010 Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequeñas y medianas empresas
    by Andrea Patricia Alba & Nidia Remolina
  • 2010 Ventas en Corto: discusión regulatoria y propuesta para Colombia
    by Ana Maria Prieto
  • 2010 Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia
    by Carlos Aldana & Felipe Aristizabal & Claudia Echavarría
  • 2010 La Crisis Económica De 2008.Algunas Reflexiones Teóricas A Partir De J.M. Keynes Y H. P. Minsky
    by Stella del Pilar Venegas Calle
  • 2010 Lecciones de la crisis financiera internacional
    by Yenny Catalina Aguirre Botero & Ramón Javier Mesa Callejas
  • 2010 Análisis del efecto día de semana en los mercados accionarios latinoamericanos
    by Kristjanpoller Rodríguez, Werner
  • 2010 Teoría de precios de arbitraje. Evidencia empírica para Colombia a través de redes neuronales
    by Charle Londoño & Mauricio Lopera & Sergio Restrepo
  • 2010 Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia
    by Juan José Echavarría & Diego Vásquez & Mauricio Villamizar
  • 2010 Caos en el mercado de commodities
    by Christian Espinosa Méndez
  • 2010 The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Leo Michelis & Cathy Ning
  • 2010 The Credit Default Swap Market and the Settlement of Large Defaults
    by Virginie Coudert & Mathieu Gex
  • 2010 Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    by Yannick Le Pen & Benoît Sévi
  • 2010 Gaussian Analysis of Non-Gaussian Time Series
    by Dimitris Kugiuntzis & Efthimia Bora-Senta
  • 2010 The Effect of Foreign Investors on Security Markets: The Case of Istanbul Stock Exchange
    by Guluzar Kurt Gumus
  • 2010 A user's guide to the Triennial Central Bank Survey of foreign exchange market activity
    by Michael R King & Carlos Mallo
  • 2010 Derivatives in emerging markets
    by Dubravko Mihaljek & Frank Packer
  • 2010 The $4 trillion question: what explains FX growth since the 2007 survey?
    by Michael R King & Dagfinn Rime
  • 2010 Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
    by Ingo Fender & Patrick McGuire
  • 2010 The collapse of international bank finance during the crisis: evidence from syndicated loan markets
    by Michael Chui & Dietrich Domanski & Peter Kugler & Jimmy Shek
  • 2010 Was it credit supply? Cross-border bank lending to emerging market economies during the financial crisis
    by Elod Takats
  • 2010 Non-residents’ equity holdings in French CAC 40 companies at end-2009
    by Le Roux, J.
  • 2010 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2009
    by LE ROUX, J.
  • 2010 Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa
    by Martin Grandes & Marcel Peter & Nicolas Pinaud
  • 2010 Possibilities to Study the Market Trend Fluctuations by Means of Indicators for Technical Analysis
    by Marin Marinov
  • 2010 Premiums and arbitrage of Asian Exchange Traded Funds
    by Marco Elia
  • 2010 Islamic banking in Europe and in Italy
    by Rino Lombardi
  • 2010 The taxation of dividends paid to Italian and European residents
    by Enzo Mignarri
  • 2010 Privatization and Finance
    by William Megginson
  • 2010 Integration Of The Selected See Equity Markets: Cointegration Approach
    by Assist. Prof. Dragan Tevdovski Ph.D. & Prof. Slave Risteski Ph.D.
  • 2010 The Romanian Banking System And The International Financial Crisis
    by Assist. Ph.D Panait Nicoleta
  • 2010 International Factoring – A Viable Financing Solution For Firms
    by Assoc. Prof. Ph.D Giurca Vasilescu Laura
  • 2010 The integration of capital markets: correlation analysis
    by Ioan TRENCA & Eva DEZSI
  • 2010 Classical Lassical And Behavioural Finance In Investor Decision
    by Lect. Aurora Murgea Ph. D
  • 2010 Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets
    by Oana Resceanu
  • 2010 Microstructure And Market Maker Price Strategies: Study Of A Tunisian Market Maker Activity
    by Saida GTIFA
  • 2010 A Cross-Industry Analysis Of Investors’ Reaction To Unexpected Market Surprises: Evidence From Nasdaq Sector-Indices
    by Peter J. Bush & Seyed M. Mehdian & Mark J. Perry
  • 2010 Impact Of Current Financial Crisis On Disclosures On Financial Instruments
    by Maria Carmen Huian
  • 2010 The Impact Of Eu Integration On The Risk-Return Trade-Off Of European Diversified Portfolios
    by Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia Tintea
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  • 2010 Global Interest Rates, Currency Returns, and the Real Value of the Dollar
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  • 2010 The Short and Long Run Benefits of Financial Integration
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  • 2010 Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable
    by Joseph E. Stiglitz
  • 2010 Financial Exchange Rates and International Currency Exposures
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  • 2010(XX) Romania’s External Debt Sustainability Under Crisis Circumstances
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  • 2009 Mutual funds in the context of current economic crisis
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  • 2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets
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  • 2009 The performance of the European Stock Markets: a time-varying Sharpe ratio approach
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  • 2009 Cross-Border Exposures and Financial Contagion
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  • 2009 Foreign-exchange intervention strategies and market expectations: insights from Japan
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  • 2009 Finance internationale
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  • 2009 Les déterminants du prix du carbone sur le marché européen des quotas
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  • 2009 Modelling the convenience yield in carbon prices using daily and realized measures
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  • 2009 La crise de la finance globalisée
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  • 2009 L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain
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  • 2009 Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares
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  • 2009 Analyzing and hedging structured products with Interactive Deformable Computer Graphics
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  • 2009 Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework
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  • 2009 Uncovered Interest Parity: Are Empirical Rejections of It Valid?
    by Olmo, Jose & Pilbeam, Keith
  • 2009 Financial Market Dynamics in an Enlarged European Union
    by Kenourgios, Dimitris & Samitas, Aristeidis
  • 2009 The Myth of International Diversification
    by Moosa, Imad A. & Al-Deehani, Talla M.
  • 2009 The Effect of Country Default Risk on Foreign Direct Investment
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  • 2009 Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği
    by Gökçe AKSOY & Onur OLGUN
  • 2009 Government Bond Yield Spreads: A Survey
    by Riccardo Lo Conte
  • 2009 Momentum in stock market returns, risk premia on foreign currencies and international financial integration
    by Thomas Nitschka
  • 2009 Testing the predictability and efficiency of securitized real estate markets
    by Schindler, Felix & Rottke, Nico & Füss, Roland
  • 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
  • 2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests
    by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas
  • 2009 Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model /
    by Demary, Markus
  • 2009 Sovereign Wealth Funds: Size, economic effects and policy reactions
    by Jost, Thomas
  • 2009 Rating opaque borrowers: why are unsolicited ratings lower?
    by Bannier, Christina E. & Behr, Patrick & Güttler, André
  • 2009 Empirische Analyse der Drawdowns von Dach-Hedgefonds
    by Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph
  • 2009 Did fair-value accounting contribute to the financial crisis?
    by Laux, Christian & Leuz, Christian
  • 2009 The crisis of fair value accounting: Making sense of the recent debate
    by Laux, Christian & Leuz, Christian
  • 2009 Long-horizon consumption risk and the cross-section of returns: New tests and international evidence
    by Grammig, Joachim G. & Schrimpf, Andreas & Schuppli, Michael
  • 2009 Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates
    by Kühl, Michael
  • 2009 How does European Integration affect the European Stock Markets?
    by Erdogan, Burcu
  • 2009 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators
    by Uhlenbrock, Birgit
  • 2009 Price discovery on traded inflation expectations: does the financial crisis matter?
    by Schulz, Alexander & Stapf, Jelena
  • 2009 A simple model of a speculative housing market
    by Dieci, Roberto & Westerhoff, Frank
  • 2009 A simple agent-based financial market model: Direct interactions and comparisons of trading profits
    by Westerhoff, Frank
  • 2009 Detecting intentional herding: what lies beneath intraday data in the spanish stock market
    by Natividad Blasco & Pilar Corredor & Sandra Ferreruela
  • 2009 (I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market
    by Domagoj Sajter & Tomislav Ćorić
  • 2009 Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets
    by Alina Serban
  • 2009 Bank Competition and International Financial Integration: Evidence using a new index
    by Gurnain Kaur Pasricha
  • 2009 Convergence of EMU Equity Portfolios
    by Maela Giofre
  • 2009 Low-Income Countries' Access to Private Debt Markets
    by Hostland, Doug
  • 2009 High-Frequency and Model-Free Volatility Estimators
    by Robert Ślepaczuk & Grzegorz Zakrzewski
  • 2009 Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices
    by Robert Ślepaczuk & Grzegorz Zakrzewski
  • 2009 On Convergence across Transition Economies’ Financial Markets: the Role of Creditor Rights
    by Simona Benedettini
  • 2009 The Implementation of SNB Monetary Policy
    by Thomas Jordan & Angelo Ranaldo & Paul Soderlind
  • 2009 The Time-Varying Systematic Risk of Carry Trade Strategies
    by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen
  • 2009 On the drivers of commodity co-movement: Evidence from biofuels
    by Francisco Peñaranda & Augusto Rupérez-Micola
  • 2009 Sovereign default, domestic banks and financial institutions
    by Nicola Gennaioli & Alberto Martin & Stefano Rossi
  • 2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach
    by Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika
  • 2009 Understanding the Relationship between Financial Development and Monetary Policy
    by Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri
  • 2009 An alternative method for measuring financial frictions
    by Uluc Aysun
  • 2009 State-Uncertainty preferences and the Risk Premium in the Exchange rate market
    by Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca
  • 2009 Short-Horizon Return Predictability in International Equity Markets
    by Abul Shamsuddin & Jae H Kim
  • 2009 Nice but cautious guys: The cost of responsible investing in the bond markets
    by Bastien Drut
  • 2009 Sovereign Bonds and Socially Responsible Investment
    by Bastien Drut
  • 2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises
    by Marie Briere & Bastien Drut
  • 2009 The Global Financial Crisis: Lessons for European Integration
    by Marek Dabrowski
  • 2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets
    by Prabhath Jayasinghe & Albert K. Tsui
  • 2009 Dynamic Returns Linkages and Volatility Transmission between South African and World Major Stock Markets
    by Z. Chinzara & M.J. Aziakpono
  • 2009 Segmentation across International Equity, Bond, and Foreign Exchange Markets
    by Cathy Ning & Stephen Sapp
  • 2009 Extreme Dependence in International Stock Markets
    by Cathy Ning
  • 2009 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
    by M. FRÖMMEL & N. KISS M & K. PINTÉR & -
  • 2009 Was the stock exchange crisis of 2007 predictable?
    by POPESCU, Ion & STOICA, Victor & MERUTA, Alexandrina
  • 2009 Apects Of Mondial Crisis Influence On The Global Stock Exchange
    by IONESCU, Eduard & OPREA, Cristian
  • 2009 Hedge funds strategies -are they consistent?
    by Ribeiro, Mafalda & Santos, C. Machado
  • 2009 Developing Asian Local Currency Bond Markets: Why and How?
    by Spiegel, Mark M.
  • 2009 What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?
    by Pomerleano, Michael
  • 2009 International comovement of stock market returns: a wavelet analysis
    by António Rua & Luís Catela Nunes
  • 2009 Assessing the Value Relevance of Accounting Data After the Introduction of IFRS in Europe
    by Devalle, Alain & Magarini, Riccardo & Onali, Enrico
  • 2009 A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry
    by Santillán Salgado, Roberto & Hibert Sánchez, Abel
  • 2009 New insights into India’s single stock futures markets
    by HUNG, MAO-WEI & SO, LEH-CHYAN
  • 2009 Random Walk and Multiple Structural Breaks In Thai Stock Market
    by Chancharat, Surachai & Kamalian, Amin Reza & Valadkhani, Abbas
  • 2009 Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review
    by Hiremath, Gourishankar S
  • 2009 The impact of the US stock market on the Romanian stock market in the context of the financial crisis
    by Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona
  • 2009 Asymmetric GARCH and the financial crisis: a preliminary study
    by Výrost, Tomáš & Baumöhl, Eduard
  • 2009 Stationarity of time series and the problem of spurious regression
    by Baumöhl, Eduard & Lyócsa, Štefan
  • 2009 Asymmetric GARCH and the financial crisis: a preliminary study
    by Výrost, Tomáš & Baumöhl, Eduard
  • 2009 Odstraňování legislativních bariér na trzích hypotečních a spotřebitelských úvěrů
    by Pavla, Vodová
  • 2009 Measuring the integration of credit markets
    by Pavla, Vodová
  • 2009 The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets
    by Giovanis, Eleftherios
  • 2009 Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB
    by Giovanis, Eleftherios
  • 2009 Emerging Market Local Currency Bond Market, Too Risky to Invest?
    by Küçük, Ugur N.
  • 2009 The Economic Exchange Rate Exposure: Evidence for a Small Open Economy
    by Rashid, Abdul
  • 2009 Investor protection and foreign stakeholders
    by Giofré, Maela/M.
  • 2009 The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis
    by Dima, Bogdan & Murgea, Aurora & Cristea, Stefana
  • 2009 Dynamic Sources of Sovereign Bond Market Liquidity
    by Kucuk, Ugur N.
  • 2009 Testing the weak-form market efficiency and the day of the week effects of some African countries
    by Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile
  • 2009 The new relations between global economy, international trade and financial system
    by Popa, Catalin C.
  • 2009 Global Stock Markets Development and Integration: with Special Reference to BRIC Countries
    by Chittedi, Krishna Reddy
  • 2009 Fallacies, Collapses, Crises. Now What?
    by Lazarides, Themistokles & Drmmpetas, Evaggelos
  • 2009 Equity Price Bubbles in the Middle Eastern and North African Financial Markets
    by Jahan-Parvar, Mohammad & Waters, George
  • 2009 Volatility spillover in Indonesia, USA, and Japan capital market
    by Mulyadi, Martin Surya
  • 2009 Sovereign bond market integration: the euro, trading platforms and financial crises
    by Schulz, Alexander & Wolff, Guntram B.
  • 2009 Learning to Fail? Evidence from Frequent IPO Investors
    by Chiang, Yao-Min & Hirshleifer, David & Qian, Yiming & Sherman, Ann
  • 2009 Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
    by Kristoufek, Ladislav
  • 2009 Equity Returns and Business Cycles in Small Open Economies
    by Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip
  • 2009 Are stock exchanges integrated in the world? - A critical Analysis
    by Varadi, Vijay Kumar & Boppana, Nagarjuna
  • 2009 Location decision for foreign direct investment in ASEAN countries (A TOPSIS Approach)
    by Karimi, Mohammad sharif & Yusop, Zulkornain & Siong Hook, Law
  • 2009 Carry Trades and Global FX Volatility
    by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas
  • 2009 The Impact of the US Subprime Mortgage Crisis on the World and East Asia
    by Shirai, Sayuri
  • 2009 Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?
    by Balli, Faruk & Ozer-Balli, Hatice
  • 2009 The strategic behavior of banks during a financial crisis; evidence from the syndicated loan market
    by de Haas, Ralph & van Horen, Neeltje
  • 2009 The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios
    by Giofré, Maela M.
  • 2009 Indian Capital Control Liberalization: Evidence from NDF Markets
    by Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain Kaur & Singh, Nirvikar
  • 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
  • 2009 Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation
    by Aliyu, Shehu Usman Rano
  • 2009 تأثير الأزمة المالية العالمية على الاقتصاد المصرى
    by Alasrag, Hussien
  • 2009 From credit crunch to credit boom: transitional challenges in Bulgarian banking, 1999-2006
    by Erdinç, Didar
  • 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
  • 2009 Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
    by Hideaki Sakawa & Masato Ubukata
  • 2009 National and Sectoral GHG Mitigation Potential: A Comparison Across Models
    by Christa Clapp & Katia Karousakis & Barbara Buchner & Jean Chateau
  • 2009 Financing Climate Change Mitigation: Towards a Framework for Measurement, Reporting and Verification
    by Jan Corfee-Morlot & Bruno Guay & Kate Larsen
  • 2009 Reporting and Recording Post-2012 GHG Mitigation Commitments, Actions and Support
    by Jane Ellis & Sara Moarif & Joy Aeree Kim
  • 2009 GHG Mitigation Actions: MRV Issues and Options
    by Jane Ellis & Sara Moarif
  • 2009 Can the Financial Sector continue to be the Main Growth Engine in Luxembourg?
    by Arnaud Bourgain & Patrice Pieretti & Jens Høj
  • 2009 Pension Fund Investment in Infrastructure
    by Georg Inderst
  • 2009 Pension Coverage and Informal Sector Workers: International Experiences
    by Yu-Wei Hu & Fiona Stewart
  • 2009 Pensions in Africa
    by Fiona Stewart & Juan Yermo
  • 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
    by Òscar Jordà & Alan M. Taylor
  • 2009 Did Fair-Value Accounting Contribute to the Financial Crisis?
    by Christian Laux & Christian Leuz
  • 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
  • 2009 Towards a Common European Monetary Union Risk Free Rate
    by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz
  • 2009 New Evidence on the First Financial Bubble
    by Rik G.P. Frehen & William N. Goetzmann & K. Geert Rouwenhorst
  • 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
  • 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
  • 2009 Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture
    by Yuko Hashimoto & Takatoshi Ito
  • 2009 Patterns of International Capital Raisings
    by Juan Carlos Gozzi & Ross Levine & Sergio L. Schmukler
  • 2009 Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?
    by Söhnke M. Bartram & Gregory Brown & René M. Stulz
  • 2009 How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
    by Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno
  • 2009 Financial Openness and Productivity
    by Geert Bekaert & Campbell R. Harvey & Christian Lundblad
  • 2009 Selective Swap Arrangements and the Global Financial Crisis: Analysis and Interpretation
    by Joshua Aizenman & Gurnain Kaur Pasricha
  • 2009 What Segments Equity Markets?
    by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel
  • 2009 International Portfolio Allocation under Model Uncertainty
    by Pierpaolo Benigno & Salvatore Nisticò
  • 2009 International Finance and Growth in Developing Countries: What Have We Learned?
    by Maurice Obstfeld
  • 2009 Global Imbalances and Financial Fragility
    by Ricardo J. Caballero & Arvind Krishnamurthy
  • 2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period
    by Mokhtar Darmoul & Mokhtar Kouki
  • 2009 Wavelet method for locally stationary seasonal long memory processes
    by Dominique Guegan & Zhiping Lu
  • 2009 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
    by Michael Frömmel & Norbert Kiss M. & Klára Pintér
  • 2009 The information content of Hungarian sovereign CDS spreads
    by Lóránt Varga
  • 2009 Secondary market trading infrastructure of government securities
    by Csaba Balogh & Gergely Kóczán
  • 2009 The sequencing of stock market liberalization events and corporate financing decisions
    by Thomas J. Flavin & Thomas O'Connor
  • 2009 News and Correlations of CEEC-3 Financial Markets
    by David Büttner & Bernd Hayo
  • 2009 Determinants of European Stock Market Integration
    by David Büttner & Bernd Hayo
  • 2009 The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets
    by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch
  • 2009 Federal Reserve Communications and Emerging Equity Markets
    by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch
  • 2009 Domestic or U.S. News: What Drives Canadian Financial Markets?
    by Bernd Hayo & Matthias Neuenkirch
  • 2009 The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland
    by David Büttner & Bernd Hayo & Matthias Neuenkirch
  • 2009 A Convergence Model of the Term Structure of Interest Rates
    by Viktors Ajevskis & Kristine Vitola
  • 2009 Short-Horizon Return Predictability in International Equity Markets
    by Abul Shamsuddin & Jae H Kim
  • 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis
    by Rousova, Linda
  • 2009 Die internationale Finanzkrise: Ursachen, Treiber, Veränderungsbedarf und Reformansätze
    by Rudolph, Bernd
  • 2009 Financial Liberalisation and Stock Market Volatility: The Case of Indonesia
    by Gregory James & Michail Karoglou
  • 2009 Financial crisis, exchange rate and stock market integration
    by Yushi Yoshida
  • 2009 On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data
    by Yushi Yoshida & Jan C. Rülke
  • 2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
    by Rosa Borges
  • 2009 Defending Against Speculative Attacks
    by Tijmen Daniëls & Henk Jager & Franc Klaassen
  • 2009 An Estimated Two-Country DSGE Model: losses from UK membership in EMU
    by Moons, Cindy
  • 2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
    by Isao Ishida & Toshiaki Watanabe
  • 2009 International Interest-Rate Risk Premia in Affine Term Structure Models
    by Felix Geiger
  • 2009 A Structural Investigation into the Price and Wage Dynamics in Hong Kong
    by Michael Cheng & Wai-Yip Alex Ho
  • 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
  • 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
  • 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
  • 2009 International Diversification: A Copula Approach
    by Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih
  • 2009 International Diversification: An Extreme Value Approach
    by Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih
  • 2009 Should we expect financial globalization to have significant effects on business cycles?
    by Iversen, Jens
  • 2009 Threshold cointegration relationships between oil and stock markets
    by Jawadi, Fredj & Leoni, Patrick
  • 2009 Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises
    by Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas
  • 2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)
    by Melander, Ola
  • 2009 The Effects of Real Exchange Rate Depreciation in an Economy with Extreme Liability Dollarization
    by Melander, Ola
  • 2009 Asian Sovereign Debt and Country Risk
    by Johansson, Anders C.
  • 2009 China'S Financial Market Integration With The World
    by Johansson, Anders C.
  • 2009 Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
    by Menkhoff, Lukas & Schmeling, Maik
  • 2009 Predictability of Future Index Returns based on the 52 Week High Strategy
    by Mirela Malin & Graham Bornholt
  • 2009 Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates
    by Michael Kühl
  • 2009 How does European Integration affect the European Stock Markets?
    by Burcu Erdogan
  • 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
  • 2009 Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?
    by Marc Flandreau, Norbert Gaillard, Ugo Panizza
  • 2009 The Welfare Gains of Trade Integration in the European Monetary Union
    by Céline Gimet
  • 2009 The Investment Strategies of Sovereign Wealth Funds
    by Josh Lerner & Shai Bernstein & Antoinette Schoar
  • 2009 Sovereign Wealth Fund Investment Patterns and Performance
    by William L. Megginson & Bernardo Bortolotti & Veljko Fotak & William Miracky
  • 2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails
    by Ladislav Kristoufek
  • 2009 Wavelet Analysis of Central European Stock Market Behaviour During the Crisis
    by Jozef Barunik & Lukas Vacha
  • 2009 The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment
    by Flavia Corneli
  • 2009 Determinants of intra-euro area government bond spreads during the financial crisis
    by Salvador Barrios & Per Iversen & Magdalena Lewandowska & Ralph Setzer
  • 2009 Time Variation in Asset Return Dependence: Strength or Structure?
    by Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C.
  • 2009 VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
    by Hakim, A. & McAleer, M.J.
  • 2009 Monetary policy under alterative asset market structures: the case of a small open economy
    by Bianca De Paoli
  • 2009 The carbon market in 2020: volumes, prices and gains from trade
    by Marcel Brinkman & Samuel Fankhauser & Ben Irons & Stephan Weyers
  • 2009 US real interest rates and default risk in emerging economies
    by Nathan Foley-Fisher & Bernardo Guimaraes
  • 2009 Monetary policy under alternative asset market structures: the case of a small open economy
    by Bianca De Paoli
  • 2009 The effect of credit rationing on the shape of the competition-innovation relationship
    by Jan Bena
  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Benjamin Chabot & Christopher J. Kurz
  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Benjamin Chabot & Christopher J. Kurz
  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Chabot, Benjamin & Kurz, Christopher J.
  • 2009 Short-Term Policy Responses to the International Financial Crisis and Risks to Sustainable Medium-Term Policy Frameworks in Asia : Complications Arising from Enduring Global Imbalances
    by Andrew Filardo
  • 2009 Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market
    by Don H. Kim & Mico Loretan & Eli M. Remolona
  • 2009 Financial Reform and Asian Integration : What Now?
    by Suman Bery
  • 2009 The Global Financial Crisis : Lessons from Japan
    by Kazumasa Iwata
  • 2009 Financial Integration in Asia : A Medium-Term Agenda
    by Shinji Takagi
  • 2009 The Global Economic Crisis, Regional Policy Coordination and Rebalancing Growth in Asia
    by Yung Chul Park
  • 2009 Managing Financial Risks
    by Sunil Sharma
  • 2009 China’s Factor in Recent Global Commodity Price and Shipping Freight Volatilities
    by Feng Lu & Yuanfang Li
  • 2009 Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises
    by Shirley J. Huang & Jun Yu
  • 2009 Indian Capital Control Liberalization : Evidence from NDF Markets
    by Michael Hutchison & Jake Kendall & Gurnain Pasricha & Nirvikar Singh
  • 2009 Time-Varying Currency Betas : Evidence from Developed and Emerging Markets
    by Prabhath Jayasinghe & Albert K. Tsui
  • 2009 Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI
    by Khaled Guesmi
  • 2009 Essai sur les déterminants empiriques de développement des marchés obligataires
    by Jamel Boukhatem
  • 2009 Nonlinear Stock Price Adjustment in the G7 Countries
    by Fredj Jawadi & Georges Prat
  • 2009 Sovereign Bonds and Socially Responsible Investment
    by Bastien Drut
  • 2009 Is Contagion in the Eye of the Beholder?
    by Mark Mink
  • 2009 The pungent smell of Red Herrings; Subsoil assets, rents, volatility and the resource curse
    by Frederick van der Ploeg & Steven Poelhekke
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    by Laakkonen, Helinä & Lanne, Markku
  • 2008 Financial integration in emerging market economies
    by Pasricha, Gurnain
  • 2008 Purchasing Power Parity in South Asia: A Panel Data Approach
    by Noman, Abdullah
  • 2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
    by Vargas, Gregorio A.
  • 2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
    by Nwaobi, Godwin
  • 2008 Identifying the evolution of stock markets stochastic structure after the euro
    by Caiado, Jorge & Crato, Nuno
  • 2008 Centre Rules the Markets
    by Alves, Paulo & Ferreira, Miguel
  • 2008 The peculiarities of the financial market development in Ukraine
    by Shkolnyk, Inna & Kozmenko, Olha
  • 2008 Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise
    by Rossi, Francesco
  • 2008 Empirical evidence on the relationships between concentration and profitability in Latin American banking
    by Arize, Augustine C. & Kallianotis, Ioannis N. & Kasibhatla, Krishna M. & Malindretos, John & Rivera-Solis, Luis Eduardo
  • 2008 Cointegration and dynamic linkages of international stock markets: an emerging market perspective
    by Ahmed, Walid M.A.
  • 2008 The Logic of Merger and Acquisition Pricing
    by Lenz, Rainer
  • 2008 Globalizarea Economica si Institutiile Financiare Internationale
    by Popa, Catalin C.
  • 2008 Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
    by Chen, Shu-Ling & Kim, Hyeongwoo
  • 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
  • 2008 Testing the Hypothesis of Contagion using Multivariate Volatility Models
    by Marçal, Emerson F. & Valls Pereira, Pedro L.
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    by Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob
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    by Troaca, Victor
  • 2008 Bias in foreign equity portfolios: households versus professional investors
    by Giofré, Maela M.
  • 2008 Convergence of EMU Equity Portfolios
    by Giofré, Maela/M.
  • 2008 EMU Effects on Stock Markets: From Home Bias to Euro Bias
    by Giofré, Maela/M.
  • 2008 Herd behaviour in Malaysian capital market: An empirical analysis
    by Duasa, Jarita & Kassim, Salina
  • 2008 Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts
    by Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K.
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    by Eozenou, Patrick
  • 2008 Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble?
    by Orlowski, Lucjan T
  • 2008 The Spread of the Credit Crisis: View from a Stock Correlation Network
    by Smith, Reginald
  • 2008 Hot money and economic performance: An empirical analysis
    by Duasa, Jarita & Kassim, Salina
  • 2008 The volatility of the European capital markets during the curent financial crisis:what are saying the empirical evidences?
    by Dima, Bogdan & Murgea, Aurora
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    by Lukáš, Chylík
  • 2008 New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case
    by Canegrati, Emanuele
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    by Tatom, John
  • 2008 Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
    by Guidi, Francesco
  • 2008 Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach
    by Hu, Jian
  • 2008 In Search of Market Index Leaders: Evidence from World Financial Markets
    by Canegrati, Emanuele
  • 2008 In Search of Market Index Leaders: Evidence from Asian Markets
    by Canegrati, Emanuele
  • 2008 Duration of loan arrangement and syndicate organization
    by Godlewski, Christophe
  • 2008 Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
    by Marçal, Emerson F. & Valls Pereira, Pedro L.
  • 2008 Volatility Threshold Dynamic Conditional Correlations: An International Analysis
    by Maria Kasch & Massimiliano Caporin
  • 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
  • 2008 Monetary Policy, Market Excesses and Financial Turmoil
    by Rudiger Ahrend & Boris Cournède & Robert W.R. Price
  • 2008 Who Saw Sovereign Debt Crises Coming?
    by Sebastián Nieto Parra
  • 2008 Imbalances in China and U.S. Capital Flows
    by John A. Tatom
  • 2008 Return Spread and Liquidity on Chinese ADRs
    by Malay K. Dey & Chaoyan Wang
  • 2008 Asymmetric Network Effects
    by Estelle Cantillon & Pai-Ling Yin
  • 2008 Predictability and 'Good Deals' in Currency Markets
    by Richard M. Levich & Valerio Poti
  • 2008 Emerging Market Currency Excess Returns
    by Stephen Gilmore & Fumio Hayashi
  • 2008 Why the European Securities Market is Not Fully Integrated
    by Alberto Giovannini
  • 2008 Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
    by Momtchil Pojarliev & Richard M. Levich
  • 2008 Why Do Foreign Firms Leave U.S. Equity Markets?
    by Craig Doidge & G. Andrew Karolyi & René M. Stulz
  • 2008 Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization
    by René M. Stulz
  • 2008 Home Bias at the Fund Level
    by Harald Hau & Helene Rey
  • 2008 Global Portfolio Rebalancing Under the Microscope
    by Harald Hau & Hélène Rey
  • 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
  • 2008 Common Risk Factors in Currency Markets
    by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan
  • 2008 Rare Disasters and Exchange Rates
    by Emmanuel Farhi & Xavier Gabaix
  • 2008 Profiting from Government Stakes in a Command Economy: Evidence from Chinese Asset Sales
    by Charles Calomiris & Raymond Fisman & Yongxiang Wang
  • 2008 High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
    by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang
  • 2008 France 0 - 0 Brésil. L'échec du réformisme
    by Rémy Herrera & Mauricio Sabadini
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    by Arnaud Mehl & Julien Reynaud
  • 2008 The forint interest rate swap market and the main drivers of swap spreads
    by Csaba Csávás & Lóránt Varga & Csaba Balogh
  • 2008 Leveraged carry trade portfolios
    by Zsolt Darvas
  • 2008 On the stability of domestic financial market linkages in the presence of time-varying volatility
    by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis
  • 2008 Investability and Firm Value
    by Thomas O'Connor & Todd Mitton
  • 2008 Detecting shift and pure contagion in East Asian equity markets: A Unified Approach
    by Thomas J. flavin & Ekaterini Panopoulou
  • 2008 Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction
    by Bernd Hayo & Matthias Neuenkirch
  • 2008 EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland
    by David Büttner & Bernd Hayo
  • 2008 Trade and the External Wealth of Nations
    by André Lemelin
  • 2008 The Dark Side of Global Integration: Increasing Tail Dependence
    by Michel Beine & Antonio Cosma & Robert Vermeulen
  • 2008 Combination notes: market segmentation and equity transfer
    by Schaber, Albert
  • 2008 Duration of syndication process and syndicate organization
    by Christophe J. Godlewski
  • 2008 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
    by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius
  • 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
  • 2008 Abnormal Accrual, Informed Trader, and Long-Term Stock Return: Evidence from Japan
    by Katsuhiko Muramiya & Kazuhisa Otogawa & Tomomi Takada
  • 2008 Stages of the Ongoing Global Financial Crisis: Is There a Wandering Asset Bubble?
    by Lucjan T. Orlowski
  • 2008 Efficient Market Hypothesis in European Stock Markets
    by Maria Rosa Borges
  • 2008 Spurious Regressions in Technical Trading: Momentum or Contrarian?
    by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura
  • 2008 Political parties and the economy: Macro convergence, micro partisanship?
    by Pau Castells & Francesc Trillas
  • 2008 Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions
    by Eduardo Cavallo & Andrew Powell & Roberto Rigobon
  • 2008 Simultaneous Stochastic Volatility Transmission Across American Equity Markets
    by Enzo Weber
  • 2008 Monetary and fiscal policy in an estimated two country DSGE Model: micro-economic foundations and applications to the euro area and the UK
    by Cindy, Cindy
  • 2008 Determinants of Growth through Mergers and Acquisitions: Empirical Results from Belgium
    by Luypaert, Mathieu & Huyghebaert, Nancy
  • 2008 Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects
    by Rasmus Fatum & Michael M. Hutchison
  • 2008 Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region
    by Lillian Cheung & Laurence Fung & Chi-sang Tam
  • 2008 Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence
    by Laurence Fung & Chi-sang Tam & Ip-wing Yu
  • 2008 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?
    by Cho-Hoi Hui & Lillie Lam
  • 2008 Stealing from Thieves: Firm Governance and Performance when States are Predatory
    by Durnev, Art & Fauver, Larry
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    by Cheung, Yan-Leung & Rau, P. Raghavendra & Aris, Stouraitis
  • 2008 Essays on the Namibian Economy
    by Humavindu, Michael N
  • 2008 Impact of Political News on the Baltic State Stock Markets
    by Soultanaeva, Albina
  • 2008 Panel Cointegration of Chinese A and B Shares
    by Ahlgren, Niklas & Sjö, Bo & Zhang, Jianhua
  • 2008 The signalling hypothesis revisited: Evidence from foreign IPOs
    by Francis, Bill B & Hasan, Iftekhar & Lothian, James R & Sun, Xian
  • 2008 Global and local sources of risk in Eastern European emerging stock markets
    by Fedorova, Elena & Vaihekoski, Mika
  • 2008 International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis
    by Saleem, Kashif
  • 2008 Market Reaction to the Adoption of IFRS in Europe
    by Christopher S. Armstrong & Mary E. Barth & Alan D. Jagolinzer & Edward J. Riedl
  • 2008 Leveraged Carry Trade Portfolios
    by Zsolt Darvas
  • 2008 Investor sentiment and stock returns: Some international evidence
    by Schmeling, Maik
  • 2008 Investment behaviors of the key actors in capitalism: when geography matters
    by Claude DUPUY (GREThA) & Stéphanie LAVIGNE (LEREPS & Toulouse Business School)
  • 2008 Investment behaviors of the key actors in capitalism: when geography matters
    by Claude DUPUY (GREThA-GRES) & Stéphanie LAVIGNE (LEREPS-GRES & Toulouse Business School
  • 2008 Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset
    by Michael Kühl
  • 2008 The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems
    by Helder Sebastião
  • 2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
  • 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. Rengifo & Dominick Salvatore
  • 2008 Volatility extraction using the Kalman filter
    by Alexandr Kuchynka
  • 2008 Risk sharing and portfolio allocation in EMU
    by Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sorensen
  • 2008 Time-varying integration, the euro and international diversification strategy
    by Lieven Baele & Koen Inghelbrecht
  • 2008 Sovereign bond market integration: the euro, trading platforms and globalisation
    by Guntram B. Wolff & Alexander Schulz
  • 2008 Financial Market Integration under EMU
    by Tullio Jappelli & Marco Pagano
  • 2008 Are Financial Crises Alike?
    by MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang
  • 2008 Funding Externalities, Asset Prices And Investors' "Search For Yield"
    by Prasanna Gai & Kamakshya Trivedi
  • 2008 Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
    by Ammer, John & Cai, Fang
  • 2008 Herd behavior towards the market index: Evidence from 21 financial markets
    by Wang, Daxue
  • 2008 Are anomalies still anomalous? An examination of momentum strategies in four financial markets
    by Wang, Daxue
  • 2008 Price efficiency and short selling
    by Saffi, Pedro & Sigurdson, Kari
  • 2008 Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar
    by Kin-Yip Ho & Albert K Tsui
  • 2008 No contagion, only globalization and flight to quality
    by Marie Briere & Ariane Chapelle & Ariane Szafarz
  • 2008 Defending against Speculative Attacks
    by Tijmen R. Daniels & Henk Jager & Franc Klaassen
  • 2008 Global Loss Diversification in the Insurance Sector
    by Oleg Sheremet & Andr� Lucas
  • 2008 Countries of a Feather flock together
    by Charles van Marrewijk & Gus Garita
  • 2008 Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions
    by Martynova, M. & Renneboog, L.D.R.
  • 2008 Les facteurs explicatifs de la sous-performance des IPO à long terme : une synthèse théorique
    by Benslimane, Sonia
  • 2008 The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence
    by Röthig, Andreas
  • 2008 Emerging Markets in an Anxious Global Economy
    by Ana Fostel & John Geanakoplos
  • 2008 The real estate risk premium : A developed/emerging country panel data analysis
    by John-John, D’ARGENSIO & Frederic, LAURIN
  • 2008 Information Asymmetries and Foreign Equity Portfolios: Households versus Financial Investors
    by Maela Giofré
  • 2008 Are Capital Controls in the Foreign Exchange Market Effective?
    by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg
  • 2008 Are Capital Controls in the Foreign Exchange Market Effective?
    by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg
  • 2008 Are Capital Controls in the Foreign Exchange Market Effective?
    by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg
  • 2008 Additions to Market Indices and the Comovement of Stock Returns around the World
    by Claessens, Stijn & Yafeh, Yishay
  • 2008 Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001
    by Quinn, Dennis & Voth, Hans-Joachim
  • 2008 Global Portfolio Rebalancing Under the Microscope
    by Hau, Harald & Rey, Hélène
  • 2008 Arbitrage in the Foreign Exchange Market: Turning on the Microscope
    by Akram, Qaisar Farooq & Rime, Dagfinn & Sarno, Lucio
  • 2008 Are Capital Controls in the Foreign Exchange Market Effective?
    by Straetmans, Stefan & Versteeg, Roald & Wolff, Christian C
  • 2008 Home Bias at the Fund Level
    by Hau, Harald & Rey, Hélène
  • 2008 The Role of Portfolio Constraints in the International Propagation of Shocks
    by Pavlova, Anna & Rigobon, Roberto
  • 2008 The real estate risk premium: A developed/emerging country panel data analysis
    by D’ARGENSIO, John-John & LAURIN, Frédéric
  • 2008 Country risk ratings and financial crises 1995 - 2001: a survival analysis
    by Leonardo Bonilla & Andrés Felipe García & Monica Roa
  • 2008 Mortgage Interest Rates, Country Risk and Maturity Matching in Colombia
    by Arturo José Galindo & Marc Hofstetter
  • 2008 Inherited or Earned? Performance of Foreign Banks in Central and Eastern Europe
    by Olena Havrylchyk & Emilia Jurzyk
  • 2008 Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
    by Virginie Coudert & Mathieu Gex
  • 2008 Contagion effects of the US Subprime Crisis on Developed Countries
    by Paulo Horta & Carlos Mendes & Isabel Vieira
  • 2008 High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?
    by Lukas Menkhoff
  • 2008 The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship
    by Jan Bena
  • 2008 Source of Information-Driven Trading on the Prague Stock Exchange
    by Frantisek Kopriva
  • 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
  • 2008 Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange
    by Wong, Woon K & Tan, Dijun & Tian, Yixiang
  • 2008 Indexed Sovereign Debt: An Applied Framework
    by Guido Sandleris & Horacio Sapriza & Filippo Taddei
  • 2008 Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries
    by Mevlud Islami
  • 2008 Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries
    by Mevlud Islami
  • 2008 Portfoliomodell und langfristiges Wachstum: Neue Makroperspektiven
    by Paul J.J. Welfens
  • 2008 Short-run Exchange-rate Dynamics: Theory And Evidence
    by John A. Carlson & Christian M. Dahl & Carol L. Osler
  • 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
  • 2008 Growing up to Financial Stability
    by Michael D. Bordo
  • 2008 Multiple Potential Payers and Sovereign Bond Prices
    by Kim Oosterlinck & Loredana Ureche-Rangau
  • 2008 Efficient frameworks for sovereign borrowing
    by Irwin, Gregor & Thwaites, Gregory
  • 2008 Does the law of one price hold in international financial markets? Evidence from tick data
    by Q. Farooq Akram & Dagfinn Rime & Lucio Sarno
  • 2008 The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts
    by Christian Huurman & Francesco Ravazzolo & Chen Zhou
  • 2008 Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models
    by Idier, J.
  • 2008 Domestic Savings and Foreign Capital: the Complementarity Channel
    by Kharroubi, E.
  • 2008 A beta based framework for (lower) bond risk premia
    by Stefano Nobili & Gerardo Palazzo
  • 2008 Emerging market spreads in the recent financial turmoil
    by Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi
  • 2008 Structured finance and the financial turmoil of 2007-2008: and introductory overview
    by Sarai Criado & Adrian van Rixtel
  • 2008 EU framework for safeguarding financial stability: Towards an analytical benchmark for assessing its effectiveness
    by María J. Nieto & Garry J. Schinasi
  • 2008 How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
    by Ron Alquist
  • 2008 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
    by Antonio Diez de los Rios
  • 2008 Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
    by Philipp Maier & Garima Vasishtha
  • 2008 The Impact of Sovereign Wealth Funds on International Financial Stability
    by Tamara Gomes
  • 2008 Persistent Gaps and Default Traps
    by Luis A. V. Catao & Ana Fostel & Sandeep Kapur
  • 2008 The Evolutionary Chain of International Financial Centers
    by Michele Fratianni
  • 2008 Developing Countries Spreading Covariant Risk Into International Risk Markets: Subsidised Catastrophe Bonds Or Reinsurance, Or Disaster Assistance?
    by Tse-Ling Teh & Alan Martina
  • 2008 Mean Reversion in US and International Short Rates
    by Charlotte Christiansen
  • 2008 FIEGARCH-M and and International Crises: A Cross-Country Analysis
    by Jie Zhu
  • 2008 Pricing Volatility of Stock Returns with Volatile and Persistent Components
    by Jie Zhu
  • 2008 Short-run Exchange-Rate Dynamics: Theory and Evidence
    by John A Carlson & Christian M. Dahl & Carol L. Osler
  • 2008 The Role of Foreign Direct Investment in the Economy
    by Oskar Kowalewski & Marzenna A. Weresa
  • 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
  • 2008 The Co-integration of European Stock Markets after the Launch of the Euro
    by Jos 0053oares da Fonseca
  • 2008 Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis
    by Pawel STRAWINSKI & Robert SLEPACZUK
  • 2008 American financial crisis and its impact on Mexican economy
    by María Luisa Saavedra García
  • 2008 Enforcement Problems and Secondary Markets
    by Fernando A. Broner & Alberto Martin & Jaume Ventura
  • 2008 Risk Factors for the Swiss Stock Market
    by Manuel Ammann & Michael Steiner
  • 2008 Crash 2008
    by Giorgio Szegö
  • 2008 Financial instruments to hedge commodity price risk for developing countries
    by Lu, Yinqiu & Neftci, Salih
  • 2008 Several Aspects Regarding Weather and Weather Derivatives
    by Gheorghe Hurduzeu & Laura Gabriela Constantin
  • 2008 El origen del pánico de 2008: la crisis del mercado de crédito hipotecario en Estados Unidos
    by Mauricio Pérez Salazar
  • 2008 An empirical application of a two-factor model of stochastic volatility
    by Alexandr Kuchynka
  • 2008 Cyclicality of the banking sector performance and macro environment in the Czech republic, Slovakia and Slovenia
    by Mejra Festić & Dejan Romih
  • 2008 The necessity of operational risk management and quantification
    by Barbu Teodora Cristina & Olteanu (Puiu) Ana Cornelia & Radu Alina Nicoleta
  • 2008 The Fiscal Mechanism. Influences
    by Morar Ioan Dan & Bota-Moisin Anton Florin & Popescu Virgil Luigi
  • 2008 La crise actuelle des marches financiers : l’impact au niveau Europeen
    by Albulescu Claudiu Tiberiu
  • 2008 Economic Country Risks Emanating from Austria’s International Exposure
    by Matthias Fuchs
  • 2008 The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?
    by Christian Beer & Steven Ongena & Marcel Peter
  • 2008 The Refinancing Structure of Banks in Selected CESEE Countries
    by Zoltan Walko
  • 2008 Walking the Tightrope: A First Glance on the Impact of the Recent Global Financial Market Turbulence on Central, Eastern and Southeastern Europe
    by Sándor Gardó & Antje Hildebrandt & Zoltan Walko
  • 2008 Turbulenţele de pe pieţele financiare internaţionale: cauze, consecinţe, remedii
    by Cerna Silviu
  • 2008 Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?
    by Judit Páles & Lóránt Varga
  • 2008 Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?
    by Markus Demary
  • 2008 The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies
    by Frank H. Westerhoff
  • 2008 Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries
    by Lucía de las Nieves Morales
  • 2008 What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets
    by Cecilia Maya & Karoll Gómez
  • 2008 Emerging Markets Spreads at the Turn of the Cantury: A roller Coaster
    by Sergio Godoy
  • 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
    by Nuno Cassola & Claudio Morana
  • 2008 Cross-Border M&A: Cultural Disparities and the Associated Wealth Effects
    by Fang (Helga) He & Feng-Shun (Leo) Bin & Dar-Hsin Chen
  • 2008 Parent company puzzle in Japan : another case of the limits of arbitrage
    by Inoue, Kotaro & Kato, Hideaki Kiyoshi & James Schallheim
  • 2008 Using Weekly Empirical Probabilities in Currency Analysis and Forecasting
    by Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal
  • 2008 Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange
    by Güray Küçükkocaoglu
  • 2008 Application of the American Real Flexible Switch Options Methodology A Generalized Approach
    by Zdenìk Zmeškal
  • 2008 The Banking Sector and Macroeconomic Performance in Central European Economies
    by Merja Festiæ & Jani Bekõ
  • 2008 Stock Market Integration and the Speed of Information Transmission
    by Alexandr Èerný & Michal Koblas
  • 2008 Do shocks to G7 stock prices have a permanent effect?
    by Narayan, Paresh Kumar
  • 2008 Análisis de vulnerabilidad empresarial y sus efectos sobre la vulnerabilidad bancaria en Colombia: una aplicación delenfoque de hoja de balances
    by Henry Laverde Rojas
  • 2008 Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan
    by Jean-Yves Gnabo & Christelle Lecourt
  • 2008 Finanzmarktkrise: Können die Maßnahmen der Bundesregierung eine Kreditklemme der Unternehmen verhindern?
    by Hartmut Schauerte
  • 2008 Finanzkrise bremst europäische Bauwirtschaft Ausgewählte Ergebnisse der Euroconstruct-Sommerkonferenz 2008
    by Ludwig Dorffmeister
  • 2008 Arbitrage and convergence: Evidence from Mexican ADRs
    by Samuel Koumkwa & Raúl Susmel
  • 2008 Finance for Growth. Does a Balanced Financial Structure Matter?
    by Lucía Cuadro-Sáez & Alicia García-Herrero
  • 2008 Portfolio Selection:Application on International Stock Portfolios
    by Turhan Korkmaz & Elif Birkan
  • 2008 The Impact of Custom Union Agreement on the Integration of Turkish Stock Market with the Major Trading Partners in Europe
    by Saadet Kirbas Kasman & Adnan Kasman
  • 2008 Investment Bank Reputation and the Post-IPO Operating Performance: The Case of the Istanbul Stock Exchange
    by Halil Ibrahim Bulut
  • 2008 Exchange Rate Exposure: A f irm and Industry Level Investigation
    by Sadik Cukur
  • 2008 Bank health and lending to emerging markets
    by Patrick McGuire & Nikola Tarashev
  • 2008 Reducing foreign exchange settlement risk
    by Robert Lindley
  • 2008 Asian banks and the international interbank market
    by Robert N McCauley & Jenz Zukunft
  • 2008 Credit derivatives an structured creit: the nascant markets of Asia and the Pacific
    by Eli M Remolona & Ilhyock Shim
  • 2008 International banking activity amidst the turmoil
    by Patrick McGuire & Goetz von Peter
  • 2008 The spillover of money market turbulence to FX swap and cross-currency swap markets
    by Naohiko Baba & Frank Packer & Teppei Nagano
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    by Norbert Kiss M. & Klára Pintér
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    by Sebastjan Strasek & Timotej Jagric & Natasa Spes
  • 2007 How To Intervene In Fx Market: Market Microstructure Approach
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  • 2007 Global Market and Currency Risk in Finnish Stock Market
    by Mika Vaihekoski
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  • 2007 Las transformaciones recientes del sistema financiero estadounidense y la crisis de las hipotecas de alto riesgo «subprime»
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  • 2007 Politiques de liberalisation financiere et crises bancaires
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    by Mohamed El Hedi Arouri & Fredj Jawadi
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  • 2007 What drives the growth in FX activity? Interpreting the 2007 triennial survey
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  • 2007 International banking with the euro
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  • 2007 The covered bond market
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  • 2007 Financial investors and commodity markets
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  • 2007 Interpreting sovereign spreads
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  • 2007 Interdependence of Nordic and Baltic Stock Markets
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  • 2007 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2006
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  • 2007 The Feldstein-Horioka Paradox: A New Perspective from the Institutional Sector Level
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  • 2006 Dynamic equilibrium conditions used for building a family of FX rate simulation models
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  • 2006 A Stochastic Programming Framework for International PortfolioManagement
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  • 2006 An empirical study to identify shift contagion during the Asian crisis
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  • 2006 The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads
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  • 2006 Does sensitivity to cashflow news explain the value premium on European stock markets?
    by Nitschka, Thomas
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    by Gebka, Bartosz
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    by Kasch-Haroutounian, Maria & Theissen, Erik
  • 2006 Revisiting the home bias puzzle: Downside equity risk
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  • 2006 Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets
    by Canto, Bea & Kräussl, Roman
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    by Kasch-Haroutounian, Maria & Theissen, Erik
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    by Özlem Onaran
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    by Manolis Syllignakis & Georgios Kouretas
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  • 2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
    by Tigran Poghosyan & Evzen Kocenda &
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  • 2006 The Determinants of Sovereign Spreads in Emerging Markets
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  • 2006 The usual suspects: Investment Banks’ Recommendations and Emerging Markets
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  • 2006 A Habit-Based Explanation of the Exchange Rate Risk Premium
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  • 2006 Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises
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  • 2006 The Relationship Between International Equity Market Behaviour and the JSE
    by Nick Samouilhan
  • 2006 Structural versus Temporary Drivers of Country and Industry Risk
    by L. BAELE & K. INGHELBRECHT
  • 2006 Ineffective controls on capital inflows under sophisticated financial markets: Brazil in the nineties
    by Márcio Gomes Pinto Garcia & Bernando S. de M. Carvalho
  • 2006 Alongamento dos títulos de renda fixa no Brasil
    by Márcio Gomes Pinto Garcia & Juliana Salomão
  • 2006 A Habit-Based Explanation of the Exchange Rate Risk Premium
    by Adrien Verdelhan
  • 2006 The Returns to Currency Speculation
    by Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo
  • 2006 Expectations and Contagion in Self-fulfilling Currency Attacks
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  • 2006 Explaning the Correlation Between Output and Volatility in a Model of International Risk-Sharing and Limited Commitment
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  • 2006 The Stock Performance of America’s 100 Best Corporate Citizens
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  • 2006 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting
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  • 2006 Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange
    by Marcelo Fernandes & Marco Aur�lio dos Santos Rocha
  • 2006 The transmission of foreign financial crises to South Africa: a firm-level study
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  • 2006 Le partenariat euro méditerranéen et son impact sur le développement des marchés boursiers méditerranéens
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  • 2006 Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models
    by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu
  • 2006 How a small open economy's asset are priced by heterogeneous international investors
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  • 2006 Distributional Effects of Boom-Bust Cycles in Developing Countries with Financial Frictions
    by Aysan, Ahmet Faruk
  • 2006 Are equity market daily price indices and returns in the major european markets european markets cointegrated? Tests and evidence
    by Kasibhatla, Krishna & Stewart, David & Sen, Swapan & Malindretos, John
  • 2006 Modelling catastrophic risk in international equity markets: An extreme value approach
    by Cotter, John
  • 2006 Implied correlation from VaR
    by Cotter, John & Longin, Francois
  • 2006 Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing
    by Cotter, John
  • 2006 Political orientation of government and stock market returns
    by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz
  • 2006 Survey of Literature on Covered and Uncovered Interest Parities
    by Pasricha, Gurnain Kaur
  • 2006 Banking integration and co-movements in EU banks’ fragility
    by Vulpes, Giuseppe & Brasili, Andrea
  • 2006 The Chinese Chaos Game
    by Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva
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  • 2006 Stock Splits: Real Effects or Just a Question of Maths? An Empirical Analysis of the Portuguese Case
    by Jorge Farinha & Nuno Filipe Basílio
  • 2006 Robust volatility forecasts and model selection in financial time series
    by L. Grossi & G. Morelli
  • 2006 Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices
    by Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes
  • 2006 Can Perpetual Learning Explain the Forward Premium Puzzle?
    by George W. Evans & Avik Chakraborty
  • 2006 European Financial Market Integration in the Gründerboom and Gründerkrach: Evidence from European Cross-Listings
    by Markus Baltzer
  • 2006 Regulation of Financial Systems and Economic Growth
    by Alain de Serres & Shuji Kobayakawa & Torsten Sløk & Laura Vartia
  • 2006 Factors Behind Low Long-Term Interest Rates
    by Rudiger Ahrend & Pietro Catte & Robert W.R. Price
  • 2006 Sovereign Risk and Secondary Markets
    by Fernando Broner & Alberto Martin & Jaume Ventura
  • 2006 Sudden Flight and True Sudden Stops
    by Alexander D. Rothenberg & Francis E. Warnock
  • 2006 Capital Account Liberalization: Theory, Evidence, and Speculation
    by Peter Blair Henry
  • 2006 Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
    by Karen K. Lewis
  • 2006 Price Impacts of Deals and Predictability of the Exchange Rate Movements
    by Takatoshi Ito & Yuko Hashimoto
  • 2006 Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets
    by Hali J. Edison & Francis E. Warnock
  • 2006 Local Currency Bond Markets
    by John D. Burger & Francis E. Warnock
  • 2006 Foreign Participation in Local Currency Bond Markets
    by John D. Burger & Francis E. Warnock
  • 2006 Look at Me Now: What Attracts U.S. Shareholders?
    by John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock
  • 2006 The Returns to Currency Speculation
    by Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo
  • 2006 Globalization and Risk Sharing
    by Jaume Ventura & Fernando A. Broner
  • 2006 Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System
    by Takatoshi Ito & Yuko Hashimoto
  • 2006 Financial Globalization, Governance, and the Evolution of the Home Bias
    by Bong-Chan Kho & René M. Stulz & Francis E. Warnock
  • 2006 Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar
    by Elias Papaioannou & Richard Portes & Gregorios Siourounis
  • 2006 Ineffective Controls on Capital Inflows Under Sophisticated Financial Markets: Brazil in the Nineties
    by Bernardo S. de M. Carvalho & Márcio G.P. Garcia
  • 2006 Capital Structure with Risky Foreign Investment
    by Mihir A. Desai & C. Fritz Foley & James R. Hines Jr.
  • 2006 Risk, Uncertainty and Asset Prices
    by Geert Bekaert & Eric Engstrom & Yuhang Xing
  • 2006 Stock and Bond Returns with Moody Investors
    by Geert Bekaert & Eric Engstrom & Steven R. Grenadier
  • 2006 The International CAPM and a Wavelet-Based Decomposition of Value at Risk
    by Viviana Fernandez
  • 2006 International Diversification at Home and Abroad
    by Fang Cai & Francis E. Warnock
  • 2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk
    by Refet Gurkaynak & Justin Wolfers
  • 2006 Financial Globalization, Corporate Governance, and Eastern Europe
    by Rene M. Stulz
  • 2006 Exploring the CDS-Bond Basis
    by Jan De Wit
  • 2006 Is there a difference between solicited and unsolicited bank ratings and if so, why ?
    by Patrick Van Roy
  • 2006 The impact of monetary policy signals on the intradaily Euro-dollar volatility
    by Darmoul Mokhtar
  • 2006 Customer order flow, information and liquidity on the Hungarian foreign exchange market
    by Áron Gereben & György Gyomai & Norbert Kiss M.
  • 2006 Bank Efficiency in the Enlarged European Union
    by Dániel Holló & Márton Nagy
  • 2006 Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History
    by Péter Banczúr & Cosmin Ilut
  • 2006 The EMU and German Cross-Border Portfolio Flows
    by Barbara Berkel
  • 2006 Designing the Financial Tools to Promote Universal Access to AIDS Care
    by Patarick Leoni & Stephane Luchini
  • 2006 How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
    by Thomas J. Flavin
  • 2006 Profitability of foreign and domestic banks in Central and Eastern Europe: does the mode of entry matter?
    by Olena Havrylchyk & Emilia Jurzyk
  • 2006 Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
    by Rasmus Fatum & Michael M. Hutchison
  • 2006 The final blow to the Stability Pact? EMU enlargement and government debt
    by Philipp Paulus
  • 2006 CEO Turnover, Firm Performance and Enterprise Reform in China: Evidence from New Micro Data
    by Takao Kato & Cheryl Long
  • 2006 CEO Turnover, Firm Performance and Enterprise Reform in China: Evidence from New Micro Data
    by Kato, Takao & Long, Cheryl
  • 2006 The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II
    by Tobias Knedlik & Johannes Ströbel
  • 2006 What “Hides” Behind Sovereign Debt Ratings?
    by António Afonso & Pedro Gomes & Philipp Rother
  • 2006 Ordered Response Models for Sovereign Debt Ratings
    by António Afonso & Pedro Gomes & Philipp Rother
  • 2006 Term structure of interest rate. european financial integration
    by Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé
  • 2006 The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests
    by Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty
  • 2006 Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
    by Dirk Baur & Brian M. Lucey
  • 2006 Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
    by Andrea Beltratti & Claudio Morana
  • 2006 Comovements in International Stock Markets
    by Andrea Beltratti & Claudio Morana
  • 2006 International Stock Markets Comovements: the Role of Economic and Financial Integration
    by Claudio Morana
  • 2006 The Impact of Product Market Competition on Private Benefits of Control
    by Maria Guadalupe & Francisco Perez-Gonzalez
  • 2006 Does the Chinese Interest Rate Follow the US Interest Rate?
    by Yin-wong Cheung & Dickson Tam & Matthew S. Yiu
  • 2006 Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?
    by Paul D. McNelis & Salih N. Neftci
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    by Kato, Takao & Kim, Woochan & Lee, Ju Ho
  • 2005 Executive Compensation, Firm Performance, and Corporate Governance in China: Evidence from Firms Listed in the Shanghai and Shenzhen Stock Exchanges
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  • 2005 Executive Compensation, Firm Performance, and Corporate Governance in China: Evidence from Firms Listed in the Shanghai and Shenzhen Stock Exchanges
    by Kato, Takao & Long, Cheryl
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    by Tian, Lihui & Estrin, Saul
  • 2005 Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value?
    by Tian, Lihui & Estrin, Saul
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  • 2005 A ten-year retrospection of the behavior of Russian stock returns
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    by Swinkels, L.A.P. & Vejina, D. & Vilans, R.
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  • 2005 Private Benefits of Control, Ownership, and the Cross-Listing Decision
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  • 2005 Private Benefits of Control, Ownership, and the Cross-Listing Decision
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  • 2005 Hedge funds and their implications for financial stability
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  • 2005 Why do Central Banks intervene secretly? preliminary evidence of the BoJ
    by Michel Beine & Oscar Bernal Diaz
  • 2005 Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model
    by Axel B�rsch-Supan & Alexander Ludwig & Joachim Winter
  • 2005 The Euro Introduction and Non-Euro Currencies
    by Dick van Dijk & Haris Munandar & Christian M. Hafner
  • 2005 Model-based Measurement of Actual Volatility in High-Frequency Data
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    by Eiling, E. & Gerard, B. & Roon, F.A. de
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    by Chebbi, Mohamed Jaber
  • 2005 Why do Companies Include Warrants in Seasoned Equity Offerings: The case of French Unit Offerings
    by Lasfer, Meziane & Ginglinger, Edith & Gajewski, Jean-François
  • 2005 Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over
    by Mark A. Carlson & Galina B. Hale
  • 2005 International Financial Instability in a World of Currencies Hierarchy
    by Andrea Terzi
  • 2005 Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange
    by Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian
  • 2005 Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE
    by Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian
  • 2005 Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets
    by Schotman, Peter C & Zalewska, Ania
  • 2005 Business Groups in Emerging Markets: Paragons or Parasites?
    by Khanna, Tarun & Yafeh, Yishay
  • 2005 Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle
    by Kugler, Peter & Weder di Mauro, Beatrice
  • 2005 International Equity Flows and Returns: A Quantitative Equilibrium Approach
    by Albuquerque, Rui & Bauer, Gregory & Schneider, Martin
  • 2005 Wealth Transfers, Contagion and Portfolio Constraints
    by Pavlova, Anna & Rigobon, Roberto
  • 2005 Where is the Market? Evidence from Cross-Listings
    by Halling, Michael & Pagano, Marco & Randl, Otto & Zechner, Josef
  • 2005 Time Variation in Term Premia: International Evidence
    by Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C
  • 2005 Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value?
    by Estrin, Saul & Tian, Lihui
  • 2005 Structuring and Restructuring Sovereign Debt: The Role of Seniority
    by Bolton, Patrick & Jeanne, Olivier
  • 2005 World Finance and the US 'New Economy': Risk Sharing and Risk Exposure
    by Miller, Marcus & Zhang, Lei
  • 2005 Price transmission dynamics between ADRs and their underlying foreign security: The case of Banco de Colombia S.A. - BANCOLOMBIA
    by Luis Berggrun
  • 2005 Construcción De Un Índice De Percepción De Riesgo De Los Mercados Financieros Globales
    by Luis Fernando Melo Velandia & Juan Mauricio Ramírez C. & Mario Andrés Ramos V.
  • 2005 Profitability of Foreign and Domestic Banks in Central and Eastern Europe : Does the Mode of Entry Matter?
    by Olena Havrylchyk & Emilia Jurzyk
  • 2005 Building a Castle on Sand: Effects of Mass Privatization on Capital Market Creation in Transition Economies
    by Zuzana Fungacova
  • 2005 Arbitrage in foreign exchange markets within the context of a transactional algebra
    by Rodolfo Apreda
  • 2005 Why are Returns on Swiss Franc Asset so Low?
    by Peter Kugler & Beatrice Weder
  • 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
  • 2005 Arbitrage in the foreign exchange market: Turning on the microscope
    by Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno
  • 2005 When in Peril, Retrench: Testing the Portfolio Channel of Contagion
    by Fernando A. Broner & R. Gaston Gelos & Carmen M. Reinhart
  • 2005 The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?
    by Andrea Resti & Andrea Sironi
  • 2005 Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area
    by Marcello Pericoli
  • 2005 Can fundamentals explain cross-country correlations of asset returns?
    by Fernando Restoy & Rosa Rodríguez
  • 2005 An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia
    by Marc-André Gosselin & Nicolas Parent
  • 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
  • 2005 Finance for Growth: Does a Balanced Financial Structure Matter?
    by Alicia Garcia-Herrero & Lucia Cuadro-Saez
  • 2005 Monetary Integration and the Cost of Borrowing
    by Marta Gomez Puig
  • 2005 Fundamentals, International Role of Euro and 'Framing' of Expectations: What are the Determinants of the Dollar/Euro Exchange Rate?
    by Pompeo Della Posta
  • 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
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    by Alessandro Maia Pinheiro & Mário Miguel Amin
  • 2005 The Impact Of Monetary Union On Eu-15 Sovereign Debt Yield Spreads
    by Marta Gómez-Puig
  • 2005 Monetary Integration And The Cost Of Borrowing
    by Marta Gómez-Puig
  • 2005 The Liquidity of a Hybrid Stock Exchange: The Italian Case of STAR
    by Fabrizio Palmucci
  • 2005 Financial markets integration in India
    by Surbhi Jain & N.R. Bhanumurthy
  • 2005 A New Era for Commodity Investments
    by Lamle, Hugh R. & Martell, Terrence F.
  • 2005 An Analysis of Industrial Characteristics and Incentives on Foreign Investment: The Case of Rapid Economic Growth in Taiwan
    by Jo-Hui Chen
  • 2005 Mexico versus Canada: Stability Benefits from Making Common Currency with USD?
    by George M. von Furstenberg
  • 2005 Sustainability of the Chinese Economic Expansion
    by L. R. Klein & Wendy Mak
  • 2005 The Usefulness Of Chilean Inflation Accounting
    by ROSS JENNINGS & GUSTAVO MATURANA
  • 2005 Did Output Recover from the Asian Crisis?
    by Valerie Cerra & Sweta Chaman Saxena
  • 2005 Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial
    by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER
  • 2005 A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások
    by Kiss M., Norbert
  • 2005 Nemzetközi részvény befektetési lehetőségek Közép- és Kelet-Európa új európai uniós tagállamainak szemszögéből
    by Bugár, Gyöngyi & Uzsoki, Máté
  • 2005 Return and Volatility Intra-Day Transmission of Dually-Traded Stocks: The Cases of Taiwan, Korea, Hong Kong, and Singapore
    by Sheng-Yung Yang & Shuh-Chyi Doong & Alan T. Wang & Te-Li Chang
  • 2005 Do Emerging Equity Markets Respond Symmetrically to US Market Upturns and Downturns? Evidence from Latin America
    by Rahul Verma & Priti Verma
  • 2005 Stock Returns and Volatility in Emerging Stock Markets
    by Jaeun Shin
  • 2005 Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English)
    by Carlos MACHADO-SANTOS & Ana Cristina FERNANDES
  • 2005 Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English)
    by Daniel Stavárek
  • 2005 La propagation des crises financieres dans les pays emergents : la contagion est-elle discriminante ?
    by Sophie Brana & Delphine Lahet
  • 2005 Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies
    by Siv Taing & Andrew Worthington
  • 2005 Un modèle de crises jumelles inspiré de la crise asiatique
    by Irina Bunda
  • 2005 International government debt denominated in local currency: recent developments in Latin America
    by Camilo E Tovar
  • 2005 Distinguishing global dollar reserves from official holdings in the United States
    by Robert McCauley
  • 2005 Opening markets through a regional bond fund: lessons from ABF2
    by Guonan Ma & Eli M Remolona
  • 2005 Currency choice in international bond issuance
    by Benjamin H Cohen
  • 2005 Target 2 : du concept à la réalité
    by DE SÈZE, N.
  • 2005 Faiblesses des marchés financiers chinois : des réformes indispensables pour la diversification du financement de l’économie
    by FLEURIET, V.
  • 2005 Evolution Of Prague Stock Exchange
    by PAVEL DUPSIVA & MICHAL PRÜCKNER
  • 2005-2006 Financial Liberalization, Stock Markets and Growth in Economies with Underdeveloped Financial Markets
    by Elisabeth Springler
  • 2004 Co-movements in EU banks’ fragility: a dynamic factor model approach
    by Andrea Brasili & Giuseppe Vulpes
  • 2004 TESTING THE EXPECTATIONS HYPOTHESIS WITH SURVEY DATA with an introduction of an analysis of surveyed interest rates
    by Luthman, Ulf
  • 2004 Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks
    by Marcio Garcia & Alexandre Lowenkron
  • 2004 Non Monotone Liquidity Under-Supply
    by Fostel Ana & Geanakoplos John
  • 2004 Nonlinear Price Adjustment and Transaction Costs Between Global Stock Markets
    by Jae-Young Kim & Woong Yong Park
  • 2004 The Random Walk Behaviour Of Stock Prices: A Comparative Study
    by Arusha Cooray
  • 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 La France face aux marchés financiers
    by Brender, Anton
  • 2004 A Survivorship Analysis of the French Index Options Market Deviations to Put Call Parity
    by Riva, Fabrice & Deville, Laurent
  • 2004 Capital Flows and Crises
    by Barry Eichengreen
  • 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 Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
    by Schröder, Michael & Lüders, Erik
  • 2004 The Power Law and Dividend Yields
    by Lüders, Erik & Lüders-Amann, Inge & Schröder, Michael
  • 2004 Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
    by Lüders, Erik & Schröder, Michael
  • 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
  • 2004 A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices : Are there substantial differences?
    by Schmidt, Robert & Leitner, Johannes
  • 2004 Financial Market Integration in a Wider European Union
    by Stirbu, Corneliu
  • 2004 Surprise volume and heteroskedasticity in equity market returns
    by Wagner, Niklas & Marsh, Terry A.
  • 2004 Financial Liberalization and Business Cycles: The Experience of Countries in the Baltics and Central Eastern Europe
    by Vinhas de Souza, Lúcio
  • 2004 An Analysis of the Relative Performance of Japanese and Foreign Money Management
    by WILLIAM N. GOETZMANN & STEPHEN J. BROWN & TAKATO HIRAKI & NORIYOSHI SHIRAISHI
  • 2004 A Century of Global Stock Markets
    by William N. Goetzmann & Philippe Jorion
  • 2004 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection
    by Eric Hillebrand & Gunther Schnabl
  • 2004 Oil price risk and emerging stock markets
    by Syed A. Basher & Perry Sadorsky
  • 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach
    by Rui Albuquerque & Gregory Bauer & Martin Schneider
  • 2004 Characterizing Asymmetric Information in International Equity Markets
    by Rui Albuquerque & Gregory Bauer & Martin Schneider
  • 2004 Do networks in the stock exchange industry pay off? European evidence
    by Iftekhar Hasan & Heiko Schmiedel
  • 2004 Testing The Causal Relationship Between Domestic Credit And Reserve Components Of A Country'S Monetary Base
    by Edgar L. Feige & James M. Johannes
  • 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
  • 2004 La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique
    by MARAIS Elise
  • 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
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    by Alicia Garcia Herrero & Antonio Diez de los Rios
  • 2004 Spillovers across High Yield Markets
    by Julius Moschitz
  • 2004 Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls
    by Mansor H. Ibrahim
  • 2004 Caso Zurich Y Bsch En Bolivia
    by Fernando Rubio
  • 2004 Data Mining Sobre El Beta En España
    by Fernando Rubio
  • 2004 Caso Banco Galicia Y Buenos Aires S.A
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  • 2004 Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
    by CORNELIS A. LOS & ROSSITSA M. YALAMOVA
  • 2004 Long Memory Options: Valuation
    by SUTTHISIT JAMDEE & CORNELIS A. LOS
  • 2004 Persistence Characteristics of Latin American Financial Markets
    by NYO NYO A. KYAW & CORNELIS A. LOS & SIJING ZONG
  • 2004 Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries
    by CORNELIS A. LOS
  • 2004 Long-Term Dependence Characteristics of European Stock Indices
    by CORNELIS A. LOS & JOANNA M. LIPKA
  • 2004 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets
    by CORNELIS A. LOS
  • 2004 Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments
    by CORNELIS A. LOS
  • 2004 Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution
    by CORNELIS A. LOS
  • 2004 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
    by CORNELIS A. LOS & JEYANTHI KARUPPIAH
  • 2004 The Changing Concept of Financial Risk
    by CORNELIS A. LOS
  • 2004 Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data
    by CORNELIS A. LOS
  • 2004 Beta Risk and Regime Shift in Market Volatility
    by Roland Shami & Don U.A. Galagedera
  • 2004 Linkages between Stock Prices and Exchange Rates in the EU and the United States
    by Daniel Stavarek
  • 2004 Efficiency tests in the Iberian stock markets
    by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho
  • 2004 Technical Analysis On Foreign Exchange: 1975 - 2004
    by Fernando Rubio
  • 2004 Contrastacion De Metodologías Para El Cálculo De Beta De Mercado: El Caso De España
    by Fernando Rubio
  • 2004 Return-volatility linkages in the international equity and currency markets
    by Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter
  • 2004 Dematerialising Capital In Financial Firms: An Option Based Approach
    by Ciccarelli Salvatore
  • 2004 Eficiencia Simple Del Mercado De Renta Fija En Chile
    by Fernando Rubio
  • 2004 Economic evaluation of bank exit regimes in US, EU and Japanese financial centres
    by Peik Granlund
  • 2004 Intangibles Y Valoracion De Empresas: Evidencia Empirica
    by Fernando Rubio
  • 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets
    by Bernd Hayo & Ali Kutan
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    by Capocci Daniel & Corhay Albert & Hübner Georges
  • 2004 Some Technical Analysis On The Stock Market: Spain And Usa
    by Fernando Rubio
  • 2004 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno
    by Fernando Rubio
  • 2004 Simple Trading Rules: Trading On Ibex At Meff
    by Fernando Rubio
  • 2004 Return-Volume Dependence and Extremes in International Equity Markets
    by Terry A. Marsh & Niklas Wagner
  • 2004 Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets
    by Alfonso Mendoza
  • 2004 Surprise Volume and Heteroskedasticity in Equity Market Returns
    by Niklas Wagner & Terry A. Marsh
  • 2004 Are the new and old EU countries financially integrated?
    by Tomas Dvorak & Chris R. A. Geiregat
  • 2004 The Unanticipated Effects of Insider Trading Regulation
    by Art A. Durnev & Amrita S. Nain
  • 2004 Executive Compensation, Firm Performance, and State Ownership in China: Evidence from New Panel Data
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  • 2004 Financial Sector Returns and Creditor Moral Hazard: Evidence from Indonesia, Korea, and Thailand
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  • 2004 Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate
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    by Marco Pagano & Ernst-Ludwig von Thadden
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    by F. Pérez de Gracia & J. Cuñado; J. Gómez
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  • 2004 Renegotiation, Collective Action Clauses and Sovereign Debt Markets
    by Jose Wynne & Federico Weinschelbaum
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    by Anthony Richards
  • 2004 Exchange Market Pressure in Australia
    by Shakila Jeisman
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  • 2004 Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions
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  • 2004 Equity Premiums In Small Open Economy
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  • 2004 Various Features of the Chooser Flexible Cap
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  • 2004 Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model
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  • 2004 Basis convergence and long memory in volatility when dynamic hedging with SPI futures
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  • 2004 Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
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  • 2004 Saving, investment and the net foreign asset position
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  • 2004 Modelling the demand for emerging market assets
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  • 2004 Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification
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  • 2004 Original Sin Mystery Trinity and Unequal Blessings
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  • 2004 Institutional Determinants of International Equity Portfolios - A Country-Level Analysis
    by Barbara Berkel
  • 2004 Rate of Return Parity in Experimental Asset Markets
    by Jason Childs & Stuart Mestelman
  • 2004 The effect of the Euro on country versus industry portfolio diversification
    by Thomas Flavin
  • 2004 Emerging Market Bond Returns – An Investor Perspective
    by D. Johannes Juttner & David Chung & Wayne Leung
  • 2004 The Current Account and the Interest Differential in Canada
    by Martin Boileau & Michel Normandin
  • 2004 Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone
    by Viktors Ajevskis & Armands Pogulis & Gunars Berzins
  • 2004 An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency
    by Tassos Anastasatos & Ian R. Davidson
  • 2004 How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models
    by Tassos Anastasatos & Ian R. Davidson
  • 2004 Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature
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  • 2004 Europe's Entry into the Venture Capital Business: Efficiency and Policy
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  • 2004 Borders and the Constraints on Globalization
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  • 2004 Parameter Instability and Forecasting Performance. A Monte Carlo Study
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    by Thierry Ané & Loredana Ureche-Rangau
  • 2004 The Current Account and the Interest Differential In Canada
    by Michel Normandin & Martin Boileau
  • 2004 Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland
    by Janusz Brzeszczynski & Robert Kelm
  • 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
  • 2004 Nonparametric Risk Management with Generalized Hyperbolic Distributions
    by Ying Chen & Wolfgang Härdle & Seok-Oh Jeong
  • 2004 Risk Properties of AMU denominated Asian Bonds
    by Junko Shimizu & Eiji Ogawa
  • 2004 Why Dones't Asia have the biger bond markets
    by Barry Eichengreen & Pipat Luengnaruemitchai
  • 2004 Tunneling, Propping and Expropriation Evidence from Connected arty Transactions in Hong Kong
    by Yan-leung Cheung & P. Raghavendra Rau & Aris Stouraitis
  • 2004 Swap Curve Dynamics in Hong Kong: An Interpretation
    by Salih N. Neftci
  • 2004 When No Law is Better than a Good Law
    by Bhattacharya, Utpal & Daouk, Hazem
  • 2004 On the Static Efficiency of Secondary Bond Markets
    by Oxelheim, Lars & Rafferty, Michael
  • 2004 Does Regulatory Harmonization Increase Bilateral Asset Holdings?
    by Vlachos, Jonas
  • 2004 Financial Liberalization, Banking Crises and Growth: Assessing the Links
    by Bonfiglioli, Alessandra & Mendicino, Caterina
  • 2004 Are Underwriter-Analysts More Informed? Scandinavian Evidence
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  • 2004 Central counterparty clearing: constructing a framework for evaluation of risks and benefits
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  • 2004 What Drives Home Bias? Evidence from Fund Managers Views
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  • 2004 Reluctant Privatization
    by Bernardo Bortolotti & Mara Faccio
  • 2004 R2 Around the World: New Theory and New Tests
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  • 2004 Equity Returns and Integration: Is Europe Changing?
    by Kpate ADJAOUTE & Jean-Pierre DANTHINE
  • 2004 Geographic Versus Industry Diversification: Contraints Matter
    by Paul EHLING & Sofia B. RAMOS
  • 2004 International Dynamic Asset Allocation and the Effect of the Exchange Rate
    by Kristien Smedts
  • 2004 Financial Integration Through Benchmarks: The European Banking Sector
    by Moerman, G.A. & Mahieu, R.J. & Koedijk, C.G.
  • 2004 Purchasing Power Parity and the Euro Area
    by Koedijk, C.G. & Tims, B. & van Dijk, M.A.
  • 2004 The effects of systemic crises when investors can be crisis ignorant
    by Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M.
  • 2004 Testing for changes in volatility in heteroskedastic time series - a further examination
    by de Pooter, M.D. & van Dijk, D.J.C.
  • 2004 Human capital and international portfolio choice
    by Christian Julliard
  • 2004 Eurobond underwriter spreads
    by Neil Esho & Michael G. Kollo & Ian G. Sharpe
  • 2004 Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia
    by Gevorgyan Ruben & Melikyan Narine
  • 2004 Long-run performance analysis of a new sample of UK IPOs
    by Eric Brown
  • 2004 The Growth of Global Equity Markets: A Closer Look
    by Kai Li
  • 2004 Extremal Correlation for GARCH Data
    by Carmela Quintos
  • 2004 The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles
    by Simone Manganelli & Lorenzo Cappiello & Bruno Gerard
  • 2004 Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias
    by Carlos Viana de Carvalho & Kevin Amonlirdviman
  • 2004 A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data
    by Roberto Rigobon & Marcio Garcia
  • 2004 Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil
    by Jose Luiz Rossi Junior
  • 2004 Renegotiation, Collective Action Clauses and Sovereign Debt Markets
    by José Wynne & Federico Weinschelbaum
  • 2004 A simple theoretical framework for the analysis of liability dollarization
    by Daniel Heymann - Enrique Kawamura
  • 2004 International capital flows and transmission of financial crises
    by Aditya Goenka & Melisso Boschi
  • 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
  • 2004 The Spirit of Capitalism and International Risk Sharing
    by Timothy K. Chue
  • 2004 Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002
    by Jochen R. Andritzky
  • 2004 Stock Market Volatility: Examining North America, Europe and Asia
    by Gamini Premaratne & Lakshmi Bala
  • 2004 Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test
    by Jae H. Kim
  • 2004 That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds
    by Susan Thorp
  • 2004 Beta Risk and Regime Shift in Market Volatility
    by Don U.A. Galagedera & Roland G. Shami
  • 2004 Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection
    by Sarkissian, Sergei & Schill, Michael J.
  • 2004 Measuring financial integration in the euro area
    by Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet
  • 2004 Sources of gains from international portfolio diversification
    by Campa, Jose M. & Fernandes, Nuno
  • 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets
    by Rob van den Goorbergh
  • 2004 Interbank Contagion in the Dutch Banking Sector
    by Iman van Lelyveld & Franka Liedorp
  • 2004 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
    by Martin Martens & Dick van Dijk & Michiel de Pooter
  • 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
  • 2004 Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System
    by Degryse, H.A. & Nguyen, G.
  • 2004 On the Estimation Error in Mean-Variance Efficient Portfolio Weights
    by Roon, F.A. de
  • 2004 Active bond strategies: What link between forecasting ability, excess return and performance?
    by de La Bruslerie, Hubert
  • 2004 La volatilité des prix des matières premières
    by Lautier, Delphine & Simon, Yves
  • 2004 Collateral Restrictions and Liquidity Under-Supply: A Simple Model
    by Ana Fostel & John Geanakoplos
  • 2004 Non-Monotone Liquidity Under-Supply
    by Ana Fostel & John Geanakoplos
  • 2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
    by Dunne, Peter & Hau, Harald & Moore, Michael
  • 2004 The European Bond Markets Under EMU
    by Pagano, Marco & von Thadden, Ernst-Ludwig
  • 2004 An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates
    by Breedon, Francis & Vitale, Paolo
  • 2004 A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination
    by Vitale, Paolo
  • 2004 Purchasing Power Parity and the Euro Area
    by Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs A
  • 2004 Stock and Bond Returns with Moody Investors
    by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve
  • 2004 Price Discovery in Tick Time
    by Frijns, Bart & Schotman, Peter C
  • 2004 Does Regulatory Harmonization Increase Bilateral Asset Holdings?
    by Vlachos, Jonas
  • 2004 Country and Industry Dynamics in Stock Returns
    by Catão, Luis A. V. & Timmermann, Allan G
  • 2004 The Impact of Globalization on the Equity Cost of Capital
    by Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard
  • 2004 Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the €/US$ Rate
    by Bofinger, Peter & Schmidt, Robert
  • 2004 The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?
    by Wink Joosten
  • 2004 Central Bank forex interventions assessed using realized moments
    by BEINE, Michel & LAURENT, Sébastien & PALM, Franz
  • 2004 Exchange Rate Regimes, Globalisation And The Cost Of Capital In Emerging Markets
    by Antonio Diez de los Rios
  • 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
  • 2004 Stock market integration and the speed of information transmission
    by Alexandr Cerny
  • 2004 Econometric Issues in the Analysis of Contagion
    by Pesaran, M.H. & Pick, A.
  • 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note
    by Daniella Acker & Nigel W. Duck
  • 2004 Liquidity provision in the overnight foreign exchange market
    by Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim
  • 2004 CDO rating methodology: Some thoughts on model risk and its implications
    by Ingo Fender & John Kiff
  • 2004 Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets
    by Alejandro Díaz de León & Martha Elena Casanova
  • 2004 The Monetary Origins of Asymmetric Information in International Equity Markets
    by Gregory H. Bauer & Clara Vega
  • 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach
    by Rui Albuquerque & Gregory H. Bauer & Martin Schneider
  • 2004 International Cross-Listing and the Bonding Hypothesis
    by Michael R. King & Dan Segal
  • 2004 Financing Sustainable Development : Country Undertakings and Rights for Environmental Sustainability (CURES)
    by R. Quentin Grafton & Frank Jotzo & Merrilyn Wasson
  • 2004 Liberalização Da Conta De Capital E Fluxos De Portfólio Para O Brasil No Período Recente
    by Michele Polline Veríssimo & Márcio Holland de Brito
  • 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets
    by Manuela CROCI
  • 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
  • 2004 Financing FDI into Developing Economies and the International Transmission of Business Cycle Fluctuations
    by Diemo Dietrich
  • 2004 Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns
    by Dusan Isakov & Frédéric Sonney
  • 2004 La gestione del capitale nelle banche e l' utilizzo degli strumenti innovativi di patrimonializzazione: un' analisi comparata internazionale
    by Pierpaolo Ferrari
  • 2004 Economic and Monetary Union in the Accession Countries - Political and Economic Contexts
    by Maria Dunin-Wasowicz
  • 2004 An Application of the Garch-t Model on Central European Stock Returns
    by Miloslav Vošvrda & Filip Žikeš
  • 2004 Financial Market Linkages in South Asia: Evidence Using a Multivariate GARCH Model
    by Ahmed M. Khalid & Gulasekaran Rajaguru
  • 2004 Extreme Contagion in Equity Markets
    by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao
  • 2004 Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets
    by Mark P. Taylor & Elena Tchernykh Branson
  • 2004 A Brazilian-Type Debt Crisis
    by Assaf Razin & Efraim Sadka
  • 2004 The International Price Transmission in Stock Index Futures Markets
    by Jian Yang & David A. Bessler
  • 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.
  • 2004 Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutschmark Market
    by Michael Frenkel & Georg Stadtmann
  • 2004 The Conditional Relationship Between Portfolio Beta and Return: Evidence from Latin America
    by Eduardo Sandoval & Rodrigo Saens
  • 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
  • 2004 On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom
    by Mirela Malin & Madhu Veeraraghavan
  • 2004 What Is Wrong with Market-Based Forecasting of Exchange Rates?
    by Imad A. Moosa
  • 2004 An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models
    by Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat
  • 2004 Credit Exposure & Sovereign Risk Analysis : The Case of South America
    by Elena Kalotychou, Sotiris K. Staikouras
  • 2004 An Interpretation of Czech FX Options
    by Pavel Bouc & Martin Cincibuch
  • 2004 Foreign Exchange Intervention: The Theoretical Debate and the Czech Koruna Episode
    by Adam Geršl
  • 2004 Hedging Strategies and Financial Risks
    by Zdenìk Zmeškal
  • 2004 Stock Returns and Inflation in Greece
    by Floros, C.
  • 2004 Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore
    by Warren Bailey & Yuan Gao & Connie X. Mao
  • 2004 The Economics of Latin American Art: Creativity Patterns and Rates of Return
    by Sebastian Edwards
  • 2004 Impacto de las catástrofes en el valor de las acciones. El caso latinoamericano
    by Alfonso Pedraza Martínez
  • 2004 Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility
    by Michel Normandin
  • 2004 Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?
    by Andre Cartapanis
  • 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
  • 2004 Globalisation des marchés de capitaux et valorisation des actifs financiers
    by Dominique Pépin
  • 2004 Assessing new perspectives on country risk
    by Claudio Borio & Frank Packer
  • 2004 A shift in London's eurodollar market
    by Patrick McGuire
  • 2004 Diversifying with Asian local currency bonds
    by Robert McCauley & Guorong Jiang
  • 2004 The markets for non-deliverable forwards in Asian currencies
    by Guonan Ma & Corrinne Ho & Robert N McCauley
  • 2004 Asian local currency bond markets
    by Guorong Jiang & Robert McCauley
  • 2004 Modelling the Risk at the Central European Stock Exchange at times of Crisis
    by Nigohos Kanaryan
  • 2004 Interrelationships of Secondary Equity Markets at Domestic and International Level
    by Aristeidis G. Samitas
  • 2004 The Exchange Rate Exposure of Major Commercial Banks in South Africa
    by Walter A. de Wet & Tewodros G. Gebreselasie
  • 2004 Sector Level Contagion in African Financial Markets
    by Daryl Collins & Mark Abrahamson
  • 2003 Modeling the Demand for Emerging Market Assets
    by Valpy Fitzgerald & Derya Krolzig
  • 2003 Gestion des risques internationaux
    by Gresse, Carole & Fontaine, Patrice
  • 2003 Bourse et marchés financiers
    by Simon, Yves & Fleuriet, Michel
  • 2003 Recherche et place financière : le cas de la France
    by Pelletan, Jacques & Lorenzi, Jean-Hervé
  • 2003 La formation des cours boursiers
    by Nussenbaum, Maurice
  • 2003 An Anatomy of Currency Crises
    by Felmingham, Bruce & Short, Lisa
  • 2003 Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States
    by R. Mittoo, Usha & W. Faff, Robert
  • 2003 Spreads on Emerging-Market Debt: Global vs. Regional Factors
    by Cifarelli, Giulio & Paladino, Giovanna
  • 2003 Modelos predictivos de redes neuronales en índices bursátiles
    by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis
  • 2003 Term Structure of Interest Rates in India: Issues in Estimation and Pricing
    by Gangadhar Darbha & Sudipta Dutta Roy & Vardhana Pawaskar
  • 2003 Systemic Risk in European Banking: Evidence from Bivariate GARCH Models
    by Schüler, Martin & Schröder, Michael
  • 2003 Europäische Steuerkoordination und die Schweiz
    by Lutz, Stefan H.
  • 2003 Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices
    by Leitner, Johannes & Schmidt, Robert & Bofinger, Peter
  • 2003 Should one rely on professional exchange rate forecasts: An empirical analysis of professional forecasts for the €/US-$ rate
    by Bofinger, Peter & Schmidt, Robert
  • 2003 Zur Qualität professioneller Wechselkursprognosen
    by Schmidt, Robert
  • 2003 How has the European Monetary Integration Process Contributed to Regional Financial Market Integration?
    by Reszat, Beate
  • 2003 Determinants of the relative price impact of unanticipated information in US macroeconomic releases
    by Hess, Dieter E.
  • 2003 A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
    by Kraeussl, Roman
  • 2003 Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
    by Kraeussl, Roman
  • 2003 Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
    by Kraeussl, Roman
  • 2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate
    by Ahrens, Ralf & Reitz, Stefan
  • 2003 The Forecasting Performance of German Stock Option Densities
    by Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin
  • 2003 Ein Modell für Finanzkrisen bei Moral Hazard und Überinvestition
    by Schwarze, Nicolas Henrik
  • 2003 Macroeconomic Factors and the Correlation of Stock and Bond Returns
    by Lingfeng Li
  • 2003 EXCHANGE RATES AND INVESTMENT BY MULTINATIONAL CORPORATIONS: A Firm-Level Test of the Imperfect Capital Markets Result
    by Peter R. Crabb
  • 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises
    by Roman Kraeussl
  • 2003 The Internationalization of Money and Finance and the Globalization of Financial Markets
    by James R. Lothian
  • 2003 Value Investing in Emerging Markets: Risks and Benefits
    by Vladislav Kargin
  • 2003 Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach
    by Shiu-Sheng Chen
  • 2003 A primer on new techniques used by the sophisticated financial fraudster, with special reference to commodity market instruments
    by Lamon Rutten
  • 2003 Comovement in international equity markets: A sectoral view
    by Robert-Paul Berben & W. Jos Jansen
  • 2003 Towards Transparency in Finance and Governance
    by Tara Vishwanath & Daniel Kaufmann
  • 2003 Transparency, Liberalization and Financial Crises
    by Gil Mehrez & Daniel Kaufmann
  • 2003 Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets
    by Erdinc Altay
  • 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
  • 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
  • 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach
    by Ryan SULEIMANN
  • 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach
    by Ryan SULEIMANN
  • 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
  • 2003 DEMOCRACY’S SPREAD: Elections and Sovereign Debt in Developing Countries
    by Steven A. Block & Burkhard N. Schrage & Paul M. Vaaler
  • 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
  • 2003 On the Changing Nature of Currency Crises
    by Korkut Erturk
  • 2003 When in peril, retrench: Testing the portfolio channel of contagion
    by Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart
  • 2003 Why do emerging economies borrow short term?
    by Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler
  • 2003 Keeping up with the Joneses: An international asset pricing model
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  • 2003 Honey, I shrunk the sample covariance matrix
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  • 2003 Diversification benefit of Japanese real estate over the last four decades
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  • 2003 Stock Market Cycles, Financial Liberalization and Volatility
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  • 2003 Asset return correlation: The case of automotive lease portfolios
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  • 2003 The effect of earnings release for Belgian listed companies
    by Marie-Paule Laurent
  • 2003 Indices as diversification instruments in Europe
    by Marie-Paule Laurent
  • 2003 Modeling the Demand for Emerging Market Assets
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  • 2003 Volatility Spillover Effects in European Equity Markets
    by L. BAELE
  • 2003 The role and development of EU capital markets
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  • 2003 The transformation of finance in Europe:introduction and overview
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  • 2003 Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
    by Mark Gugiatti & Anthony Richards
  • 2003 Weak-form market efficiency in European emerging and developed stock markets
    by Andrew C. Worthington & Helen Higgs
  • 2003 Tests of random walks and market efficiency in Latin American stock markets: An empirical note
    by Andrew C. Worthington & Helen Higgs
  • 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
  • 2003 The Effectiveness of Foreign Exchange Intervention in Australia: A Factor Model Approach with GARCH Specifications
    by Shakila Aruman
  • 2003 Investor Expectations and Systematic Risk
    by Adam Clements & Michael E. Drew
  • 2003 Asset Pricing in China: Evidence from the Shanghai Stock Exchange
    by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan
  • 2003 On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911
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  • 2003 New approaches to crisis resolution: Weighing the options (A comment)
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  • 2003 Run-up, toeholds, and agency effects in mergers and acquisitions: evidence from an emerging market
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  • 2003 Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data
    by Yoshiro Tsutsui & Kenjiro Hirayama
  • 2003 Financial Market Integration in the Euro Area
    by Carl Gjersem
  • 2003 What Works in Securities Law?
    by Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer
  • 2003 Do Demographic Changes Affect Risk Premiums? Evidence from International Data
    by Andrew Ang & Angela Maddaloni
  • 2003 Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity
    by Ross Levine & Sergio L. Schmukler
  • 2003 Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives
    by Takatoshi Ito & Kimie Harada
  • 2003 Financial Development and the Composition of Industrial Growth
    by Raymond Fisman & Inessa Love
  • 2003 Financial Dependence and Growth Revisited
    by Raymond Fisman & Inessa Love
  • 2003 A Decomposition of Global Linkages in Financial Markets Over Time
    by Kristin J. Forbes & Menzie D. Chinn
  • 2003 Market Integration and Contagion
    by Geert Bekaert & Campbell R. Harvey
  • 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
  • 2003 Do Firms in Countries with Poor Protection of Investor Rights Hold More Cash?
    by Lee Pinkowitz & Rene M. Stulz & Rohan Williamson
  • 2003 The Risk Tolerance of International Investors
    by Kenneth A. Froot & Paul G. J. O'Connell
  • 2003 Country Spreads and Emerging Countries: Who Drives Whom?
    by Martin Uribe & Vivian Z. Yue
  • 2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
    by Kathryn M. E. Dominguez
  • 2003 Aging, pension reform, and capital flows: A multi-country simulation model
    by Alexander Ludwig & Joachim Winter
  • 2003 Efficient allocation of land in a decoupled world
    by Roche, M. & McQuinn, K.
  • 2003 Efficient allocation of land in a decoupled world
    by Roche, M. & McQuinn, K.
  • 2003 Dynamics of the Current Account and Interest Differentials
    by Martin Boileau & Michel Normandin
  • 2003 Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows
    by Stéphane Pallage & Michel A. Robe
  • 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
  • 2003 Learning and Signalling in the French and German Venture Capital Industries
    by Michael Stolpe
  • 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
  • 2003 Integration And Competition In The European Financial Markets
    by Francisco Pérez García & Joaquín Maudos Villarroya & Juan Francisco Fernández de Guevara Radoselovics
  • 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria
    by Trino-Manuel Ñíguez
  • 2003 Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility
    by Michel Normandin
  • 2003 Dynamics of the Current Account and Interest Differentials
    by Michel Normandin & Martin Boileau
  • 2003 Debt issue costs and issue characteristics in the Eurobond market
    by Arie Melnik & Doron Nissim
  • 2003 The tail behavior of stock index return on the Jamaican Stock Exchange
    by Terence D.Agbeyegbe
  • 2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets
    by Hoidal Bjonnes, Geir & Rime, Dagfinn
  • 2003 Economic evaluation of bank exit regimes in US, EU and Japanese financial centres
    by Granlund , Peik
  • 2003 Do networks in the stock exchange industry pay off? European evidence
    by Hasan, Iftekhar & Schmiedel , Heiko
  • 2003 Die Zinsbesteuerung in der Europäischen Union
    by Rehm, Hannes
  • 2003 Portfolio Diversification in Europe
    by Kpate ADJAOUTÉ & Jean-Pierre DANTHINE & Dušan ISAKOV
  • 2003 European Financial Integration and Equity Returns: A Theory-Based Assessment
    by Kpate ADJAOUTÉ & Jean-Pierre DANTHINE
  • 2003 Geographical versus Industrial Diversification: A Mean Variance Spanning Approach
    by Paul EHLING & Sofia B. RAMOS
  • 2003 Competition Between Stock Exchanges: A Survey
    by Sofia B. Ramos
  • 2003 Who are the Best? Local Versus Foreign Analysts on the Latin American Stock Markets
    by Jean-François Bachmann & Guido Bolliger
  • 2003 Are practitioners right? On the relative importance of industrial factors in international stock returns
    by Dušan Isakov & Frédéric Sonney
  • 2003 The Determinants of Stock Returns in a Small Open Economy
    by Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV
  • 2003 What Factors Determine International Real Estate Security Returns?
    by Foort HAMELINK & Martin HOESLI
  • 2003 Stock Exchange Competition in a Simple Model of Capital Market Equilibrium
    by Sofia B. RAMOS & Ernst-Ludwig VON THADDEN
  • 2003 The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation
    by Dewachter, H.D.R. & Lyrio, M.
  • 2003 A Range-Based Multivariate Model for Exchange Rate Volatility
    by Tims, B. & Mahieu, R.J.
  • 2003 International Risk Sharing and Bank Runs
    by Proto, Eugene
  • 2003 Financial Instability under Floating Exchange Rates
    by Besancenot, Damien & Vranceanu, Radu
  • 2003 Modelling time-varying correlations of financial markets
    by A.S.K. Wong & P.J.G. Vlaar
  • 2003 Financial Globalization and Monetary Policy
    by Helmut Wagner & Wolfram Berger
  • 2003 Intermediation,integration and internationalisation: a survey on banking in Europe
    by Jaap Bikker & Sandra Wesseling
  • 2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence
    by Albert J. Menkveld & Siem Jan Koopman & Andr� Lucas
  • 2003 Volatility Spillover Effects in European Equity Markets
    by Baele, L.
  • 2003 The Term Structure of Credit Spreads on Euro Corporate Bonds
    by Landschoot, A. van
  • 2003 Etude comparative des différentes stratégies de placement d’ordres à la Bourse de Paris
    by Raposo, Juan
  • 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises
    by Roman Kraeussl
  • 2003 Explaining movements in UK stock prices:
    by Nektarios Aslanidis & Denise Osborn & Marianne Sensier
  • 2003 International Good Market Segmentation and Financial Market Structure
    by Basak, Suleyman & Croitoru, Benjamin
  • 2003 Financial Integration: A New Methodology and an Illustration
    by Flood, Robert P & Rose, Andrew K
  • 2003 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
    by Bacchetta, Philippe & van Wincoop, Eric
  • 2003 Government Bonds in Domestic and Foreign Currency: The Role of Macroeconomic and Institutional Factors
    by Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio
  • 2003 Exchange Rates, Equity Prices and Capital Flows
    by Hau, Harald & Rey, Hélène
  • 2003 More Evidence on the Dollar Risk Premium in the Foreign Exchange Market
    by Bams, Dennis & Walkowiak, Kim & Wolff, Christian C
  • 2003 The response of individual FX dealers'quoting activity to macroeconomic news announcements
    by BEN OMRANE, Walid & HEINEN, Andréas
  • 2003 Market risk in commodity markets: a VaR approach
    by GIOT, Pierre & LAURENT, Sébastien
  • 2003 FOREX Microstructure, Invisible Price Determinants,and the Central Bank's Understanding of Exchange Rate Formation
    by Alexis Derviz
  • 2003 Transatlantic Monetary and Fiscal Policy Interaction
    by Bas van Aarle & Harry Garretsen & Florence Huart
  • 2003 Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets
    by Antonio Díez de los Ríos
  • 2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets
    by Geir Hoidal Bjonnes & Dagfinn Rime
  • 2003 The cost of barriers to entry: evidence from the market for corporate euro bond underwriting
    by João A. C. Santos & Kostas Tsatsaronis
  • 2003 Honey, I Shrunk the Sample Covariance Matrix
    by Olivier Ledoit & Michael Wolf
  • 2003 Contagion and portfolio shift in emerging countries' sovereign bonds
    by Antonio Díez de los Ríos & Alicia García Herrero
  • 2003 Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?
    by Michael R. King & Dan Segal
  • 2003 Shift Contagion in Asset Markets
    by Toni Gravelle & Maral Kichian & James Morley
  • 2003 An empirical analysis of international equity market co-movements: implications for informational efficiency
    by Manuela CROCI
  • 2003 Trends and Spectral Response: An Examination of the US Realty Market
    by Patrick Wilson & Ralf Zurbruegg
  • 2003 Securing Financial Stability: Problems and Prospects for New EU Members
    by Michael C Bonello & Fabrizio Saccomanni & Claudia M Buch & Jörn Kleinert & Peter Zajc
  • 2003 The Random Walk Hypothesis and the Evidence from the Amman (Jordan) Stock Exchange
    by Aktham Maghyereh
  • 2003 Balance Sheet Exchange Rate Exposure, Investment and Firm Value : Evidence from Turkish Firms
    by Halit Gonenc & Goknur Z. Buyukkara & Onur Koyuncu
  • 2003 External Shocks and Debt Accumulation in a Small Open Economy
    by Abdelhak S. Senhadji
  • 2003 Economic and monetary union accession and capital flows
    by Jiří Jonáš
  • 2003 A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds
    by Eduardo Borensztein & R. Gaston Gelos
  • 2003 A monetáris unió hatása az európai tőkepiacokra
    by Marján, Attila
  • 2003 Crisis Financieras Internacionales, Prestamista de Última Instancia Nacional e Internacional
    by Esteban Jadresic & Klaus Schmidt-Hebbel & Rodrigo Valdés
  • 2003 Los Bancos Centrales como Prestamistas de Última Instancia
    by Fernando Ossa
  • 2003 Introducción al Debate Acerca de la Función de Prestamista de Última Instancia Nacional e Internacional
    by Fernando Ossa
  • 2003 An Analysis of Contagion in Emerging Currency Markets Using Multivariate Extreme Value Theory
    by Fukuhara, Masahiro & Saruwatari, Yasufumi
  • 2003 The Value Relevance of Earnings and Income Smoothing: Greek Evidence on Causality Effects
    by Dimitrios Kousenidis & Christos Negakis & Ioannis Papanastasiou
  • 2003 Technical Analysis Seems To Be A Valuable Investment Tool In The Athens And Frankfurt Stock Exchanges
    by Michael Glezakos & Petros Mylonas
  • 2003 Un ejercicio teórico y empírico acerca de la demanda de dinero
    by Helmuth Árias Gómez
  • 2003 International capital flows under asymmetric information and costly monitoring: implications of debt and equity financing
    by Rebecca Neumann
  • 2003 Expense ratios of North American mutual funds
    by Karen Ruckman
  • 2003 Explaining and Forecasting Exchange Rates with Order Flows
    by Richard K. Lyons
  • 2003 Les déterminants de la prime de risque des emprunts obligataires des collectivités locales : une étude empirique sur la France et l'Espagne en 1998
    by Stéphanie Serve
  • 2003 Requerimientos de capital por riesgo crediticio bajo el acuerdo de Basilea II: Implicaciones para el sistema bancario boliviano
    by Tatiana Cosulich Quevedo & Oswaldo Irusta Díaz & Martín Villegas Tufiño
  • 2003 Sovereign credit default swaps
    by Frank Packer & Chamaree Suthiphongchai
  • 2003 Common factors in emerging market spreads
    by Patrick McGuire & Martijn A Schrijvers
  • 2003 Measuring Market Risk Using Extreme Value Theory: An Empirical Study Using South African Rand/Dollar One-Year Futures Contract
    by Shahiem Ganief & Nicholas Biekpe
  • 2003 Testing the Random Walk Hypothesis on Thinly-Traded Markets: The Case of Four African Stock Markets
    by Chipo Mlambo & Nicholas Biekpe & Eon Smit
  • 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 Currency Risk in Brazil under Two Different Exchange Rate Regimes
    by Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros
  • 2002 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis
    by David Hojman & Robert F. K. Wynn
  • 2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
    by Graflund, Andreas & Nilsson, Birger
  • 2002 Face aux marchés, la politique
    by Brender, Anton
  • 2002 Les tensions internationales actuelles, depuis le 11 septembre 2001, peuvent-elles peser sur la valeur des produits énergétiques ?
    by Chevalier, Jean-Marie
  • 2002 Le temps des grandes fusions est-il aujourd'hui révolu ?
    by Lorenzi, Jean-Hervé
  • 2002 Le rôle et l’évolution des institutions de surveillance
    by Hamon, Jacques
  • 2002 Regional Integration of Stock Markets in Latin America
    by Heaney, Richard & Hooper, Vince
  • 2002 Bond Pricing Before and after EMU From the Experience of the “European South”
    by A. Antzoulatos, Angelos & Klinaki, Eleni
  • 2002 Exchange Rates and Fundamentals: A Microeconomic Approach
    by Moosa , Imad A.
  • 2002 How integrated are the European retail financial markets? A cointegration analysis
    by Heinemann, Friedrich & Schüler, Martin
  • 2002 Integration of the European market for e-finance: evidence from online brokerage
    by Schüler, Martin
  • 2002 Integration benefits on EU retail credit markets: evidence from interest rate pass-through
    by Heinemann, Friedrich & Schüler, Martin
  • 2002 The impact of news, oil prices, and international spillovers on Russian financial markets
    by Hayo, Bernd & Kutan, Ali M.
  • 2002 Is there asymmetry in forward exchange rate bias? Multi-country evidence
    by Zhou, Su & Kutan, Ali M.
  • 2002 Die Abschaffung der DM ist noch keine Bereitschaft zur politischen Union
    by Starbatty, Joachim
  • 2002 Benchmark yield undershooting in the E.M.U
    by Antzoulatos, Angelos A.
  • 2002 The puzzle of the Swiss interest rate island : stylized facts and a new interpretation
    by Kugler, Peter & Weder, Beatrice
  • 2002 Home bias, transactions costs, and prospects for the Euro: A more detailed analysis
    by Mann, Catherine L. & Meade, Ellen E.
  • 2002 How integrated are the European retail financial markets? A cointegration analysis
    by Schüler, Martin & Heinemann, Friedrich
  • 2002 Collateralised loan obligations (CLOs): A primer
    by Jobst, Andreas A.
  • 2002 Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate
    by Reitz, Stefan
  • 2002 Dependencies between European stock markets when price changes are unusually large
    by Schich, Sebastian T.
  • 2002 An Analysis of the Relative Performance of Japanese and Foreign Money Management
    by William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi
  • 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
  • 2002 How Important Are Foreign Banks in European Transition Countries? A Comparative Analysis
    by Hanneke Bol & Jakob de Haan & Bert Scholtens & Ralph de Haas
  • 2002 An Analysis of Hedge Fund Performance
    by Daniel Capocci
  • 2002 Het integraal kwantificeren van valutarisico’s
    by Ralph de Haas
  • 2002 The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets
    by Bernd Hayo & Ali Kutan
  • 2002 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
    by Gautam Goswami & Milind Shrikhande & Liuren Wu
  • 2002 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk
    by Ali Bora Yigitbasioglu
  • 2002 Paper Money but a Gold Debt. Italy in the Gold Standard
    by Giuseppe Tattara & or consequences)
  • 2002 The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts
    by Stijn Claessens & Daniela Klingebiel & Sergio L. Schmukler
  • 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
  • 2002 Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets
    by Pat Wilson & Ralf Zurbruegg & Richard Gerlach
  • 2002 How large is liquidity risk in an automated auction market?
    by Pierre Giot & Joachim Grammig
  • 2002 Stock Market Cycles and Stock Market Development in Spain
    by Javier Gómez Biscarri & Fernando Pérez de Gracia
  • 2002 Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis
    by WenShwo Fang & Stephen M. Miller
  • 2002 Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
    by Pilar Abad & Alfonso Novales
  • 2002 Financial development and stock returns: A cross country analysis
    by Harris Dellas & Martin K. Hess
  • 2002 Coordination Failure and Financial Contagion
    by Michael Manz
  • 2002 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
    by Charemza W.W. & M. Lifshits & S. Makarova
  • 2002 Aging, pension reform and capital flows: a multi-country simulation model
    by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter
  • 2002 The Term Structure of Country Risk and Valuation in Emerging Markets
    by Juan Jose Cruces & Marcos Buscaglia & Joaquin Alonso
  • 2002 The Performance and Long-Run Characteristics of the Chinese IPO Market
    by Jing Chi & Carol Padgett
  • 2002 Short-Run Under Pricing and its Characteristics in Chinese IPO Markets
    by Jing Chi & Dr. Carol Padgett
  • 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
  • 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
  • 2002 Idiosyncratic Volatility: Evidence from Asia
    by Michael Drew & Madhu Veeraraghavan
  • 2002 Hedging currency risk: Does it have to be so complicated?
    by Haefliger, Thomas & Waelchli, Urs & Wydler, Daniel
  • 2002 The Effect of Financial Liberalization on the Economic Development Process in case of Inefficient Banking
    by Nabi, Mahmoud Sami & Rajhi, Taoufik
  • 2002 دور سوق الأوراق المالية فى تنمية الادخار فى مصر
    by Alasrag, Hussien
  • 2002 The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks
    by Ana Paula Serra
  • 2002 International Diversification, Growth, and Welfare with Non-Traded Income Risk and Incomplete Markets
    by Egil Matsen
  • 2002 The Persistence of Emerging Market Equity Flows
    by Jessica Tjornhom Donohue & Kenneth A. Froot
  • 2002 Crises in the Global Economy from Tulips to Today: Contagion and Consequences
    by Larry Neal & Marc Weidenmier
  • 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
    by Kenneth A. Froot & Tarun Ramadorai
  • 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
    by Kenneth A. Froot & Tarun Ramadorai
  • 2002 Decomposing the Persistence of International Equity Flows
    by Kenneth A. Froot & Jessica D. Tjornhom
  • 2002 Daily Cross-Border Equity Flows: Pushed or Pulled?
    by John M. Griffin & Federico Nardari & Rene M. Stulz
  • 2002 Trade Credit, Financial Intermediary Development and Industry Growth
    by Raymond Fisman & Inessa Love
  • 2002 Private Benefits of Control: An International Comparison
    by Alexander Dyck & Luigi Zingales
  • 2002 Estimation of Hyperbolic Diffusion Using MCMC Method
    by Y.K. Tse & Xibin Zhang & Jun Yu
  • 2002 Le risque pays : approche conceptuelle et approche pratique
    by Stéphanie Gautrieaud
  • 2002 The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention
    by Zoe McLaren
  • 2002 Aging and International Capital Flows
    by Axel Börsch-Supan & Alexander Ludwig & Joachim Winter
  • 2002 International Portfolio Choice in an Overlapping Generations Model with Transactions Costs
    by Carmichael, Benoît & Co�n, Alain
  • 2002 The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach
    by Hans Dewachter & Marco Lyrio
  • 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
  • 2002 Business Cycle Volatility in Germany
    by Claudia M. Buch & Joerg Doepke & Christian Pierdzioch
  • 2002 Exchange Rate Expectations Redux and Monetary Policy
    by Christian Pierdzioch
  • 2002 The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan
    by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann
  • 2002 Business Cycle Volatility and Globalization: A Survey
    by Claudia M. Buch
  • 2002 Are stock returns a leading indicator for real macroeconomic developments?
    by Johann Burgstaller
  • 2002 Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies
    by António Afonso
  • 2002 Tail-Dependence in Stock-Return Pairs
    by Fortin, Ines & Kuzmics, Christoph
  • 2002 Do Main Banks Extract Rents from their Client Firms? Evidence from Korean Chaebol
    by Kim, Yitae & Park, Kwangwoo & Ratti, Ronald & Shin, Hyun-Han
  • 2002 Corporate Governance and the Home Bias
    by Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan
  • 2002 Expropriation Risk and Return in Global Equity Markets
    by Bansal, Ravi & Dahlquist, Magnus
  • 2002 What Factors Determine International Real Estate Security Returns?
    by Hamelink, Foort & Hoesli, Martin
  • 2002 Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
    by Nilsson, Birger
  • 2002 International Asset Pricing and the Benefits from World Market Diversification
    by Nilsson, Birger
  • 2002 How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market
    by Waldenström, Daniel & Frey, Bruno S.
  • 2002 Output and Expected Returns - a multicountry study
    by Rangvid, Jesper
  • 2002 Return-volatility linkages in the international equity and currency markets
    by Francis, Bill B & Hasan, Iftekhar & Hunter , Delroy M.
  • 2002 Forecasting the macroeconomy with current financial market information: Europe and the United States
    by Junttila, Juha
  • 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
  • 2002 Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds
    by Tom A. FEARNLEY
  • 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
  • 2002 Market Dynamics Around Public Information Arrivals
    by Angelo Ranaldo
  • 2002 A simple test for unit root bilinearity
    by Wojciech Charemza & Mikhail Lifshits & Svetlana Makarova
  • 2002 A Firm-Specific Analysis of the Exchange-Rate Exposure of Dutch Firms
    by de Jong, A. & Ligterink, J. & Macrae, V.
  • 2002 The Cost of Capital of Cross-Listed Firms
    by Koedijk, C.G. & van Dijk, M.A.
  • 2002 Do Global Risk Factors Matter for International Cost of Capital Computations?
    by Koedijk, C.G. & van Dijk, M.A.
  • 2002 Do Countries or Industries Explain Momentum in Europe?
    by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.
  • 2002 A transaction level study of the effects of central bank intervention on exchange rates
    by Richard Payne & Paolo Vitale
  • 2002 Home bias, transactions costs, and prospects for the Euro: a more detailed analysis
    by Catherine L. Mann & Ellen E. Meade
  • 2002 Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula
    by Reinker, Kenneth S. & Tower, Edward
  • 2002 Explaining Variations in Private Equity: A Panel Approach
    by Leachman, Lori & Kumar, Vinay & Orleck, Scott
  • 2002 What do we Understand about Exchange Rates
    by P.J.G. Vlaar
  • 2002 Financial Sector Competition, Service Trade, and Growth
    by Joseph F. Francois & Felix Eschenbach
  • 2002 Stock Index Volatility Forecasting with High Frequency Data
    by Eugenie Hol & Siem Jan Koopman
  • 2002 Do Countries or Industries Explain Momentum in Europe?
    by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.
  • 2002 Aggressive Orders and the Resiliency of a Limit Order Market
    by Degryse, H.A. & Jong, F.C.J.M. de & Ravenswaaij, M. van & Wuyts, G.
  • 2002 What Determines Expected International Asset Returns?
    by Campbell R. Harvey & Bruno Solnik & Guofu Zhou
  • 2002 Financial Development and Stock Returns: A Cross-Country Analysis
    by Dellas, Harris & Hess, Martin
  • 2002 Liquidity Supply and Demand in Limit Order Markets
    by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua
  • 2002 Financial Sector Competition, Services Trade, and Growth
    by Eschenbach, Felix & Francois, Joseph
  • 2002 Europe's 'New' Stock Markets
    by Bottazzi, Laura & Da Rin, Marco
  • 2002 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
    by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo
  • 2002 Systemic Risk and International Portfolio Choice
    by Das, Sanjiv Ranjan & Uppal, Raman
  • 2002 Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres
    by Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio
  • 2002 Private Benefits of Control: An International Comparison
    by Dyck, Alexander & Zingales, Luigi
  • 2002 Stock Market Quality in the Prescence of a Traded Option
    by de Jong, Cyriel & Koedijk, Kees & Schnitzlein, Charles
  • 2002 Increased Correlation in Bear markets: A Downside Risk Perspective
    by Campbell, Rachel & Koedijk, Kees & Kofman, Paul
  • 2002 An Evaluation of International Asset Pricing Models
    by Dahlquist, Magnus & Sallstrom, Torbjorn
  • 2002 The information content of implied volatility in agricultural commodity markets
    by GIOT, Pierre
  • 2002 Do Rich Countries Invest Less in Poor Countries than the Poor Countries Themselves?
    by Michael Clemens
  • 2002 Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis
    by Catherine L. Mann & Ellen E. Meade
  • 2002 Default-risky Sovereign Debt
    by Andreas Wiggers
  • 2002 The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios
    by Edward I. Altman & Andrea Resti & Andrea Sironi
  • 2002 What is the Best Approach to Measure the Interdependence between Different Markets?
    by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S.
  • 2002 Une mesure de la persistance dans les indices boursiers
    by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S.
  • 2002 The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
    by Toni Gravelle
  • 2002 The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area
    by Liliane Karlinger
  • 2002 European Financial Cross-Border Consolidation: At the crossroads in Europe? By exception, evolution or revolution?
    by Jean-Paul Abraham & Peter van Dijcke
  • 2002 Banking Internationalisation and the Expansion Strategies of European Banks to Brazil during the 1990s
    by Luiz Fernando de Paula
  • 2002 Conditional Asset Pricing in Emerging Stock Markets
    by Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann
  • 2002 Stochastic Trends and Cycles in National Stock Market Indices: Evidence from the U.S., the U.K. and Switzerland
    by Frank Westermann
  • 2002 Mean Reversion on Global Stock Markets
    by Wolfgang Drobetz & Patrick Wegmann
  • 2002 Stocks and shocks
    by Bert Scholtens & Marélie Steensma
  • 2002 Stocks and shocks
    by Bert Scholtens & Marélie Steensma
  • 2002 Uncovered Interest Parity in Crisis
    by Robert P. Flood & Andrew K. Rose
  • 2002 A hatékony piacok elméletének elméleti és gyakorlati relevanciája
    by Komáromi, György
  • 2002 Gondolatok az európai értékpapírpiacok szabályozásáról
    by Lámfalussy, Sándor
  • 2002 Financial Deregulation And Volatility In Emerging Equity Markets
    by William Miles
  • 2002 Cambios Estructurales e Integración. Discusión y Análisis del Mercado Accionario Chileno
    by Fernando Lefort & Eduardo Walker
  • 2002 Intra-Day Features of Realized Volatility: Evidence from an Emerging Market
    by Burc Kayahan & Thanasis Stengos & Burak Saltoglu
  • 2002 What Determines Expected International Asset Returns?
    by Campbell R. Harvey & Bruno Solnik & Guofu Zhou
  • 2002 Post-Plaza intervention in the DEM/USD exchange rate
    by Rasmus Fatum
  • 2002 Asymmetric Reaction to Information and Serial Dependence of Short-run Returns
    by Pablo Marshall & Eduardo Walker
  • 2002 Trade on the European fixed-term market in options on futures bond contracts and strategies for risk management
    by Todor Nedev
  • 2001 Return Interval, Dependence Structure and Multivariate Normality
    by Thierry Ané & Chiraz Labidi
  • 2001 Value-At-Risk For Long And Short Trading Positions
    by Pierre Giot and S»bastien Laurent
  • 2001 Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors
    by Tim Jenkinson & William Wilhelm
  • 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 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 Foreign Direct Investment, Intra-firm Trade and Ownership Structure
    by Konrad, K.A. & Lommerud, K.E.
  • 2001 Fragmentation des marchés d'actions et concurrence entre systèmes d'échange
    by Gresse, Carole
  • 2001 Les rachats d'actions
    by Ginglinger, Edith
  • 2001 Les marchés et la croissance
    by Pisani, Florence & Brender, Anton
  • 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 economic impact of September 11th on the securities industry
    by Monahan, George & Fernandez, Frank
  • 2001 Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing
    by Heaney, Richard & Hooper, Vince
  • 2001 Volatility Transmission between Stock and Foreign Exchange Markets Patterns in Neighboring Areas
    by Mo?se Sidiropoulos & Jamel Trabelsi
  • 2001 Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms
    by Ehrhardt, Olaf & Nowak, Eric
  • 2001 International Portfolio Investment: Theory, Evidence, and Institutional Framework
    by Sohnke M. Bartram & Gunter Dufey
  • 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows
    by Richard Podpiera
  • 2001 How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
    by Jan Hanousek & Richard Podpiera
  • 2001 Gross Capital Flows and Asymmetric Information
    by Tomas Dvorak
  • 2001 Do Domestic Investors Have an Information Advantage? Evidence from Indonesia
    by Tomas Dvorak
  • 2001 Government Shareholding and the Value of China's Modern Firms
    by Lihui Tian
  • 2001 Transmisión De Volatilidad A Lo Largo De La Estructura Temporal De Swaps: Evidencia Internacional
    by Pilar Abad Romero
  • 2001 Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?
    by Mark Aguiar & Fernando Broner
  • 2001 Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
    by Olivier Ledoit & Michael Wolf
  • 2001 Interbank market integration under asymmetric information
    by Xavier Freixas & Cornelia Holthausen
  • 2001 Flexible multivariate GARCH modeling with an application to international stock markets
    by Olivier Ledoit & Pedro Santa Clara & Michael Wolf
  • 2001 Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999
    by Hans Joachim Voth
  • 2001 Inflation, political instability and stockmarket volatility in interwar Germany
    by Hans Joachim Voth
  • 2001 A Two-Person Dynamic Equilibrium under Ambiguity
    by Larry G. Epstein & JianJun Miao
  • 2001 The Euro And Capital Markets: A New Era
    by Peree, Eric & Steinherr, Alfred
  • 2001 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk
    by Ali Bora Yigitbasioglu
  • 2001 Cointegration and Asset Allocation: A New Fund Strategy
    by Carol Alexander & Ian Giblin & Wayne Weddington III
  • 2001 Measuring the Real Exchange Rate: Pitfalls and Practicalities
    by Luci Ellis
  • 2001 The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
    by Luci Ellis & Eleanor Lewis
  • 2001 Testing The Incomplete Arbitrate Hypothesis: Evidence From Australian Wholesale Superannuation Funds
    by Michael E. Drew & Jon D. Stanford & Madhu Veeraraghavan
  • 2001 Asset Pricing In The Asian Region
    by Michael E. Drew & Madhu Veeraraghavan
  • 2001 On the Value Premium in Malaysia
    by Michael E. Drew & Madhu Veeraraghavan
  • 2001 A multivariate GARCH analysis of equity returns and volatility in Asian equity markets
    by Andrew Worthington & Helen Higgs
  • 2001 Yükselen Piyasalarda Finansal Kriz
    by TOPRAK, METIN
  • 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
  • 2001 Banking Performance and Speculative Attacks Under Asymmetric Information
    by Nabi, Mahmoud Sami
  • 2001 Private inflows when crises are anticipated: a case study of Korea (A comment)
    by Reinhart, Carmen
  • 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
  • 2001 Habit Persistence and Welfare Gains from International Asset Trade
    by Egil Matsen
  • 2001 Why are Foreign Firms Listed in the U.S. Worth More?
    by Craig Doidge & G. Andrew Karolyi & Rene M. Stulz
  • 2001 The Information Content of International Portfolio Flows
    by Kenneth A. Froot & Tarun Ramadorai
  • 2001 The Inter-War Gold Exchange Standard: Credibility and Monetary Independence
    by Michael D. Bordo & Ronald MacDonald
  • 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
  • 2001 The Role of Large Players in Currency Crises
    by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini
  • 2001 Culture, Openness, and Finance
    by Rene M. Stulz & Rohan Williamson
  • 2001 Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
    by Michael W. Brandt & Pedro Santa-Clara
  • 2001 Aging and International Capital Flows
    by Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim
  • 2001 Equity Price Dynamics Before and After the Introduction of the Euro
    by Cheung, Yin-Wong & Westermann, Frank
  • 2001 Financial Liberalisation and the South Korean Financial Crisis: Some Qualitative Evidence
    by Kevin Amess & Panicos Demetriades
  • 2001 'Unproductive' Credit and the South-Korean Crisis
    by Panicos Demetriades & Bassam Fattouh
  • 2001 Portfolio Diversification: Alive and well in Euroland !
    by Kpate ADJAOUTE & Jean-Pierre DANTHINE
  • 2001 Estimation des coûts de transaction sur un marché gouverné par les ordres : le cas des composantes du CAC 40
    by Laurent Deville
  • 2001 Monetary Unification and the Price of Risk: An Unconditional Analysis
    by Hans Dewachter & Kristien Smedts & Konstantijn Maes
  • 2001 Fitting Correlations Within and Between Bond Markets
    by Hans Dewachter & Konstantijn Maes
  • 2001 Do Exchange Rates Convert Prices of Risk Across Countries?
    by Hans Dewachter & Kristien Smedts & Konstantijn Maes
  • 2001 Monetary Unification and the Price of Risk: An Unconditional Analysis
    by Hans Dewachter & Kristien Smedts & Konstantijn Maes
  • 2001 Cross-Border Banking and Transmission Mechanisms: The Case of Europe
    by Claudia M. Buch
  • 2001 Too Much, Too Little, or Too Volatile? International Capital Flows to Developing Countries in the 1990s
    by Peter Nunnenkamp
  • 2001 The Effects of Exchange-Rate Exposures on Equity Asset Markets
    by Jumah, Adusei & Kunst, Robert M.
  • 2001 Offshore Investment Funds: Monsters in Emerging Markets?
    by Woochan Kim & Shang-Jin Wei
  • 2001 U.S. Exchange Rates and Currency Flows
    by Rime, Dagfinn
  • 2001 Foreigners´ Trading and Price Effects Across Firms
    by Dahlquist, Magnus & Robertsson, Göran
  • 2001 Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision
    by Niemeyer, Jonas
  • 2001 Interpreting real exchange rate movements in transition countries
    by Broeck, Mark De & Sløk, Torsten
  • 2001 How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods
    by Laurent BARRAS, & Dušan ISAKOV
  • 2001 Portfolio Diversification: Alive and Well in Euroland!
    by Kpaté ADJAOUTE & Jean-Pierre DANTHINE
  • 2001 The Impact of Institutional Differences on Derivatives Usage
    by Bodnar, G.M. & de Jong, A. & Macrae, V.
  • 2001 Splitting Orders in Fragmented Markets; evidence from cross-listed stocks
    by Menkveld, A.J.
  • 2001 Constrained indirect inference estimation
    by Giorgio Calzorali & Gabriele Fiorentini & Enrique Sentana
  • 2001 Foreign exchange intervention and macroeconomic stability
    by Paolo Vitale
  • 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
  • 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
  • 2001 Testing for differences in the tails of stock-market returns
    by ROCKINGER, Michael & JONDEAU, Eric
  • 2001 New Extreme-Value Dependance Measures and Finance Applications
    by POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan
  • 2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
    by J.J.J. Groen & F. Kleibergen
  • 2001 Comovement in International Equity Markets: a Sectoral View
    by R-P. Berben & W.J. Jansen
  • 2001 Scaling Relationships of Gaussian Processes
    by Batten, Jonathan & Craig Ellis
  • 2001 Scaling Foreign Exchange Volatility
    by Jonathan Batten & Craig Ellis
  • 2001 Splitting Orders in Fragmented Markets
    by Bert Menkveld
  • 2001 On the Variation of Hedging Decisions in Daily Currency Risk Management
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 2001 Stock Selection Strategies in Emerging Markets
    by Jaap van der Hart & Erica Slagter & Dick van Dijk
  • 2001 Time Varying Market Integration and Expected Rteurns in Emerging Markets
    by Jong, F.C.J.M. de & Roon, F.A. de
  • 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.
  • 2001 Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation
    by Vincent BODART & Paul REDING
  • 2001 Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework
    by Dimitris Georgoutsos & George Kouretas
  • 2001 Time-Varying Market Integration and Expected Returns in Emerging Markets
    by de Jong, Frank & de Roon, Frans
  • 2001 Portfolio Diversification: Alive and Well in Euroland!
    by Adjaoute, Kpate & Danthine, Jean-Pierre
  • 2001 A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates
    by Payne, Richard & Vitale, Paolo
  • 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
  • 2001 Sovereign Risk and Return in Global Equity Markets
    by Bansal, Ravi & Dahlquist, Magnus
  • 2001 Foreigners Trading and Price Effects Across Firms
    by Dahlquist, Magnus & Robertsson, Göran
  • 2001 EMU and Portfolio Diversification Opportunities
    by Adjaoute, Kpate & Danthine, Jean-Pierre
  • 2001 Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s
    by Flood, Robert P & Rose, Andrew K
  • 2001 Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability
    by Vitale, Paolo
  • 2001 Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing
    by Cumby, Robert & Pastine, Tuvana
  • 2001 New Extreme-Value Dependence Measures and Finance Applications
    by Poon, Ser-Huang & Rockinger, Michael & Tawn, Jonathan
  • 2001 Repeated Expropriation Contests and Foreign Direct Investment
    by Konrad, Kai A
  • 2001 The Feasible Gains from International Risk Sharing
    by Eijffinger, Sylvester C W & Wagner, Wolf
  • 2001 What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions
    by Pagano, Marco & Randl, Otto & Röell, Ailsa A & Zechner, Josef
  • 2001 The Geography of Equity Listing: Why Do Companies List Abroad?
    by Pagano, Marco & Röell, Ailsa A & Zechner, Josef
  • 2001 Price discovery in international equity trading
    by GRAMMIG, Joachim & MELVIN, Michael & SCHLAG, Christian
  • 2001 Value-at-risk for long and short trading positions
    by GIOT, Pierre & LAURENT, Sébastien
  • 2001 Derivatives Do Affect Mutual Funds Returns : How and When?
    by Charles Cao & Eric Ghysels & Frank Hatheway
  • 2001 Nonlinear Features of Realized FX Volatility
    by John M. Maheu & Thomas H. McCurdy
  • 2001 The Feasible Gains from International Risk Sharing
    by Sylvester Eijffinger & Wolf Wagner
  • 2001 Equity Price Dynamics Before and After the Introduction of the Euro: A Note
    by Yin-Wong Cheung & Frank Westermann
  • 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows
    by Richard Podpiera
  • 2001 Insider Dealing and Market Abuse: The Financial Services and Markets Act 2000
    by K. Alexander
  • 2001 The impact of the euro on Europe's financial markets
    by Gabriele Galati & Kostas Tsatsaronis
  • 2001 Correlation Analysis of Financial Contagion: What One Should Know before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
  • 2001 A Perspective on Modelling the Real Trade Weighted Index Since the Float
    by Shakila Aruman & Mardi Dungey
  • 2001 Has 1997 Asian Crisis increased Information Flows between International Markets?
    by Francisco J. Climent & Vicente Meneu
  • 2001 Stima della probabilità di insolvenza nei mercati emergenti
    by Stefania Ciraolo
  • 2001 Volatility spillovers and the role of leading financial centres
    by Giulio Cifarelli & Giovanna Paladino
  • 2001 Volatility spillovers and the role of leading financial centres
    by Giulio Cifarelli & Giovanna Paladino
  • 2001 How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?
    by Vivek Arora & Martin Cerisola
  • 2001 Crash-Free Sequencing Strategies for Financial Development and Liberalization
    by By Jorge A. Chan-Lau & Zhaohui Chen
  • 2001 Hogyan segítheti elő a fiskális politika a valutaválságok megelőzését?
    by Kopits, György
  • 2001 Globalizáció, tőkepiacok és az állam szerepe
    by Streissler, Erich W.
  • 2001 Macroeconomic Variables, Exchange Rate And Stock Price: A Malaysian Perspective
    by Mansor H. Ibrahim and Wan Sulaiman Wan Yusoff
  • 2001 How Widespread Is Informed Trading on the Czech Financial Market?
    by Jan Hanousek & Richard Podpiera
  • 2001 Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic
    by Richard Podpiera
  • 2001 Long-Term Trends and Short-Run Dynamics in International Stock Markets
    by Harissis H. & Mesomeris S. & Staikouras S.
  • 2001 The Role of American Depositary Receipts in the Development of Emerging Markets
    by Alberto Moel
  • 2001 Our Future Pensions and Globalisation: an Exploration of the Issue Using the INGENUE Model
    by INGENUE
  • 2001 Dette publique et investissements prives : le cas de la Turquie
    by Burak Gürbüz & Marc Raffinot
  • 2001 Liberalisation financiere, speculation et crises bancaires
    by Luis Miotti & Dominique Plihon
  • 2001 Die Europäische Wirtschafts- und Währungsunion: Eine Erfolgsgeschichte
    by Willem F. Duisenberg
  • 2001 Lorsque les réseaux d'information deviendront des bourses
    by Thomas Serval
  • 2001 Économie politique de l'architecture financière internationale
    by André Cartapanis
  • 2001 L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar
    by Aurélie Boubel & Sébastien Laurent & Christelle Lecourt
  • 2001 World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
    by Stefano G. Athanasoulis & Robert J. Shiller
  • 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 Costly Information, Diversification, and International Mutual Fund Performance
    by Engström, Stefan
  • 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 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 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 The Role of Fundamentalists and Technicians in Exchange Rate Determination
    by Moosa , Imad A. & Korczak, Marta
  • 2000 Financial Markets: An Islamic Perspective
    by Al-Yousif , Yousif Khalifa
  • 2000 Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange
    by Pierluigi Bologna
  • 2000 Neuorientierung des IWF
    by Caio K. Koch-Weser & Karlhans Sauernheimer & Gerhard Illing
  • 2000 Investment opportunities in Central and Eastern European equity markets: an econometric examination of the risk-return relationships for western investors
    by Schröder, Michael
  • 2000 Evolution, spatial selforganisation and path dependence : Tokyo's role as an international financial center
    by Reszat, Beate
  • 2000 The euro and international capital markets
    by Detken, Carsten & Hartmann, Philipp
  • 2000 Law and Finance in Transition Economies
    by Katharina Pistor & Martin Raiser & Stanislaw Gelfer
  • 2000 The Feldstein-Horioka Puzzle Revisited: An “European-Regional” Perspective
    by Jérôme Hericourt & Mathilde Maurel &
  • 2000 Why Do Governments Sell Privatised Companies Abroad?
    by Bernardo Bortolotti & Marcella Fantini & Carlo Scarpa
  • 2000 What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions
    by Marco Pagano & Otto Randl & Ailsa A. Röell & Josef Zechner
  • 2000 Very high interest rates and the cousin risks: Brazil during the Real Plan
    by Márcio Gomes Pinto Garcia & Tatiana Didier
  • 2000 The Russian default and the contagion to Brazil
    by Taimur Baig & Ilan Goldfajn
  • 2000 The Abnormal Performance of Bond Returns
    by Joelle Miffre
  • 2000 Multifactor Models are Alive and Well
    by Michael E. Drew & Madhu Veeraraghavan
  • 2000 The Great Reversals: The Politics of Financial Development in the 20th Century
    by Raghuram G. Rajan & Luigi Zingales
  • 2000 Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises
    by Takatoshi Ito & Kimie Harada
  • 2000 A New Approach to Measuring Financial Contagion
    by Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz
  • 2000 Are Financial Crises Becoming Increasingly More Contagious? What is the Historical Evidence on Contagion?
    by Michael D. Bordo & Antu P. Murshid
  • 2000 On the Gains to International Trade in Risky Financial Assets
    by Steven J. Davis & Jeremy Nalewaik & Paul Willen
  • 2000 How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
    by Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh
  • 2000 An Economic Analysis of Transnational Bankruptcies
    by Lucian Arye Bebchuk & Andrew T. Guzman
  • 2000 Pension reform, capital markets, and the rate of return
    by Börsch-Supan, Axel & Heiß, Florian & Winter, Joachim
  • 2000 The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
    by Brooks, C. & Henry, O.T.
  • 2000 Global Asset Allocation with Time-varying Risk
    by Thomas J. Flavin & Michael R. Wickens
  • 2000 Global Asset Allocation with Time-varying Risk
    by Thomas J. Flavin & Michael R. Wickens
  • 2000 European Financial Markets After EMU: A First Assessment
    by Jean-Pierre DANTHINE & Francesco GIAVAZZI & Ernst-Ludwig VON THADDEN
  • 2000 Efficiency, Endogenous And Exogenous Credit Risk In The Banking Systems Of The Euro Area
    by José Manuel Pastor Monsálvez & Lorenzo Serrano Martínez
  • 2000 Customer trading and information in foreign exchange markets
    by Bjonnes,H. & Rime,D.
  • 2000 FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets
    by Bjonnes,H. & Rime,D.
  • 2000 Private or public information in foreign exchange markets? : an empirical analysis
    by Rime,D.
  • 2000 Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers
    by Oxelheim, Lars
  • 2000 Corporate Leverage and Currency Crises
    by Bris, Arturo & Koskinen, Yrjö
  • 2000 Paper tigers? A model of the Asian crisis: Comment
    by Nikolaus A. Siegfried & Vera Zitzmann
  • 2000 FX trading and Exchange Rate Dynamics
    by Martin Evans
  • 2000 EMU and Portfolio Diversification Opportunities
    by Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE
  • 2000 International CAPM with Regime Switching GARCH Parameters
    by Lorenzo CAPPIELLO & Tom A. Fearnley
  • 2000 European Financial Markets After EMU: A First Assessment
    by Jean-Pierre DANTHINE & Francesco Giavazzi & Ernst-Ludwig von Thadden
  • 2000 The impact of the euro on money and bond markets
    by Javier Santillán & Marc Bayle & Christian Thygesen
  • 2000 Exchange rates and trade: How important is hysteresis in trade?
    by Campa, Jose M.
  • 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.
  • 2000 Extreme correlation of international equity markets
    by LONGIN, François & SOLNIK, Bruno
  • 2000 On the term structure of default premia in the Swap and Libor markets
    by SOLNIK, Brun