Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G0: General
/ / / G00: General
/ / / G01: Financial Crises
/ / / G02: Behavioral Finance: Underlying Principles

2006

• Dawid, Żochowski & Sławomir, Zajączkowski, 2006, "The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability," MPRA Paper, University Library of Munich, Germany, number 692, Jul, revised 19 Oct 2006.
• Carpenter, Seth & Demiralp, Selva, 2006, "Anticipation of Monetary Policy and Open Market Operations," MPRA Paper, University Library of Munich, Germany, number 704, Mar.
• Jesus, Saurina & Gabriel, Jimenez, 2006, "Credit Cycles, Credit Risk, and Prudential Regulation," MPRA Paper, University Library of Munich, Germany, number 718, Mar.
• Fuhrer, Jeffrey, 2006, "Intrinsic and Inherited Inflation Persistence," MPRA Paper, University Library of Munich, Germany, number 805, Jun.
• Lelyveld, Iman van & Liedorp, Franka, 2006, "Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis," MPRA Paper, University Library of Munich, Germany, number 806, Jan.
• Matheson, Troy D, 2006, "Factor Model Forecasts for New Zealand," MPRA Paper, University Library of Munich, Germany, number 807, Apr.
• Fabiani, Silvia & Druant, Martine & Hernando, Ignacio & Kwapil, Claudia & Landau, Bettina & Loupias, Claire & Martins, Fernando & Matha, Thomas & Sabbatini, Roberto & Stahl, Harald & Stokman, Ad, 2006, "What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area," MPRA Paper, University Library of Munich, Germany, number 808, Jul.
• Milani, Fabio, 2006, "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," MPRA Paper, University Library of Munich, Germany, number 809, Jun.
• de Walque, Gregory & Smets, Frank & Wouters, Rafael, 2006, "Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting," MPRA Paper, University Library of Munich, Germany, number 810, Jun.
• Sbordone, Argia M, 2006, "U.S. Wage and Price Dynamics: A Limited-Information Approach," MPRA Paper, University Library of Munich, Germany, number 811, Jul.
• Roberts, John M, 2006, "Monetary Policy and Inflation Dynamics," MPRA Paper, University Library of Munich, Germany, number 812, Jul.
• Erceg, Christopher & Guerriei, Luca & Gust, Christopher, 2006, "SIGMA: A New Open Economy Model for Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 813, Jan.
• Jayanaka Wijeratne & Shino Takayama, 2010, "No Trade, Informed Trading, and Accuracy of Information," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 411.
• John Cotter & Simon Stevenson, 2006, "Modeling long memory in REITs," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1171, Nov.
• David Blake & John Cotter & Kevin Dowd, 2006, "Financial risks and the Pension Protection Fund : can it survive them?," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1185, Nov.
• Patric Hendershott & Robert Hendershott & Bryan MacGregor, 2006, "Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique," Journal of Real Estate Literature, Taylor & Francis Journals, volume 14, issue 2, pages 147-172, January, DOI: 10.1080/10835547.2006.12090183.
• , & ,, 2006, "Financial equilibrium with career concerns," Theoretical Economics, Econometric Society, volume 1, issue 1, pages 67-93, March.
• Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2006, "Optimal Portfolio Choice with Annuitization," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-78.
• Stefan Arping & Gyöngyi Lóránth, 2006, "Corporate Leverage and Product Differentiation Strategy," The Journal of Business, University of Chicago Press, volume 79, issue 6, pages 3175-3208, November, DOI: 10.1086/505253.
• Huiyu Huang & Tae-Hwy Lee, 2006, "To Combine Forecasts or to Combine Information?," Working Papers, University of California at Riverside, Department of Economics, number 200806, Mar, revised Feb 2009.
• Mokhamad Anwar & Aldrin Herwany, 2006, "The Determinants of Successful Bank Profitability in Indonesia : Empirical Study for Provincial Government’s Banks and Private Non-Foreign Banks," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200601, Jan, revised Jan 2006.
• John Cotter & Jim Hanly, 2006, "Reevaluating hedging performance," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 7, pages 677-702, July.

2005

• Matías Braun & Borja Larrain, 2005, "Finance and the Business Cycle: International, Inter‐Industry Evidence," Journal of Finance, American Finance Association, volume 60, issue 3, pages 1097-1128, June, DOI: 10.1111/j.1540-6261.2005.00757.x.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2005, "Predatory Trading," Journal of Finance, American Finance Association, volume 60, issue 4, pages 1825-1863, August, DOI: 10.1111/j.1540-6261.2005.00781.x.
• Neil Doherty & Kent Smetters, 2005, "Moral Hazard in Reinsurance Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 72, issue 3, pages 375-391, September, DOI: 10.1111/j.1539-6975.2005.00129.x.
• Prasanna Gai & Nicholas Vause, 2005, "Measuring investors' risk appetite," Bank of England working papers, Bank of England, number 283, Nov.
• Brandt, Michael W & Santa-Clara, Pedro & Valkanov, Rossen, 2005, "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt4ft420b6, Mar.
• Vojislav Maksimovic & Gordon Phillips, 2005, "The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter?," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 05-29, Oct.
• Ricardo J. Caballero G. & Stavros Panageas, 2005, "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 8, issue 2, pages 45-56, August.
• Ricardo Caballero & Stavros Panageas, 2005, "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile, Central Bank of Chile, number 329, Sep.
• Jerome Fillol, 2005, "Modelisation multifractale du taux de change dollar/euro," Economie Internationale, CEPII research center, issue 104, pages 135-150.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Asset Float and Speculative Bubbles," Levine's Bibliography, UCLA Department of Economics, number 122247000000000861, Jan.
• Rafael Repullo, 2005, "Liquidity, Risk-Taking, and the Lender of Last Resort," Working Papers, CEMFI, number wp2005_0504.
• Stephen G. Cecchetti, 2005, "The Brave New World of Central Banking: The Policy Challenges Posed by Asset Price Booms and Busts," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/14, Dec.
• Prat, Andrea & Dasgupta, Amil, 2005, "Asset Price Dynamics When Traders Care About Reputation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5372, Nov.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & ,, 2005, "Demand-Based Option Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5420, Dec.
• Sylviane Guillaumont Jeanneney & Kangni Kpodar, 2005, "Financial Development, Financial Instability and Poverty," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2005-09.
• Jin Lee, 2005, "Long horizon regressions with moderate deviations from a unit root," Economics Bulletin, AccessEcon, volume 3, issue 52, pages 1-11.
• Fang Xu, 2005, "Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany," Economics Bulletin, AccessEcon, volume 3, issue 30, pages 1-13.
• Diego Nocetti, 2005, "A Model of Mental Effort and Endogenous Estimation Risk," Economics Bulletin, AccessEcon, volume 4, issue 14, pages 1-10.
• Stephen LeRoy, 2005, "Positivity and bubbles in overlapping generations models," Economics Bulletin, AccessEcon, volume 7, issue 4, pages 1-4.
• Adalid, Ramón & Coenen, Günter & McAdam, Peter & Siviero, Stefano, 2005, "The performance and robustness of interest-rate rules in models of the euro area," Working Paper Series, European Central Bank, number 479, Apr.
• Fabiani, Silvia & Stahl, Harald & Kwapil, Claudia & Druant, Martine & Stokman, Ad C.J. & Landau, Bettina & Sabbatini, Roberto & Mathä, Thomas Y. & Loupias, Claire & Hernando, Ignacio & Martins, Fernan, 2005, "The pricing behaviour of firms in the euro area: new survey evidence," Working Paper Series, European Central Bank, number 535, Oct.
• Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2005, "Over-the-Counter Markets," Econometrica, Econometric Society, volume 73, issue 6, pages 1815-1847, November.
• Bernhardt, Dan & Douglas, Alan & Robertson, Fiona, 2005, "Testing dividend signaling models," Journal of Empirical Finance, Elsevier, volume 12, issue 1, pages 77-98, January.
• Cochrane, John H., 2005, "The risk and return of venture capital," Journal of Financial Economics, Elsevier, volume 75, issue 1, pages 3-52, January.
• Acharya, Viral V. & Pedersen, Lasse Heje, 2005, "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, volume 77, issue 2, pages 375-410, August.
• Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005, "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 52, issue 5, pages 921-950, July.
• Christopher J. Green & Colin Kirkpatrick & Victor Murinde (ed.), 2005, "Finance and Development," Books, Edward Elgar Publishing, number 2764, ISBN: ARRAY(0x6d854298).
• Werner De Bondt (ed.), 2005, "The Psychology of World Equity Markets," Books, Edward Elgar Publishing, number 2773, ISBN: ARRAY(0x693e9d98).
• Juro Teranishi, 2005, "Evolution of the Economic System in Japan," Books, Edward Elgar Publishing, number 2881, ISBN: ARRAY(0x6b3f8968).
• James G. Carrier (ed.), 2005, "A Handbook of Economic Anthropology," Books, Edward Elgar Publishing, number 2904, ISBN: ARRAY(0x6943ccf8).
• Mohamed Ariff & Ahmed M. Khalid, 2005, "Liberalization and Growth in Asia," Books, Edward Elgar Publishing, number 2909, ISBN: ARRAY(0x6d777d68).
• Simon W. Bowmaker (ed.), 2005, "Economics Uncut," Books, Edward Elgar Publishing, number 3053, ISBN: ARRAY(0x69d02fc8).
• Pierre L. Siklos (ed.), 2005, "The Economics of Deflation," Books, Edward Elgar Publishing, number 3315, ISBN: ARRAY(0x697969d0).
• Donato Masciandaro (ed.), 2005, "Handbook of Central Banking and Financial Authorities in Europe," Books, Edward Elgar Publishing, number 3387, ISBN: ARRAY(0x69ab3988).
• Jay R. Ritter (ed.), 2005, "Recent Developments in Corporate Finance," Books, Edward Elgar Publishing, number 3405, ISBN: ARRAY(0x6bb1c348).
• John J. McConnel & David J. Denis (ed.), 2005, "Corporate Restructuring," Books, Edward Elgar Publishing, number 3414, ISBN: ARRAY(0x69c96b68).
• Nouriel Roubini & Marc Uzan (ed.), 2005, "New International Financial Architecture," Books, Edward Elgar Publishing, number 3416, ISBN: ARRAY(0x6b54b6d8).
• Yung Chul Park & Takatoshi Ito & Yunjong Wang (ed.), 2005, "A New Financial Market Structure for East Asia," Books, Edward Elgar Publishing, number 3528, ISBN: ARRAY(0x69c00980).
• Igor Filatotchev & Mike Wright (ed.), 2005, "The Life Cycle of Corporate Governance," Books, Edward Elgar Publishing, number 3718, ISBN: ARRAY(0x6d95caf0).
• Raghuram G. Rajan, 2005, "Has Financial Development Made the World Riskier?," Working Papers, eSocialSciences, number id:248.
• Philippe Bacchetta & Eric van Wincoop, 2005, "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp155, Aug.
• Jeffrey C. Fuhrer, 2005, "Intrinsic and inherited inflation persistence," Working Papers, Federal Reserve Bank of Boston, number 05-8.
• Lars E. O. Svensson & Robert J. Tetlow, 2005, "Optimal policy projections," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-34.
• Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2005, "SIGMA: A New Open Economy Model for Policy Analysis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 835, Jul.
• Raghuram G. Rajan, 2005, "Has financial development made the world riskier?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 313-369.
• Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2005, "What explains the varying monetary response to technology shocks in G-7 countries?," Working Papers, Federal Reserve Bank of St. Louis, number 2004-002, DOI: 10.20955/wp.2004.002.
• Martin D. D. Evans(Georgetown University and NBER), 2005, "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-02, May.
• Undp, 2005, "HDR 2005 - International cooperation at a crossroads: Aid, trade and security in an unequal world," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2005, September.
• José Antonio Núñez Mora, 2005, "Cost Of Insurance: A Note On Put Valuation Under A Constraint," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 3, pages 205-209, Septiembr.
• Hanno Lustig & Adrien Verdelhan, 2005, "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11104, Feb.
• Hanno Lustig & Yi-Li Chien, 2005, "The Market Price of Aggregate Risk and the Wealth Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 11132, Feb.
• Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005, "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11276, Apr.
• Armando Gomes & Gordon Phillips, 2005, "Why Do Public Firms Issue Private and Public Securities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11294, May.
• Igal Hendel & Aviv Nevo, 2005, "Measuring the Implications of Sales and Consumer Inventory Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 11307, May.
• Patric Hendershott & Robert J. Hendershott & Bryan D. MacGregor, 2005, "Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique," NBER Working Papers, National Bureau of Economic Research, Inc, number 11329, May.
• Jianping Mei & Jose Scheinkman & Wei Xiong, 2005, "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 11362, May.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Asset Float and Speculative Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 11367, May.
• Lin Peng & Wei Xiong, 2005, "Investor Attention: Overconfidence and Category Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 11400, Jun.
• Richard B. Freeman, 2005, "Does Globalization of the Scientific/Engineering Workforce Threaten U.S. Economic Leadership?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11457, Jul.
• Qiang Dai & Thomas Philippon, 2005, "Fiscal Policy and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11574, Aug.
• Dale T. Mortensen & Eva Nagypal, 2005, "More on Unemployment and Vacancy Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11692, Oct.
• Raghuram G. Rajan, 2005, "Has Financial Development Made the World Riskier?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11728, Nov.
• Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2005, "Demand-Based Option Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 11843, Dec.
• Estrada, Fernando, 2005, "Estado mínimo, agencias de protección y control territorial
  [Minimum State, control agencies and Territorial protection]," MPRA Paper, University Library of Munich, Germany, number 20172, Nov, revised 20 Jan 2010.
• Barajas, Angel & Fernández-Jardón, Carlos & Crolley, Liz, 2005, "Does sports performance influence revenues and economic results in Spanish football?," MPRA Paper, University Library of Munich, Germany, number 3234, Jul.
• Cotter, John & Hanly, James, 2005, "Re-evaluating Hedging Performance," MPRA Paper, University Library of Munich, Germany, number 3523.
• Halkos, George, 2005, "Determining empirically behavioral and fundamental factors of discounts on closed end funds," MPRA Paper, University Library of Munich, Germany, number 49280, Mar.
• Hasan, Zubair, 2005, "Evaluation of Islamic banking performance: On the current use of econometric models," MPRA Paper, University Library of Munich, Germany, number 6461.
• Lane, Philip R, 2005, "Global Bond Portfolios and EMU," MPRA Paper, University Library of Munich, Germany, number 654, May, revised 15 Feb 2006.
• Gadea, Maria & Mayoral, Laura, 2005, "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," MPRA Paper, University Library of Munich, Germany, number 815, Dec.
• Baba, Naohiko & Nakashima, Motoharu & Shigemi, Yosuke & Ueda, Kazuo, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," MPRA Paper, University Library of Munich, Germany, number 816, Oct.
• Elsinger, Helmut & Lehar, Alfred & Summer, Martin, 2005, "Using Market Information for Banking System Risk Assessment," MPRA Paper, University Library of Munich, Germany, number 817, Sep.
• Gai, Prasanna & Vause, Nicholas, 2005, "Measuring Investors' Risk Appetite," MPRA Paper, University Library of Munich, Germany, number 818, Dec.
• Svensson, Lars O, 2005, "Monetary Policy with Judgment: Forecast Targeting," MPRA Paper, University Library of Munich, Germany, number 819, Feb.
• Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005, "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," MPRA Paper, University Library of Munich, Germany, number 820, Feb.
• Adalid, Ramon & Coenen, Gunter & McAdam, Peter & Siviero, Stefano, 2005, "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," MPRA Paper, University Library of Munich, Germany, number 821, Feb.
• Nelson, Edward, 2005, "Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand," MPRA Paper, University Library of Munich, Germany, number 822, Jan.
• Lombardelli, Clare & Proudman, James & Talbot, James, 2005, "Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision Making," MPRA Paper, University Library of Munich, Germany, number 823, Feb.
• Caballero, Ricardo & Krishnamurthy, Arvind, 2005, "Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective," MPRA Paper, University Library of Munich, Germany, number 824, Jan.
• Woodford, Michael, 2005, "Firm-Specific Capital and the New Keynesian Phillips Curve," MPRA Paper, University Library of Munich, Germany, number 825, Feb.
• Repullo, Rafael, 2005, "Liquidity, Risk Taking, and the Lender of Last Resort," MPRA Paper, University Library of Munich, Germany, number 826, Feb.
• Preston, Bruce, 2005, "Learning about Monetary Policy Rules when Long-Horizon Expectations Matter," MPRA Paper, University Library of Munich, Germany, number 830, Nov.
• Evans, Martin D, 2005, "Where Are We Now? Real-Time Estimates of the Macroeconomy," MPRA Paper, University Library of Munich, Germany, number 831, Mar.
• Rajan, Raghuram G. & Tokatlidis, Ioannis, 2005, "Dollar Shortages and Crises," MPRA Paper, University Library of Munich, Germany, number 832, Mar.
• Gruen, David & Plumb, Michael & Stone, Andrew, 2005, "How Should Monetary Policy Respond to Asset-Price Bubbles?," MPRA Paper, University Library of Munich, Germany, number 833, May.
• Francis, Neville R & Owyang, Michael T & Theodorou, Athena T, 2005, "What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?," MPRA Paper, University Library of Munich, Germany, number 834, Jun.
• Allington, Nigel FB & Kattuman, Paul A & Waldmann, Florian A, 2005, "One Market, One Money, One Price?," MPRA Paper, University Library of Munich, Germany, number 835, Mar.
• Boivin, Jean & Ng, Serena, 2005, "Understanding and Comparing Factor-Based Forecasts," MPRA Paper, University Library of Munich, Germany, number 836, May.
• Svensson, Lars O & Tetlow, Robert J, 2005, "Optimal Policy Projections," MPRA Paper, University Library of Munich, Germany, number 839, Aug.
• Fernando Martins & S. Fabiani, 2005, "The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence," Working Papers, Banco de Portugal, Economics and Research Department, number w200510.
• Michael F. Gallmeyer & Burton Hollifield, 2005, "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers, Society for Economic Dynamics, number 676.
• Pietro Veronesi & Lubos Pastor, 2005, "Was There a Nasdaq Bubble in the Late 1990s?," 2005 Meeting Papers, Society for Economic Dynamics, number 95.
• John Cotter, 2005, "Uncovering long memory in high frequency UK futures," The European Journal of Finance, Taylor & Francis Journals, volume 11, issue 4, pages 325-337, DOI: 10.1080/13518470410001674314.
• Namwon Hyung & Casper G. de Vries, 2005, "Portfolio Diversification Effects of Downside Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-008/2, Jan.
• Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-339, Apr.
• Naohiko Baba & Motoharu Nakashima & Yousuke Shigemi & Kazuo Ueda, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-374, Sep.
• Yuyus Suryana Sudarma, 2005, "The Social Environment And Implementation Services Marketing Mix Program Of The Cellular Telecomunication Toward Customers Preference And Requirements, And Loyalty," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200501, Jan, revised Jan 2005.
• Dian Masyita & Muhammad Tasrif & Abdi Suryadinata Telaga, 2005, "A Dynamic Model for Cash Waqf Management as One of The Alternative Instruments for The Poverty Alleviation in Indonesia," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200502, Feb, revised Feb 2005.
• Popy Rufaidah, 2005, "The practices of design management in the service industry," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200503, Aug, revised Aug 2005.
• Marcos Mailoc López de Prado & Achim Peijan, 2005, "Measuring Loss Potential of Hedge Fund Strategies," Finance, University Library of Munich, Germany, number 0503010, Mar.

2004

• Césaire Meh & Vincenzo Quadrini, 2004, "Uninsurable Investment Risks," Staff Working Papers, Bank of Canada, number 04-29, DOI: 10.34989/swp-2004-29.
• Lunde A. & Timmermann A., 2004, "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 253-273, July.
• Alfredo Ibáñez, 2004, "Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities," Mathematical Finance, Wiley Blackwell, volume 14, issue 2, pages 223-248, April, DOI: 10.1111/j.0960-1627.2004.00190.x.
• Sylviane GUILLAUMONT JEANNENEY & Kangni KPODAR, 2004, "Développement financier, instabilité financière et réduction de la pauvreté," Working Papers, CERDI, number 200429.
• Brandt, Michael W. & Santa-Clara, Pedro, 2004, "Dynamic Portfolio Selection by Augmenting the Asset Space," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt632436gt, Apr.
• Jian Tong & Chenggang Xu, 2004, "Financial Institutions and The Wealth of Nations: Tales of Development," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 469, Mar.
• Hanno Lustig, 2004, "The Market Price of Aggregate Risk and the Wealth Distribution," UCLA Economics Online Papers, UCLA Department of Economics, number 299, Jul.
• Maghyereh, A., 2004, "The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2.
• Songul Kakilli Acaravci & Hatice Dogukanli, 2004, "The Effects Of Market And Industry Factors On The Returns Of Common Stocks Traded On The Istanbul Stock Exchange," Economics Bulletin, AccessEcon, volume 28, issue 5, pages 1.
• Stephen LeRoy, 2004, "Bubbles and the Intertemporal Government Budget Constraint," Economics Bulletin, AccessEcon, volume 5, issue 18, pages 1-6.
• David A. Hennessy, 2004, "Orthogonal Subgroups for Portfolio Choice," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-7.
• M. Hossein Partovi & Michael Caputo, 2004, "Principal Portfolios: Recasting the Efficient Frontier," Economics Bulletin, AccessEcon, volume 7, issue 3, pages 1-10.
• Yang Yang & Tae-Hwy Lee, 2004, "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 512, Aug.
• Denis Pelletier, 2004, "Regime Switching for Dynamic Correlations," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 230, Aug.
• Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004, "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 356, Aug.
• Jaehun Chung & Yongmiao Hong, 2004, "Are the directions of stock price changes predictable? A generalized cross-spectral approach," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 469, Aug.
• Marcel Rindisbacher & Jérôme Detemple & René Garcia, 2004, "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 483, Aug.
• Stephen Cauley & Andrey Pavlov, 2004, "Homeownership as a Constraint on Asset Allocation," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 625, Aug.
• Stephen Cauley & Andrey Pavlov, 2004, "Homeownership as a Constraint on Asset Allocation," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 645, Aug.
• Ramazan Gencay & Faruk Selcuk, 2004, "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 90, Aug.
• Timmermann, Allan & Granger, Clive W. J., 2004, "Efficient market hypothesis and forecasting," International Journal of Forecasting, Elsevier, volume 20, issue 1, pages 15-27.
• Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter, 2004, "Selling company shares to reluctant employees: France Telecom's experience," Journal of Financial Economics, Elsevier, volume 71, issue 1, pages 169-202, January.
• Grinblatt, Mark & Keloharju, Matti, 2004, "Tax-loss trading and wash sales," Journal of Financial Economics, Elsevier, volume 71, issue 1, pages 51-76, January.
• Tong, Jian & Xu, Cheng-Gang, 2004, "Financial institutions and the wealth of nations: tales of development," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24682, Mar.
• Tong, Jian & Chenggang, Xu, 2004, "Financial institutions and the wealth of nations: tales of development," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3745, Mar.
• John B. Davis & Alain Marciano & Jochen Runde (ed.), 2004, "The Elgar Companion To Economics and Philosophy," Books, Edward Elgar Publishing, number 2696, ISBN: ARRAY(0x6d4d2f38).
• Geert Bekaert & Campbell R. Harvey (ed.), 2004, "Emerging Markets," Books, Edward Elgar Publishing, number 2836, ISBN: ARRAY(0x6bdb8f98).
• David Reisman, 2004, "Schumpeter’s Market," Books, Edward Elgar Publishing, number 2880, ISBN: ARRAY(0x69e655f8).
• Dimitri B. Papadimitriou (ed.), 2004, "Induced Investment and Business Cycles," Books, Edward Elgar Publishing, number 2947, ISBN: ARRAY(0x6f44e238).
• Daron Acemoglu (ed.), 2004, "Recent Developments in Growth Theory," Books, Edward Elgar Publishing, number 2981, ISBN: ARRAY(0x6bd8a8c8).
• Anthony Bartzokas & Sunil Mani (ed.), 2004, "Financial Systems, Corporate Investment in Innovation, and Venture Capital," Books, Edward Elgar Publishing, number 3089, ISBN: ARRAY(0x69eed338).
• Suthiphand Chirathivat & Emil-Maria Claassen & Jürgen Schroeder (ed.), 2004, "East Asia’s Monetary Future," Books, Edward Elgar Publishing, number 3163, ISBN: ARRAY(0x6a894ba0).
• Chien-Hsun Chen & Hui-Tzu Shih, 2004, "Banking and Insurance in the New China," Books, Edward Elgar Publishing, number 3177, ISBN: ARRAY(0x69e05630).
• Peter Mooslechner & Helene Schuberth & Martin Schürz (ed.), 2004, "Economic Policy under Uncertainty," Books, Edward Elgar Publishing, number 3185, ISBN: ARRAY(0x69adb670).
• Duck-Koo Chung & Barry Eichengreen (ed.), 2004, "The Korean Economy Beyond the Crisis," Books, Edward Elgar Publishing, number 3262, ISBN: ARRAY(0x69ee65d8).
• Jason Draho, 2004, "The IPO Decision," Books, Edward Elgar Publishing, number 3268, ISBN: ARRAY(0x69d772c0).
• Michael G. Plummer (ed.), 2004, "Empirical Methods in International Trade," Books, Edward Elgar Publishing, number 3447, ISBN: ARRAY(0x6b6ac2a0).
• Donato Masciandaro (ed.), 2004, "Financial Intermediation in the New Europe," Books, Edward Elgar Publishing, number 3532, ISBN: ARRAY(0x6f8dcbd8).
• Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004, "Price Impact and Survival of Irrational Traders," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp116, Oct.
• Ricardo J. Caballero & Stavros Panageas, 2004, "Contingent reserves management: an applied framework," Working Papers, Federal Reserve Bank of Boston, number 05-2.
• Monika Piazzesi & Eric T. Swanson, 2004, "Future prices as risk-adjusted forecasts of monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Jeffrey R. Brown & Zoran Ivković & Paul A. Smith & Scott Weisbenner, 2004, "The geography of stock market participation: the influence of communities and local firms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-22.
• John M. Roberts, 2004, "Monetary policy and inflation dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-62.
• Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004, "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-66.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2004, "The cost of banking regulation," Proceedings, Federal Reserve Bank of Chicago, number 937.
• Edward Nelson, 2004, "Monetary policy neglect and the Great Inflation in Canada, Australia, and New Zealand," Working Papers, Federal Reserve Bank of St. Louis, number 2004-008, DOI: 10.20955/wp.2004.008.
• Jung-Wook Kim & Jason Lee & Randall Morck, 2004, "Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2031.
• Undp, 2004, "HDR 2004 - Cultural Liberty in Today’s Diverse World," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2004, September.
• Hennessy, David A., 2004, "Orthogonal Subgroups for Portfolio Choice," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11993, Jan.
• Jakob B. Madsen, 2004, "The Equity Premium Puzzle and the Ex Post Bias," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2004/01, Oct.
• Akhmad Bayhaqi, 2004, "Speculative Investment Drives Out Good Investment: Why it is Important to Minimize Speculative Investment of Real Estate in Singapore," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 52, pages 81-101, August.
• Jonathan Dark, 2004, "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/04, Mar.
• Jonathan Dark, 2004, "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/04, Mar.
• Jonathan Dark, 2004, "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/04, Mar.
• Jaksa Cvitanic & Fernando Zapatero, 2004, "Introduction to the Economics and Mathematics of Financial Markets," MIT Press Books, The MIT Press, number 0262532654, edition 1, ISBN: ARRAY(0x69313d68), December.
• Asli Demirguc-Kunt & Ross Levine (ed.), 2004, "Financial Structure and Economic Growth: A Cross-Country Comparison of Banks, Markets, and Development," MIT Press Books, The MIT Press, number 0262541793, edition 1, ISBN: ARRAY(0x6823d200), December.
• Christian Gollier, 2004, "The Economics of Risk and Time," MIT Press Books, The MIT Press, number 0262572249, edition 1, ISBN: ARRAY(0x69059da0), December.
• Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2004, "The Geography of Stock Market Participation: The Influence of Communities and Local Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 10235, Jan.
• Michael W. Brandt & Pedro Santa-Clara, 2004, "Dynamic Portfolio Selection by Augmenting the Asset Space," NBER Working Papers, National Bureau of Economic Research, Inc, number 10372, Mar.
• Mervyn King, 2004, "The Institutions of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 10400, Apr.
• Jung-Wook Kim & Jason Lee & Randall K. Morck, 2004, "Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 10410, Apr.
• Monika Piazzesi & Eric Swanson, 2004, "Futures Prices as Risk-adjusted Forecasts of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 10547, Jun.
• Alessandro Barbarino & Boyan Jovanovic, 2004, "Shakeouts and Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 10556, Jun.
• Yacine Ait-Sahalia & Robert Kimmel, 2004, "Maximum Likelihood Estimation of Stochastic Volatility Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 10579, Jun.
• Lubos Pastor & Pietro Veronesi, 2004, "Was There a Nasdaq Bubble in the Late 1990s?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10581, Jun.
• Wayne E. Ferson & Andrea Heuson & Tie Su, 2004, "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 10689, Aug.
• Randall Morck & Daniel Wolfenzon & Bernard Yeung, 2004, "Corporate Governance, Economic Entrenchment and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 10692, Aug.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2004, "Predatory Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 10755, Sep.