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

2004

• Ross Levine, 2004, "Finance and Growth: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 10766, Sep.
• Ricardo J. Caballero & Stavros Panageas, 2004, "Contingent Reserves Management: An Applied Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 10786, Sep.
• Viral V. Acharya & Lasse Heje Pedersen, 2004, "Asset Pricing with Liquidity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 10814, Oct.
• Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2004, "Over-the-Counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 10816, Oct.
• William M. Gentry & Charles M. Jones & Christopher J. Mayer, 2004, "Do Stock Prices Really Reflect Fundamental Values? The Case of REITs," NBER Working Papers, National Bureau of Economic Research, Inc, number 10850, Oct.
• Hyunbae Chun & Jung-Wook Kim & Jason Lee & Randall Morck, 2004, "Patterns of Comovement: The Role of Information Technology in the U.S. Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 10937, Nov.
• Hanno Lustig & Stijn Van Nieuwerburgh, 2004, "A Theory of Housing Collateral, Consumption Insurance and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 10955, Dec.
• Mihir A. Desai & Alexander Dyck & Luigi Zingales, 2004, "Theft and Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 10978, Dec.
• Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2004, "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10996, Dec.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2004, "Cultural Biases in Economic Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 11005, Dec.
• Edward Castronova & Paul Hagstrom, 2004, "The Demand for Credit Cards: Evidence from the Survey of Consumer Finances," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 304-318, April.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2004, "Does Local Financial Development Matter?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 119, issue 3, pages 929-969.
• Oren Sussman & Stefano G. Athanasoulis, 2004, "Habit Formation and the Equity-Premium Puzzle: a Skeptical View," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-12, Jun.
• Mallick, Indrajit, 2004, "Strategic Allocation of Liquidity in the InterBank Money Market," MPRA Paper, University Library of Munich, Germany, number 15427.
• McCauley, Joseph L., 2004, "Making dynamic modelling effective in economics," MPRA Paper, University Library of Munich, Germany, number 2130, Mar.
• Ji, Tingting, 2004, "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper, University Library of Munich, Germany, number 3187, Oct.
• Orus, Juan & González, Manuel, 2004, "Inflation-Proof Credits and Financial Instruments. Making the Fisher Hypothesis a Reality," MPRA Paper, University Library of Munich, Germany, number 343, May.
• Cotter, John, 2004, "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper, University Library of Munich, Germany, number 3483.
• Cotter, John, 2004, "Uncovering Long Memory in High Frequency UK Futures," MPRA Paper, University Library of Munich, Germany, number 3525.
• Cotter, John, 2004, "Minimum Capital Requirement Calculations for UK Futures," MPRA Paper, University Library of Munich, Germany, number 3527.
• Cotter, John, 2004, "Absolute Return Volatility," MPRA Paper, University Library of Munich, Germany, number 3529, revised 2005.
• Cotter, John, 2004, "Absolute Return Volatility," MPRA Paper, University Library of Munich, Germany, number 3530, revised 2005.
• Sharma, Chanchal Kumar, 2004, "The Political Economy of Global Outsourcing," MPRA Paper, University Library of Munich, Germany, number 542, Nov, revised Jan 2005.
• Vega, Marco & Winkelried, Diego, 2004, "Inflation Targeting and Inflation Behavior: A Successful Story?," MPRA Paper, University Library of Munich, Germany, number 838, Jun.
• Monika Piazzesi & Martin Schneider & Selale Tuzel, 2004, "Housing, Consumption and Asset Pricing," 2004 Meeting Papers, Society for Economic Dynamics, number 357c.
• Sevin Yeltekin & Hanno Lustig & Chris Sleet, 2004, "Does the US government hedge against government expenditure risk?," 2004 Meeting Papers, Society for Economic Dynamics, number 48.
• Selale Tuzel & Ayse Imrohoroglu & Monika Piazzesi, 2004, "Accounting for the Growth and Financial Returns of Firms," 2004 Meeting Papers, Society for Economic Dynamics, number 61.
• Yaron Leitner, 2004, "Non-Exclusive Contracts, Collateralized Trade, and a Theory of an Exchange," 2004 Meeting Papers, Society for Economic Dynamics, number 630.
• Jaime Cacassus & Pierre Collin-Dufresne, 2004, "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," 2004 Meeting Papers, Society for Economic Dynamics, number 863.
• John Cotter, 2004, "Absolute return volatility," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1139.
• John Cotter, 2004, "Uncovering long memory in high frequency UK futures," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1142.
• John Cotter, 2004, "Minimum capital requirement calculations for UK futures," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1158.
• Joshua Seungwook Bahng, 2004, "Structural Breaks and the Normality of Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue II, pages 207-227, June.
• Bernard Yeung & Randall Morck & Daniel Wolfenzon, 2004, "Corporate Governance, Economic Entrenchment and Growth," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 04-21.
• Karen Watkins & Dick van Dijk & Jaap Spronk, 2004, "Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-057/2, May.
• John Cotter, 2011, "Uncovering Long Memory in High Frequency UK Futures," Working Papers, Geary Institute, University College Dublin, number 200414, 05.
• John Cotter, 2011, "Minimum Capital Requirement Calculations for UK Futures," Working Papers, Geary Institute, University College Dublin, number 200418, 07.
• Thomas Cooley & Ramon Marimon & Vincenzo Quadrini, 2004, "Aggregate Consequences of Limited Contract Enforceability," Journal of Political Economy, University of Chicago Press, volume 112, issue 4, pages 817-847, August, DOI: 10.1086/421170.
• Popy Rufaidah & Mohammed A. Razzaque & Allan Walpole, 2004, "Identity, image and reputation: A conceptual model of the three sides of the corporate identity pyramid," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200401, Jan, revised Jan 2004.
• Dian Masyita & Erie Febrian, 2004, "The Role of BRI in the Indonesian Cash Waqf House’s System," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200402, Jan, revised Jan 2004.
• Jian Tong & Chenggang Xu, 2004, "Financial Institutions and The Wealth of Nations: Tales of Development," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-672, Apr.
• John Cotter, 2004, "Minimum capital requirement calculations for UK futures," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 24, issue 2, pages 193-220, February.
• Matias Braun & Borja Larrain, 2004, "Finance and the Business Cycle: International, Inter-industry Evidence," Finance, University Library of Munich, Germany, number 0403001, Mar.
• Risto Herrala, 2004, "The rigidity bias," Finance, University Library of Munich, Germany, number 0404019, Apr.
• Mikko Niskanen, 2004, "Lender of last resort and the moral hazard problem," Macroeconomics, University Library of Munich, Germany, number 0405016, May.
• Arturo Bris & William N. Goetzmann & Ning Zhu, 2004, "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers, Yale School of Management, number ysm15, Mar.
• Arturo Bris & William Goetzmann & Ning Zhu, 2004, "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers, Yale School of Management, number ysm327, Sep, revised 01 Feb 2005.
• Guarino, Antonio & Huck, Steffen & Jeitschko, Thomas D., 2004, "Can fear cause economic collapse? Insights from an experimental study
  [Kann Angst zu einem Wirtschaftszusammenbruch führen? Erkenntnisse aus einer experimentellen Studie]," Discussion Papers, Research Unit: Market Processes and Governance, WZB Berlin Social Science Center, number SP II 2004-05.

2003

• Michael Francis, 2003, "Governance and Financial Fragility: Evidence from a Cross-Section of Countries," Staff Working Papers, Bank of Canada, number 03-34, DOI: 10.34989/swp-2003-34.
• Rajan, Raghuram & Zingales, Luigi, 2003, "Banks and Markets: the Changing Character of European Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3865, May.
• Timmermann, Allan & Lunde, Asger, 2003, "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4104, Nov.
• Ramazan Gencay & Aslihan Salih, 2003, "Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 73-101, May.
• Nizar Allouch, 2003, "A note on two notions of arbitrage," Economics Bulletin, AccessEcon, volume 4, issue 1, pages 1-7.
• Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2003, "Fractal structure in the Chinese yuan/US dollar rate," Economics Bulletin, AccessEcon, volume 7, issue 2, pages 1-13.
• Joseph G. Eisenhauer, 2003, "Approximation bias in estimating risk aversion," Economics Bulletin, AccessEcon, volume 4, issue 38, pages 1-10.
• Keiichi Tanaka, 2003, "Indeterminacy of equilibrium price of money, market price of risk and interest rates," Economics Bulletin, AccessEcon, volume 7, issue 4, pages 1-11.
• Ludovic Renou & Guillaume Carlier, 2003, "Existence and monotonicity of optimal debt contracts in costly state verification models," Economics Bulletin, AccessEcon, volume 7, issue 5, pages 1-9.
• Stephen LeRoy, 2003, "Expected utility: a defense," Economics Bulletin, AccessEcon, volume 7, issue 7, pages 1-3.
• Simmons, Peter & G Garino, 2003, "Truth-telling and the Role of Limited Liability in Costly State Verification Loan Contracts," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 188, Jun.
• Grinblatt, Mark & Han, Bing, 2003, "The Disposition Effect and Momentum," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-3, Dec.
• Chakravarty, Sugato & Li, Kai, 2003, "An examination of own account trading by dual traders in futures markets," Journal of Financial Economics, Elsevier, volume 69, issue 2, pages 375-397, August.
• Xu, Zhaoxia & Gençay, Ramazan, 2003, "Scaling, self-similarity and multifractality in FX markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 323, issue C, pages 578-590, DOI: 10.1016/S0378-4371(03)00030-X.
• Philip Arestis & Santonu Basu, 2003, "Financial Globalization: Some Conceptual Problems," Eastern Economic Journal, Eastern Economic Association, volume 29, issue 2, pages 183-189, Spring.
• Roy Batchelor & Pami Dua (ed.), 2003, "Financial Forecasting," Books, Edward Elgar Publishing, number 1706, ISBN: ARRAY(0x71acf960).
• Mark Baimbridge & Philip Whyman (ed.), 2003, "Economic and Monetary Union in Europe," Books, Edward Elgar Publishing, number 1773, ISBN: ARRAY(0x6977b8f0).
• Sylvester Eijffinger & Jan J.G. Lemmen (ed.), 2003, "International Financial Integration," Books, Edward Elgar Publishing, number 2093, ISBN: ARRAY(0x69c59490).
• James Tobin, 2003, "World Finance and Economic Stability," Books, Edward Elgar Publishing, number 2644, ISBN: ARRAY(0x6da0b868).
• Lawrance L. Evans Jr., 2003, "Why the Bubble Burst," Books, Edward Elgar Publishing, number 2808, ISBN: ARRAY(0x6d2a1448).
• Peter Bernholz, 2003, "Monetary Regimes and Inflation," Books, Edward Elgar Publishing, number 2873, ISBN: ARRAY(0x6caaa970).
• Paul Butzen & Catherine Fuss (ed.), 2003, "Firms’ Investment and Finance Decisions," Books, Edward Elgar Publishing, number 3098, ISBN: ARRAY(0x6a22eda0).
• Anna Nagurney (ed.), 2003, "Innovations in Financial and Economic Networks," Books, Edward Elgar Publishing, number 3116, ISBN: ARRAY(0x6a59dfe8).
• André Fourçans & Raphaël Franck, 2003, "Currency Crises," Books, Edward Elgar Publishing, number 3124, ISBN: ARRAY(0x6d9c2888).
• Hallerbach, W.G.P.M. & Ning, H. & Spronk, J., 2003, "The effects of decision flexibility in the hierarchical investment decision process," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-047-F&A, Jun.
• Bruce Preston, 2003, "Learning about monetary policy rules when long-horizon expectations matter," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-18.
• Markus K Brunnermeier & Lasse Heje Pederson, 2003, "Predatory Trading," FMG Discussion Papers, Financial Markets Group, number dp441, Mar.
• Laurent Calvet & Adlai Fisher, 2003, "Regime-Switching and the Estimation of Multifractal Processes," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1999.
• André Cartapanis & Philippe Gilles, 2003, "Prévention et gestion des crises financières internationales : une analyse rétrospective de H. Thornton," Post-Print, HAL, number hal-01297972.
• Jean-Pierre Allegret & Bernard Courbis & Philippe Dulbecco, 2003, "Financial Liberalization and Stability of the Financial System in Emerging Markets: The Institutional Dimension of Financial Crises," Post-Print, HAL, number hal-01659729.
• André Cartapanis & Philippe Gilles, 2003, "Prévention et gestion des crises financières internationales: une analyse rétrospective de H. Thornton," Post-Print, HAL, number hal-05266834.
• Undp, 2003, "HDR 2003 - Millennium Development Goals: A Compact Among Nations to End Human Poverty," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2003, September.
• Hendershott, Patric H & Ward, Charles W R, 2003, "Valuing and Pricing Retail Leases with Renewal and Overage Options," The Journal of Real Estate Finance and Economics, Springer, volume 26, issue 2-3, pages 223-240, March-May.
• Paolo Girardello & Orietta Nicolis & Giovanni Tondini, 2003, "Comparing Conditional Variance Models: Theory and Empirical Evidence," Multinational Finance Journal, Multinational Finance Journal, volume 7, issue 3-4, pages 177-206, September.
• Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark, 2003, "The Price Impact and Survival of Irrational Traders," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4293-03, Mar.
• Bryan R. Routledge & Stanley E. Zin, 2003, "Generalized Disappointment Aversion and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10107, Nov.
• Thomas Cooley & Ramon Marimon & Vincenzo Quadrini, 2003, "Aggregate Consequences of Limited Contract Enforceability," NBER Working Papers, National Bureau of Economic Research, Inc, number 10132, Dec.
• Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield, 2003, "The Price Impact and Survival of Irrational Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 9434, Jan.
• Alexander Ljungqvist & Matthew Richardson, 2003, "The cash flow, return and risk characteristics of private equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 9454, Jan.
• Michael W. Brandt & Amir Yaron, 2003, "Time-Consistent No-Arbitrage Models of the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 9458, Jan.
• William N. Goetzmann & Ning Zhu & Arturo Bris, 2003, "Efficiency and the Bear: Short Sales and Markets around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 9466, Feb.
• Michael W. Brandt & Kenneth A. Kavajecz, 2003, "Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 9529, Mar.
• Baruch Lev & Suresh Radhakrishnan, 2003, "The Measurement of Firm-Specific Organization Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 9581, Mar.
• Luigi Zingales & Raghuram G. Rajan, 2003, "Banks and Markets: The Changing Character of European Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9595, Mar.
• Ricardo J. Caballero & Stavros Panageas, 2003, "Hedging Sudden Stops and Precautionary Contractions," NBER Working Papers, National Bureau of Economic Research, Inc, number 9778, Jun.
• Sergey Iskoz & Jiang Wang, 2003, "How to Tell if a Money Manager Knows More?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9791, Jun.
• Laurent Calvet & Adlai Fisher, 2003, "Regime-Switching and the Estimation of Multifractal Processes," NBER Working Papers, National Bureau of Economic Research, Inc, number 9839, Jul.
• Alessandro Beber & Michael W. Brandt, 2003, "The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 9914, Aug.
• McCauley, Joseph L. & Gunaratne, Gemunu H., 2003, "An empirical model of volatility of returns and option pricing," MPRA Paper, University Library of Munich, Germany, number 2161.
• Lemmens, Geert, 2003, "De keuze van de investeringsbank bij een IPO
  [The choice of the investment bank when going public]," MPRA Paper, University Library of Munich, Germany, number 4692.
• Ghassan, Hassan B., 2003, "Relations de Long Terme entre Investissement, Déficit Extérieur et Autofinancement sur un Panel Sectoriel
  [Long Run Relationships between Investment, Trade Deficit and Cash-Flow: Evidence from Sectorial Panel]," MPRA Paper, University Library of Munich, Germany, number 56423, Apr, revised 10 Sep 2003.
• David Gruen & Michael Plumb & Andrew Stone, 2003, "How Should Monetary Policy Respond to Asset-price Bubbles?," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Anthony Richards & Tim Robinson, "Asset Prices and Monetary Policy".
• M. Gilli & C. Chiarella & J. Dewynne, 2003, "Issues in Evaluating Multifactor Options in a PDE Framework," Computing in Economics and Finance 2003, Society for Computational Economics, number 110, Aug.
• Xiaojun He & Chunnan Chen, 2003, "Commonality, Information and Cross-Sectional Return / Volume Interactions," Computing in Economics and Finance 2003, Society for Computational Economics, number 257, Aug.
• Lars Grune & Willi Semmler, 2003, "Solving Asset Pricing Models with Stochastic Dynamic Programming," Computing in Economics and Finance 2003, Society for Computational Economics, number 54, Aug.
• Popy Rufaidah & Mohammed A. Razzaque & Allan Walpole, 2003, "The Impact of Corporate Identity Structure on Corporate Identity Building: A Framework for Further Research," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200301, Jan, revised Jan 2003.
• Vita Sarasi, 2003, "A Multi-Transportation-Modes Optimization with Time and Cost Constraints of the Postal Delivery Service in Indonesia," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200302, Feb, revised Feb 2003.
• Popy Rufaidah & Mohammed A. Razzaque & Allan Walpole, 2003, "Corporate Brand And Corporate Identity: Some Food For Thought," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200303, Mar, revised Mar 2003.
• Osman Karamustafa & Yakup Kucukkale, 2003, "Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey," Finance, University Library of Munich, Germany, number 0309010, Sep.
• Arturo Bris & William N. Goetzmann & Ning Zhu, 2003, "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers, Yale School of Management, number ysm321, Nov.
• Herrala, Risto, 2003, "The rigidity bias," Bank of Finland Research Discussion Papers, Bank of Finland, number 31/2003.
• Rajan, Raghuram G. & Zingales, Luigi, 2003, "Banks and Markets: The Changing Character of European Finance," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 183.

2002

• Mark Reesor & Don McLeish, 2002, "Risk, Entropy, and the Transformation of Distributions," Staff Working Papers, Bank of Canada, number 02-11, DOI: 10.34989/swp-2002-11.
• Ravi Jagannathan & Zhenyu Wang, 2002, "Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods," Journal of Finance, American Finance Association, volume 57, issue 5, pages 2337-2367, October, DOI: 10.1111/1540-6261.00498.
• Clare Lombardelli & James Proudman & James Talbot, 2002, "Committees versus individuals: an experimental analysis of monetary policy decision-making," Bank of England working papers, Bank of England, number 165, Sep.
• Grinblatt, Mark & Liu, Jun, 2002, "Debt Policy, Corporate Taxes, and Discount Rates," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt7dx622kj, Nov.
• Timmermann, Allan & Granger, Clive, 2002, "Efficient Market Hypothesis and Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3593, Oct.
• Massimo Guidolin & Giovanna Nicodano, 2005, "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 41, Feb.
• Sugato Chakravarty, 2002, "An examination of own account trading by dual traders in futures markets," Economics Bulletin, AccessEcon, volume 28, issue 5, pages 1.
• Harvey, Campbell R. & Huang, Roger D., 2002, "The impact of the Federal Reserve Bank's open market operations," Journal of Financial Markets, Elsevier, volume 5, issue 2, pages 223-257, April.
• Audretsch, David B. & Elston, Julie Ann, 2002, "Does firm size matter? Evidence on the impact of liquidity constraints on firm investment behavior in Germany," International Journal of Industrial Organization, Elsevier, volume 20, issue 1, pages 1-17, January.
• Beck, Thorsten & Levine, Ross, 2002, "Industry growth and capital allocation:*1: does having a market- or bank-based system matter?," Journal of Financial Economics, Elsevier, volume 64, issue 2, pages 147-180, May.
• Levine, Ross, 2002, "Bank-Based or Market-Based Financial Systems: Which Is Better?," Journal of Financial Intermediation, Elsevier, volume 11, issue 4, pages 398-428, October.
• Louis Haddad, 2002, "Towards a Well-functioning Economy," Books, Edward Elgar Publishing, number 1568, ISBN: ARRAY(0x6d1bb490).
• Patrick Minford & David Peel, 2002, "Advanced Macroeconomics," Books, Edward Elgar Publishing, number 1775, ISBN: ARRAY(0x6e88cf78).
• Allen Oakley, 2002, "Reconstructing Economic Theory," Books, Edward Elgar Publishing, number 1816, ISBN: ARRAY(0x69c3db98).
• David G. Dickinson & Andrew W. Mullineux (ed.), 2002, "Financial and Monetary Integration in the New Europe," Books, Edward Elgar Publishing, number 1949, ISBN: ARRAY(0x6a0995d8).
• Brian Snowdon & Howard R. Vane (ed.), 2002, "An Encyclopedia of Macroeconomics," Books, Edward Elgar Publishing, number 2106, ISBN: ARRAY(0x6e8032a8).
• Lucio Sarno & Mark P. Taylor (ed.), 2002, "New Developments in Exchange Rate Economics," Books, Edward Elgar Publishing, number 2115, ISBN: ARRAY(0x6a6258d8).
• Terence C. Mills (ed.), 2002, "Forecasting Financial Markets," Books, Edward Elgar Publishing, number 2175, ISBN: ARRAY(0x69e0c650).
• Olivier Favereau & Emmanuel Lazega (ed.), 2002, "Conventions and Structures in Economic Organization," Books, Edward Elgar Publishing, number 2235, ISBN: ARRAY(0x6dc5cee0).
• Stephan Boehm & Christian Gehrke & Heinz D. Kurz & Richard Sturn (ed.), 2002, "Is There Progress in Economics?," Books, Edward Elgar Publishing, number 2403, ISBN: ARRAY(0x6d6198e8).
• George Bitros & Yannis Katsoulacos (ed.), 2002, "Essays in Economic Theory, Growth and Labor Markets," Books, Edward Elgar Publishing, number 2470, ISBN: ARRAY(0x698a71c0).
• Donald M. Lamberton (ed.), 2002, "The Economics of Language," Books, Edward Elgar Publishing, number 2520, ISBN: ARRAY(0x6939ee98).
• Meher Manzur (ed.), 2002, "Exchange Rates, Interest Rates and Commodity Prices," Books, Edward Elgar Publishing, number 2554, ISBN: ARRAY(0x6af9f228).
• Warren J. Samuels, 2002, "Economics, Governance and Law," Books, Edward Elgar Publishing, number 2570, ISBN: ARRAY(0x69d25d78).
• Mitsuaki Okabe, 2002, "Cross Shareholdings in Japan," Books, Edward Elgar Publishing, number 2702, ISBN: ARRAY(0x6af330a0).
• Gerald P. Dwyer Jr. & Jin-Lung Lin & Jia-Dong Shea & Chung-Shu Wu (ed.), 2002, "Monetary Policy and Taiwan’s Economy," Books, Edward Elgar Publishing, number 2724, ISBN: ARRAY(0x6ba0a478).
• Chien-Hsun Chen & Hui-Tzu Shih, 2002, "The Evolution of the Stock Market in China’s Transitional Economy," Books, Edward Elgar Publishing, number 2792, ISBN: ARRAY(0x6c95bb58).
• Marco Buti & André Sapir (ed.), 2002, "EMU and Economic Policy in Europe," Books, Edward Elgar Publishing, number 2871, ISBN: ARRAY(0x6f50c260).
• Olivier de LA GRANDVILLE, 2002, "Immunization of Bond Portfolios: Some New Results," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp40, Feb.
• Undp, 2002, "HDR 2002 - Deepening Democracy in a Fragmented World," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2002, September.
• Donald Lien & James Quirk, 2002, "Measuring the Benefits from Futures Markets: Conceptual Issues," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 53-58, April.
• Stefan ARPING & Gyöngyi LÓRÁNTH, 2002, "Corporate Leverage and Product Differentiation Strategy," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 02.06, Feb, revised May 2002.
• Philip Arestis & Santonu Basu, 2002, "Financial Globalization: Some Conceptual Problems," Economics Working Paper Archive, Levy Economics Institute, number wp_360, Oct.
• Mark Grinblatt & Bing Han, 2002, "The Disposition Effect and Momentum," NBER Working Papers, National Bureau of Economic Research, Inc, number 8734, Jan.
• Mark Grinblatt & Tobias J. Moskowitz, 2002, "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8744, Jan.
• Mark Grinblatt & Matti Keloharju, 2002, "Tax-Loss Trading and Wash Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 8745, Jan.
• Bhagwan Chowdhry & Mark Grinblatt & David Levine, 2002, "Information Aggregation, Security Design and Currency Swaps," NBER Working Papers, National Bureau of Economic Research, Inc, number 8746, Jan.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2002, "Does Local Financial Development Matter?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8923, May.
• Gary Gorton & Andrew Winton, 2002, "Financial Intermediation," NBER Working Papers, National Bureau of Economic Research, Inc, number 8928, May.
• Stephen G. Cecchetti & Hans Genberg & Sushil Wadhwani, 2002, "Asset Prices in a Flexible Inflation Targeting Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 8970, May.
• Thorsten Beck & Ross Levine, 2002, "Industry Growth and Capital Allocation: Does Having a Market- or Bank-Based System Matter?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8982, Jun.
• Neil Doherty & Kent Smetters, 2002, "Moral Hazard in Reinsurance Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9050, Jul.
• William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch, 2002, "Sharpening Sharpe Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 9116, Aug.
• Ross Levine, 2002, "Bank-Based or Market-Based Financial Systems: Which is Better?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9138, Sep.
• Patric H. Hendershott & Charles W.R. Ward, 2002, "Valuing and Pricing Retail Leases with Renewal and Overage Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 9214, Sep.
• Mark Grinblatt & Jun Liu, 2002, "Debt Policy, Corporate Taxes, and Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 9353, Nov.
• José Corpataux & Olivier Crevoisier & Alain Thierstein, 2002, "Exchange Rate and Regional Divergences: The Swiss Case," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 08-02, Aug.
• Simon Johnson & John McMillan, 2002, "Courts and Relational Contracts," The Journal of Law, Economics, and Organization, Oxford University Press, volume 18, issue 1, pages 221-277, April.
• Alfredo Ibáñez, 2002, "Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities," Computing in Economics and Finance 2002, Society for Computational Economics, number 114, Jul.
• JB Lesourd & E Clark, 2002, "The Internal Rate of Return and Project Financing," Computing in Economics and Finance 2002, Society for Computational Economics, number 153, Jul.
• Kanta Matsuura, 2002, "Digital Security Tokens in Network Commerce: Modeling and Derivative Application," Computing in Economics and Finance 2002, Society for Computational Economics, number 166, Jul.
• J.L. McCauley & G.h. Gunaratne, 2002, "An empirical model of volatility of returns and option pricing," Computing in Economics and Finance 2002, Society for Computational Economics, number 186, Jul.
• Brian J. Jacobsen, 2002, "Substitutability and Complementarity of FDI and PI in a Martingale Context," Computing in Economics and Finance 2002, Society for Computational Economics, number 198, Jul.
• Salih Neftci, 2002, "Excessive Variation in Risk Factor Correlation and Volatilities," Computing in Economics and Finance 2002, Society for Computational Economics, number 254, Jul.
• Marney J.P. & Fyfe C. & Tarbert H., 2002, "Risk Adjusted Returns And Technical Trading Rules From Data Projection," Computing in Economics and Finance 2002, Society for Computational Economics, number 53, Jul.
• Jean Louis Brillet, 2002, "The efficiency of the Taylor rule, a stochastic analysis using the Macsim model," Computing in Economics and Finance 2002, Society for Computational Economics, number 79, Jul.
• Jose Corpataux & Olivier Crevoisier & Alain Thierstein, 2002, "Exchange Rate and Regional Divergences: The Swiss Case," Regional Studies, Taylor & Francis Journals, volume 36, issue 6, pages 611-626, DOI: 10.1080/00343400220146768.
• Bhagwan Chowdhry & Mark Grinblatt & David Levine, 2002, "Information Aggregation, Security Design, and Currency Swaps," Journal of Political Economy, University of Chicago Press, volume 110, issue 3, pages 609-633, June, DOI: 10.1086/339717.
• Popy Rufaidah, 2002, "A Framework of corporate identity Management in the mobile telecommunications industry," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200201, Mar, revised Mar 2002.
• Popy Rufaidah, 2002, "Corporate Identity Management: The Comparison Between Verbal (Strategic Management, Marketing and Communication Schools and Visual (Design Schools) Models," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200202, Jun, revised Jun 2002.
• Ross Levine, 2002, "Bank-Based or Market-Based Financial Systems: Which is Better?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 442, Feb.
• Turan G. Bali & Hans Genberg & Salih N. Neftci, 2002, "Excessive variation in risk‐factor correlations and volatilities," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 22, issue 12, pages 1119-1146, December.
• Gary Gorton & Andrew Winton, 2002, "Financial Intermediation," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-28, Mar.
• James E. Griffin & Mark F.J. Steel, 2002, "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics, University Library of Munich, Germany, number 0201002, Jan, revised 04 Apr 2003.
• Sugato Chakravarty, 2002, "Stealth-Trading: Which Traders' Trades Move Stock Prices?," Finance, University Library of Munich, Germany, number 0201003, Jan.
• William N. Goetzmann & Jonathan E. Ingersoll Jr. & Matthew I. Spiegel & Ivo Welch, 2002, "Sharpening Sharpe Ratios," Yale School of Management Working Papers, Yale School of Management, number ysm273, Mar.
• William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch, 2002, "Sharpening Sharpe Ratios," Yale School of Management Working Papers, Yale School of Management, number ysm29, Feb.
• Mark Grinblatt & Bhagwan Chowdhry & David Levine, 2002, "Information Aggregation, Security Design, and Currency Swaps," Yale School of Management Working Papers, Yale School of Management, number ysm38, Feb.
• Mark Grinblatt & Bhagwan Chowdhry & David Levine, 2002, "Information Aggregation, Security Design, and Currency Swaps," Yale School of Management Working Papers, Yale School of Management, number ysm38, Feb.
• Hong, Yongmiao & Li, Haitao, 2002, "Nonparametric specification testing for continuous-time models with application to spot interest rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,32.

2001

• Allouch, Nizar, 2001, "A note on two notions of arbitrage," Economic Research Papers, University of Warwick - Department of Economics, number 269397, DOI: 10.22004/ag.econ.269397.
• David Bolder, 2001, "Affine Term-Structure Models: Theory and Implementation," Staff Working Papers, Bank of Canada, number 01-15, DOI: 10.34989/swp-2001-15.
• Faruk Selcuk & Ramazan Gencay, 2001, "Overnight Borrowing, Interest Rates and Extreme Value Theory," Working Papers, Department of Economics, Bilkent University, number 0103.
• Grinblatt, Mark & Han, Bing, 2001, "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6qg5d62p, Oct.
• Dominic Wilson, 2001, "Managing Capital Flows: A Distortions Approach," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 312, Feb.
• Teruko Takada, 2001, "Nonparametric density estimation: A comparative study," Economics Bulletin, AccessEcon, volume 3, issue 16, pages 1-10.
• João Amaro de Matos & Paula Antão, 2001, "Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-7.
• Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2001, "Emerging equity markets and economic development," Journal of Development Economics, Elsevier, volume 66, issue 2, pages 465-504, December.
• Chakravarty, Sugato, 2001, "Stealth-trading: Which traders' trades move stock prices?," Journal of Financial Economics, Elsevier, volume 61, issue 2, pages 289-307, August.
• Michael J. Brennan (ed.), 2001, "Empirical Corporate Finance," Books, Edward Elgar Publishing, number 1144, ISBN: ARRAY(0x696e5238).