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

2010

• Costa Cabral, Nazare, 2010, "Breve guia temático e bibliográfico sobre o estudo da actual crise financeira e económica
  [Short thematic guide to the study of current financial and economic crisis]," MPRA Paper, University Library of Munich, Germany, number 20743, Feb.
• Suarez, Ronny, 2010, "Defining extreme volatility events at the S&P 500 Index," MPRA Paper, University Library of Munich, Germany, number 21053, Mar.
• Estrada, Fernando, 2010, "Fragments on black swan: money, credit and finance in The Arcades Project of Walter Benjamin," MPRA Paper, University Library of Munich, Germany, number 22171, Apr.
• Vieira, Pedro Cosme da Costa, 2010, "Matemática Financeira com aplicações em Excel e R
  [Financial Mathematics with Excel and R application]," MPRA Paper, University Library of Munich, Germany, number 22773, May.
• Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre, 2010, "Integration, decoupling and the global financial crisis: A global perspective," MPRA Paper, University Library of Munich, Germany, number 22837, May.
• Shaikh, Salman Ahmed, 2010, "Proposal for a New Economic Framework Based On Islamic Principles," MPRA Paper, University Library of Munich, Germany, number 23000, Apr.
• Skardziukas, Domantas, 2010, "Asymmetric information: the multiplier effect of financial instability," MPRA Paper, University Library of Munich, Germany, number 23013, Mar.
• Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010, "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper, University Library of Munich, Germany, number 23381, Jun.
• Estrada, Fernando, 2010, "Theory of argumentation in financial markets," MPRA Paper, University Library of Munich, Germany, number 23932, Jul.
• Halkos, George, 2010, "Financial and real sector interactions:the case of Greece," MPRA Paper, University Library of Munich, Germany, number 24391.
• Shaikh, Salman, 2010, "An Ideal Islamic Economic System: A Gone Case," MPRA Paper, University Library of Munich, Germany, number 26701, Nov.
• Asongu, Anutechia Simplice, 2010, "Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter?," MPRA Paper, University Library of Munich, Germany, number 26910, Nov.
• Simplice Anutechia, Asongu, 2010, "Linkages between Financial Development and Openness: panel evidence from developing countries," MPRA Paper, University Library of Munich, Germany, number 26926, Oct.
• Bell, Peter N, 2010, "Beta estimates for leveraged ETF," MPRA Paper, University Library of Munich, Germany, number 26950, Nov.
• Kucuk, Ugur N., 2010, "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper, University Library of Munich, Germany, number 27428, May.
• Alasrag, Hussien, 2010, "دور التمويل الإسلامي في تحقيق الأمن الاقتصادي
  [The role of Islamic finance in achieving economic security]," MPRA Paper, University Library of Munich, Germany, number 28013, Mar.
• Esposito, Francesco Paolo, 2010, "Credit risk tools: an overview," MPRA Paper, University Library of Munich, Germany, number 28045, Dec.
• Asalatha, B. P. & Vijayamohanan, Pillai N., 2010, "Raising the ‘Beatrice’s Goat’: The Indian Experience in Microcredit," MPRA Paper, University Library of Munich, Germany, number 29049, Dec.
• Petrushchak, Bohdan, 2010, "Сучасні Моделі Фінансових Криз
  [The modern models of financial crisis]," MPRA Paper, University Library of Munich, Germany, number 30020.
• Skardziukas, Domantas, 2010, "Practical approach to estimating cost of capital," MPRA Paper, University Library of Munich, Germany, number 31011, Oct.
• Sil, Milly & Guha, Samapti, 2010, "Remittances and microfinance in India: Opportunities and challenges for development finance," MPRA Paper, University Library of Munich, Germany, number 47815, Jan, revised 04 Dec 2009.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Some Further Evidence on the Behaviour of Stock Returns in India," MPRA Paper, University Library of Munich, Germany, number 48518.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Long Memory in Stock Market Volatility:Evidence from India," MPRA Paper, University Library of Munich, Germany, number 48519.
• Singh, Ajit & Zammit, Ann, 2010, "The global economic and financial crisis: Which way forward?," MPRA Paper, University Library of Munich, Germany, number 53093, May.
• Deakin, Simon & Sarkar, Prabirjit & Singh, Ajit, 2010, "An End to Consensus? The (Non) Impact of Legal Reforms on Financial Development," MPRA Paper, University Library of Munich, Germany, number 53352, Aug.
• Al-Jarhi, Mabid, 2010, "Reviving the Ethics of Islamic Finance," MPRA Paper, University Library of Munich, Germany, number 66732, revised 2011.
• Gurgul, Henryk & Syrek, Robert, 2010, "Polish stock market and some foreign markets – dependence analysis by regime-switching copulas," MPRA Paper, University Library of Munich, Germany, number 68576, revised 2010.
• Aras, Osman Nuri, 2010, "Effect of the Global Economic Crisis on Turkish Banking Sector," MPRA Paper, University Library of Munich, Germany, number 81853.
• Ibhagui, Oyakhilome, 2010, "Application of teh Kalman Filter to Interest Rate Modelling," MPRA Paper, University Library of Munich, Germany, number 93297, Jul.
• Benjamin M. Friedman, 2010, "Notre système financier nous sert-il bien ?," Revue d'Économie Financière, Programme National Persée, volume 100, issue 4, pages 123-140, DOI: 10.3406/ecofi.2010.5827.
• François Facchini, 2010, "2007 : une crise systémique ?," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 155-183, DOI: 10.3406/ecofi.2010.5397.
• Anna Micaela Ciarrapico & Stefania Cosci & Paolo Pinzuti, 2010, "Risultati sportivi e performance di borsa nel calcio europeo," Rivista di Diritto ed Economia dello Sport, Centro di diritto e business dello Sport, volume 6, issue 2, pages 63-87, Settembre.
• Giovanni Lombardo & Luca Dedola, 2010, "Financial Frictions, Financial Integration and the International Propagation of Shocks," 2010 Meeting Papers, Society for Economic Dynamics, number 288.
• Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis, 2010, "The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium," 2010 Meeting Papers, Society for Economic Dynamics, number 733.
• Johan Eklund, 2010, "Q-theory of investment and earnings retentions—evidence from Scandinavia," Empirical Economics, Springer, volume 39, issue 3, pages 793-813, December, DOI: 10.1007/s00181-009-0323-5.
• Huiyu Huang & Tae-Hwy Lee, 2010, "To Combine Forecasts or to Combine Information?," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 5-6, pages 534-570, DOI: 10.1080/07474938.2010.481553.
• Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010, "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 8, pages 895-915, DOI: 10.1080/14697680903460143.
• Geoffrey Poitras & Franck Jovanovic, 2010, "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," History of Economics Review, Taylor & Francis Journals, volume 51, issue 1, pages 43-64, January, DOI: 10.1080/18386318.2010.11682155.
• Namwon Hyung & Casper G. de Vries, 2010, "The Downside Risk of Heavy Tails induces Low Diversification," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-082/2, Aug.
• Stelios Michalopoulos & Luc Lueven & Ross Levine, 2010, "Financial Innovation and Endogenous Growth," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0746.
• Aldrin Herwany & Erie Febrian, 2010, "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201001, Jan, revised Jan 2010.
• Erie Febrian & Aldrin Herwany, 2010, "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201002, Feb, revised Feb 2010.
• Erie Febrian & Aldrin Herwany, 2010, "Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201003, Mar, revised Mar 2010.
• Erie Febrian & Aldrin Herwany, 2010, "Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201004, Apr, revised Apr 2010.
• Erie Febrian & Aldrin Herwany, 2010, "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201005, May, revised May 2010.
• Erman A Sumirat & Sunu Widianto, 2010, "Strengthening Entrepreneurial Global Competitiveness by Utilizing Local Culture," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201006, Jun, revised Jun 2010.
• Erman A Sumirat & Sunu Widianto, 2010, "Underlying Factors National Entrepreneurial Activity: A Cross-Country Study," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201007, Jul, revised Jul 2010.
• Mokhamad Anwar, 2010, "Cost Structure In Indonesian Islamic Banks: (Case on PT. Bank Syariah Mandiri and PT. Bank Syariah Mega Indonesia)," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201008, Aug, revised Aug 2010.
• Mokhamad Anwar, 2010, "Cost Components as Predictors for the Profitability of sharia Banks : (Study on PT. Bank Syariah Mandiri and PT. Bank Syariah Mega Indonesia)," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201009, Sep, revised Sep 2010.
• Mokhamad Anwar, 2010, "Small Business Financing and Bank Performance : Empirical Study of Indonesian Publicly Banks," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201010, Oct, revised Oct 2010.
• Aditya M Salya, 2010, "The Internet Marketing Solution Toward Creative Industries in Bandung," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201011, Oct, revised Oct 2010.
• Aditya M Salya, 2010, "The E-Commerce solutions for Small and Medium Enterprises," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201012, Nov, revised Nov 2010.
• Irawan Febianto, 2010, "Risk Management In Mudharabah And Musharakah Financing Of Islamic Banks," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201013, Nov, revised Nov 2010.
• Popy Rufaidah & Dwi Kartini & Faisal Afiff, 2010, "University Development Through Regional Strategic Alliances," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 201014, Feb, revised Feb 2010.
• George E. HALKOS & Marianna K. TRIGONI, 2010, "231 Financial And Real Sector Interactions: The Case Of Greece," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 3(13)/Fal, pages 231-246.

2009

• Almut E. D. Veraart & Luitgard A. M. Veraart, 2009, "Stochastic volatility and stochastic leverage," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-20, May.
• Ole Eiler Barndorff-Nielsen & Robert Stelzer, 2009, "The multivariate supOU stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-42, Sep.
• Richard Pomfret, 2009, "The Financial Sector and the Future of Capitalism," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2009-05.
• José Corpataux & Olivier Crevoisier & Thierry Theurillat, 2009, "The Expansion of the Finance Industry and Its Impact on the Economy: A Territorial Approach Based on Swiss Pension Funds," Economic Geography, Clark University, volume 85, issue 3, pages 313-334, July, DOI: 10.1111/j.1944-8287.2009.01035.x.
• David Roodman, 2009, "A Note on the Theme of Too Many Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 1, pages 135-158, February, DOI: 10.1111/j.1468-0084.2008.00542.x.
• Keeney, Mary J. & O’Donnell, Nuala, 2009, "Financial Capability:New Evidence for Ireland," Research Technical Papers, Central Bank of Ireland, number 1/RT/09, Feb.
• O’Donnell, Nuala, 2009, "Consumer Financial Capability: A Comparison of the UK and Ireland," Research Technical Papers, Central Bank of Ireland, number 4/RT/09, Jun.
• Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009, "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile, Central Bank of Chile, number 541, Dec.
• Jaime Andrés Sarmiento Espinel** & Laura Andrea Cristancho Giraldo, 2009, "Evolución del sistema financiero colombiano durante el período 1980-2007," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• Rob Aalbers & Victoria Shestalova & Viktoria Kocsis, 2012, "Innovation policy for directing technical change in the power sector," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 223, Oct.
• Arie ten Cate, 2009, "Arithmetic and geometric mean rates of return in discrete time," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 223, Apr.
• Veronesi, Pietro & Pástor, LuboÅ¡, 2009, "Learning in Financial Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7127, Jan.
• Philippon, Thomas & Reshef, Ariell, 2009, "Wages and Human Capital in the U.S. Financial Industry: 1909-2006," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7282, Apr.
• Levine, Ross & Laeven, Luc & Michalopoulos, Stelios, 2009, "Financial Innovation and Endogenous Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7465, Sep.
• Adrian LUPASC & Ioana LUPASC & Cristina Gabriela ZAMFIR, 2009, "New Valences for the Financial-Accounting System," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 67-76.
• Bertrand Chopard & Eric Langlais, 2009, "Défaut de paiement stratégique et loi sur les défaillances d’entreprises," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-10.
• Giam Quang Do & Michael Mcaleer & Songsak Sriboonchitta, 2009, "Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 599-610.
• Qaiser Munir & Kasim Mansur, 2009, "Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1359-1370.
• Tomoki Kitamura & Kunio Nakashima, 2009, "Changes in Equity Investment of Japan's Households After the Introduction of Defined Contribution Plans," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2256-2264.
• William Wai Him Tsang & Terence Tai Leung Chong, 2009, "Profitability of the On-Balance Volume Indicator," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2424-2431.
• Fen-Ying Chen, 2009, "A mathematical model for contingent claim pricing in a preannounced policy," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 1-27.
• Mizrach, Bruce, 2009, "Comment on "Modelling nonlinear comovements between time series"," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 212-215, March.
• Lawrence R. Klein (ed.), 2009, "The Making of National Economic Forecasts," Books, Edward Elgar Publishing, number 12861, ISBN: ARRAY(0x6c23e458).
• Carlos A. Primo Braga & Oliver Cattaneo (ed.), 2009, "The WTO and Accession Countries," Books, Edward Elgar Publishing, number 13263, ISBN: ARRAY(0x6dd9a188).
• Lars Jonoug & Jaakko Kiander & Pentti Vartia (ed.), 2009, "The Great Financial Crisis in Finland and Sweden," Books, Edward Elgar Publishing, number 13404, ISBN: ARRAY(0x6cd042f8).
• Koichi Hamada & Beate Reszat & Ulrich Volz (ed.), 2009, "Towards Monetary and Financial Integration in East Asia," Books, Edward Elgar Publishing, number 13458, ISBN: ARRAY(0x6a814d20).
• D. S.P. Rao (ed.), 2009, "Purchasing Power Parities of Currencies," Books, Edward Elgar Publishing, number 3725, ISBN: ARRAY(0x69adb910).
• Watkins, Karen & van Dijk, Dick & Spronk, Jaap, 2009, "Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 304, pages 991-1026, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Bertrand Chopard & Eric Langlais, 2009, "Défaut de paiement stratégique et loi sur les défaillances d’entreprises," Cahiers du CEREFIGE, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, number 0901, revised 2009.
• Galina Hale & Assaf Razin & Hui Tong, 2009, "The impact of creditor protection on stock prices in the presence of credit crunches," Proceedings, Federal Reserve Bank of San Francisco, issue jan.
• Bertrand Chopard & Eric Langlais, 2009, "Défaut de paiement stratégique et loi sur les défaillances d’entreprises," Working Papers, HAL, number hal-04140885.
• Undp, 2009, "HDR 2009 - Overcoming barriers: Human mobility and development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2009, September.
• Daisuke Nagakura & Toshiaki Watanabe, 2009, "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-055, Mar.
• Chenghuan Sean Chu & Andreas Lehnert & Wayne Passmore, 2009, "Strategic Trading in Multiple Assets and the Effects on Market Volatiliy," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 4, pages 143-172, December.
• Daisuke Nagakura & Toshiaki Watanabe, 2009, "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-11, Mar.
• Patricio Jaramillo & Sergio Lehmann & David Moreno., 2009, "China, Precios de Commodities y Desempeño de América Latina: Algunos Hechos Estilizados," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 133, pages 67-105.
• Nikolaos Antonakakis & Johann Scharler, 2009, "Volatility, Information and Stock Market Crashes," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2009-18, Nov.
• Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
• Lubos Pastor & Pietro Veronesi, 2009, "Learning in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14646, Jan.
• John Y. Campbell & Adi Sunderam & Luis M. Viceira, 2009, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14701, Feb.
• Ravi Bansal & Ivan Shaliastovich, 2009, "Learning and Asset-Price Jumps," NBER Working Papers, National Bureau of Economic Research, Inc, number 14814, Mar.
• Gary B. Gorton & Lixin Huang & Qiang Kang, 2009, "The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover," NBER Working Papers, National Bureau of Economic Research, Inc, number 14944, May.
• Robert B. Barsky, 2009, "The Japanese Bubble: A 'Heterogeneous' Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 15052, Jun.
• Galina Hale & Assaf Razin & Hui Tong, 2009, "The Impact of Credit Protection on Stock Prices in the Presence of Credit Crunches," NBER Working Papers, National Bureau of Economic Research, Inc, number 15141, Jul.
• Gary B. Gorton & Andrew Metrick, 2009, "Haircuts," NBER Working Papers, National Bureau of Economic Research, Inc, number 15273, Aug.
• Asli Demirguc-Kunt & Ross Levine, 2009, "Finance and Inequality: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 15275, Aug.
• Stelios Michalopoulos & Luc Laeven & Ross Levine, 2009, "Financial Innovation and Endogenous Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 15356, Sep.
• Ravi Jagannathan & Mudit Kapoor & Ernst Schaumburg, 2009, "Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease!," NBER Working Papers, National Bureau of Economic Research, Inc, number 15404, Oct.
• Ravi Bansal & Dana Kiku & Amir Yaron, 2009, "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 15504, Nov.
• Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2009, "Banking System Control, Capital Allocation, and Economy Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 15575, Dec.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009, "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15591, Dec.
• José Corpataux & Olivier Crevoisier & Thierry Theurillat, , "The Expansion of the Finance Industry and Its Impact on the Economy: A Territorial Approach Based on Swiss Pension Funds," GRET Journal Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 07-09.
• José Corpataux & Olivier Crevoisier & Thierry Theurillat, 2009, "The Expansion of the Finance Industry and Its Impact on the Economy: A Territorial Approach Based on Swiss Pension Funds," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 07-09, Jul.
• Hui-Boon Tan & Siong-Hook Law, 2009, "Does Financial Deepening Improve Income Distribution? A Dynamic Panel Analysis on Developing Countries," NUBS Malaysia Campus Research Paper Series, Nottingham University Business School Malaysia Campus, number 2009-01, Apr.
• Tarek A. Hassan, 2009, "Country Size, Currency Unions, and International Asset Returns," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 154, May.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2009, "Cultural Biases in Economic Exchange?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 124, issue 3, pages 1095-1131.
• Tobias Adrian & Mark M. Westerfield, 2009, "Disagreement and Learning in a Dynamic Contracting Model," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 3873-3906, October.
• Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009, "Demand-Based Option Pricing," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 4259-4299, October.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2009, "Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 925-957, March.
• Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2009, "Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3411-3447, September.
• Miguel Neves Matias, 2009, "O relacionamento bancário e o financiamento das PME: Uma revisão da literatura," Working Papers, globADVANTAGE, Polytechnic Institute of Leiria, number 27, Mar.
• Miguel Neves Matias & Zélia Serrasqueiro & Carlos Arriaga Costa, 2009, "Padrões de relacionamento bancário no financiamento às MPE: Uma análise cluster," Working Papers, globADVANTAGE, Polytechnic Institute of Leiria, number 28, Mar.
• Ali, Syed Babar & Iqbal, Mir Fahad, 2009, "Exchange Rate Volatility in Emerging Economies-A Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 116403, Nov, revised 16 Dec 2022.
• Siddiqi, Hammad, 2009, "Ambiguity, Infra-Marginal Investors, and Market Prices," MPRA Paper, University Library of Munich, Germany, number 13514, Jan.
• Hirshleifer, David & Teoh, Siew Hong, 2009, "The Psychological Attraction Approach to Accounting and Disclosure Policy," MPRA Paper, University Library of Munich, Germany, number 14046, Mar.
• Batabyal, Partha, 2009, "Unparallel View of Parallel Economy," MPRA Paper, University Library of Munich, Germany, number 14310, Feb.
• Chopard, Bertrand & Langlais, Eric, 2009, "Défaut de paiement stratégique et loi sur les défaillances d'entreprises
  [Strategic default and bankruptcy law]," MPRA Paper, University Library of Munich, Germany, number 14366, Mar.
• Agrawal, Ashwini K., 2009, "The Impact of Investor Protection Law on Corporate Policy: Evidence from the Blue Sky Laws," MPRA Paper, University Library of Munich, Germany, number 16351, Jul.
• Alomar, Ibrahim, 2009, "قدرة النظام المصرفي على الحد من ظاهرة الفقر: دراسة قياسية تجميعية على الدول النامية
  [Ability of financial system to reduce poverty]," MPRA Paper, University Library of Munich, Germany, number 18804.
• Vătuiu, Teodora & Popeangă, Vasile Nicolae, 2009, "Informatics systems for financial audit and revision," MPRA Paper, University Library of Munich, Germany, number 19263, Mar, revised 15 Apr 2009.
• Taguedong, Sylvain Chamberlain, 2009, "Behavioral approach to market and default risks modeling," MPRA Paper, University Library of Munich, Germany, number 20641, Dec.
• Siddiqi, Hammad, 2009, "The Puzzle of a Unique Instrument in Emerging Markets of South Asia," MPRA Paper, University Library of Munich, Germany, number 21750, Dec.
• Ojo, Marianne, 2009, "The role of external auditors in corporate governance: agency problems and the management of risk," MPRA Paper, University Library of Munich, Germany, number 28149, Jul, revised 14 Jan 2011.
• Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P., 2009, "Revisiting the merger and acquisition performance of European banks," MPRA Paper, University Library of Munich, Germany, number 31994, Aug.
• Ojo, Marianne, 2009, "The role of external auditors in corporate governance: agency problems and the management of risk," MPRA Paper, University Library of Munich, Germany, number 47346, Jul, revised 02 Jun 2013.
• Howden, David, 2009, "Fama's Efficient Market Hypothesis and Mises' Evenly Rotating Economy: Comparative Constructs," MPRA Paper, University Library of Munich, Germany, number 79586.
• Ramazan Gencay & Nikola Gradojevic, 2009, "Informed Trading in an Electronic Foreign Exchange Market," Working Paper series, Rimini Centre for Economic Analysis, number 24_09, Jan.
• Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk, 2009, "Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation?," Working Paper series, Rimini Centre for Economic Analysis, number 25_09, Jan.
• Nikola Gradojevic & Ramazan Gençay, 2009, "Overnight Interest Rates and Aggregate Market Expectations," Working Paper series, Rimini Centre for Economic Analysis, number 26_09, Jan.
• Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009, "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series, Rimini Centre for Economic Analysis, number 27_09, Jan.
• Ramazan Gencay & Nikola Gradojevic, 2009, "Errors-in-Variables Estimation with No Instruments," Working Paper series, Rimini Centre for Economic Analysis, number 30_09, Jan.
• Mohamadou Fadiga & Yongsheng Wang, 2009, "A multivariate unobserved component analysis of US housing market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 1, pages 13-26, January, DOI: 10.1007/s12197-008-9027-5.
• Jakob Madsen & Ratbek Dzhumashev, 2009, "The equity premium puzzle and the ex post bias," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 2, pages 157-174, DOI: 10.1080/09603100701765174.
• José Corpataux & Olivier Crevoisier & Thierry Theurillat, 2009, "The Expansion of the Finance Industry and Its Impact on the Economy: A Territorial Approach Based on Swiss Pension Funds," Economic Geography, Taylor & Francis Journals, volume 85, issue 3, pages 313-334, July, DOI: 10.1111/j.1944-8287.2009.01035.x.
• Marcelo Bianconi & Richard Chen, 2009, "Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0738.
• Xiangdong Long & Liangjun Su & Aman Ullah, 2009, "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications," Working Papers, University of California at Riverside, Department of Economics, number 200908, Jul, revised Jul 2009.
• Kwamie Dunbar, 2009, "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers, University of Connecticut, Department of Economics, number 2009-03, Jan, revised Feb 2009.
• Kwamie Dunbar, 2009, "Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space," Working papers, University of Connecticut, Department of Economics, number 2009-04, Jan.
• Bertrand Chopard & Eric Langlais, 2009, "Défaut de paiement stratégique et loi sur les défaillances d’entreprise," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2009-28.
• M. Fani Cahyandito, 2009, "The MIPS Concept (Material Input Per Unit of Service): A Measure for an Ecological Economy," Working Papers in Business, Management and Finance, Department of Management and Business, Padjadjaran University, number 200901, Jan, revised Jan 2009.
• Erie Febrian & Aldrin Herwany, 2009, "Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200907, Sep, revised Sep 2009.
• Erie Febrian & Aldrin Herwany, 2009, "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200908, Sep, revised Sep 2009.
• Aldrin Herwany & Erie Febrian, 2009, "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200909, Sep, revised Sep 2009.
• Erie Febrian & Aldrin Herwany, 2009, "Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200910, Sep, revised Sep 2009.
• Erie Febrian & Aldrin Herwany, 2009, "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200911, Sep, revised Sep 2009.
• Demirguc-Kunt, Asli & Levine, Ross, 2009, "Finance and inequality : theory and evidence," Policy Research Working Paper Series, The World Bank, number 4967, Jun.
• David Hirshleifer & Siew Hong Teoh, 2009, "The Psychological Attraction Approach to Accounting and Disclosure Policy," Contemporary Accounting Research, John Wiley & Sons, volume 26, issue 4, pages 1067-1090, December, DOI: 10.1506/car.26.4.3.
• Andrew Metrick & Gary Gorton, 2009, "Haircuts," Yale School of Management Working Papers, Yale School of Management, number amz2395, Aug, revised 01 Sep 2009.

2008

• David Hirshleifer, 2008, "Psychological Bias as a Driver of Financial Regulation," European Financial Management, European Financial Management Association, volume 14, issue 5, pages 856-874, November, DOI: 10.1111/j.1468-036X.2007.00437.x.
• John Cotter & Simon Stevenson, 2008, "Modeling Long Memory in REITs," Real Estate Economics, American Real Estate and Urban Economics Association, volume 36, issue 3, pages 533-554, September, DOI: 10.1111/j.1540-6229.2008.00221.x.
• Atilla Cifter & Alper Ozun, 2008, "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 38, pages 1-24.
• Bacchetta, Philippe & van Wincoop, Eric, 2008, "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6648, Jan.
• Riccardo Calcagno & Mariacristina Rossi, 2010, "Portfolio Choice and Precautionary Savings," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 96, Mar.
• Wan-Hsiu Cheng, 2008, "Overestimation in the Traditional GARCH Model During Jump Periods," Economics Bulletin, AccessEcon, volume 3, issue 68, pages 1-20.
• Alex Lebedinsky, 2008, "Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing," Economics Bulletin, AccessEcon, volume 6, issue 15, pages 1-14.
• Sovannroeun SAMRETH & Dara LONG, 2008, "The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach," Economics Bulletin, AccessEcon, volume 6, issue 31, pages 1-13.
• Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Syed Azizi Wafa Syed Khalid Wafa, 2008, "Day-of-the-week effects in Selected East Asian stock markets," Economics Bulletin, AccessEcon, volume 7, issue 5, pages 1-8.
• Wei-Hsiung Wu & Hui-Hwang Tsai & Shyan-Yuan Lee & Son-Nan Chen, 2008, "Extend the debt as it is not deeply out-of-the-money," Economics Bulletin, AccessEcon, volume 7, issue 16, pages 1-6.
• Terence Tai-Leung Chong & Chen Li & Ho Tin Yu, 2008, "Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach," Economics Bulletin, AccessEcon, volume 7, issue 12, pages 1-6.
• Sifunjo E. Kisaka & Wainaina Gituro & Pokhariyal Ganesh & Ngugi W. Rose, 2008, "An analysis of the efficiency of the foreign exchange market in Kenya," Economics Bulletin, AccessEcon, volume 14, issue 2, pages 1-13.
• Nuno Cassola & Mathias Drehmann & Philipp Hartmann & Marco Lo Duca & Martin Scheicher, 2008, "A research perspective on the propagation of the credit market turmoil," Research Bulletin, European Central Bank, volume 7, pages 2-5.
• Caballero, Ricardo J. & Panageas, Stavros, 2008, "Hedging sudden stops and precautionary contractions," Journal of Development Economics, Elsevier, volume 85, issue 1-2, pages 28-57, February.
• Gradojevic, Nikola & Gencay, Ramazan, 2008, "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, volume 100, issue 1, pages 27-30, July.
• Grinblatt, Mark & Liu, Jun, 2008, "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, volume 141, issue 1, pages 225-254, July.
• Calvet, Laurent E. & Fisher, Adlai J., 2008, "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, volume 44, issue 2, pages 207-226, January.
• Magill, Michael & Quinzii, Martine, 2008, "Normative properties of stock market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, volume 44, issue 7-8, pages 785-806, July.
• Piazzesi, Monika & Swanson, Eric T., 2008, "Futures prices as risk-adjusted forecasts of monetary policy," Journal of Monetary Economics, Elsevier, volume 55, issue 4, pages 677-691, May.
• Stephen Fagan & Ramazan Gencay, 2008, "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_01, Jan.
• Stephen Satchell & Susan Thorp, 2008, "Discounting And Consumption Over An Uncertain Horizon: Draw-Down Plans For Family Trusts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-02, Jan.
• Willem Vermeend & Rick van der Ploeg & Jan W. Timmer, 2008, "Taxes and the Economy," Books, Edward Elgar Publishing, number 12621, ISBN: ARRAY(0x6e976570).
• Benton E. Gup (ed.), 2008, "Handbook for Directors of Financial Institutions," Books, Edward Elgar Publishing, number 12840, ISBN: ARRAY(0x6ac74560).
• Frederique Dahan & John Simpson (ed.), 2008, "Secured Transactions Reform and Access to Credit," Books, Edward Elgar Publishing, number 12932, ISBN: ARRAY(0x6bbe0f40).
• John Creedy, 2008, "Research Without Tears," Books, Edward Elgar Publishing, number 13080, ISBN: ARRAY(0x6da6fca8).
• Suresh Sundaresan (ed.), 2008, "Microfinance," Books, Edward Elgar Publishing, number 13148, ISBN: ARRAY(0x69aa5c48).
• Meher Manzur (ed.), 2008, "Purchasing Power Parity," Books, Edward Elgar Publishing, number 13162, ISBN: ARRAY(0x6aae4558).
• Friedrich Schneider (ed.), 2008, "The Economics of the Hidden Economy," Books, Edward Elgar Publishing, number 3074, ISBN: ARRAY(0x6dc8ed00).
• Jennifer H. Arlen & Eric L. Talley (ed.), 2008, "Experimental Law and Economics," Books, Edward Elgar Publishing, number 4092, ISBN: ARRAY(0x6bf2f9e0).
• Alejo José G. Sison, 2008, "Corporate Governance and Ethics," Books, Edward Elgar Publishing, number 4128, ISBN: ARRAY(0x69e9c3d0).
• J. Patrick Raines & Charles G. Leathers, 2008, "Debt, Innovations, and Deflation," Books, Edward Elgar Publishing, number 4153, ISBN: ARRAY(0x6bd3f358).
• Kristian Colletis-Wahl & José Corpataux & Olivier Crevoisier & Bernard Pecqueur & Véronique Peyrache-Gadeau & Leila Kebir, 2008, "The Territorial Economy: A General Approach in Order to Understand and Deal with Globalization," Chapters, Edward Elgar Publishing, chapter 2, in: Mari Jose Aranguren Querejeta & Cristina Iturrioz Landart & James R. Wilson, "Networks, Governance and Economic Development".
• Sylviane Guillaumont Jeanneney & Kangni Kpodar, 2008, "Financial Development and Poverty Reduction: Can There Be a Benefit Without a Cost?," Post-Print, HAL, number hal-00266099.
• Laurent-Emmanuel Calvet & Adlai J. Fisher, 2008, "Multifrequency jump-diffusions: An equilibrium approach," Post-Print, HAL, number hal-00459681, Jan, DOI: 10.1016/j.jmateco.2007.06.001.
• Christiane Clemens & Maik Heinemann, 2008, "On Entrepreneurial Risk–Taking and the Macroeconomic Effects of Financial Constraints," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 103, Oct.
• Christiane Clemens & Maik Heinemann, 2008, "Borrowing Constraints, Entrepreneurial Risks, and the Wealth Distribution in a Heterogeneous Agent Model," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 08008, Mar.
• Philippe Bacchetta & Eric Van Wincoop, 2008, "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 5, pages 837-866, August.
• John Y. Campbell, 2008, "Asset Prices and Monetary Policy," NBER Books, National Bureau of Economic Research, Inc, number camp06-1, January.
• Stephen G. Cecchetti, 2008, "Measuring the Macroeconomic Risks Posed by Asset Price Booms," NBER Chapters, National Bureau of Economic Research, Inc, "Asset Prices and Monetary Policy".
• Laurence J. Kotlikoff & Ben Marx & David Rapson, 2008, "To Roth or Not? -- That is the Question," NBER Working Papers, National Bureau of Economic Research, Inc, number 13763, Jan.
• Sharon Katz, 2008, "Earnings Quality and Ownership Structure: The Role of Private Equity Sponsors," NBER Working Papers, National Bureau of Economic Research, Inc, number 14085, Jun.