Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2011

• Tomoe Moore, 2011, "The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 1, pages 61-68, April.
• Gabriela PRELIPCEAN & Irina CAUNIC & Mircea BOSCOIANU, 2011, "Multidisciplinary background for modeling processes and phenomena related to terrorism," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 101-112, December.
• Shyh-Wei Chen & Tzu-Chun Chen, 2011, "The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 101-133, January.
• Julien Chevallier & Benoît Sévi, 2011, "On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting," Annals of Finance, Springer, volume 7, issue 1, pages 1-29, February, DOI: 10.1007/s10436-009-0142-x.
• Pilar Iglesias & Jaime San Martín & Soledad Torres & Frederi Viens, 2011, "Option pricing under a Gamma-modulated diffusion process," Annals of Finance, Springer, volume 7, issue 2, pages 199-219, May, DOI: 10.1007/s10436-011-0176-8.
• Luc Renneboog & Christophe Spaenjers, 2011, "The Dutch Grey Market," De Economist, Springer, volume 159, issue 1, pages 25-40, March, DOI: 10.1007/s10645-010-9154-1.
• Jürgen Huber & Martin Angerer & Michael Kirchler, 2011, "Experimental asset markets with endogenous choice of costly asymmetric information," Experimental Economics, Springer;Economic Science Association, volume 14, issue 2, pages 223-240, May, DOI: 10.1007/s10683-010-9264-2.
• Antonio Diez de los Rios & René Garcia, 2011, "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, volume 14, issue 2, pages 137-167, July, DOI: 10.1007/s11147-011-9062-9.
• Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," KIER Working Papers, Kyoto University, Institute of Economic Research, number 765, Mar.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 772, Apr.
• Nicola Borri & Filippo Russo, 2011, "I debiti sovrani dell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1105.
• Stefan Lutz, 2011, "Simultaneous determination of market value and risk premium in the valuation of firms," Economics Discussion Paper Series, Economics, The University of Manchester, number 1120.
• Heidari, Hassan & Faaljou, Hamidreza & Adibzadeh, Farhad, 2011, "The Impact of Stock Price Index on Demand for Money in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 6, pages 27-68, March.
• Ezoji, Alaedin & Tamannaiefar, Sima, 2011, "Investigation of the Impact of Financial Intermediation Development on Economic Growth Composition Approach Using ARDL," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 6, pages 69-108, March.
• Khoshnoud, Zahra & Akbari Alashti, Tahereh & Khansari, Rasool, 2011, "The Necessity of Applying a New Approach to Liquidity Risk Management in SATNA Payment System," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 3, issue 8, pages 155-210, September.
• Roland Hodler, 2011, "Institutions, Trade, and the Political Economy of Financial Development," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 167, issue 3, pages 445-464, September.
• Christophe Boucher & Bertrand Maillet, 2011, "Detrending Persistent Predictors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11019, Mar.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2011, "Option pricing with discrete time jump processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11037, Jun.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2011, "Option pricing with discrete time jump processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11037r, Jun, revised Apr 2012, DOI: 10.1016/j.jedc.2013.07.003.
• Jean-Marc Bonnisseau & Achis Chery, 2011, "On the rank of payoff matrices with long-term assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11084, Dec.
• Christian Marazzi, 2011, "The Violence of Financial Capitalism," MIT Press Books, The MIT Press, number 1584351020, edition 2, ISBN: ARRAY(0x8e067448), December.
• Valentina Moiso, 2011, "New perspectives on financial phenomena in contemporary sociological studies," Stato e mercato, Società editrice il Mulino, issue 2, pages 313-342.
• Jeffrey R. Brown & Robert L. Clark, 2011, "The Economics of State and Local Pensions," NBER Books, National Bureau of Economic Research, Inc, number brow11-1.
• Carol Bertaut & Laurie Pounder DeMarco & Steve Kamin & Ralph Tryon, 2011, "ABS Inflows to the United States and the Global Financial Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Patrick Bayer & Christopher Geissler & Kyle Mangum & James W. Roberts, 2011, "Speculators and Middlemen: The Strategy and Performance of Investors in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 16784, Feb.
• Andrew Ang & Sergiy Gorovyy & Gregory B. van Inwegen, 2011, "Hedge Fund Leverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 16801, Feb.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011, "Cream Skimming in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16804, Feb.
• Sydney C. Ludvigson, 2011, "Advances in Consumption-Based Asset Pricing: Empirical Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 16810, Feb.
• Karl E. Case & John M. Quigley & Robert J. Shiller, 2011, "Wealth Effects Revisited 1978-2009," NBER Working Papers, National Bureau of Economic Research, Inc, number 16848, Mar.
• Xavier Gabaix, 2011, "A Sparsity-Based Model of Bounded Rationality," NBER Working Papers, National Bureau of Economic Research, Inc, number 16911, Mar.
• Tarek A. Hassan & Thomas M. Mertens, 2011, "The Social Cost of Near-Rational Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 17027, May.
• Marcin Kacperczyk & Philipp Schnabl, 2011, "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 17321, Aug.
• Carol Bertaut & Laurie Pounder DeMarco & Steven B. Kamin & Ralph W. Tryon, 2011, "ABS Inflows to the United States and the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17350, Aug.
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 17358, Aug.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2011, "Liquidity and the Threat of Fraudulent Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17500, Oct.
• Alp Simsek, 2011, "Speculation and Risk Sharing with New Financial Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17506, Oct.
• Thierry Theurillat, 2011, "La ville négociée : entre financiarisation et durabilité," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 12-11, Dec.
• Briana Chang, 2011, "Adverse Selection and Liquidity Distortion in Decentralized Markets," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1513, Aug.
• Zvi Bodie & Marie Brière, 2011, "Financing Future Growth: The Need for Financial Innovations," OECD Journal: Financial Market Trends, OECD Publishing, volume 2011, issue 1, pages 141-144, DOI: 10.1787/fmt-2011-5kg55qw0v76f.
• Kumiharu Shigehara & Paul Atkinson, 2011, "Surveillance by International Institutions: Lessons from the Global Financial and Economic Crisis," OECD Economics Department Working Papers, OECD Publishing, number 860, May, DOI: 10.1787/5kgchzchkvd2-en.
• Marcel P. Visser, 2011, "GARCH Parameter Estimation Using High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 162-197, Winter.
• Maria Elvira Mancino & Simona Sanfelici, 2011, "Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 2, pages 367-408, Spring.
• Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung, 2011, "Monetary Policy Shifts and the Term Structure," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 2, pages 429-457.
• Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011, "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 1, pages 82-122.
• David Hirshleifer & Siew Hong Teoh & Jeff Jiewei Yu, 2011, "Short Arbitrage, Return Asymmetry, and the Accrual Anomaly," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 7, pages 2429-2461.
• Ravi Bansal & Ivan Shaliastovich, 2011, "Learning and Asset-price Jumps," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2738-2780.
• Niþu Oana & Niþu Claudiu Valentin & Nicodim Liliana, 2011, "2005-2010 Sony Ericsson Financial Activity Analysis Abstract2005-2010 Sony Ericsson Financial Activity Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1543-1548, May.
• Ciobotea Adina & Oaca Sorina Cristina, 2011, "Assets and Liabilities Management – Concept and Optimal Organization," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 354-358, May.
• Mihalache D. Arsenie-Samoil, 2011, "Cloud Accounting," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 782-787, May.
• Mihalache D. Arsenie-Samoil, 2011, "Outsourcing Company Accounting," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 788-793, May.
• Christopher L. Foote & Paul S. Willen, 2011, "subprime mortgage crisis, the," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Mojmir Mrak, 2011, "European Union Budget," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Paul De Grauwe, 2011, "European Monetary Union," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-037, Nov.
• Remoundou, Kyriaki & Adaman, Fikret & Koundouri, Phoebe & Nunes, Paulo A.L.D., 2011, "Are Preferences For Environmental Quality Sensitive to Financial Funding Schemes? Evidence from a Marine Restoration Programme in the Black Sea," MPRA Paper, University Library of Munich, Germany, number 122343.
• Estrada, Fernando, 2011, "Theory of financial risk," MPRA Paper, University Library of Munich, Germany, number 29665, Mar.
• Drescher, Christian, 2011, "Reviewing Excess Liquidity Measures - A Comparison for Asset Markets," MPRA Paper, University Library of Munich, Germany, number 30922, May.
• Willis, Geoff, 2011, "Pricing, liquidity and the control of dynamic systems in finance and economics," MPRA Paper, University Library of Munich, Germany, number 31137, May.
• Fu, Shihe & Shan, Liwei, 2011, "Agglomeration Economies and Local Comovement of Stock Returns," MPRA Paper, University Library of Munich, Germany, number 31887, Jun.
• Freed, Marc S & McMillan, Ben, 2011, "Investible benchmarks & hedge fund liquidity," MPRA Paper, University Library of Munich, Germany, number 32226, Jul.
• Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011, "The instability of the correlation structure of the S&P 500," MPRA Paper, University Library of Munich, Germany, number 34160, Oct.
• Qiu, Jianying & Weitzel, Utz, 2011, "Reference dependent ambiguity aversion: theory and experiment," MPRA Paper, University Library of Munich, Germany, number 35289, Nov, revised 08 Dec 2011.
• Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011, "Measuring market liquidity: an introductory survey," MPRA Paper, University Library of Munich, Germany, number 35829, Dec.
• Dutta, Nabamita & Mukherjee, Deepraj, 2011, "Is culture a determinant of financial development?," MPRA Paper, University Library of Munich, Germany, number 35867, May.
• Khan, Mehwish Aziz & Kayani, Ferheen & Javid, Attiya Yasmin, 2011, "Effect of Mergers and Acquisitions on Market Concentration and Interest Spread," MPRA Paper, University Library of Munich, Germany, number 37311.
• Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol, 2011, "Housing prices and transaction volume," MPRA Paper, University Library of Munich, Germany, number 37343, Oct, revised 01 Mar 2012.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Cripps, Francis & Izurieta, Alex & Singh, Ajit, 2011, "Global imbalances, under-consumption and overborrowing: the state of the world economy & future policies," MPRA Paper, University Library of Munich, Germany, number 39049, Mar.
• Morris, Charles & Hoenig, Thomas, 2011, "Restructuring the Banking System to Improve Safety and Soundness," MPRA Paper, University Library of Munich, Germany, number 47614, May, revised Dec 2012.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2011, "Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence," MPRA Paper, University Library of Munich, Germany, number 48517.
• Benbachir, Saâd & El Alaoui, Marwane, 2011, "A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 49003.
• Heenkenda, Shirantha, 2011, "Prospective Demand for an Index-Based Microinsurance in Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 54420, Apr, revised Jul 2011.
• Cantillo, Andres, 2011, "Does Uncertainty Affect Investment Expenditure? A Comment," MPRA Paper, University Library of Munich, Germany, number 56866.
• Afanasyeva, Olga, 2011, "Analysis of Main Instruments of Crisis Regulation of Banking Activity During the Global Financial Crisis of 2008-2009," MPRA Paper, University Library of Munich, Germany, number 60651.
• Reddy, K. Srinivasa, 2011, "The aftermarket pricing performance of initial public offers: Insights from India," MPRA Paper, University Library of Munich, Germany, number 62885, revised 2013.
• Rizvi, Aoun & Ali, Syed Babar, 2011, "Risk Taking Behavior of Investors of Pakistan," MPRA Paper, University Library of Munich, Germany, number 64342, May.
• Öztürk, Mustafa & Aras, Osman Nuri, 2011, "Foreign Capital Investment and Economic Crises in Turkey," MPRA Paper, University Library of Munich, Germany, number 81855.
• firano, zakaria, 2011, "Probability of default using APT model: Case of Moroccan banking system," MPRA Paper, University Library of Munich, Germany, number 95342, Aug.
• Isabelle Bouillot, 2011, "Le private equity en Chine," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 117-132.
• Amit Bhaduri, 2011, "Financialization in the Light of Keynesian Theory," PSL Quarterly Review, Economia civile, volume 64, issue 256, pages 7-21.
• Jonathan Chiu & Thorsten V. Koeppl, 2011, "Trading Dynamics With Adverse Selection And Search: Market Freeze, Intervention And Recovery," Working Paper, Economics Department, Queen's University, number 1267, Apr.
• Carol Alexander & Gauss M. Cordeiro & Edwin M. M. Ortega & José María Sarabia, 2011, "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-05, Feb.
• Ben Lester & Braz Camargo, 2011, "Trading Dynamics in Decentralized Markets with Adverse Selection," 2011 Meeting Papers, Society for Economic Dynamics, number 1300.
• Robert KOLLMANN, 2011, "Global Banking and International Business Cycles," 2011 Meeting Papers, Society for Economic Dynamics, number 20.
• Ricardo Lagos & Gara Afonson, 2011, "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers, Society for Economic Dynamics, number 314.
• Willem Spanjers, 2011, "Liquidity Provision, Ambiguous Asset Returns and the Financial Crisis," Working Paper series, Rimini Centre for Economic Analysis, number 10_11, Jan.
• Morar Triandafil, Cristina & Brezeanu, Petre & Huidumac, Catalin & Morar Triandafil, Adrian, 2011, "The Drivers of the CEE Exchange Rate Volatility - Empirical Perspective in the context of the Recent Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 212-229, March.
• Mehwish Aziz Khan & Attiya Javid, 2011, "Effect of Mergers and Acquisitions on Market Concentration and Interest Spread," Journal of Economics and Behavioral Studies, AMH International, volume 3, issue 3, pages 190-197, DOI: 10.22610/jebs.v3i3.272.
• Paul Zarembka and Radhika Desai (ed.), 2011, "Revitalizing Marxist Theory For Today'S Capitalism," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm27a, ISBN: ARRAY(0x89a57b78).
• Vincenzo Atella & Marianna Brunetti & Nicole Maestas, 2011, "Household Portfolio Choices, Health status and Health Care Systems A Cross-Country Analysis Based on SHARE," CEIS Research Paper, Tor Vergata University, CEIS, number 183, Jan, revised 21 Jan 2011.
• Huyn Hak Kim & Norman R. Swanson, 2011, "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers, Rutgers University, Department of Economics, number 201119, May.
• Tordjman, Hélène, 2011, "La crise contemporaine, une crise de la modernité technique," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 10.
• Nicola Borri & Filippo Russo, 2011, "I debiti sovrani nell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, november.
• Fiona Tregenna & Kabeya C. Mulamba, 2019, "Spatial dependence of per capita property tax income in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 202, Oct.
• Iwo Augustynski, 2011, "WPlYW GIElD sWIATOWYCH NA GloWNE INDEKSY GIElDOWE W POLSCE," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 7, issue 1, pages 1-12, April.
• Tullio Jappelli & Mario Padula, 2011, "Investment in Financial Literacy and Saving Decisions," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 272, Jan.
• Seongman Moon & Carlos Velasco, 2011, "On the Properties of Regression Tests of Asset Return Predictability," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1111, Aug.
• Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2011, "Exploring the finance-real economy link in U.S.: empirical evidence from panel unit root and cointegration analysis," Empirical Economics, Springer, volume 40, issue 1, pages 253-268, February, DOI: 10.1007/s00181-010-0395-2.
• Calvin Blackwell & Robert Pickford, 2011, "The wisdom of the few or the wisdom of the many? An indirect test of the marginal trader hypothesis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 164-180, April, DOI: 10.1007/s12197-009-9092-4.
• Jorge Brusa & Wayne Lee & Pu Liu, 2011, "Monday returns and asset pricing," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 332-347, July, DOI: 10.1007/s12197-009-9100-8.
• Ajay Shah & Ila Patnaik, 2011, "Foreign shareholding: a decomposition analysis," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 10, pages 743-746, DOI: 10.1080/09603107.2010.535783.
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2011, "Monetary policy predictability in the euro area: an international comparison," Applied Economics, Taylor & Francis Journals, volume 43, issue 20, pages 2533-2544, DOI: 10.1080/00036840903299714.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011, "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 275-287, October, DOI: 10.1080/07350015.2011.638831.
• Rohnn Sanderson, 2011, "Compartmentalising Gold Prices," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 2, pages 99-124, August.
• Beck, T.H.L., 2011, "The Role of Finance in Economic Development : Benefits, Risks, and Politics," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-141.
• Renneboog, L.D.R. & Spaenjers, C., 2011, "The Dutch grey market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0633541a-6421-442a-b1e6-a.
• Shouyong Shi, 2011, "Liquidity, Assets and Business Cycles," Working Papers, University of Toronto, Department of Economics, number tecipa-434, Jun.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2011, "$100 Bills on the Sidewalk: Suboptimal Investment in 401(k) Plans," The Review of Economics and Statistics, MIT Press, volume 93, issue 3, pages 748-763, August.
• John Cotter, 2011, "Absolute Return Volatility," Working Papers, Geary Institute, University College Dublin, number 200415, 05.
• John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Working Papers, Geary Institute, University College Dublin, number 200419, 07.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200744, Jun.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200745, Jun.
• Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-04.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-12.
• Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1110.
• Ellouz SIWAR, 2011, "The Impact Of Overconfidence Bias And Disposition Effect On The Volume Of Transaction And The Volatility Of The French Stock Market," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 1(15)/ Sp, pages 61-83.
• Daniela Gabor, 2011, "Paradigm shift? A critique of the IMF’s new approach to capital controls," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 1109, Jun.
• Egbert Dierker & Hildegard Dierker, 2011, "Ownership structure and control in incomplete market economies with transferable utility," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1106, Mar.
• Stefania Funari, 2011, "I “vincitori” in etica: valutazione multicriteriale di fondi socialmente responsabili," Note di Ricerca, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 3, Nov.
• David Slattery & Joseph G. Nellis, 2011, "Rethinking the Role of Regulation in the Aftermath of the Global Financial Crisis: The Case of the UK," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 3, pages 407-423.
• Demirguc-Kunt, Asli & Feyen, Erik & Levine, Ross, 2011, "The evolving importance of banks and securities markets," Policy Research Working Paper Series, The World Bank, number 5805, Sep.
• Antonio Diez De Los Rios & René Garcia, 2011, "Assessing and valuing the nonlinear structure of hedge fund returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 193-212, March.
• Jeff Dominitz & Charles F. Manski, 2011, "Measuring and interpreting expectations of equity returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 352-370, April.
• Don Bredin & John Elder & Stilianos Fountas, 2011, "Oil volatility and the option value of waiting: An analysis of the G‐7," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 7, pages 679-702, July.

2010

• Ranoua Bouchouicha, 2010, "Dépendance entre risques extrêmes : Application aux Hedge Funds," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1013.
• Davide Furceri & Aleksandra Zdzienicka, 2010, "Banking Crises and Short and Medium Term Output Losses in Developing Countries: The Role of Structural and Policy Variables," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1014.
• Davide Furceri & Aleksandra Zdzienicka, 2010, "The Consequences of Banking Crises on Public Debt," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1015.
• Martin Evans and Dagfinn Rime, 2010, "Micro Approaches to foreign Exchange Determination," Working Papers, Georgetown University, Department of Economics, number gueconwpa~10-10-04, Jul.
• Rose-Anne Dana & Cuong Le Van, 2010, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00308530, Jul, DOI: 10.1111/j.1467-9965.2010.00402.x.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Martingalized Historical approach for Option Pricing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00437927, Mar, DOI: 10.1016/j.frl.2009.11.002.
• Rose-Anne Dana & Cuong Le Van, 2010, "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470670, Nov, DOI: 10.1016/j.jet.2010.08.002.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00482370, Apr.
• Iuliana Matei, 2010, "Contagion and causality : an empirical analysis on sovereign bond spreads," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00515123, Jul.
• Dominique Guegan & Hanjarivo Lalaharison, 2010, "A short note on option pricing with Lévy Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00542475, Oct.
• Gunther Capelle-Blancard, 2010, "Are derivatives dangerous? A literature survey," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00608097.
• Samuel Maveyraud & Yves Jégourel, 2010, "A reassessment of European SRI funds underperformance: does the intensity of extra-financial negative screening matter?," Post-Print, HAL, number hal-00651793.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print, HAL, number hal-00741630, Oct, DOI: 10.1016/j.jeconom.2010.07.008.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010, "International portfolios, capital accumulation and foreign assets dynamics," Post-Print, HAL, number hal-01052901, DOI: 10.1016/j.jinteco.2009.05.006.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "Banking Crises and Short and Medium Term Output Losses in Developing Countries: The Role of Structural and Policy Variables," Post-Print, HAL, number halshs-00491089.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Consequences of Banking Crises on Public Debt," Post-Print, HAL, number halshs-00492865, Mar.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Real Effect of Financial Crises in the European Transition Economies," Post-Print, HAL, number halshs-00492940, Apr.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Consequences of Banking Crises for Public Debt," Post-Print, HAL, number halshs-00497925.
• Isabelle Huault & Hélène Rainelli-Le Montagner, 2010, "The connexionnist nature of modern financial markets. Challenges and possible outcomes," Post-Print, HAL, number halshs-00506961, Jul.
• Iuliana Matei, 2010, "Contagion and causality : an empirical analysis on sovereign bond spreads," Post-Print, HAL, number halshs-00515123, Jul.
• Gunther Capelle-Blancard, 2010, "Are derivatives dangerous? A literature survey," Post-Print, HAL, number halshs-00608097.
• Laurent Clerc & Olivier Loisel & Benoît Mojon & Xavier Ragot, 2010, "The future of monetary policy. Summary of the conference held in Rome on 30 September and 1 October 2010," Post-Print, HAL, number halshs-00754684, Oct.
• Laurent Clerc & Olivier Loisel & Benoît Mojon & Xavier Ragot, 2010, "The future of monetary policy. Summary of the conference held in Rome on 30 September and 1 October 2010," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754684, Oct.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010, "International portfolios, capital accumulation and foreign assets dynamics," Sciences Po Economics Publications (main), HAL, number hal-01052901, DOI: 10.1016/j.jinteco.2009.05.006.
• Mohamed El Hedi Arouri & Fredj Jawadi, 2010, "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Working Papers, HAL, number hal-00507824, Aug.
• Stefano Lovo & Riccardo Calcagno, 2010, "Preopening and Equilibrium Selection," Working Papers, HAL, number hal-00540793.
• Eric Girard & James Nolan & Tony Pondillo, 2010, "Determinants Of Emerging Markets’ Commercial Bank Stock Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 11-26.
• Neil Terry & Anne Macy & Amjad Abdullat, 2010, "Stock Market Volatility: A Comparison Of Computer And Cellular Hardware Companies," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 11-24.
• Eric Girard & Trevor Reid, 2010, "Cost Of Carry On Steroids: Application To Oil Futures Pricing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 153-163.
• Christian Camilo Vargas R, 2010, "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 3, issue 2, pages 29-44.
• Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010, "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers), Inter-American Development Bank, number 1127, Jun, DOI: http://dx.doi.org/10.18235/0010740.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010, "External Capital Structures and Oil Price Volatility," Research Department Publications, Inter-American Development Bank, Research Department, number 4667, May.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 636, Jun.
• Ms. Geneviève Verdier & Erasmus Kersting & Ms. Era Dabla-Norris, 2010, "Firm Productivity, innovation and Financial Development," IMF Working Papers, International Monetary Fund, number 2010/049, Feb.
• Thomas J. Brennan & Andrew W. Lo, 2010, "Impossible Frontiers," Management Science, INFORMS, volume 56, issue 6, pages 905-923, June, DOI: 10.1287/mnsc.1100.1157.
• Álvarez-Echeverría, Francisco. & Venegas-Martínez, Francisco. & López-Sarabia, Pablo., 2010, "Valuación financiera de proyectos de energía nuclear en Argentina mediante opciones reales," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 11, pages 7-28, segundo s.
• Mohamed Z. M. Aazim & Nawalage S. Cooray, 2010, "Monetary Policy and Yield Curve Dynamics in an Emerging Market: Sri Lankan Perspectives," Working Papers, Research Institute, International University of Japan, number EMS_2010_11, Aug.
• Prasad, Eswar, 2010, "Financial Sector Regulation and Reforms in Emerging Markets: An Overview," IZA Discussion Papers, IZA Network @ LISER, number 5233, Oct.
• Efe Postalci & Ayla Ogus Binatli, 2010, "An agent-based financial market with networks," Working Papers, Izmir University of Economics, number 1002, Nov.
• Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010, "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 233-261, DOI: 10.1002/jae.1105.
• Daniel Weaver & Xing Zhou, 2010, "The value of the floor," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 221-243, October, DOI: 10.1007/s11156-009-0152-9.
• Francis X. Diebold & Kamil Yilmaz, 2010, "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1001, Jan, revised Mar 2010.
• Tom Coupe & Olha Zadorozhna, 2010, "Weather Effects in Transition," Discussion Papers, Kyiv School of Economics, number 36, Dec.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 735, Oct.
• Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2010, "Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Co-integration Analysis," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2010-02.
• Gary A. Dymski, 2010, "Three Futures for Postcrisis Banking in the Americas: The Financial Trilemma and the Wall Street Complex," Economics Working Paper Archive, Levy Economics Institute, number wp_604, Jun.
• Michael Hudson, 2010, "The Transition from Industrial Capitalism to a Financialized Bubble Economy," Economics Working Paper Archive, Levy Economics Institute, number wp_627, Oct.
• Claudio Michelacci & Fabiano Schivardi, 2010, "Does Idiosyncratic Business Risk Matter?," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1002.
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February.
• Don Bredin & John Elder & Stilianos Fountas, 2010, "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_05, Apr, revised Apr 2010.
• Ben FINE & David HALL, 2010, "Contesting neoliberalism: public sector alternatives for service delivery," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-027, Sep.