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

2010

• Jesus Sierra, 2010, "International Capital Flows and Bond Risk Premia," Staff Working Papers, Bank of Canada, number 10-14, DOI: 10.34989/swp-2010-14.
• Ali Dib, 2010, "Banks, Credit Market Frictions, and Business Cycles," Staff Working Papers, Bank of Canada, number 10-24, DOI: 10.34989/swp-2010-24.
• Ali Dib, 2010, "Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications," Staff Working Papers, Bank of Canada, number 10-26, DOI: 10.34989/swp-2010-26.
• Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010, "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 226, Nov.
• Fran cois Le Grand & Xavier Ragot, 2010, "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," Working papers, Banque de France, number 302.
• Wicky, Y., 2010, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 181, pages 53-63.
• Clerc, L. & Loisel, O. & Mojon, B. & Ragot, X., 2010, "Le futur de la politique monétaire : synthèse de la conférence tenue à Rome le 30 septembre et le 1er octobre 2010," Bulletin de la Banque de France, Banque de France, issue 182, pages 79-85.
• Clerc, L. & Loisel, O. & Mojon, B. & Ragot, X., 2010, "The future of monetary policy Summary of the conference held in Rome on 30 September and 1 October 2010," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 20, pages 85-94, Winter.
• Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010, "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, volume 11, issue 4, pages 418-440, November, DOI: 10.1111/j.1468-0475.2009.00497.x.
• Bryan R. Routledge & Stanley E. Zin, 2010, "Generalized Disappointment Aversion and Asset Prices," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1303-1332, August, DOI: 10.1111/j.1540-6261.2010.01571.x.
• Jaeho Yun, 2010, "Extracting Stochastic Volatilities and Jumps for the Korean Stock Index Using Optimal Filter (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 3, pages 78-118, September.
• Menkhoff Lukas & Schmeling Maik & Schmidt Ulrich, 2010, "Are All Professional Investors Sophisticated?," German Economic Review, De Gruyter, volume 11, issue 4, pages 418-440, December, DOI: 10.1111/j.1468-0475.2009.00497.x.
• Carol Osler & Tanseli Savaser, 2010, "Extreme Returns: The Case of Currencies," Working Papers, Brandeis University, Department of Economics and International Business School, number 04, Nov.
• David Le Bris, 2010, "Les krachs boursiers en France depuis 1854," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 421-430.
• Singh, A. & Zammit, A., 2010, "The Global Economic and Financial Crisis: A Review and Commentary," Working Papers, Centre for Business Research, University of Cambridge, number wp415, Dec.
• Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010, "Risk Management of Precious Metals," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/37, May.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/66, Oct.
• Diego Valderrama & Katheryn Russ, 2010, "Financial Choice in a Non-Ricardian Model of Trade," Working Papers, University of California, Davis, Department of Economics, number 27, May.
• Michaël GOUJON & Samuel GUERINEAU, 2010, "Ukraine et Biélorussie : des crises jumelles ?," Working Papers, CERDI, number 201007, Feb.
• Cary Deck & Shengle Lin & David Porter, 2010, "Affecting Policy by Manipulating Prediction Markets: Experimental Evidence," Working Papers, Chapman University, Economic Science Institute, number 10-15.
• Gunther Capelle-Blancard, 2010, "Are Derivatives Dangerous? a Literature Survey," Working Papers, CEPII research center, number 2010-24, Nov.
• Gunther Capelle-Blancard, 2010, "Are Derivatives Dangerous? A Literature Survey," International Economics, CEPII research center, issue 123, pages 67-89.
• Mohamed Douch, 2010, "The Macroeconomic Effects of Monetary Policy and Financial Crisis," Journal of Humanities and Social Sciences, Cankaya University, Economics and Administrative Sciences, volume 1, issue 7, pages 1-35, May.
• A. Pinna, 2010, "Risk-Taking and Asset-Side Contagion in an Originate-to-Distribute Banking Model," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201019.
• Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010, "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi.
• Helio Fabio Ramirez Echeverry & Luis eduardo Suarez Balaguera, 2010, "Como Entender Los Estandares Internacionales De Informacion Financiera," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Gromb, Denis & Vayanos, Dimitri, 2010, "Limits of Arbitrage: The State of the Theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7738, Mar.
• Kollmann, Robert & Müller, Gernot & Enders, Zeno, 2010, "Global Banking and International Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7972, Sep.
• Fratzscher, Marcel & Straub, Roland, 2010, "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8080, Oct.
• Fratzscher, Marcel & Straub, Roland & Saborowski, Christian, 2010, "Monetary Policy Shocks and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8099, Nov.
• Tibor Neugebauer, 2010, "Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-14.
• Gonzalo, Jesús & Olmo, José, 2010, "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1029, Oct.
• Mechthild Schrooten & Rainer Sievert, 2010, "Stabilität und Performance des deutschen Bankensektors," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 79, issue 4, pages 9-25, DOI: 10.3790/vjh.79.4.9.
• Mechthild Schrooten, 2010, "Landesbanken: Megafusion allein ist kein Ausweg," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 18, pages 9-16.
• Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1080.
• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers, Duke University, Department of Economics, number 10-06.
• Nicola Cetorelli & Pietro Peretto, 2010, "Credit Quantity and Credit Quality: Bank Competition and Capital Accumulation," Working Papers, Duke University, Department of Economics, number 10-65.
• Frederik Lundtofte, 2010, "Implied volatility and risk aversion in a simple model with uncertain growth," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 182-191.
• Dean Fantazzini, 2010, "Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1833-1841.
• Chin-Hong Puah & Muzafar Shah Habibullah & Venus Khim-Sen Liew, 2010, "Is money neutral in stock market? The case of Malaysia," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1852-1861.
• Yves Jegourel & Samuel Maveyraud, 2010, "A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 913-923.
• Ben m'barek Hassene & Ben romdhane Hager, 2010, "Financial Crises and Banking Deregulation: the Case of Tunisia," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 669-682.
• Pei Ling Lee & Roy Wye Leong Khong & Suganthi Ramasamy, 2010, "Characteristics of Firms Going Private in the Malaysian Stock Exchange," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1307-1319.
• Catherine L. McDevitt & James R. Irwin, 2010, "Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 3103-3121.
• Arouri Mohamed El Hédi & Jawadi Fredj, 2010, "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1032-1043.
• Ryan Compton & Syeed Khan, 2010, "An examination of the stability of short-run Canadian stock predictability," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1293-1306.
• Kian-ping Lim & Chee-wooi Hooy, 2010, "The delay of stock price adjustment to information: A country-level analysis," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1609-1616.
• Liang Ding & Linh To, 2010, "The Forward Premium Puzzle Across Maturities," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1113-1119.
• Tho D.Q. Nguyen & Jian Wu, 2010, "Spillover impacts of the US macroeconomic news: Australian sectoral perspective," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1753-1771.
• Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010, "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2642-2655.
• Venus khim-sen Liew & Chin-hong Puah & Chee-keong Choong & Evan Lau, 2010, "Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1283-1292.
• Riccardo Lo Conte, 2010, "Debt and interest rates: lessons from european monetary union," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2732-2750.
• Iuliana Matei, 2010, "Contagion and causality: an empirical analysis on sovereign bond spreads," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1885-1896.
• Abd Halim Ahmad & Siti Nurazira Mohd Daud & W.N.W. Azman-Saini, 2010, "Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2987-2995.
• Yoichi Tsuchiya, 2010, "Linkages among precious metals commodity futures prices: evidence from Tokyo," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1772-1777.
• Bolong Cao & Shamila Jayasuriya & William Shambora, 2010, "Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1842-1851.
• Satish Kumar & Nupur Hetamsaria, 2010, "Relationship between future currency exchange rate and current currency futures prices," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1-20.
• George Milunovich & Ronald Ripple, 2010, "Crude Oil Volatility: Hedgers or Investors," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2877-2883.
• Masato Ubukata, 2010, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2906-2919.
• Kamel malik Bensafta, 2010, "Non-stationary Variance and Volatility Causality," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2920-2935.
• Bill M Woodland & Linda M Woodland, 2010, "Market Efficiency and the NHL totals betting market: Is there an under bias?," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 3122-3127.
• Robert Kollmann & Zeno Enders & Gernot J. Müller, 2010, "Global Banking and International Business Cycles," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-028, Aug.
• Cornelia Holthausen & Huw Pill, 2010, "The forgotten markets: How understanding money markets helps us to understand the financial crisis," Research Bulletin, European Central Bank, volume 9, pages 2-5.
• Angela Maddaloni & José-Luis Peydró, 2010, "Bank lending standards and the origins and implications of the current banking crisis," Research Bulletin, European Central Bank, volume 9, pages 6-9.
• Scheicher, Martin & Fontana, Alessandro, 2010, "An analysis of euro area sovereign CDS and their relation with government bonds," Working Paper Series, European Central Bank, number 1271, Dec.
• Tullio Jappelli, 2010, "Economic Literacy: An International Comparison," Economic Journal, Royal Economic Society, volume 120, issue 548, pages 429-451, November.
• Wu, Jin (Ginger) & Zhang, Lu, 2010, "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-18, Oct.
• Yilmaz, Kamil, 2010, "Return and volatility spillovers among the East Asian equity markets," Journal of Asian Economics, Elsevier, volume 21, issue 3, pages 304-313, June.
• Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 276-288, December.
• Christelis, Dimitris & Jappelli, Tullio & Padula, Mario, 2010, "Cognitive abilities and portfolio choice," European Economic Review, Elsevier, volume 54, issue 1, pages 18-38, January.
• Gençay, Ramazan & Gradojevic, Nikola, 2010, "Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence," Journal of Empirical Finance, Elsevier, volume 17, issue 2, pages 270-282, March.
• Le Pen, Yannick & Sévi, Benoît, 2010, "Volatility transmission and volatility impulse response functions in European electricity forward markets," Energy Economics, Elsevier, volume 32, issue 4, pages 758-770, July.
• Chorro, C. & Guégan, D. & Ielpo, F., 2010, "Martingalized historical approach for option pricing," Finance Research Letters, Elsevier, volume 7, issue 1, pages 24-28, March.
• Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010, "International portfolios, capital accumulation and foreign assets dynamics," Journal of International Economics, Elsevier, volume 80, issue 1, pages 100-112, January.
• Forbes, Kristin J., 2010, "Why do foreigners invest in the United States?," Journal of International Economics, Elsevier, volume 80, issue 1, pages 3-21, January.
• Evans, Martin D.D., 2010, "Order flows and the exchange rate disconnect puzzle," Journal of International Economics, Elsevier, volume 80, issue 1, pages 58-71, January.
• Hong, Yongmiao & Lin, Hai & Wang, Shouyang, 2010, "Modeling the dynamics of Chinese spot interest rates," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 1047-1061, May.
• Dana, R.A. & Le Van, C., 2010, "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Journal of Economic Theory, Elsevier, volume 145, issue 6, pages 2186-2202, November.
• Demirgüç-Kunt, Asli & Huizinga, Harry, 2010, "Bank activity and funding strategies: The impact on risk and returns," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 626-650, December.
• Bech, Morten L. & Atalay, Enghin, 2010, "The topology of the federal funds market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 22, pages 5223-5246, DOI: 10.1016/j.physa.2010.05.058.
• Cotter, John & Dowd, Kevin, 2010, "Intra-day seasonality in foreign exchange market transactions," International Review of Economics & Finance, Elsevier, volume 19, issue 2, pages 287-294, April.
• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010, "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_18, Aug.
• Mimo Draškovi?, 2010, "Uzroci globalne finansijske krize," Ekonomija Economics, Rifin d.o.o., volume 17, issue 1, pages 181-198.
• Milenko Popovi?, 2010, "Nepotpuno tržište i nerazvijenost doma?e ekonomije: Slu?aj Crne gore," Ekonomija Economics, Rifin d.o.o., volume 17, issue 1, pages 215-244.
• Monastiriotis, Vassilis & Zartaloudis, Sotirios, 2010, "Beyond the crisis: EMU and labour market reform pressures in good and bad times," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 53300, May.
• Lütz, Susanne & Kranke, Matthias, 2010, "The European rescue of the Washington Consensus? EU and IMF lending to Central and Eastern European countries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 53450, May.
• Vassilis Monastiriotis & Sotirios Zartaloudis, 2010, "Beyond the crisis: EMU and labour market reform pressures in good and bad times," LEQS – LSE 'Europe in Question' Discussion Paper Series, European Institute, LSE, number 23, Jun.
• Knebel Baggio, Daniel & Ferruz Agudo, Luis & Marco Sanjuán, Isabel, 2010, "¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 445-471, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Sánchez, Manuel, 2010, "La innovación financiera y la crisis mundial," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 759-770, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Bazdresch Parada, Carlos & Buira, Ariel & Calvo, Guillermo & Elizondo Almaguer, Everardo & Esquivel Hernández, Gerardo & Fernández, Eduardo & Hernández Trillo, Fausto & de Juan, Aristóbulo & Loser, Cl, 2010, "Análisis comparado sobre la crisis y los rescates financieros de México (1995) y los Estados Unidos (2008)," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 308, pages 773-828, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Hammoudeh, S.M. & Malik, F. & McAleer, M.J., 2010, "Risk management of precious metals," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-48, Jul.
• Bian, G. & McAleer, M.J. & Wong, W.-K., 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 21722, Dec.
• Dean Baker, 2010, "Responses to Criticisms of Taxes on Financial Speculation," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2010-01, Jan.
• Vassilis Monastiriotis & Sotirios Zartaloudis, 2010, "Beyond the crisis: EMU and labour market reform pressures in good and bad times," Europe in Question Discussion Paper Series of the London School of Economics (LEQs), London School of Economics / European Institute, number 3, Jun.
• Ajay Shah & Ila Patnaik, 2010, "Foreign Shareholding: A Decomposition Analysis," Working Papers, eSocialSciences, number id:3176, Nov.
• Ladislav Krištoufek, 2010, "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 315-329, November.
• Kamil Kladívko, 2010, "The Czech Treasury Yield Curve from 1999 to the Present," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 4, pages 307-335, November.
• Tomas Cipra, 2010, "Securitization of Longevity and Mortality Risk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 545-560, December.
• Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010, "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2010-04.
• Gary Gorton & Andrew Metrick, 2010, "Haircuts," Review, Federal Reserve Bank of St. Louis, volume 92, issue Nov, pages 507-520.
• Veronica Guerrieri & Peter Kondor, 2010, "Fund managers, career concerns, and asset price volatility," Staff Report, Federal Reserve Bank of Minneapolis, number 446.
• Dimitri Vayanos & Denis Gromb, 2010, "Limits of Arbitrage: The State of the Theory," FMG Discussion Papers, Financial Markets Group, number dp650, Mar.
• Amil Dasgupta & Andrea Prat & Michela Verardo, 2010, "Institutional Trade Persistence and Long-term Equity Returns," FMG Discussion Papers, Financial Markets Group, number dp661, Nov.
• Ranoua Bouchouicha, 2010, "Dépendance entre risques extrêmes : Application aux Hedge Funds," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), 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-Étienne (GATE Lyon St-Étienne), 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-Étienne (GATE Lyon St-Étienne), 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.
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• 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.
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