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

• 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, Centre for Economic Policy Research, number 7738, Mar.
• Kollmann, Robert & Müller, Gernot & Enders, Zeno, 2010, "Global Banking and International Business Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 7972, Sep.
• Fratzscher, Marcel & Straub, Roland, 2010, "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers, Centre for Economic Policy Research, number 8080, Oct.
• Fratzscher, Marcel & Straub, Roland & Saborowski, Christian, 2010, "Monetary Policy Shocks and Portfolio Choice," CEPR Discussion Papers, Centre for Economic Policy Research, 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.

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.
• Giuseppe Bertola & Anna Lo Prete, 2009, "Openness, Financial Markets and Policies: Cross-Country and Dynamic Patterns," Annals of Economics and Statistics, GENES, issue 95-96, pages 167-182.
• David Le Bris & Pierre-Cyrille Hautcoeur, 2009, "A Challenge to Triumphant Optimists? A New Index for the Paris Stock-Exchange (1854-2007)," Working Papers, Association Française de Cliométrie (AFC), number 09-02.
• Thi Hong Van Hoang, 2009, "Efficience informationnelle des marchés de l’or à Paris et à Londres, 1948-2008. Une vérification économétrique de la forme faible," Working Papers, Association Française de Cliométrie (AFC), number 09-09.
• Bashir Tijjani & David Power & Suzanne Fifield, 2009, "An Empirical Investigation of the Weak-Form of the Efficient Market Hypothesis for the Nigerian Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 11, issue 2, pages 1-27.
• Chevallier, Julien & Benoit, Sevi, 2009, "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 55834, Dec, DOI: 10.22004/ag.econ.55834.
• Quiggin, John, 2009, "Six Refuted Doctrines," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 151521, DOI: 10.22004/ag.econ.151521.
• Surendranath JORY & Mark PERRY & Thomas A. HEMPHILL, 2009, "Shanghai, Dubai, Mumbai Or Goodbye?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 4, pages 103-123, November.
• Michele Fratianni & Francesco Marchionne, 2009, "Rescuing Banks from the Effects of the Financial Crisis," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 30, Sep.
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009, "Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision," BANCARIA, Bancaria Editrice, volume 7, pages 24-42, July.
• Flavio Bazzana & Marco Palmieri, 2009, "Increasing the efficiency of bond covenants: a proposal for the Italian market," BANCARIA, Bancaria Editrice, volume 9, pages 39-58, September.
• Fabio Panetta & Paolo Angelini & Ugo Albertazzi & Francesco Columba & Wanda Cornacchia & Antonio Di Cesare & Andrea Pilati & Carmelo Salleo & Giovanni Santini, 2009, "Financial sector pro-cyclicality: lessons from the crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 44, Apr.
• Marcello Pericoli & Marco Taboga, 2009, "Bond risk premia, macroeconomic fundamentals and the exchange rate," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 699, Mar.
• Silvio Colarossi & Andrea Zaghini, 2009, "Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 710, May.
• Gouteron, S. & Fam, E., 2009, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 177, pages 75-81.
• John Quiggin, 2009, "Six Refuted Doctrines," Economic Papers, The Economic Society of Australia, volume 28, issue 3, pages 239-248, September, DOI: 10.1111/j.1759-3441.2009.00027.x.
• Gary Gorton, 2009, "The Subprime Panic," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 10-46, January, DOI: 10.1111/j.1468-036X.2008.00473.x.
• Silvio Colarossi & Andrea Zaghini, 2009, "Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission," International Finance, Wiley Blackwell, volume 12, issue 2, pages 151-170, August, DOI: 10.1111/j.1468-2362.2009.01241.x.
• Ľuboš Pástor & Robert F. Stambaugh, 2009, "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1583-1628, August, DOI: 10.1111/j.1540-6261.2009.01474.x.
• Zhijie Xiao, 2009, "Quantile Cointegrating Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 708, Jan.
• Giuliano Carroza Uzêda Iorio de Souza & Carlos Patrício Samanez, 2009, "Valuation of Discrete Barrier American Options," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 4, pages 503-521.
• Gunther Capelle-Blancard, 2009, "Les marchés dérivés sont-ils dangereux ?," Revue économique, Presses de Sciences-Po, volume 60, issue 1, pages 157-171.
• Odzaklieska Dragica, 2009, "Futures Contracts as an Instrument for Increasing the Portfolio Performances," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 237-244, May.
• Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009, "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers, CIRANO, number 2009s-06, Apr.
• Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers, CIRANO, number 2009s-28, Jun.
• Kang Shi & Juanyi Xu, 2009, "Entry cost, the Tobin tax, and noise trading in the foreign exchange market," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 4, pages 1501-1526, November, DOI: 10.1111/j.1540-5982.2009.01555.x.
• Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009041, Jun.
• Huizinga, Harry & Demirgüç-Kunt, Asli, 2009, "Bank Activity and Funding Strategies: The Impact on Risk and Return," CEPR Discussion Papers, Centre for Economic Policy Research, number 7170, Feb.
• Jappelli, Tullio & Haliassos, Michael & Hackethal, Andreas, 2009, "Financial Advisors: A Case of Babysitters?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7235, Mar.
• Buiter, Willem, 2009, "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," CEPR Discussion Papers, Centre for Economic Policy Research, number 7346, Jun.
• Vayanos, Dimitri & Wang, Jiang, 2009, "Liquidity and Asset Prices: A Unified Framework," CEPR Discussion Papers, Centre for Economic Policy Research, number 7410, Aug.
• Pedersen, Lasse Heje, 2009, "When Everyone Runs for the Exit," CEPR Discussion Papers, Centre for Economic Policy Research, number 7436, Aug.
• Vayanos, Dimitri & ,, 2009, "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 7547, Nov.
• Buiter, Willem, 2009, "Reversing unconventional monetary policy: technical and political considerations," CEPR Discussion Papers, Centre for Economic Policy Research, number 7605, Dec.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to granger causality," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093419, Jun.
• Gonzalo, Jesús & Olmo, José, 2009, "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094423, Jun.
• Liutang Gong & Yulei Luo & Heng-fu Zou, 2009, "Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates in Stochastic Production Economies," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 372.
• Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2009, "Measurement Error In Monetary Aggregates: A Markov Switching Factor Approach," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue S2, pages 381-412, September.
• John Geanakoplos & Stephen P. Zeldes, 2009, "Market Valuation of Accrued Social Security Benefits," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1711, Jun.
• Andreas Pfingsten, 2009, "Das Sub-Prime-Virus: Ursachen und Folgen der Finanzkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 14-24, DOI: 10.3790/vjh.78.1.40.
• Thorsten Klug & Hermann Locarek-Junge & Max Mihm, 2009, "Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 25-39, DOI: 10.3790/vjh.78.1.25.
• Eva Terberger, 2009, "Subprime-Krise, strukturierte Finanzierung und die Förderung der Mikrokreditvergabe," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 40-55, DOI: 10.3790/vjh.78.1.40.
• Manfred Weber & Mathias Brehe, 2009, "Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 96-113, DOI: 10.3790/vjh.78.1.96.
• Rolf Ketzler & Dorothea Schäfer, 2009, "Drohende Finanzierungsklemme bei Innovationen: rechtzeitig entgegensteuern," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 45, pages 772-783.
• Julien Chevallier & Benoît Sévi, 2009, "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-24.
• Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri, 2009, "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 162-168.
• Ching-Chun Wei, 2009, "An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1264-1275.
• Hock-Ann Lee & Kian-Ping Lim & Venus Khim-Sen Liew, 2009, "Is There Any International Diversification Benefits in ASEAN Stock Markets?," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 392-406.
• Shyh-Wei Chen & Chung-Hua Shen, 2009, "The random walk hypothesis revisited: evidence from the 16 OECD stock prices," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 286-302.
• Shiba Suzuki, 2009, "Risks after disasters: a note on the effects of precautionary saving on equity premiums," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 328-337.
• Mohamed Amine Boutaba, 2009, "Dynamic linkages among European carbon markets," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 499-511.
• Mohamed Amine Boutaba, 2009, "Investigating efficiency in the U.S sulfur dioxide permit market," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1308-1319.
• Matei Demetrescu, 2009, "Panel unit root testing and the martingale difference hypothesis for German stocks," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1749-1759.
• Arouri Mohamed el hédi & Jamel Jouini, 2009, "Analysis of structural breaks in the stock market integration of mexico into world," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1380-1392.
• Arouri Mohamed el hédi & Fouquau Julien, 2009, "On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 795-804.
• Juliana Caicedo-llano & Catherine Bruneau, 2009, "Co-movements of international equity markets: a large-scale factor model approach," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1466-1482.
• Juan Gabriel Brida & W. Adrian Risso, 2009, "Dynamic and Structure of the Italian stock market based on returns and volume trading," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2417-2423.
• 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.
• Jui-Cheng Hung, 2009, "The information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1-24.
• Jui-Cheng Hung & Ren-Xi Ni & Matthew C. Chang, 2009, "The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2592-2604.
• Hans Byström, 2009, "News aggregators, volatility and the stock market," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2673-2682.
• Dorrucci, Ettore & Meyer-Cirkel, Alexis & Santabárbara, Daniel, 2009, "Domestic financial development in emerging economies: evidence and implications," Occasional Paper Series, European Central Bank, number 102, Apr.
• FrancisX. Diebold & Kamil Yilmaz, 2009, "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, volume 119, issue 534, pages 158-171, January.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2009, "An arbitrage-free generalized Nelson--Siegel term structure model," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 33-64, November.
• Chiarella, Carl & Iori, Giulia, 2009, "The impact of heterogeneous trading rules on the limit order book and order flows," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 3, pages 525-537, DOI: 10.1016/j.jedc.2008.08.001.
• Baillie, Richard T. & Morana, Claudio, 2009, "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 8, pages 1577-1592, August.
• Buiter, Willem H., 2009, "Negative nominal interest rates: Three ways to overcome the zero lower bound," The North American Journal of Economics and Finance, Elsevier, volume 20, issue 3, pages 213-238, December.
• Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009, "A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 151-166, June.
• Xiao, Zhijie, 2009, "Quantile cointegrating regression," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 248-260, June.
• Lyons, Richard K. & Moore, Michael J., 2009, "An information approach to international currencies," Journal of International Economics, Elsevier, volume 79, issue 2, pages 211-221, November.
• Fratzscher, Marcel, 2009, "What explains global exchange rate movements during the financial crisis?," Journal of International Money and Finance, Elsevier, volume 28, issue 8, pages 1390-1407, December.
• Tihomir Domazet, 2009, "Hrvatska ekonomska politika i geoekonomika," Ekonomija Economics, Rifin d.o.o., volume 16, issue 2, pages 337-372.
• Primorac Žarko, 2009, "Buducnost bankarstva," Ekonomija Economics, Rifin d.o.o., volume 16, issue 2, pages 429-444.
• Dušan Zbašnik, 2009, "Osiguranje razvoja u procesu globalizacije," Ekonomija Economics, Rifin d.o.o., volume 16, issue 2, pages 675-689.