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

2009

• Harry M Markowitz (ed.), 2009, "Harry Markowitz:Selected Works," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6967, ISBN: ARRAY(0x5d0a4360), May.
• Harry M Markowitz, 2009, "Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "1952," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Rand [I] and The Cowles Foundation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Rand [II] and CACI," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "IBM's T. J. Watson Research Center," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Baruch College (CUNY) and Daiwa Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Harry Markowitz Company," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Gary Gorton & Andrew Metrick, 2009, "Securitized Banking and the Run on Repo," Yale School of Management Working Papers, Yale School of Management, number amz2358, Jul, revised 01 Sep 2009.
• Andrew Metrick & Gary Gorton, 2009, "Haircuts," Yale School of Management Working Papers, Yale School of Management, number amz2395, Aug, revised 01 Sep 2009.
• William Goetzmann & Luc Renneboog & Christophe Spaenjers, 2009, "Art and Money," Yale School of Management Working Papers, Yale School of Management, number amz2426, Nov, revised 01 Jan 2010.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2009, "Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/03.
• Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2009, "Financial advisors: A case of babysitters?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/04.
• Buiter, Willem H., 2009, "Housing wealth isn't wealth," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-56.
• 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.
• Rafael Fagundes Cagnin, 2009, "Inovações financeiras e institucionais do sistema de financiamento residencial americano," Brazilian Journal of Political Economy, FGV EAESP, volume 29, issue 3, pages 256-273, July.
• Paul Davidson, 2009, "Os riscos financeiros sistêmicos futuros podem ser quantificados? Processos estocásticos ergódicos vs não-eródicos," Brazilian Journal of Political Economy, FGV EAESP, volume 29, issue 4, pages 324-340, October.
• Simon Deakin & Ajit Singh, 2009, "The Stock Market, the Market for Corporate Control and the Theory of the Firm: Legal and Economic Perspectives and Implications for Public Policy," Chapters, Edward Elgar Publishing, chapter 9, in: Per-Olof Bjuggren & Dennis C. Mueller, "The Modern Firm, Corporate Governance and Investment".
• Dean Baker & Robert Pollin & Travis McArthur & Matt Sherman, 2009, "The Potential Revenue from Financial Transactions Taxes," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-50, Dec.
• Sayuri SHIRAI, 2009, "The Impact of the US Subprime Mortgage Crisis on the World and East Asia: Through Analyses of Cross-border Capital Movements," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number d013.
• Morten Balling (ed.), 2009, "Design, Structure and Implementation of a Modern Deposit Insurance Scheme," SUERF Studies, SUERF - The European Money and Finance Forum, number 2009/5, ISBN: ARRAY(0x761150f0), October.
• Giulia PICCILLO, 2009, "Asset prices and exchange rates: a time dependent approach," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces09.03, Jan.
• Douglas Gale & Piero Gottardi, 2009, "Illiquidity and Under-Valuation of Firms," Economics Working Papers, European University Institute, number ECO2009/38.
• Vít Bubák & Filip Žikeš, 2009, "Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 4, pages 334-359, Oktober.
• Ladislav Kristoufek, 2009, "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/26, Nov, revised Nov 2009.
• Julien Chevallier & Benoît Sévi, 2009, "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Working Papers, Fondazione Eni Enrico Mattei, number 2009.113, Dec.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009, "International portfolios, capital accumulation and foreign assets dynamics," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 27.
• Katheryn N. Russ & Diego Valderrama, 2009, "Financial Choice in a Non-Ricardian Model of Trade," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-27, Nov, DOI: 10.24148/wp2009-27.
• Monika Piazzesi & Martin Schneider, 2009, "Momentum traders in the housing market: survey evidence and a search model," Staff Report, Federal Reserve Bank of Minneapolis, number 422.
• Monika Piazzesi & Martin Schneider, 2009, "Inflation and the price of real assets," Staff Report, Federal Reserve Bank of Minneapolis, number 423.
• Nicola Cetorelli & Pietro F. Peretto, 2009, "Credit quantity and credit quality: bank competition and capital accumulation," Staff Reports, Federal Reserve Bank of New York, number 375.
• Willem Buiter, 2009, "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," FMG Discussion Papers, Financial Markets Group, number dp636, Jul.
• Dimitri Vayanos & Jiang Wang, 2009, "Liquidity and Asset Prices: A Unified Framework," FMG Discussion Papers, Financial Markets Group, number dp639, Jul.
• Jean-Luc Vila & Dimitri Vayanos, 2009, "A Preferred-Habitat Model of the Term Structure of Interest Rates," FMG Discussion Papers, Financial Markets Group, number dp641, Nov.

2008

• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
• Du, Xiaodong & Hennessy, David A. & Edwards, William M., 2008, "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6355, DOI: 10.22004/ag.econ.6355.
• Du, Xiaodong & Hennessy, David A. & Edwards, William M., 2008, "Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 44231, Oct, DOI: 10.22004/ag.econ.44231.
• Du, Xiaodong & Hennessy, David A., 2008, "The Planting Real Option in Cash Rent Valuation," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 6307, DOI: 10.22004/ag.econ.6307.
• Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per & Orregaard Nielsen, Morten, 2008, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273649, Jul, DOI: 10.22004/ag.econ.273649.
• Busch, Thomas & Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2008, "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273658, Oct, DOI: 10.22004/ag.econ.273658.
• Luminiþa Vochiþa, 2008, "Managing ambiguity of strategic alliances – the role of negotiations," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 117-124, April.
• J. Doyne Farmer & John Geanakoplos, 2008, "The virtues and vices of equilibrium and the future of financial economics," Papers, arXiv.org, number 0803.2996, Mar.
• Franz Fuerst & Gianluca Marcato, 2008, "Style Analysis In Real Estate Markets: Beyond The Sectors And Regions Dichotomy," ERES, European Real Estate Society (ERES), number eres2008_146, Jan.
• Erdinç Altay, 2008, "Herding in Capital Markets: Analysis of Herding Towards the Market in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 27-58.
• Doumayrou, B., 2008, "Entre concurrence et efficience : l’impact de la directive MIF sur la liquidité des marchés actions reste difficile à anticiper," Bulletin de la Banque de France, Banque de France, issue 169, pages 49-60.
• Fam, E., 2008, "Les crédits nouveaux à l’habitat consentis aux ménages en 2007," Bulletin de la Banque de France, Banque de France, issue 174, pages 43-48.
• Rui Albuquerue & Neng Wang, 2008, "Agency Conflicts, Investment, and Asset Pricing," Journal of Finance, American Finance Association, volume 63, issue 1, pages 1-40, February, DOI: 10.1111/j.1540-6261.2008.01309.x.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008, "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, volume 63, issue 1, pages 159-196, February, DOI: 10.1111/j.1540-6261.2008.01313.x.
• Francis A. Longstaff & Arvind Rajan, 2008, "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," Journal of Finance, American Finance Association, volume 63, issue 2, pages 529-563, April, DOI: 10.1111/j.1540-6261.2008.01330.x.
• Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2008, "Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?," Journal of Finance, American Finance Association, volume 63, issue 2, pages 709-742, April, DOI: 10.1111/j.1540-6261.2008.01329.x.
• Daniel Dorn & Gur Huberman & Paul Sengmueller, 2008, "Correlated Trading and Returns," Journal of Finance, American Finance Association, volume 63, issue 2, pages 885-920, April, DOI: 10.1111/j.1540-6261.2008.01334.x.
• Dimitri Vayanos & Pierre‐Olivier Weill, 2008, "A Search‐Based Theory of the On‐the‐Run Phenomenon," Journal of Finance, American Finance Association, volume 63, issue 3, pages 1361-1398, June, DOI: 10.1111/j.1540-6261.2008.01360.x.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2008, "Collective Risk Management in a Flight to Quality Episode," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2195-2230, October, DOI: 10.1111/j.1540-6261.2008.01394.x.
• Ľuboš Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008, "Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2859-2897, December, DOI: 10.1111/j.1540-6261.2008.01415.x.
• John Y. Campbell & Jens Hilscher & Jan Szilagyi, 2008, "In Search of Distress Risk," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2899-2939, December, DOI: 10.1111/j.1540-6261.2008.01416.x.
• Hiona Balfoussia, 2008, "An Affine Factor Model of the Greek Term Structure," Working Papers, Bank of Greece, number 72, May.
• Yuksel Gormez, 2008, "Banking in Turkey: History and Evolution," Working Papers, Bank of Greece, number 83, Jul.
• Atilla Cifter & Alper Ozun, 2008, "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 38, pages 1-24.
• Du Xiaodong & Hennessy David & Edwards William A., 2008, "Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 6, issue 2, pages 1-25, December, DOI: 10.2202/1542-0485.1238.
• Pesaran, M.H. & Zaffaroni, P., 2008, "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0813, Mar.
• Ajit Singh, 2008, "Stock Markets in Low and Middle Income Countries," Working Papers, Centre for Business Research, University of Cambridge, number wp377, Dec.
• Zhu, Yanhui & Copeland, Laurence, 2008, "The Credit Risk Premium in a Disaster-Prone World," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/13, Jul, revised Oct 2008.
• Bernardo Guimaraes, 2008, "Optimal External Debt and Default," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0847, Feb.
• Chiona Balfoussia & Michael Wickens & Michael R. Wickens, 2004, "Macroeconomic Sources of Risk in the Term Structure," CESifo Working Paper Series, CESifo, number 1329.
• Axel Dreher & Christian Hopp, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," CESifo Working Paper Series, CESifo, number 2082.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive, David K. Levine, number 122247000000002067, Apr.
• Giuseppe Bertola & Anna Lo Prete, 2008, "Openness, Financial Markets, and Policies: Cross-Country and Dynamic Patterns," Working Papers, Czech National Bank, Research and Statistics Department, number 2008/13, Dec.
• Alejandro Reveiz Herault & Carlos Eduardo Le�n Rinc�n, 2008, "�ndice representativo del mercado de deuda p�blica interna: IDXTES," Borradores de Economia, Banco de la Republica, number 4522, Feb.
• Alejandro Reveiz Herault, 2008, "Artificial Markets under a Complexity Perspective," Borradores de Economia, Banco de la Republica, number 4616, Apr.
• Freddy Hern�n Cepeda L�pez, 2008, "La topolog�a de redes como herramienta de Seguimiento en el sistema de Pagos de Alto Valor en Colombia," Borradores de Economia, Banco de la Republica, number 4676, May.
• Gloria Alonso Masmela & Juan Nic�las Hern�ndez & Jos� David Pulido & Martha Luc�a Villa, 2008, "Medidas Alternativas De Tasa De Cambio Real Para Colombia," Borradores de Economia, Banco de la Republica, number 4679, May.
• Bacchetta, Philippe & van Wincoop, Eric, 2008, "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 6648, Jan.
• Vayanos, Dimitri & Greenwood, Robin, 2008, "Bond Supply and Excess Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6694, Feb.
• Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2008, "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 6902, Jul.
• Michelacci, Claudio & Schivardi, Fabiano, 2008, "Does Idiosyncratic Business Risk Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6910, Jul.
• Buiter, Willem, 2008, "Housing Wealth isn't Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 6920, Jul.
• Vayanos, Dimitri & Woolley, Paul, 2008, "An Institutional Theory of Momentum and Reversal," CEPR Discussion Papers, Centre for Economic Policy Research, number 7068, Dec.
• Gonzalo, Jesús & Olmo, José, 2008, "Testing downside risk efficiency under market distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084321, Sep.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Chiarella, C. & Iori, G. & Perello, J., 2008, "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Working Papers, Department of Economics, City St George's, University of London, number 08/04.
• Gonzalo, J. & Olmo, J., 2008, "Testing Downside Risk Efficiency Under Market Distress," Working Papers, Department of Economics, City St George's, University of London, number 08/11.
• Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 331-353, June.
• De Jong, Frank, 2008, "Valuation of pension liabilities in incomplete markets," Journal of Pension Economics and Finance, Cambridge University Press, volume 7, issue 3, pages 277-294, November.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.
• Batsch, Laurent (ed.), 2008, "Les déterminants du coût du capital des petites capitalisations : application aux segments B et C de la Bourse de Paris," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/121.
• Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2008, "No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 38, Jul.
• Poonam Gupta & Rana Hasan & Utsav Kumar, 2008, "What Constrains Indian Manufacturing?," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22162, Jan.
• Sandrine LARDIC & Karine MICHALON & François DOSSOU, 2008, "Can earnings forecasts be improved by taking into account the forecast bias?," Economics Bulletin, AccessEcon, volume 7, issue 11, pages 1-20.
• Yu-Lieh Huang & Chia-Wen Ho, 2008, "Demarcating stable and turbulent regimes in Taiwan's stock market," Economics Bulletin, AccessEcon, volume 3, issue 35, pages 1-11.
• Gerhard Kling, 2008, "Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany," Economics Bulletin, AccessEcon, volume 7, issue 2, pages 1-7.
• Sergio Da Silva & Roberto Meurer & Caio Guttler, 2008, "Is the Brazilian stockmarket efficient?," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-16.
• Sichong Chen, 2008, "Exploring the driving force and price adjustment of the J-REIT market," Economics Bulletin, AccessEcon, volume 7, issue 4, pages 1-9.
• Shyh-Wei Chen, 2008, "Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries," Economics Bulletin, AccessEcon, volume 3, issue 11, pages 1-11.
• Tsangyao Chang & Wen-Chi Liu, 2008, "Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests," Economics Bulletin, AccessEcon, volume 3, issue 34, pages 1-12.
• Chi-Wei Su & Ya-Wen Chang & Yahn-Shir Chen & Hsu-Ling Chang, 2008, "The Relationship between Stock Price and EPS: Evidence Based on Taiwan Panel Data," Economics Bulletin, AccessEcon, volume 3, issue 30, pages 1-12.
• Sergio Da Silva & Mauricio Nunes, 2008, "Explosive and periodically collapsing bubbles in emerging stockmarkets," Economics Bulletin, AccessEcon, volume 3, issue 46, pages 1-18.
• Andrea Morone, 2008, "Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment," Economics Bulletin, AccessEcon, volume 3, issue 40, pages 1-7.
• Marielle de Jong & Gilbert Cette, 2008, "The rocky ride of break-even inflation rates," Economics Bulletin, AccessEcon, volume 5, issue 31, pages 1-8.
• Duc NGUYEN, 2008, "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, volume 6, issue 10, pages 1-10.
• Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008, "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, volume 7, issue 6, pages 1-12.
• Terence Tai-Leung Chong & Sheung Tat Chan, 2008, "Structural Change in the Efficiency of the Japanese Stock Market after the Millennium," Economics Bulletin, AccessEcon, volume 7, issue 7, pages 1-7.
• Gueorgui I. Kolev, 2008, "Forecasting aggregate stock returns using the number of initial public offerings as a predictor," Economics Bulletin, AccessEcon, volume 7, issue 13, pages 1-8.