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

2008

• Piazzesi, Monika & Swanson, Eric T., 2008, "Futures prices as risk-adjusted forecasts of monetary policy," Journal of Monetary Economics, Elsevier, volume 55, issue 4, pages 677-691, May.
• Bianconi, Marcelo, 2008, "Heterogeneity, adverse selection and valuation with endogenous labor supply," International Review of Economics & Finance, Elsevier, volume 17, issue 1, pages 113-126.
• Leger, Lawrence & Leone, Vitor, 2008, "Changes in the risk structure of stock returns: Consumer Confidence and the dotcom bubble," Review of Financial Economics, Elsevier, volume 17, issue 3, pages 228-244, August.
• Stephen Fagan & Ramazan Gencay, 2008, "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_01, Jan.
• Mariano, Beatriz, 2008, "Do reputational concerns lead to reliable ratings?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24433, May.
• Guimaraes, Bernardo, 2008, "Optimal external debt and default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3604, Feb.
• Luigi Guiso & Tullio Jappelli, 2008, "Financial Literacy and Portfolio Diversification," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 0812, revised Oct 2008.
• claudio Michelacci & Fabiano Schivardi, 2008, "Does Idiosyncratic Business Risk Matter?," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 0813, revised Jul 2008.
• Dean Baker, 2008, "The Benefits of a Financial Transactions Tax," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2008-35, Dec.
• Poonam Gupta, 2008, "What Constrains Indian Manufacturing," Working Papers, eSocialSciences, number id:1597.
• Giulia PICCILLO, 2008, "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 ces09.02, Dec.
• Luigi Guiso & Tullio Jappelli, 2008, "Financial Literacy and Portfolio Diversification," Economics Working Papers, European University Institute, number ECO2008/31.
• Zdenìk Zmeškal, 2008, "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 261-275, August.
• Güray Küçükkocaoglu, 2008, "Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 46-84, April.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008, "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-07.
• Kristin J. Forbes, 2008, "Why do foreigners invest in the United States?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-27.
• Christopher J. Mayer & Karen M. Pence, 2008, "Subprime mortgages: what, where, and to whom?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-29.
• Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2008, "Cross-border returns differentials," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 921.
• James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2008, "The effect of the Term Auction Facility on the London inter-bank offered rate," Staff Reports, Federal Reserve Bank of New York, number 335.
• Enghin Atalay & Morten L. Bech, 2008, "The topology of the federal funds market," Staff Reports, Federal Reserve Bank of New York, number 354.
• Francis X. Diebold & Kamil Yilmaz, 2008, "Measuring financial asset return and volatility spillovers, with application to global equity markets," Working Papers, Federal Reserve Bank of Philadelphia, number 08-16.
• Dimitri Vayanos & Robin Greenwood, 2008, "Bond Supply and Excess Bond Returns," FMG Discussion Papers, Financial Markets Group, number dp607, Apr.
• Beatriz Mariano, 2008, "Do Reputational Concerns Lead to Reliable Ratings?," FMG Discussion Papers, Financial Markets Group, number dp613, Jun.
• Dimitri Vayanos & Paul Woolley, 2008, "An Institutional Theory of Momentum and Reversal," FMG Discussion Papers, Financial Markets Group, number dp621, Nov.

2007

• Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007, "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-09, Jun.
• Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007, "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-14, Aug.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-18, Aug.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007, "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-20, Aug.
• Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-21, Aug.
• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-22, Aug.
• Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007, "Slow Moving Capital," American Economic Review, American Economic Association, volume 97, issue 2, pages 215-220, May.
• Eric van Wincoop & Philippe Bacchetta, 2007, "Random Walk Expectations and the Forward Discount Puzzle," American Economic Review, American Economic Association, volume 97, issue 2, pages 346-350, May.
• Carl Chiarella & Giulia Iori & Josep Perello, 2007, "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Papers, arXiv.org, number 0711.3581, Nov.
• David Bolder & Tiago Rubin, 2007, "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers, Bank of Canada, number 07-13, DOI: 10.34989/swp-2007-13.
• David Bolder & Shudan Liu, 2007, "Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective," Staff Working Papers, Bank of Canada, number 07-49, DOI: 10.34989/swp-2007-49.
• Bertholon, H. & Alain Monfort & Fulvio Pegoraro, 2007, "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working papers, Banque de France, number 188.
• Alain Monfort & Fulvio Pegoraro, 2007, "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working papers, Banque de France, number 189.
• Fam, E., 2007, "Les crédits nouveaux à l’habitat consentis aux ménages en 2006," Bulletin de la Banque de France, Banque de France, issue 162, pages 49-54.
• John Cairns & Corrinne Ho & Robert McCauley, 2007, "Exchange rates and global volatility: implications for Asia-Pacific currencies," BIS Quarterly Review, Bank for International Settlements, March.
• Giuseppe Bertola & Stefan Hochguertel, 2007, "Household Debt and Credit: Economic Issues and Data Problems," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 36, issue 2, pages 115-146, July, DOI: 10.1111/j.1468-0300.2007.00181.x.
• Martin Lettau & Jessica A. Wachter, 2007, "Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium," Journal of Finance, American Finance Association, volume 62, issue 1, pages 55-92, February, DOI: 10.1111/j.1540-6261.2007.01201.x.
• Josh Lerner & Antoinette Schoar & Wan Wongsunwai, 2007, "Smart Institutions, Foolish Choices: The Limited Partner Performance Puzzle," Journal of Finance, American Finance Association, volume 62, issue 2, pages 731-764, April, DOI: 10.1111/j.1540-6261.2007.01222.x.
• Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007, "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, volume 62, issue 2, pages 877-915, April, DOI: 10.1111/j.1540-6261.2007.01226.x.
• Murray Carlson & Zeigham Khokher & Sheridan Titman, 2007, "Equilibrium Exhaustible Resource Price Dynamics," Journal of Finance, American Finance Association, volume 62, issue 4, pages 1663-1703, August, DOI: 10.1111/j.1540-6261.2007.01254.x.
• Philippe Aghion, 2007, "Croissance et finance," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 79-100.
• Copeland, Laurence & Zhu, Yanhui, 2007, "Rare Disasters and the Equity Premium in a Two-Country World," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/6, Mar.
• Roque B. Fernández & Celeste González & Sergio Pernice & Jorge M. Streb, 2007, "Loan and bond finance in Argentina, 1985-2005," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 343, Apr.
• Guimaraes, Bernardo, 2007, "Optimal external debt and default," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6035, Jan.
• Claessens, Stijn & Laeven, Luc & Feijen, Erik, 2007, "Political Connections and Preferential Access to Finance: The Role of Campaign Contributions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6045, Jan.
• Veronesi, Pietro & Pástor, LuboÅ¡ & Taylor, Lucian, 2007, "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6061, Jan.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2007, "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6076, Feb.
• Vayanos, Dimitri & Rabin, Matthew, 2007, "The Gambler's and Hot-Hand Fallacies: Theory and Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6081, Feb.
• Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007, "Slow Moving Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6117, Feb.
• Bacchetta, Philippe & van Wincoop, Eric, 2007, "Random Walk Expectations and the Forward Discount Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6122, Feb.
• Giannetti, Mariassunta & Yu, Xiaoyun, 2007, "Favouritism or Markets in Capital Allocation?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6124, Feb.
• Brunnermeier, Markus & Pedersen, Lasse Heje, 2007, "Market Liquidity and Funding Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6179, Mar.
• Prat, Andrea & Dasgupta, Amil & Verardo, Michela, 2007, "Institutional Trade Persistence and Long-Term Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6374, Jul.
• Guimaraes, Bernardo, 2007, "Currency Crisis Triggers: Sunspots or Thresholds?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6487, Sep.
• Sengmüller, Paul & Huberman, Gur & Dorn, Daniel, 2007, "Correlated Trading and Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6530, Oct.
• Bruno S. Frey & Daniel Waldenstrom, 2007, "Using Financial Markets to Analyze History: The Case of the Second World War," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2007-19, Oct.
• Gonzalo, Jesús & Olmo, José, 2007, "The impact of heavy tails and comovements in downside-risk diversification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070208, Feb.
• Gonzalo, J. & Olmo, J., 2007, "The impact of heavy tails and comovements in downside-risk diversification," Working Papers, Department of Economics, City St George's, University of London, number 07/02.
• Venus Khim-Sen Liew & Wing-Keung Wong & Zhuo Qiao, 2007, "Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model," Economics Bulletin, AccessEcon, volume 6, issue 27, pages 1-7.
• Quentin Wodon, 2007, "Constructing Fama-French Factors from style indexes: Japanese evidence," Economics Bulletin, AccessEcon, volume 7, issue 7, pages 1-10.
• Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2007, "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-11.
• Chi-Wei Su & Yahn-Shir Chen & Hsu-Ling Chang, 2007, "Stock Prices and Dividends in Taiwan Stock Market: Evidence Based on Time-Varying Present Value Model," Economics Bulletin, AccessEcon, volume 28, issue 2, pages 1.
• Yen-Hsien Lee & Chien-Liang Chiu, 2007, "The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan," Economics Bulletin, AccessEcon, volume 3, issue 22, pages 1-10.
• Tsangyao Chang & Yu-Chen Wei & Yang-Cheng Lu, 2007, "An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan," Economics Bulletin, AccessEcon, volume 3, issue 45, pages 1-11.
• Keiichiro Kobayashi & Kengo Nutahara, 2007, "Collateralized capital and news-driven cycles," Economics Bulletin, AccessEcon, volume 5, issue 18, pages 1-9.
• Wen-Hsiu Kuo & Liu-Hsiang Hsu & Ching-Chung Lin, 2007, "The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set," Economics Bulletin, AccessEcon, volume 7, issue 10, pages 1-14.
• Jose Luis de la Cruz & Elizabeth Ortega, 2007, "Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006)," Economics Bulletin, AccessEcon, volume 7, issue 11, pages 1-9.
• Chi-Wei Su & Yahn-Shir Chen & Hsu-Ling Chang, 2007, "Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model," Economics Bulletin, AccessEcon, volume 7, issue 4, pages 1-12.
• Yuri Khoroshilov & Anna Dodonova, 2007, "Buying Winners while Holding on to Losers: an Experimental Study of Investors' Behavior," Economics Bulletin, AccessEcon, volume 7, issue 8, pages 1-8.
• Kevin Aretz & David Peel, 2007, "Some implications of a quartic loss function," Economics Bulletin, AccessEcon, volume 7, issue 13, pages 1-7.
• Tao Wang, 2007, "Financial Constraints and the Risk-Return Relation," Economics Bulletin, AccessEcon, volume 7, issue 12, pages 1-12.
• Matei Demetrescu, 2007, "Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?," Economics Bulletin, AccessEcon, volume 7, issue 15, pages 1-8.
• Erdal Atukeren & Aylin Seçkin, 2007, "On the valuation of psychic returns to art market investments," Economics Bulletin, AccessEcon, volume 26, issue 5, pages 1-12.
• Morris, Richard & Schuknecht, Ludger, 2007, "Structural balances and revenue windfalls: the role of asset prices revisited," Working Paper Series, European Central Bank, number 737, Mar.
• Fratzscher, Marcel, 2007, "US shocks and global exchange rate configurations," Working Paper Series, European Central Bank, number 835, Nov.
• Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano, 2007, "Behavioral heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 1938-1970, June.
• Barnett, William A., 2007, "Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 457-482, February.
• Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007, "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, volume 73, issue 2, pages 251-277, November.
• Vayanos, Dimitri & Wang, Tan, 2007, "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 66-104, September.
• Desai, Mihir A. & Dyck, Alexander & Zingales, Luigi, 2007, "Theft and taxes," Journal of Financial Economics, Elsevier, volume 84, issue 3, pages 591-623, June.
• Puri, Manju & Robinson, David T., 2007, "Optimism and economic choice," Journal of Financial Economics, Elsevier, volume 86, issue 1, pages 71-99, October.
• Cotter, John, 2007, "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, volume 26, issue 8, pages 1338-1354, December.
• Campbell, John Y. & Cocco, Joao F., 2007, "How do house prices affect consumption? Evidence from micro data," Journal of Monetary Economics, Elsevier, volume 54, issue 3, pages 591-621, April.
• Campbell, John Y. & Nosbusch, Yves, 2007, "Intergenerational risksharing and equilibrium asset prices," Journal of Monetary Economics, Elsevier, volume 54, issue 8, pages 2251-2268, November.
• Venegas-Martínez, Francisco, 2007, "Mercados de notas estructuradas. Un análisis descriptivo y métodos de evaluación," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 295, pages 615-661, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Keiichiro KOBAYASHI & Kengo NUTAHARA, 2007, "Collateralized capital and News-driven cycles," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 07062, Dec.
• Luigi Guiso & Tullio Jappelli, 2007, "Information Acquisition and Portfolio Performance," Economics Working Papers, European University Institute, number ECO2007/45.
• Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2007, "Crashes and recoveries in illiquid markets," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0708, DOI: 10.26509/frbc-wp-200708.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007, "The affine arbitrage-free class of Nelson-Siegel term structure models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-20.
• Ravi Bansal, 2007, "Long-run risks and financial markets," Review, Federal Reserve Bank of St. Louis, volume 89, issue Jul, pages 283-300.
• Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007, "Arbitrage-free bond pricing with dynamic macroeconomic models," Review, Federal Reserve Bank of St. Louis, volume 89, issue Jul, pages 305-326.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Pierre-Olivier Weill & Dimitri Vayanos, 2007, "A Search-Based Theory of the On-the-Run Phenomenon," FMG Discussion Papers, Financial Markets Group, number dp577, Jan.
• Matthew Rabin & Dimitri Vayanos, 2007, "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers, Financial Markets Group, number dp578, Jan.
• Lasse Heje Pederson & Markus K Brunnermeier, 2007, "Market Liquidity and Funding Liquidity," FMG Discussion Papers, Financial Markets Group, number dp580, Feb.
• John Y. Campbell & Yves Nosbusch, 2007, "Intergenerational Risksharing and Equilibrium Asset Prices," FMG Discussion Papers, Financial Markets Group, number dp589, Feb.
• Drobyshevsky Sergey & Polevoy D., 2007, "Financial aspects of currency integration in CIS," Research Paper Series, Gaidar Institute for Economic Policy, issue 109P.
• Rose-Anne Dana & Cuong Le Van, 2007, "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-00188761, Jul.
• Chi-sang Tam & Ip-wing Yu, 2007, "Modelling Sovereign Bond Yield Curves of the US, Japan and Germany," Working Papers, Hong Kong Monetary Authority, number 0709, Jun.
• Campbell, John & Cocco, Joao, 2007, "How Do House Prices Affect Consumption? Evidence from Micro Data," Scholarly Articles, Harvard University Department of Economics, number 3122600.
• Nosbusch, Yves & Campbell, John, 2007, "Intergenerational Risksharing and Equilibrium Asset Prices," Scholarly Articles, Harvard University Department of Economics, number 3196340.
• Xiaodong Du & David A. Hennessy & William M. Edwards, 2007, "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 07-wp454, Oct.
• Richard T. Baillie & Claudio Morana, 2007, "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 11-2007, Mar.
• Biais, Bruno & Green, Richard, 2007, "The Microstructure of the Bond Market in the 20th Century," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 482, Aug.
• Cüneyt AKAR, 2007, "İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 253, pages 115-132.
• Tanya Araujo & Francisco Louçã, 2007, "The Seismography of Crashes in Financial Markets," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/05, Mar.
• Agustín Saade & Daniel Osorio & Dairo Estrada, 2007, "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, volume 3, issue 1, pages 75-105, January, DOI: 10.1007/s10436-006-0058-7.
• Stefano Athanasoulis & Oren Sussman, 2007, "Habit formation and the equity–premium puzzle: a skeptical view," Annals of Finance, Springer, volume 3, issue 2, pages 193-212, March, DOI: 10.1007/s10436-006-0041-3.
• Markus Glaser & Martin Weber, 2007, "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), volume 32, issue 1, pages 1-36, June, DOI: 10.1007/s10713-007-0003-3.
• Dennis Coates & Bonnie Wilson, 2007, "Interest group activity and long-run stock market performance," Public Choice, Springer, volume 133, issue 3, pages 343-358, December, DOI: 10.1007/s11127-007-9191-8.
• Dennis Coates & Jac Heckelman & Bonnie Wilson, 2007, "Determinants of interest group formation," Public Choice, Springer, volume 133, issue 3, pages 377-391, December, DOI: 10.1007/s11127-007-9195-4.
• Francis X. Diebold & Kamil Yılmaz, 2007, "Macroeconomic Volatility and Stock Market Volatility,World-Wide," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0711, Nov.
• Christian Hopp & Axel Dreher, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-172, Aug, DOI: 10.3929/ethz-a-005430983.
• Philippe BACCHETTA & Eric VAN WINCOOP, 2007, "Random Walk Expectations and the Forward Discount Puzzle," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 07.01, Jan.
• Lawrence A. Leger & Vitor Leone, 2007, "Changes in the risk structure of stock returns. Consumer Confidence and the Dotcom Bubble," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_15, Jun, revised Jun 2007.
• Vitor Leone & Lawrence A. Leger, 2007, "Generating Innovations in Economic Variables," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_19, Jul, revised Jul 2007.
• Muhammad Arshad Khan & Sajawal Khan, 2007, "Financial Sector Restructuring in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 12, issue Special E, pages 98-125, September.
• André Lemelin, 2007, "Bond Indebtedness in a Recursive Dynamic CGE Model," Cahiers de recherche, CIRPEE, number 0710.
• Hiona Balfoussia & Mike Wickens, 2007, "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 1, pages 205-236, February.
• Haitham A. Al-Zoubi & Aktham Maghyereh, 2007, "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 287-322, September.
• Eichberger, Jürgen & Spanjers, Willy, 2007, "Liquidity and ambiguity : banks or asset markets?," Papers, Sonderforschungsbreich 504, number 07-18.
• Paiella, Monica & Pozzolo, Alberto Franco, 2007, "Choosing Between Fixed and Adjustable Rate Mortgages," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07033, Apr.
• Rose-Anne Dana & Cuong Le Van, 2007, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07068, Jul, DOI: 10.1111/j.1467-9965.2010.00402.x.
• Mark Carey & René M. Stulz, 2007, "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1, September.
• Sebastian Edwards, 2007, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences," NBER Books, National Bureau of Economic Research, Inc, number edwa06-1, September.
• Kristin J. Forbes, 2007, "The Microeconomic Evidence on Capital Controls: No Free Lunch," NBER Chapters, National Bureau of Economic Research, Inc, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences".
• Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Lubos Pastor & Robert F. Stambaugh, 2007, "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers, National Bureau of Economic Research, Inc, number 12814, Jan.
• Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007, "Slow Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 12877, Jan.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2007, "Collective Risk Management in a Flight to Quality Episode," NBER Working Papers, National Bureau of Economic Research, Inc, number 12896, Feb.
• Lars Peter Hansen, 2007, "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12948, Mar.
• Monika Piazzesi & Martin Schneider, 2007, "Inflation Illusion, Credit, and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 12957, Mar.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13107, May.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2007, "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13108, May.
• Ravi Bansal, 2007, "Long-Run Risks and Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 13196, Jun.
• Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007, "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13245, Jul.
• Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007, "The Fundamentals of Commodity Futures Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13249, Jul.
• Rui Albuquerque & Neng Wang, 2007, "Agency Conflicts, Investment, and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 13251, Jul.
• Stefano DellaVigna, 2007, "Psychology and Economics: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 13420, Sep.
• Michael Greenstone, 2007, "Is the "Surge" Working? Some New Facts," NBER Working Papers, National Bureau of Economic Research, Inc, number 13458, Oct.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2007, "Wall Street and Silicon Valley: A Delicate Interaction," NBER Working Papers, National Bureau of Economic Research, Inc, number 13475, Oct.
• Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007, "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13504, Oct.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007, "The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13611, Nov.
• Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007, "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13625, Nov.
• John A. Tatom, 2007, "Why Is the Foreclosure Rate So High in Indiana?," NFI Reports, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-NFI-04, Aug.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1005-1033.
• Josef Lakonishok & Inmoo Lee & Neil D. Pearson & Allen M. Poteshman, 2007, "Option Market Activity," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 813-857.
• Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen, 2007, "Valuation in Over-the-Counter Markets," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 6, pages 1865-1900, November.
• Monica Paiella & Alberto Franco Pozzolo, 2007, "Choosing between Fixed- and Adjustable-Rate Mortgages," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Sumit Agarwal & Brent W. Ambrose, "Household Credit Usage", DOI: 10.1057/9780230608917_13.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007, "The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-029, Sep.
• Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007, "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-030, May.
• Singh, Bhupal, 2007, "Corporate choice for overseas borrowings: The Indian evidence," MPRA Paper, University Library of Munich, Germany, number 13220.
• Cifter, Atilla & Ozun, Alper, 2007, "Multiscale Systematic Risk: An Application on ISE-30," MPRA Paper, University Library of Munich, Germany, number 2484, Mar.
• Ozun, Alper & Cifter, Atilla, 2007, "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper, University Library of Munich, Germany, number 2711, Apr.
• Siddiqi, Hammad, 2007, "Rational Interacting Agents and Volatility Clustering: A New Approach," MPRA Paper, University Library of Munich, Germany, number 2984, Apr.
• Cotter, John & Dowd, Kevin, 2007, "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper, University Library of Munich, Germany, number 3502.
• Cotter, John, 2007, "Extreme risk in Asian equity markets," MPRA Paper, University Library of Munich, Germany, number 3536.
• Khan, Muhammad Arshad & khan, Sajawal, 2007, "Financial Sector Restructuring in Pakistan," MPRA Paper, University Library of Munich, Germany, number 4141, Aug.
• Tatom, John, 2007, "Why is the foreclosure rate so high in Indiana?," MPRA Paper, University Library of Munich, Germany, number 4674, Aug.
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• Tuysuz, Sukriye, 2007, "The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility," MPRA Paper, University Library of Munich, Germany, number 5381, Sep.
• Dionne, Georges & Harchaoui, Tarek, 2007, "Bank Capital, Securitization and Credit Risk: an Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 56693, revised 2007.
• McCauley, Joseph L., 2007, "Ito Processes with Finitely Many States of Memory," MPRA Paper, University Library of Munich, Germany, number 5811, Nov.
• Horobet, Alexandra & Ilie, Livia, 2007, "Regulation versus Competition on European Financial Markets," MPRA Paper, University Library of Munich, Germany, number 6133, Dec.
• Siddiqi, Hammad, 2007, "Stock Price Manipulation: The Role of Intermediaries," MPRA Paper, University Library of Munich, Germany, number 6374, Dec.
• Febrian, Erie & Herwany, Aldrin, 2007, "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 9632, Oct.
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• Arnaud de Bresson, 2007, "Le pôle de compétitivité Finance Innovation : à la conquête de nouveaux « talents »," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 177-183, DOI: 10.3406/ecofi.2007.4409.
• Giuseppe Bertola, 2007, "Finance and Welfare States in Globalising Markets," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Christopher Kent & Jeremy Lawson, "The Structure and Resilience of the Financial System".
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• John Cotter & Kevin Dowd, 2007, "Intra-day seasonality in foreign exchange market transactions," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1161, May.
• Andrea Coppola, 2007, "Forecasting Oil Price Movements: Exploiting the Information in the Future Market," CEIS Research Paper, Tor Vergata University, CEIS, number 100, Mar.
• Bonnie Wilson & Dennis Coates, 2007, "Interest Group Activity and Long-Run Stock Market Performance," Working Papers, Saint Louis University, Department of Economics, number 2007-02, Apr.
• Bonnie Wilson & Dennis Coates & Jac Heckelman, 2007, "Determinants of Interest Group Formation," Working Papers, Saint Louis University, Department of Economics, number 2007-03, Jun.
• Andreas Ziegler & Michael Schröder & Anja Schulz & Richard Stehle, 2007, "Multifaktormodelle zur Erklärung deutscher Aktienrenditen: Eine empirische Analyse," Schmalenbach Journal of Business Research, Springer, volume 59, issue 3, pages 355-389, May, DOI: 10.1007/BF03371701.
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• Jeff Dominitz & Charles F. Manski, 2007, "Expected Equity Returns and Portfolio Choice: Evidence from the Health and Retirement Study," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 369-379, 04-05.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 701-720, November.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• David Veredas, 2007, "Macro Surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136236.
• Guang Bi & David E. Giles, 2007, "An Application of Extreme Value Theory to U.S. Movie Box Office Returns," Econometrics Working Papers, Department of Economics, University of Victoria, number 0705, Jul.
• Antonella Basso & Stefania Funari, 2007, "DEA models for ethical and non ethical mutual funds with negative data," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 153, Jun.
• Solomon Tadesse, 2007, "Innovation, Information and Financial Architecture," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp877, Jun.