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

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.
• 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.
• 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.
• de Vilder, Robin G. & Visser, Marcel P., 2007, "Volatility Proxies for Discrete Time Models," MPRA Paper, University Library of Munich, Germany, number 4917, Sep.
• 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.
• Hans-Helmut Kotz & Reinhard H. Schmidt, 2007, "Les capitales financières : la place de Francfort et ses perspectives," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 157-175, DOI: 10.3406/ecofi.2007.4408.
• 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".
• Bernardo Guimaraes, 2007, "Optimal external debt and default," 2007 Meeting Papers, Society for Economic Dynamics, number 104.
• Urban Jermann & Vincenzo Quadrini, 2007, "Financial Innovations and Macroeconomic Volatility," 2007 Meeting Papers, Society for Economic Dynamics, number 50.
• Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2007, "Crashes and Recoveries in Illiquid Markets," 2007 Meeting Papers, Society for Economic Dynamics, number 981.
• John Cotter & Kevin Dowd, 2007, "The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1151, May.
• 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.
• Philippe Bacchetta & Eric van Wincoop, 2007, "Random Walk Expectations and the Forward Discount Puzzle," Working Papers, Swiss National Bank, Study Center Gerzensee, number 07.01, Jan.
• Tanya Araujo & Francisco Louca, 2007, "The geometry of crashes. A measure of the dynamics of stock market crises," Quantitative Finance, Taylor & Francis Journals, volume 7, issue 1, pages 63-74, DOI: 10.1080/14697680601019530.
• John M Maheu & Thomas H McCurdy, 2007, "Modeling foreign exchange rates with jumps," Working Papers, University of Toronto, Department of Economics, number tecipa-279, Feb.
• 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.
• Solomon Tadesse, 2007, "Financial Development and Technology," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp879, Jun.
• 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, DOI: 10.1111/j.0022-2879.2007.00009.x.
• Sethapong Watanapalachaikul & Sardar M. N. Islam, 2007, "Rational Speculative Bubbles in the Thai Stock Market: Econometric Tests and Implications," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-13, DOI: 10.1142/S0219091507000921.
• Hooi Hooi Lean & Russell Smyth, 2007, "Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 15-31, DOI: 10.1142/S0219091507000933.
• Lanfeng Kao, 2007, "Does Investors' Sophistication Affect Persistence and Pricing of Discretionary Accruals?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 33-50, DOI: 10.1142/S0219091507000945.
• Aktham I. Maghyereh & Haitham A. Al Zoubi & Haitham Nobanee, 2007, "Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 51-61, DOI: 10.1142/S0219091507000957.
• Garry Hobbes & Frewen Lam & Geoffrey F. Loudon, 2007, "Regime Shifts in the Stock–Bond Relation in Australia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 81-99, DOI: 10.1142/S0219091507000969.
• Hidenobu Okuda & Suvadee Rungsomboon, 2007, "The Effects of Foreign Bank Entry on the Thai Banking Market: Empirical Analysis from 1990 to 2002," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 101-126, DOI: 10.1142/S0219091507000970.
• Priscilla Liang, 2007, "Explaining the Risk/Return Mismatch of the MSCI China Index: A Systematic Risk Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 63-80, DOI: 10.1142/S0219091507000982.
• Cheng-Few Lee, 2007, "Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 127-155, DOI: 10.1142/S0219091507000994.
• Anlin Chen & Lanfeng Kao & Yi-Kai Chen, 2007, "Agency Costs of Controlling Shareholders' Share Collateral with Taiwan Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 173-191, DOI: 10.1142/S021909150700101X.
• Ying Huang & Feng Guo, 2007, "Asymmetric Effects on East Asian Financial Integration: Is There "Japanese Dominance"?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 193-214, DOI: 10.1142/S0219091507001021.
• John A. Anderson & Steven Li, 2007, "Calendar Spread Trading and the Efficiency of Australian Bank Accepted Bill Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 157-172, DOI: 10.1142/S0219091507001033.
• Mei-Maun Hseu & Huimin Chung & Erh-Yin Sun, 2007, "Price Discovery across the Stock Index Futures and the ETF Markets: Intra-Day Evidence from the S&P 500, Nasdaq-100 and DJIA Indices," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 215-236, DOI: 10.1142/S0219091507001045.
• Ahmad Zubaidi Baharumshah & Hooy Chee Wooi, 2007, "Exchange Rate Volatility and the Asian Financial Crisis: Evidence from South Korea and ASEAN-5," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 237-264, DOI: 10.1142/S0219091507001057.
• Jow-Ran Chang & Mao-Wei Hung & Cheng-Few Lee & Hsin-Min Lu, 2007, "The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 265-288, DOI: 10.1142/S0219091507001069.
• Michael E. Drew & Alastair Marsden & Madhu Veeraraghavan, 2007, "Does Idiosyncratic Volatility Matter? New Zealand Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 289-308, DOI: 10.1142/S0219091507001070.
• Changjiang Lu & Kemin Wang & Haiwei Chen & James Chong, 2007, "Integrating A- and B-Share Markets in China: The Effects of Regulatory Policy Changes on Market Efficiency," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 309-328, DOI: 10.1142/S0219091507001082.
• Yu Hsing, 2007, "Tests of the Functional Form, the Wealth Effect, Currency Substitution, and Capital Mobility for Taiwan's Money Demand Function," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 329-339, DOI: 10.1142/S0219091507001094.
• Marc Jegers & Kooyul Jung & Byungmo Kim, 2007, "The Difference Between Measuring Internal Funds Allocations in Groups and in Diversified Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 341-347, DOI: 10.1142/S0219091507001100.
• Iqbal Mansur & Steven J. Cochran & David Shaffer, 2007, "Foreign Exchange Volatility Shifts and Futures Hedging: An ICSS-GARCH Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 349-388, DOI: 10.1142/S0219091507001112.
• Mei-Ling Chen & Kai-Li Wang & Ya-Ching Sung & Fu-Lai Lin & Wei-Chuan Yang, 2007, "The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors' Decision Process," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 389-413, DOI: 10.1142/S0219091507001124.
• Sheng-Syan Chen & Tsai-Yen Chung & Kim Wai Ho & Cheng-Few Lee, 2007, "Intra-Industry Effects of Delayed New Product Introductions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 415-443, DOI: 10.1142/S0219091507001136.
• Alan T. Wang & Sheng-Yung Yang, 2007, "A Simplified Firm Value-Based Risky Discount Bond Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 445-468, DOI: 10.1142/S0219091507001148.
• Anthony Yanxiang Gu & Chauchen Yang, 2007, "Short Sales Constraints and Return Volatility: Evidence from the Chinese A and H Share Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 469-478, DOI: 10.1142/S021909150700115X.
• Jean L. Heck, 2007, "Establishing a Pecking Order for Finance Academics: Ranking of US Finance Doctoral Programs," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 479-490, DOI: 10.1142/S0219091507001161.
• William T. Lin & David S. Sun, 2007, "Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 491-518, DOI: 10.1142/S0219091507001173.
• Zhaohui Zhang & Howard Nemiroff & Jiamin Wang & Khondkar Karim, 2007, "Transitory Price Changes in the Chinese Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 519-540, DOI: 10.1142/S0219091507001185.
• Kyoko Nagata & Toyohiko Hachiya, 2007, "Earnings Management and the Pricing of Initial Public Offerings," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 541-559, DOI: 10.1142/S0219091507001197.
• Hung-Gay Fung & Qingfeng Wilson Liu & Gyoungsin Daniel Park, 2007, "Cross-Market Linkages of Taiwan Index Futures Contracts Listed on the Taiwan Futures Exchange and the Singapore Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 561-583, DOI: 10.1142/S0219091507001203.
• Wei Li & Steven Shuye Wang, 2007, "Ownership Restriction, Information Diffusion Speed, and the Performance of Technical Trading Rules in Chinese Domestic and Foreign Shares Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 585-617, DOI: 10.1142/S0219091507001215.
• Eichberger, Jürgen & Spanjers, Willy, 2007, "Liquidity and Ambiguity: Banks or Asset Markets?," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-18, Jun.
• Marsch, Katharina & Schmieder, Christian & Forster-van Aerssen, Katrin, 2007, "Banking consolidation and small businessfinance: empirical evidence for Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,09.
• Colarossi, Silvio & Zaghini, Andrea, 2007, "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/16.
• Bertola, Giuseppe, 2007, "Finance and welfare states in globalizing markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/31.
• Bertola, Giuseppe & Hochguertel, Stefan, 2007, "Household debt and credit: Economic issues and data problems," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/32.
• Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2007, "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/27.
• Rotfuß, Waldemar, 2007, "Options, Futures, and Other Derivatives in Russia: An Overview," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-059.
• Bruno S. Frey & Daniel Waldenstr�m, 2007, "Using Financial Markets to Analyze History: The Case of the Second World War," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 335, Oct.
• 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.
• Du, Xiaodong & Hennessy, David A. & Edwards, William M., 2007, "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 7700, DOI: 10.22004/ag.econ.7700.
• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 6061, Jan.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2007, "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers, Centre for Economic Policy Research, number 6076, Feb.
• Vayanos, Dimitri & Rabin, Matthew, 2007, "The Gambler's and Hot-Hand Fallacies: Theory and Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 6081, Feb.
• Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007, "Slow Moving Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 6117, Feb.
• Bacchetta, Philippe & van Wincoop, Eric, 2007, "Random Walk Expectations and the Forward Discount Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 6122, Feb.
• Giannetti, Mariassunta & Yu, Xiaoyun, 2007, "Favouritism or Markets in Capital Allocation?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6124, Feb.
• Brunnermeier, Markus & Pedersen, Lasse Heje, 2007, "Market Liquidity and Funding Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 6179, Mar.
• Prat, Andrea & Dasgupta, Amil & Verardo, Michela, 2007, "Institutional Trade Persistence and Long-Term Equity Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6374, Jul.
• Guimaraes, Bernardo, 2007, "Currency Crisis Triggers: Sunspots or Thresholds?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6487, Sep.
• Sengmüller, Paul & Huberman, Gur & Dorn, Daniel, 2007, "Correlated Trading and Returns," CEPR Discussion Papers, Centre for Economic Policy Research, 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.