Research classified by Journal of Economic Literature (JEL) codes

2012

• Dilip Madan, 2012, "A two price theory of financial equilibrium with risk management implications," Annals of Finance, Springer, volume 8, issue 4, pages 489-505, November, DOI: 10.1007/s10436-012-0200-7.
• Jürgen Huber & Michael Kirchler, 2012, "The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets," Experimental Economics, Springer;Economic Science Association, volume 15, issue 1, pages 89-105, March, DOI: 10.1007/s10683-011-9290-8.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012, "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 2, pages 179-215, June, DOI: 10.1007/s11408-012-0185-2.
• Nicholas Rueilin Lee, 2012, "Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 449-468, December, DOI: 10.1007/s11408-012-0195-0.
• David Downs & Z. Güner, 2012, "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 1, pages 167-183, January, DOI: 10.1007/s11146-010-9294-8.
• William Hardin & Gow-Cheng Huang & Kartono Liano, 2012, "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 2, pages 435-449, August, DOI: 10.1007/s11146-010-9276-x.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012, "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, volume 23, issue 2, pages 337-357, April, DOI: 10.1007/s11079-010-9194-9.
• John Turner & Wenwen Zhan, 2012, "Property rights and competing for the affections of Demos: the impact of the 1867 Reform Act on stock prices," Public Choice, Springer, volume 150, issue 3, pages 609-631, March, DOI: 10.1007/s11127-010-9719-1.
• John Goodell & Richard Bodey, 2012, "Price-earnings changes during US presidential election cycles: voter uncertainty and other determinants," Public Choice, Springer, volume 150, issue 3, pages 633-650, March, DOI: 10.1007/s11127-010-9720-8.
• Yoshie Saito, 2012, "The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 2, pages 149-175, February, DOI: 10.1007/s11156-010-0223-y.
• Shah Khalid & Wali Ullah & Fazli Rabbi, 2012, "Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1-2, pages 46-52, March-Jun.
• Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012, "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/03, Aug, revised Sep 2013.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012, "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 62-81.
• Nadezda Sinenko & Deniss Titarenko & Mikus Arins, 2012, "Latvian Financial Stress Index," Discussion Papers, Latvijas Banka, number 2012/01, Dec.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012, "A Reconsideration of Arrow-Lind: Risk Aversion, Risk Sharing, and Agent Choice," Cahiers de recherche, CIRPEE, number 1201.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012, "Risk Sharing in an Asymmetric Environment," Cahiers de recherche, CIRPEE, number 1236.
• Lora R. Todorova & Bodo Vogt, 2012, "Herding in a Laboratory Asset Market with a Rich Action Set," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 120022, Sep.
• Paul Alagidede & Theodore Panagiotidis, 2012, "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_04, Apr, revised Apr 2012.
• Dániel Holló, 2012, "A system-wide financial stress indicator for the Hungarian financial system," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2012/105.
• Adeline Saillard, 2012, "The role of complementarity and the financial liberalization in the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12038, Jun.
• Martin Širůček, 2012, "Effect of money supply on the Dow Jones Industrial Average stock index," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 60, issue 2, pages 399-408, DOI: 10.11118/actaun201260020399.
• J. Vermeulen, 2012, "Belgium’s progress towards SEPA – the Single Euro Payments Area," Economic Review, National Bank of Belgium, issue iii, pages 45-68, December.
• Blazej Mazur & Mateusz Pipien, 2012, "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers, Narodowy Bank Polski, number 124.
• John Geanakoplos & Lasse Heje Pedersen, 2012, "Monitoring Leverage," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Topography: Systemic Risk and Macro Modeling".
• Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2012, "The Housing Market(s) of San Diego," NBER Working Papers, National Bureau of Economic Research, Inc, number 17723, Jan.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2012, "Credit Supply and House Prices: Evidence from Mortgage Market Segmentation," NBER Working Papers, National Bureau of Economic Research, Inc, number 17832, Feb.
• Robert S. Harris & Tim Jenkinson & Steven N. Kaplan, 2012, "Private Equity Performance: What Do We Know?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17874, Feb.
• Farley Grubb, 2012, "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," NBER Working Papers, National Bureau of Economic Research, Inc, number 17997, Apr.
• Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein, 2012, "Endogenous Dividend Dynamics and the Term Structure of Dividend Strips," NBER Working Papers, National Bureau of Economic Research, Inc, number 18450, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18451, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Do prices reveal the presence of informed trading?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18452, Oct.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2012, "Building Castles in the Air: Evidence from Industry IPO Waves," NBER Working Papers, National Bureau of Economic Research, Inc, number 18555, Nov.
• Geert Bekaert & Alexander Popov, 2012, "On the Link Between the Volatility and Skewness of Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 18556, Nov.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1211, Aug.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Theories of Liquidity," Foundations and Trends(R) in Finance, now publishers, volume 6, issue 4, pages 221-317, November, DOI: 10.1561/0500000014.
• Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012, "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers, National Bank of Serbia, number 21, Jul.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2012, "Basics of Levy processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W06, Jun.
• Halmi Mirela, 2012, "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 809-815, July.
• Trenca Ioan & Mutu Simona & Petria Nicolae, 2012, "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 614-619, December.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012, "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-01, Jan.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
• Giovanni Cespa & Xavier Vives, 2012, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 2, pages 539-580.
• Hui Chen & Scott Joslin, 2012, "Generalized Transform Analysis of Affine Processes and Applications in Finance," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 7, pages 2225-2256.
• Oana Caliþoiu, 2012, "The Role of Stock Exchange in Romanian Market Capital Development," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1306-1310, May.
• Munteanu Irena, 2012, "The Leasing Market in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1559-1562, May.
• Georgeta VINTILA & Floriniþa DUCA, 2012, "The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1741-1744, May.
• Duca Floriniþa & Mihalache Raluca Andreea, 2012, "Corporate Governance Codes and their Implementation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1090-1093, Decembre.
• Radu Ioana & Sava Catalina Claudia, 2012, "Driving Economic Growth and Stock Market Liquidity through the Dynamics of the Mutual Fund Industry," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1341-1346, Decembre.
• Radu Ioana & Nistor Ioan Alin & Ciupac-Ulici Maria Lenuþa, 2012, "Main Determinants of the Mutual Funds Dynamics in Romania before and after the Financial Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1347-1352, Decembre.
• Bãtrînca Ghiorghe, 2012, "Practical Difficulties Generated by Cargo Description in Contracts for International Sale of Goods and Bills of Lading," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 5-9, Decembre.
• Birãu Felicia Ramona, 2012, "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-61, Decembre.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2012, "Basics of Levy processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 610, Jun.
• Eckhard Platen & Renata Rendek, 2012, "Approximating the numéraire portfolio by naive diversification," Journal of Asset Management, Palgrave Macmillan, volume 13, issue 1, pages 34-50, February, DOI: 10.1057/jam.2011.36.
• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2012, "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," International Economic Association Series, Palgrave Macmillan, chapter 1, in: Franklin Allen & Masahiko Aoki & Jean-Paul Fitoussi & Nobuhiro Kiyotaki & Roger Gordon & Joseph E. S, "The Global Macro Economy and Finance", DOI: 10.1057/9781137034250_2.
• Botos, Katalin, 2012, "‘Saving Capitalism from the Capitalists’," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 1, pages 140-148.
• Kovács, Levente, 2012, "Bank Taxes in the European Union," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 3, pages 332-346.
• Syeda Rabab Mudakkar & Jamshed Y. Uppal, 2012, "Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 399-417.
• Mohammad, Sulaiman D. & Naqvi, Syed Iqbal Hussain & Lal, Irfan & Zehra, Saba, 2012, "Arbitrage Price Theory (APT) and Karachi Stock Exchange (KSE)," MPRA Paper, University Library of Munich, Germany, number 106875, Feb.
• Simplice A, Asongu, 2012, "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," MPRA Paper, University Library of Munich, Germany, number 36055, Jan.
• De Silva, Dakshina & Pownall, Rachel A. J., 2012, "Going green: does it depend on education, gender, or income?," MPRA Paper, University Library of Munich, Germany, number 36465, Feb.
• Chen, Shiu-Sheng, 2012, "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper, University Library of Munich, Germany, number 36897, Feb.
• Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012, "EMU sovereign spreads and macroeconomic news," MPRA Paper, University Library of Munich, Germany, number 37200, Mar.
• Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2012, "Eliminating Laboratory Asset Bubbles by Paying Interest on Cash," MPRA Paper, University Library of Munich, Germany, number 37321, Mar.
• Bicchetti, David & Maystre, Nicolas, 2012, "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper, University Library of Munich, Germany, number 37486, Mar.
• Simplice A, Asongu, 2012, "Democracy and Stock Market Performance in African Countries," MPRA Paper, University Library of Munich, Germany, number 38168, Apr.
• Selcuk, Cemil, 2012, "Distressed sales and liquidity in OTC markets," MPRA Paper, University Library of Munich, Germany, number 38188, Apr.
• Stavarek, Daniel & Heryan, Tomas, 2012, "Day of the week effect in central European stock markets," MPRA Paper, University Library of Munich, Germany, number 38431, Apr.
• FOUNANOU, Mathurin/M & RATSIMALAHELO, Zaka/Z, 2012, "Regulation and supervision of microfinance institutions: an example of cooperative credit society," MPRA Paper, University Library of Munich, Germany, number 39581, Mar.
• Simplice A, Asongu, 2012, "Government quality determinants of stock market performance in African countries," MPRA Paper, University Library of Munich, Germany, number 39631, Jun.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2012, "Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010)
  [Interaction between the stock market and economic growth: An assessment of the Portuguese case (1993-2010)]," MPRA Paper, University Library of Munich, Germany, number 39808, Jul.
• Delatte, Anne-Laure & Lopez, Claude, 2012, "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," MPRA Paper, University Library of Munich, Germany, number 39860, Jul.
• Sinha, Pankaj & Goyal, Lavleen, 2012, "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper, University Library of Munich, Germany, number 40134, Jul.
• Sinha, Pankaj & Mathur, Kritika, 2012, "Evolution of security transaction tax in India," MPRA Paper, University Library of Munich, Germany, number 40165, Jun.
• Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012, "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper, University Library of Munich, Germany, number 40223, Jul.
• Barnett, William A. & Jawadi, Fredj, 2012, "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," MPRA Paper, University Library of Munich, Germany, number 40971, Aug.
• Lazarevski, Dimche & Mrsik, Jadranka, 2012, "Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits," MPRA Paper, University Library of Munich, Germany, number 41996, May.
• Luis Manuel, García Muñoz, 2012, "Collateral choice and the fundamental theorem of asset pricing," MPRA Paper, University Library of Munich, Germany, number 42451, Oct.
• Mukherjee, Dr. Kedar nath, 2012, "Corporate Bond Market in India: Current Scope and Future Challenges," MPRA Paper, University Library of Munich, Germany, number 42478, Jun.
• Vanini, Paolo, 2012, "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper, University Library of Munich, Germany, number 42536, Nov.
• Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012, "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
  [A GARCH model with autorregresive conditional asymmetry to model time-series: An application to the re," MPRA Paper, University Library of Munich, Germany, number 42548, Nov.
• Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012, "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper, University Library of Munich, Germany, number 42566, Nov.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012, "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper, University Library of Munich, Germany, number 42905, Nov.
• Rossi, Francesco, 2012, "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 43312, Nov, revised Nov 2012.
• Baumöhl, Eduard & Lyócsa, Štefan, 2012, "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper, University Library of Munich, Germany, number 43431, Dec.
• Lyócsa, Štefan & Baumöhl, Eduard, 2012, "Testing the covariance stationarity of CEE stocks," MPRA Paper, University Library of Munich, Germany, number 43432, Dec.
• Carney, Richard W. & Liu, Wai-Man (Raymond) & Ngo, Phong T. H., 2012, "Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance," MPRA Paper, University Library of Munich, Germany, number 43600, Oct.
• Kohonen, Anssi, 2012, "Transmission of Government Default Risk in the Eurozone," MPRA Paper, University Library of Munich, Germany, number 43823, Dec.
• Hoffmann, Peter, 2012, "A dynamic limit order market with fast and slow traders," MPRA Paper, University Library of Munich, Germany, number 44621, Jul, revised Jan 2013.
• Shumska, Svitlana & Stepanenko-Lypovyk, Bohdana, 2012, "Міжнародні Злиття Та Поглинання У Фінансовому Секторі: Світові Тенденції Та Особливості Прояву В Україні
  [International mergers and acquisitions in financial sector: global trends and theirs features in Ukraine]," MPRA Paper, University Library of Munich, Germany, number 48426, Dec, revised Jul 2013.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012, "Mutual influence of the exchange assets: practical aspects," MPRA Paper, University Library of Munich, Germany, number 50785, Feb.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012, "The necessity of stock markets information incorporation into the methodology of credit rating agencies," MPRA Paper, University Library of Munich, Germany, number 50790, Sep.
• Kozmenko, Olha & Kuzmenko, Olha, 2012, "The integration of the banking, insurance and reinsurance markets in Russia and Ukraine," MPRA Paper, University Library of Munich, Germany, number 50842, Oct.
• Wagner, Helmut & Matanovic, Eva, 2012, "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper, University Library of Munich, Germany, number 51204.
• Ahmed, Tehseen & Malik, Saif Ullah, 2012, "Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan," MPRA Paper, University Library of Munich, Germany, number 54737, Oct.
• Gulino, Salvatore, 2012, "Obsolescence Of The 30-Year Mortgage," MPRA Paper, University Library of Munich, Germany, number 55354, Mar.
• Sirucek, Martin, 2012, "Effect of money supply on the Dow Jones Industrial Average stock index," MPRA Paper, University Library of Munich, Germany, number 68167, revised 2012.
• Degiannakis, Stavros & Floros, Christos & Livada, Alexandra, 2012, "Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence," MPRA Paper, University Library of Munich, Germany, number 80463.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, University of Pretoria, Department of Economics, number 201228, Sep.
• Milan Bašta, 2012, "Wavelets and Estimation of Long Memory in Log Volatility and Time Series Perturbed by Noise," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2012, issue 2, pages 3-20, DOI: 10.18267/j.aop.360.
• Petr Dvořák, 2012, "Some Questions about Churning by Derivatives
  [K některým otázkám zjišťování churningu u derivátů]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2012, issue 4, pages 6-14, DOI: 10.18267/j.cfuc.2.
• Václav Leinweber, 2012, "Application of financial market approaches related to uncertainty into the area of Corporate Finance," Ekonomika a Management, Prague University of Economics and Business, volume 2012, issue 2, pages 24-36.
• Tomáš Buus, 2012, "What is Self-Influential Economic Theory?," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2012, issue 1, pages 28-40, DOI: 10.18267/j.efaj.13.
• Michel Boutillier & Nathalie Lévy & Valérie Oheix, 2012, "Un siècle et demi d’activité titres des banques commerciales américaines (un plaidoyer pour l’unité et la plasticité du système de financement)," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 49-70.
• Pierre Jacquet & Jean-Paul Pollin, 2012, "Systèmes financiers et croissance," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 77-108.
• Arnoud W. A. Boot & Matej Marinc, 2012, "La stabilité du secteur bancaire : gérer la négociabilité et la complexité," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 171-194.
• Błażej Mazur & Mateusz Pipień, 2012, "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 95-116, June.
• Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2012, "Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 3, pages 199-213, September.
• Frank Milne, 2012, "Economic Crises: The Impact On Australia And Canada," Working Paper, Economics Department, Queen's University, number 1296, Aug.
• Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012, "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-01, Jan.
• Jianfeng Yu, 2012, "Online Appendix to "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"," Online Appendices, Review of Economic Dynamics, number 10-230, Apr.
• Jianfeng Yu, 2012, "Code and data files for "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"," Computer Codes, Review of Economic Dynamics, number 10-230, revised .
• Jianfeng Yu, 2012, "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 3, pages 317-335, October, DOI: 10.1016/j.red.2012.04.001.
• Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012, "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers, Society for Economic Dynamics, number 1196.
• Josef Schroth, 2012, "Financial Crisis Resolution," 2012 Meeting Papers, Society for Economic Dynamics, number 617.
• Muhammad Farhan Malik & Muhammad Usman Qureshi & Muhammad Azeem, 2012, "Determination of Share Price: Evidence from Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 43, pages 97-114, March.
• Nawazish Mirza & Ayesha Afzal, 2012, "Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 55-86, June.
• Suhail Palakkod, 2012, "Integration of Capital, Commodity and Currency Markets: A Study on Volatility Spillover," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 87-100, June.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012, "Measuring Market Liquidity: An Introductory Survey," Working Paper series, Rimini Centre for Economic Analysis, number 02_12, Jan.
• Lucio Sarno & Paul Schneider & Christian Wagner, 2012, "Properties of Foreign Exchange Risk Premiums," Working Paper series, Rimini Centre for Economic Analysis, number 10_12, Mar.
• John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao, 2012, "Do Jumps Contribute to the Dynamics of the Equity Premium?," Working Paper series, Rimini Centre for Economic Analysis, number 47_12, Jun.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012, "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series, Rimini Centre for Economic Analysis, number 57_12, Jul.
• A. Noy Siackhachanh, 2012, "Strengthening the Financial System and Mobilizing Savings to Support More Balanced Growth in ASEAN+3," Working Papers on Regional Economic Integration, Asian Development Bank, number 94, Apr.
• Leonardo Becchetti & Nicola Ciampoli, 2012, "What is new in the finance-growth nexus: OTC derivatives, bank assets and growth," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 110-2012, Jun.
• Luís Gomes & Vasco Soares, 2012, "Dependência De Longo Prazo Em Retornos Accionistas: Modelação E Evidência Empírica Internacional," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 23/2012, Jan.
• Moawia Alghalith & Tracy Polius & Martin Franklin, 2012, "The Impact of the Exchange Rate on the Stock Market - L’impatto del tasso di cambio sul mercato azionario," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 495-502.
• Christophe Faugere, 2012, "Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market," Journal of Financial Transformation, Capco Institute, volume 34, pages 129-148.
• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
• Urban Jermann & Vincenzo Quadrini, 2012, "Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, volume 102, issue 1, pages 238-271, February.
• Urban Jermann & Vincenzo Quadrini, 2012, "Erratum: Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, volume 102, issue 2, pages 1186-1186, April.
• Asongu Simplice, 2012, "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 12/004, Jan.
• Ferto, Imre & Fogarasi, Jozsef, undated, "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122510, DOI: 10.22004/ag.econ.122510.
• Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012, "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 44, issue 3, pages 1-19, August, DOI: 10.22004/ag.econ.130273.
• Milne, Frank, 2012, "Economic Crises: The Impact on Australia and Canada," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274616, Aug, DOI: 10.22004/ag.econ.274616.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012, "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1231, Nov, revised 11 Nov 2012.
• Maria-Lenuta CIUPAC-ULICI, 2012, "Do structural break tests identify capital increase?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 114-120, December.
• Maria-Miruna POCHEA & Angela-Maria FILIP, 2012, "Identifying arbitrage opportunities on SIBEX market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 121-130, December.
• Ioan TRENCA & Eva DEZSI, 2012, "Financial contagion on the Romanian stock market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 27-36, December.
• Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN, 2012, "Stock markets liberalization affects volatility?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 45-51, December.
• Felicia Ramona Birău, 2012, "The Implications Of Liquidity Crises In The Context Of Emerging Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 189-193, April.
• İmre Ersoy, 2012, "Government debt vs. financial depth dilemma in developing countries: The case of Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 3, pages 345-362, September.
• Erdal Atukeren & Aylin Seçkin, 2012, "Determinants of sales rates at Turkish art auctions," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 4, pages 489-503, December.
• Philip Bond & Alex Edmans & Itay Goldstein, 2012, "The Real Effects of Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 339-360, October.
• Leonid Kogan & Dimitris Papanikolaou, 2012, "Economic Activity of Firms and Asset Prices," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 361-384, October.
• Martin Cherkes, 2012, "Closed-End Funds: A Survey," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 431-445, October.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012, "The Reactive Volatility Model," Papers, arXiv.org, number 1209.5190, Sep, revised Apr 2013.
• Pasquale Tridico, 2012, "Italy from economic decline to the current crisis," Working Papers, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro, number 0005, Sep.
• Mehmet Kerim Gokay & Zumrut Imamoglu & Baris Soybilgen, 2012, "Credit Crunch Or not? Case of Turkey during the Global Economic Crisis," Working Papers, Bahcesehir University, Betam, number 006, Apr.
• ?enol Emir & Hasan Din?er & Mehpare Timor, 2012, "A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 106-122, August.
• Cornelia Pop & Dragos Bozdog & Adina Calugaru, 2012, "A Frontier Market Case: Does Bucharest Stock Exchange Have A Leading Domestic Index?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012, "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers, Bank of Canada, number 12-35, DOI: 10.34989/swp-2012-35.
• Josef Schroth, 2012, "Financial Crisis Resolution," Staff Working Papers, Bank of Canada, number 12-42, DOI: 10.34989/swp-2012-42.
• Galo Nuño & Carlos Thomas, 2012, "Bank leverage cycles," Working Papers, Banco de España, number 1222, Jun.
• Marcello Pericoli, 2012, "Real term structure and inflation compensation in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 841, Jan.
• Marcello Pericoli, 2012, "Expected inflation and inflation risk premium in the euro area and in the United States," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 842, Jan.
• Arsalan Siraj Mir & Attaur Rahman, 2012, "Lead lag Relationship: Analysis of KSE," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 4, issue 2, pages 44-56, October, DOI: dx.doi.org/10.22547/BER/4.2.4.
• Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012, "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers, Bank for International Settlements, number 369, Jan.
• Claudio Borio, 2012, "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers, Bank for International Settlements, number 395, Dec.
• Fernando Borraz & Gerardo Licandro & Jorge Ponce, 2012, "Precios de viviendas. una metodología para evaluar desvíos respecto a sus fundamentos," Documentos de trabajo, Banco Central del Uruguay, number 2012016.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012, "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, volume 67, issue 5, pages 1723-1759, October, DOI: j.1540-6261.2012.01771.x.
• Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012, "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 3, pages 345-366, September, DOI: j.1813-6982.2012.01328.x.
• Anders C. Johansson, 2012, "China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets," The World Economy, Wiley Blackwell, volume 35, issue 7, pages 816-837, July, DOI: j.1467-9701.2012.01435.x.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012, "Identifying cross-sided liquidity externalities," Working Paper, Norges Bank, number 2012/20, Dec.
• Rupert de Vincent-Humphreys & Joseph Noss, 2012, "Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions," Bank of England Staff Working Paper series, Bank of England, number 455, Jun.
• Kartik Anand & Prasanna Gai & Sujit Kapadia & Simon Brennan & Matthew Willison, 2012, "A network model of financial system resilience," Bank of England Staff Working Paper series, Bank of England, number 458, Jul.
• David Aikman & Benjamin Nelson & Misa Tanaka, 2012, "Reputation, risk-taking and macroprudential policy," Bank of England Staff Working Paper series, Bank of England, number 462, Oct.
• Evangelos Benos & Satchit Sagade, 2012, "High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market," Bank of England Staff Working Paper series, Bank of England, number 469, Dec.
• Beum-Jo Park, 2012, "Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 3, pages 157-187, September.
• Doo Won Bang & Yun Woo Park, 2012, "The Nature and Determinants of the Loss Given Default of Residential Mortgage Loans: Evidence from the Apartment Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 4, pages 51-83, December.
• Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012, "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2012-12, Aug.
• C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012, "Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp841, Jul.
• Mehmet Adak, 2012, "The Istanbul Stock Exchange and Economic Growth," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 48, pages 13-30, January.
• Julien Barre & Alain Raybaut & Dominique Torre, 2012, "Banks Connectivity, Credit Risk Transfer and Stability of the Banking System," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 55, issue 1, pages 75-96.
• Michel Boutillier & Nathalie Lévy & Valérie Oheix, 2012, "Un siècle et demi d'activité titres des banques commerciales américaines Un plaidoyer pour l'unité et la plasticité du système de financement," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 49-70.
• Pierre Jacquet & Jean-Paul Pollin, 2012, "Systèmes financiers et croissance," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 77-110.
• Jonathan Peillex & Loredana Ureche-Rangau, 2012, "Création d'un indice boursier islamique sur la place financière de Paris : méthodologie et performance," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 289-314.
• Andres, P. & Harvey, A., 2012, "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1240, Sep.
• Walther, A., 2012, "Asset price manipulation with several traders," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1242, Oct.
• Koenig, P., 2012, "The effect of LNG on the rleationship between UK and Continental European natural gas markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1253, Dec.
• David Longworth, 2012, "Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 361, September.
• Jeremy Fraiberg, 2012, "Finding Common Cause: The Renewed Quest for a National Securities Regulator," e-briefs, C.D. Howe Institute, number 136, Jun.
• Joachim Ragnitz & Johannes Steinbrecher, 2012, "Finanzierungserfordernisse des sächsischen Handwerks: gegenwärtige Situation, Perspektiven und wirtschaftspolitische Implikationen," ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62, October.
• Rui Soares, 2012, "Debt-to-equity Swaps in Eurozone´s Banking Sector: Minor Short-term Pain for Substantial Long-term Gain," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 13, issue 02, pages 40-44, July.
• Georg Erber, 2012, "Eurobonds und Transferleistungen innerhalb der Eurozone," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 65, issue 01, pages 14-19, January.
• Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009, "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-187, Oct.
• Anna Creti & Marc Joëts & Valérie Mignon, 2012, "On the links between stock and commodity markets' volatility," Working Papers, CEPII research center, number 2012-20, Oct.
• Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers, CIRANO, number 2012s-05, Feb.
• Malay Kanti Roy & Hirak Ray & Tamojit Roy, 2012, "Benefits From International Diversification: Indian Experiences," Journal Articles, Center For Economic Analyses, pages 5-16, June.
• Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012, "Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 5.
• Daiver Cardona Salgado, 2012, "Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.