Research classified by Journal of Economic Literature (JEL) codes

2010

• Erich Harbrecht & Martin Wieland & Ralf Elsas & Ottmar Schneck, 2010, "Ist eine europäische Ratingagentur sinnvoll, und wie sollte sie organisiert sein?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 01, pages 03-11, January.
• Christoph Zeitler & Bernd Rudolph & Christian Kirchner & Christoph Kaserer & Markus Ferber, 2010, "Regulierung und Aufsicht der Banken: Brauchen wir Basel III?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 03, pages 03-20, February.
• Thiess Büttner, 2010, "Caveat Emptor: Gläubigerschutz ist keine Lösung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 05, pages 30-31, March.
• Thomas Mirow & Gunther Schnabl & Michael Knogler & Klaus-Jürgen Gern, 2010, "Auswirkungen der Krise auf Schwellenländer: Welches Entwicklungsmodell hat sich bewährt?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 06, pages 03-17, March.
• Hans-Bernd Schäfer, 2010, "Was wird aus Griechenland? Überlegungen zu einem Insolvenzrecht für internationale Staatsschulden," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 06, pages 18-25, March.
• Gerhard Illing, 2010, "Geld- und Fiskalpolitik in der Wirtschaftskrise," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 07, pages 10-16, April.
• Andre Horovitz & Martin Schütte & Barbara Hendricks & Sigrid Müller & Max Otte, 2010, "Ist ein Verbot von Wertpapier-Leerverkäufen bzw. ungedeckten Credit Default Swaps sinnvoll?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 63, issue 13, pages 03-18, July.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010, "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive, David K. Levine, number 661465000000000237, Oct.
• Paul De Grauwe, 2010, "The Financial Crisis and the Future of the Eurozone," Bruges European Economic Policy Briefings, European Economic Studies Department, College of Europe, number 21, Dec.
• Christian Espinosa Méndez, 2010, "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010, "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Regulaci�n y Valor en Riesgo," Borradores de Economia, Banco de la Republica, number 7272, Jul.
• Diego Alonso Agudelo Rueda, 2010, "Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 anos?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10654, Aug.
• Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010, "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi.
• Roberto J. Santillán Salgado, 2010, "Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)," Estudios Gerenciales, Universidad Icesi.
• Julián Benavides Franco* & Samuel Mongrut Montalván, 2010, "Governance Codes: Facts Or Fictions? A Study Of Governance Codes In Colombia," Estudios Gerenciales, Universidad Icesi.
• Florina Guadalupe Arredondo Trapero & Verónica Del Carmen Maldonado De Lozada & Jorge De La Garza García, 2010, "Consumers And Their Buying Decision Making Based On Price And Information About Corporate Social Responsibility (Csr).Case Study: Undergraduate Studen," Estudios Gerenciales, Universidad Icesi.
• Werner Kristjanpoller Rodríguez, 2010, "Análisis del efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Gustavo Adolfo Díaz Valencia, 2010, "Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos," Revista CIFE, Universidad Santo Tomás.
• Adolfo Carbal Herrera, 2010, "La valoracion economica de bienes y servicios ambientales como herramienta estrategica para la conservacion y uso sostenible de los ecosistemas," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Gladys Yaneth Marino Becerra & Inelia Medina Sandoval, 2010, "La administracion financiera: una utopia en las microempresas," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Danielle Tomta & Cesaire Chiatchoua, 2010, "Cadenas productivas y productividad de las Mipymes," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Miryam Romero Restrepo & Constanza Loreth Fajardo Calderón & Carlos A ndrés Vélez R omero, 2010, "Aspectos jurídicos y tributarios de la factura como título valor," Revista Criterio Libre, Universidad Libre - Sede Principal.
• José Joaquín Ortiz Bojacá, 2010, "La complejidad y la teoría contable," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Carlos Aldana & Felipe Aristizabal & Claudia Echavarría, 2010, "Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Andrea Patricia Alba & Nidia Remolina, 2010, "Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequenas y medianas empresas," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• María Rosa Álvarez Castrillón & Andr�s Ram�rez Hassan & Alejandro Rend�n Barrera, 2010, "La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009," Revista Ecos de Economía, Universidad EAFIT.
• Román Leonardo Villarreal Ramos, 2010, "El mercado de crédito colombiano, un análisis desde las reformas financieras," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.201.
• Carlo Alberto Magni, 2010, "ROE, Market Value Added e creazione di valore," Proyecciones Financieras y Valoración, Master Consultores, number 7532, Sep.
• LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010, "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010025, May.
• Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010, "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7666, Jan.
• Melitz, Jacques & Christev, Atanas, 2010, "EMU, EU, capital market integration and consumption smoothing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7776, Apr.
• Ortalo-Magné, François & Prat, Andrea, 2010, "Spatial Asset Pricing: A First Step," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7842, May.
• Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010, "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7893, Jun.
• Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin, 2010, "Winners and Losers in Housing Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7953, Aug.
• Ciccone, Antonio & Papaioannou, Elias, 2010, "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8056, Oct.
• Imbs, Jean & Favara, Giovanni, 2010, "Credit Supply and the Price of Housing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8129, Dec.
• Atanas CHRISTEV & Jacques MELITZ, 2010, "EMU, EU, Capital Market Integration and Consumption Smoothing," Working Papers, Center for Research in Economics and Statistics, number 2010-06.
• Veraart, Almut E.D., 2010, "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, volume 26, issue 2, pages 331-368, April.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010, "Winners and Losers in House Markets," Working Papers, Central Bank of Cyprus, number 2010-5, Jul.
• Marina Theodosiou, 2010, "Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps," Working Papers, Central Bank of Cyprus, number 2010-7, Sep.
• Mioara CHIRITA, 2010, "The Macroeconomic Outlook and the Impact of the Global Crisis in the Euro Area," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 131-136.
• Mihaela NICOLAU, 2010, "Financial Markets Interactions between Economic Theory and Practice," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
• Ioana-Veronica ALEXA & Gabriel-Iulian DAJBOG, 2010, "Financial Shortages Patterns - an Overview on Emerging Economies," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 79-86.
• Steffen Elstner & Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010, "Optimal Monetary Policy in a Monetary Union with Housing and Credit Market Heterogeneity," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 7.4B.
• Guglielmo Maria Caporale & Alessandro Girardi, 2010, "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 977.
• Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010, "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers, Deakin University, Department of Economics, number eco_2010_10, Jan, DOI: 10.1080/1540496X.2015.1061799.
• Mihaela Nicolau, 2010, "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
• Edward Tower & Wei Zheng, 2010, "Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude," Working Papers, Duke University, Department of Economics, number 10-12.
• Tim Bollerslev & Viktor Todorov, 2010, "Tails, Fears and Risk Premia," Working Papers, Duke University, Department of Economics, number 10-33.
• Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," Working Papers, Duke University, Department of Economics, number 10-37.
• GORMUS Sakir & GUNES, Sevcan, 2010, "Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 2.
• Biswa Nath Bhattacharyay, 2010, "Financing Asia’s Infrastructure : Modes of Development and Integration of Asian Financial Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 21883, Jan.
• Celia Reyes & Alellie Sobreviñas & Jeremy de Jesus, 2010, "The Impact of the Global Financial Crisis on Poverty in the Philippines," Finance Working Papers, East Asian Bureau of Economic Research, number 22808, Jan.
• Susan Thomas, 2010, "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers, East Asian Bureau of Economic Research, number 23028, Jan.
• Lovo, Stefano & Calcagno, Ricardo, 2010, "Preopening and equilibrium selection," HEC Research Papers Series, HEC Paris, number 927, Feb.
• Kapferer, Jean-Noël & Tabatoni, Olivier, 2010, "Is the luxury industry really a financier’s dream ?," HEC Research Papers Series, HEC Paris, number 935, Jun.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010, "Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-19, Oct.
• Duffie, Darrell & Li, Ada & Lubke, Theo, 2010, "Policy Perspectives on OTC Derivatives Market Infrastructure," Research Papers, Stanford University, Graduate School of Business, number 2046, Jan.
• Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J., 2010, "The Market Reaction to Corporate Governance Regulation," Research Papers, Stanford University, Graduate School of Business, number 2059, May.
• Barth, Mary E. & Gow, Ian D. & Taylor, Daniel J., 2010, "Non-GAAP and Street Earnings: Evidence from SFAS 123R," Research Papers, Stanford University, Graduate School of Business, number 2064, Sep.
• Dutta, Kabir K. & Babbel, David F., 2010, "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-10, Sep.
• Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2010, "The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-22, Jun.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2010, "An investigation of customer order flow in the foreign exchange market," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-11.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010, "Nominal Interest Rates and Stationarity," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-43.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010, "Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-107.
• Griffin, J.E. & Steel, M.F.J., 2010, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2594-2608, November.
• He, Zhongfang & Maheu, John M., 2010, "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2628-2640, November.
• Todorov, Viktor & Bollerslev, Tim, 2010, "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 220-235, August.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010, "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, volume 54, issue 5, pages 643-658, July.
• Ma, Chenghu & Wong, Wing-Keung, 2010, "Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR," European Journal of Operational Research, Elsevier, volume 207, issue 2, pages 927-935, December.
• Cotter, John & Hanly, Jim, 2010, "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, volume 32, issue 2, pages 432-441, March.

2009

• José Fajardo & Ernesto Mordecki, 2009, "Skewness Premium with Lévy Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-10, Mar.
• Ingmar Nolte & Valeri Voev, 2009, "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-16, Apr.
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009, "Stochastic volatility of volatility in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-25, Jul.
• Tim Bollerslev & Viktor Todorov, 2009, "Tails, Fears and Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-26, Jun.
• Alessandro Palandri, 2009, "The Effects of Interest Rate Movements on Assets’ Conditional Second Moments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-32, Jul.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
• David Autor & David Dorn, 2009, "This Job Is "Getting Old": Measuring Changes in Job Opportunities Using Occupational Age Structure," American Economic Review, American Economic Association, volume 99, issue 2, pages 45-51, May.
• Augustin Landier & David Sraer & David Thesmar, 2009, "Financial Risk Management: When Does Independence Fail?," American Economic Review, American Economic Association, volume 99, issue 2, pages 454-458, May.
• Clemens Sialm, 2009, "Tax Changes and Asset Pricing," American Economic Review, American Economic Association, volume 99, issue 4, pages 1356-1383, September, DOI: 10.1257/aer.99.4.1356.
• Douglas M. Gale & Shachar Kariv, 2009, "Trading in Networks: A Normal Form Game Experiment," American Economic Journal: Microeconomics, American Economic Association, volume 1, issue 2, pages 114-132, August.
• Joshua Coval & Jakub Jurek & Erik Stafford, 2009, "The Economics of Structured Finance," Journal of Economic Perspectives, American Economic Association, volume 23, issue 1, pages 3-25, Winter, DOI: 10.1257/jep.23.1.3.
• Paul Alagidede, 2009, "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, volume 11, issue 1, pages 37-53.
• Alain Kabundi & Idriss Mouchili, 2009, "Stock Market Integration: A South African Perspective," The African Finance Journal, Africagrowth Institute, volume 11, issue 2, pages 51-66.
• Lumengo Bonga-Bonga, 2009, "An Assessment of the Degree of South Africa's Financial Integration into the World Economy," The African Finance Journal, Africagrowth Institute, volume 11, issue 2, pages 67-79.
• Antoci, Angelo & Borghesi, Simone & Galeotti, Marcello, 2009, "Environmental Options and Technological Innovation: An Evolutionary Game Model," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 55289, DOI: 10.22004/ag.econ.55289.
• Morris, Brittany D. & Richardson, James W. & Frosch, Brian J. & Outlaw, Joe L. & Rooney, William L., , "Economic Feasibility of Ethanol Production from Sweet Sorghum Juice in Texas," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association, number 46852, DOI: 10.22004/ag.econ.46852.
• Mircea CIOLPAN, 2009, "New financial derivatives on Romanian market - contracts for difference," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 190-195, December.
• Ioan NISTOR & Maria ULICI, 2009, "Impact of financial crisis over the evolution of banks from the capital market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 22-31, December.
• Lect. Ph.D Stanciu Cristian Valeriu & Lect. Ph.D Rizescu Sabin & Prof. Ph.D Spulbar Cristi & Assoc. Prof. PhD Dracea Raluca, 2009, "A Model Dedicated To Forecast The Evolution Of The Real Economy And Financial Markets System From Romania Using Concepts From Open Systems Thermodinamics – Project Description," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13S, pages 19-26, November.
• Bogdan Dima & Laura Raisa MiloÅŸ, 2009, "Testing The Efficiency Market Hypothesis For The Romanian Stock Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-41.
• Manuel Illueca & Lars Norden & Gregory F. Udell, 2009, "Liberalization, Corporate Governance, and Savings Banks," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 17, Feb.
• Andrew W. Lo & Robert C. Merton, 2009, "Preface to the Annual Review of Financial Economics," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 1-17, November.
• Malcolm Baker, 2009, "Capital Market-Driven Corporate Finance," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 181-205, November.
• Paul A. Samuelson, 2009, "An Enjoyable Life Puzzling Over Modern Finance Theory," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 19-35, November.
• Xavier Gabaix, 2009, "Power Laws in Economics and Finance," Annual Review of Economics, Annual Reviews, volume 1, issue 1, pages 255-294, May.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," Working Papers, University of Heidelberg, Department of Economics, number 0543, Apr.
• Weber, Enzo, 2009, "Structural Conditional Correlation," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 434, Jan.
• Alejandro García & Andrei Prokopiw, 2009, "Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks," Discussion Papers, Bank of Canada, number 09-12, DOI: 10.34989/sdp-2009-12.
• Lana Embree & Tom Roberts, 2009, "Network Analysis and Canada's Large Value Transfer System," Discussion Papers, Bank of Canada, number 09-13, DOI: 10.34989/sdp-2009-13.
• Marco Taboga, 2009, "The riskiness of corporate bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 730, Oct.
• Benavides Guillermo & Capistrán Carlos, 2009, "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers, Banco de México, number 2009-01, Jan.
• Elizondo Rocío & Padilla Pablo & Bladt Mogens, 2009, "An Alternative Formula to Price American Options," Working Papers, Banco de México, number 2009-06, Aug.
• Muhammad Akbar & Shahid Ali & Faheera Tariq, 2009, "The Determinants Of Capital Structure In The Textile Sector Of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 1, issue 1, pages 15-19, April, DOI: ..
• Adnan Javed & Muhammad Rafiq & Uzma Atta & Muhammad Atiq, 2009, "Predictability Of Returns: A Case Study Of Karachi Stock Exchange, Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 1, issue 1, pages 25-28, April, DOI: ..
• Giuseppe Bruno & Riccardo De Bonis, 2009, "Do financial systems converge? New evidence from household financial assets in selected OECD countries," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008".
• Ingo Fender & Janet Mitchell, 2009, "The future of securitisation: how to align incentives," BIS Quarterly Review, Bank for International Settlements, September.
• Hui Guo, 2009, "Data Revisions And Out‐Of‐Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 81-97, January, DOI: 10.1111/j.1465-7295.2008.00169.x.
• Maria Kasch‐Haroutounian & Erik Theissen, 2009, "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 181-207, January, DOI: 10.1111/j.1468-036X.2007.00425.x.
• Asani Sarkar & Robert A. Schwartz, 2009, "Market Sidedness: Insights into Motives for Trade Initiation," Journal of Finance, American Finance Association, volume 64, issue 1, pages 375-423, February, DOI: 10.1111/j.1540-6261.2008.01437.x.
• Mark Grinblatt & Matti Keloharju, 2009, "Sensation Seeking, Overconfidence, and Trading Activity," Journal of Finance, American Finance Association, volume 64, issue 2, pages 549-578, April, DOI: 10.1111/j.1540-6261.2009.01443.x.
• Péter Kondor, 2009, "Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading," Journal of Finance, American Finance Association, volume 64, issue 2, pages 631-655, April, DOI: 10.1111/j.1540-6261.2009.01445.x.
• René M. Stulz, 2009, "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 349-390, May, DOI: 10.1111/j.1475-679X.2009.00327.x.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009, "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?," Working Paper, Norges Bank, number 2009/26, Nov.
• Kjell Bjørn Nordal & Randi Næs, 2009, "Mean reversion in profitability for non-listed firms," Working Paper, Norges Bank, number 2009/29, Dec.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009, "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers, Bank of England, number 372, Jun.
• Yasuo Hirose & Shinsuke Ohyama & Ken Taniguchi, 2009, "Identifying the Effect of Bank of Japan's Liquidity Provision on the Year-End Premium: A Structural Approach," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-6, Dec.
• Yasuo Hirose & Shinsuke Ohyama, 2009, "Identifying the Effect of Bank of Japan's Liquidity Facilities: The Case of CP Operations During Financial Turmoil," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-7, Dec.
• Jong-Ku Kang, 2009, "Herding in Financial Markets: Its Causes and Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 4, pages 118-165, December.
• Ekrem Tufan & Bahattin Hamarat, 2009, "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 45-60.
• Semra Karacaer & Yusuf Volkan Topuz, 2009, "The Effect of the Change in the Exchange Rate of US Dollars on the Market Index of Developing Countries: January 2001– November 2006 Period," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 1-18.
• Bekir Elmas & M.Sinan Temurlenk, 2009, "Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 43, pages 1-16.
• Daniella Acker & Nigel W. Duck, 2009, "On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/611, Nov.
• Mitja Stefancic, 2009, "A new framework for the analysis of contemporary financial markets: the need for pluralistic approaches," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, volume 3, issue 1, pages 90-107, November.
• Park, A. & Sabourian, H., 2009, "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0939, Oct.
• Parail, V., 2009, "Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0947, Nov.
• Jezek, M., 2009, "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0951, Dec.
• Mathias M. Siems & Michael C. Schouten, 2009, "The Evolution of Ownership Disclosure Rules across Countries," Working Papers, Centre for Business Research, University of Cambridge, number wp393, Dec.
• Rodolfo Apreda, 2009, "An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 398, Jun.
• Magdalena Morgese Borys & Petr Zemcik, 2009, "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp391, Sep.
• Jerome L. Stein, 2009, "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series, CESifo, number 2539.
• Falko Fecht & Kjell G. Nyborg & Jörg Rocholl, 2009, "The Price of Liquidity: Bank Characteristics and Market Conditions," CESifo Working Paper Series, CESifo, number 2576.
• Biswa N. Bhattacharyay, 2009, "Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis," CESifo Working Paper Series, CESifo, number 2803.
• Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb, 2009, "Early Warning System for Economic and Financial Risks in Kazakhstan," CESifo Working Paper Series, CESifo, number 2832.
• Giovanni Cespa & Xavier Vives, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series, CESifo, number 2839.
• Douglas Gale & Piero Gottardi, 2009, "Illiquidity and Under-Valuation of Firms," CESifo Working Paper Series, CESifo, number 2900.
• Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009, "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 01, pages 29-44, April.
• Silvia Schula & Hans-Günther Vieweg, 2009, "Perspectives For The Global Economy- The Aftermath Of The Financial Shocks: Report On The 2009 CESifo International Spring Conference," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 02, pages 43-51, July.
• Wim Naudé, 2009, "Fallacies about the Global Financial Crisis Harms Recovery in the Poorest Countries," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 04, pages 3-12, January.
• Olusanya Ajakaiye & Tayo Fakiyesi & Mutiu Oyinlola, 2009, "Impact of the Global Financial Crisis on the Social Services Sector in Ghana and Nigeria," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 04, pages 36-42, January.
• Rolf J. Langhammer & Doris Neuberger & Thorsten Polleit & Hermann A. Wagner & Irwin Collier, 2009, "G-20-Gipfel in London: ein Durchbruch zur Regulierung der Finanzmärkte?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 62, issue 11, pages 03-16, June.
• Georg Fahrenschon & Axel A. Weber & Theodor Weimer, 2009, "Die neue Architektur der internationalen Finanzwelt," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 62, issue 12, pages 06-10, June.
• Abdul Hakim & Michael McAleer, 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-179, Oct.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009, "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile, Central Bank of Chile, number 555, Dec.
• Dongming Zhu & John W. Galbraith, 2009, "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers, CIRANO, number 2009s-24, May.
• Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
• E. Otranto, 2009, "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200917.
• Vicent Aragó Manzana, 2009, "Teorías sobre cobertura con contratos de futuro," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Nelson Darío Díaz Gil, 2009, "Ranking Financiero: Herramienta Financiera Para Medir La Productividad De Las Empresas De Comercialización De Energía Eléctrica," Estudios Gerenciales, Universidad Icesi.
• María Ángeles Navarro Bailón & María Sicilia Pinero & Elena Delgado Ballester, 2009, "Efectos De La Comunicación Integrada De Marketing A Través De La Consistencia Estratégica: Una Propuesta Teórica Y Metodológica," Estudios Gerenciales, Universidad Icesi.
• Nelson Darío Díaz Gil, 2009, "Costes Normalizados Y Completos En La Prestación Del Servicio Eléctrico, Como Herramienta Para La Toma De Decisiones Empresariales," Estudios Gerenciales, Universidad Icesi.
• Catherine Fayad Hernández & Roberto Carlos Fortich Mesa & Ignacio Vélez - Pareja, 2009, "Proyección De La Tasa De Cambio De Colombia Bajo Condiciones De Ppa: Evidencia Empírica Usando Var," Estudios Gerenciales, Universidad Icesi.
• David Mauricio Rivera Palacio, 2009, "Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH," Revista de Economía del Rosario, Universidad del Rosario.
• Micheal Hudson, 2009, "Why the " Miracle of Compound Interest" leads to financial crises?," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8010, May.
• Marco Leonardo Penagos Rozo, 2009, "Incidencia del sector financiero en el conflicto económico: la formación bruta de capital en Colombia y el Prime Rate," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.218.
• Ignacio Velez-Pareja, 2009, "El mercado de acciones en Colombia: 1930-1998," Proyecciones Financieras y Valoración, Master Consultores, number 5517, May.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009, "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009002, Jan.
• HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.
• BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009, "Commonalities in the order book," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2195, Jan, DOI: 10.1007/s11408-009-0109-y.
• Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009, "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7225, Mar.
• Rydqvist, Kristian & Strebulaev, Ilya & Spizman, Joshua, 2009, "The Evolution of Aggregate Stock Ownership---A Unified Explanation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7356, Jul.
• Quadrini, Vincenzo & Jermann, Urban, 2009, "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7451, Sep.
• Vives, Xavier & Cespa, Giovanni, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7506, Oct.
• Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009, "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7614, Dec.