Research classified by Journal of Economic Literature (JEL) codes

2010

• Schulz, Frowin C., 2010, "Explaining time-varying risk of electricity forwards: trading activity and news announcements," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 8/10.
• Lischewski, Judith & Voronkova, Svitlana, 2010, "Size, value and liquidity: Do they really matter on an emerging stock market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-070.
• Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-16, Apr.
• Nikolaus Hautsch & Mark Podolskij, 2010, "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-29, Jul.
• Rasmus Tangsgaard Varneskov, 2010, "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-39, Aug.
• Nektarios Aslanidis & Charlotte Christiansen, 2010, "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-55, Aug.
• Tim Bollerslev & Viktor Todorov, 2010, "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-64, Sep.
• Almut E. D. Veraart, 2010, "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-65, Sep.
• Nektarios Aslanidis & Isabel Casas, 2010, "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-71, 10.
• Yuan-Ming Lee & Kuan-Min Wang, 2010, "The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 12, issue 28, pages 606-633, June.
• Umar Bida Ndako, 2010, "Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa," The African Finance Journal, Africagrowth Institute, volume 12, issue 2, pages 72-92.
• Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo, 2010, "Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 75-97.
• Lect. Sanda Constantin Ph.D & Lect. Dana Adriana Lupşa-Tătaru Ph. D, 2010, "Capital Markets And The Cost Of Capital," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 38, pages 1-6, May.
• Ioan NISTOR & Maria ULICI, 2010, "Banking crisis. Case of U.S. banks versus UK banks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 26-34, May.
• Dorina POANTA & Vera MORARIU, 2010, "Trends and expectations regarding lending activity," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 53-59, May.
• Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP, 2010, "Options evaluation - Black-Scholes model vs. binomial options pricing model," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 137-146, December.
• Cristina CURUTIU BALINT, 2010, "The correlation between the macroeconomic variables and the Bucharest stock exchange share prices," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 189-195, December.
• Luca RICCETTI, 2010, "Minimum Tracking Error Volatility," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 340, Apr.
• PIROVANO, Mara, 2010, "Financial integration, monetary policy and stock prices: Empirical evidence for the new EU member states," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2010024, Oct.
• Alina Camelia Sargu, 2010, "The Impact of the European Financial Integration Process and Other International Tendencies on the Romanian Stock Market," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Alberto Burchi, 2010, "Hedge funds regulation towards new challenges," BANCARIA, Bancaria Editrice, volume 11, pages 65-75, November.
• Beatriz García & Juan M. Garcia Lara & Fenando Penalva, 2010, "Accounting Conservatism and Firm Investment Efficiency," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1004, Jan, revised Jan 2010.
• Paola Paiardini, 2009, "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0908, Oct.
• Cristina Curutiu, 2010, "WILL THE ROMANIAN SMEs BE LISTED ON THE BUCHAREST STOCK EXCHANGE?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010, "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series, Central Bank of Brazil, Research Department, number 229, Dec.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2010, "Banking competition, collateral constraints and optimal monetary policy," Working Papers, Banco de España, number 1001, Feb.
• Marco Taboga, 2010, "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 780, Dec.
• Gómez-Pineda, Javier G., 2010, "El mercado de bonos," Chapters, Banco de la Republica de Colombia, chapter 8, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de acciones," Chapters, Banco de la Republica de Colombia, chapter 9, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de derivados," Chapters, Banco de la Republica de Colombia, chapter 10, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Javier G. Gómez-Pineda, 2010, "Dinero, banca y mercados financieros. Los países emergentes en la economía global," Books, Banco de la Republica de Colombia, number 2010-05, ISBN: ARRAY(0x8a480bd0), June, DOI: 10.32468/Ebook.682-773-7.
• Salman Ahmad & Mohammad Gul & Gohar Saeed, 2010, "Effects Of Interest Rates On Stock Market Capitalization," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 1, pages 18-22, April, DOI: ..
• Muhammad Akbar & Shahid Ali, 2010, "A Test Of The Validity Of The CAPM In Pakistani Equity Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 1, pages 23-28, April, DOI: ..
• Muhammad Atiq & Muhammad Rafiq & Roohullah, 2010, "Factors Affecting Stock Prices: A Case Study Of Karachi Stock Exchange," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 1, pages 7-12, April, DOI: ..
• Muhammad Akbar & Muhammad Kamran Khan & Shahid Ali, 2010, "The Relationship between EVA and Stock Returns: Empirical Evidence from KSE," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 2, pages 1-5, October, DOI: ..
• Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010, "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 185, pages 63-106, April - J.
• Ana Manola & Branko Uroševic, 2010, "Option-Based Valuation Of Mortgage-Backed Securities," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 186, pages 42-66, July – Se.
• Sanvi Avouyi-Dovi & Julien Idier., 2010, "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers, Banque de France, number 278.
• Fran cois Le Grand & Xavier Ragot, 2010, "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," Working papers, Banque de France, number 302.
• Wei Chen & J L Ford, 2010, "Volatility and the Hedging Effectiveness of China Fuel Oil Futures," Discussion Papers, Department of Economics, University of Birmingham, number 10-15, Apr.
• Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010, "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 381-396, August, DOI: 10.1111/j.1468-0475.2009.00495.x.
• Gerard Hoberg & Gordon Phillips, 2010, "Real and Financial Industry Booms and Busts," Journal of Finance, American Finance Association, volume 65, issue 1, pages 45-86, February, DOI: 10.1111/j.1540-6261.2009.01523.x.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010, "Sell‐Side School Ties," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1409-1437, August, DOI: 10.1111/j.1540-6261.2010.01574.x.
• David Abad & Roberto Pascual, 2010, "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 33, issue 1, pages 45-75, March, DOI: 10.1111/j.1475-6803.2010.01262.x.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010, "Why do firms pay for liquidity provision in limit order markets?," Working Paper, Norges Bank, number 2010/12, Jun.
• Kjell Bjørn Nordal & Randi Næs, 2010, "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper, Norges Bank, number 2010/31, Dec.
• Jong-Ku Kang, 2010, "Empirical Estimation of Banks' Herding in the Korean Loan Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 1, pages 1-36, March.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010, "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 45, pages 59-95.
• Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010, "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, volume 11, issue 3, pages 381-396, August, DOI: 10.1111/j.1468-0475.2009.00495.x.
• Zsolt Darvas & Jakob von Weizsäcker, 2010, "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions, Bruegel, number 379, Feb.
• Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010, "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 2, pages 113-139.
• Fábio Augusto Reis Gomes & Vicente Cresto, 2010, "Long-Short Fund Performance Evaluation in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 505-529.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 3/4, pages 457-480.
• Parail, V., 2010, "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1059, Nov.
• Schouten, M.C., 2010, "The Mechanism of Voting Efficiency," Working Papers, Centre for Business Research, University of Cambridge, number wp410, Sep.
• Rodolfo Apreda, 2010, "The pricing of financial assets in the physical world of finance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 427, Aug.
• Francois Ortalo-Magne & Andrea Prat, 2010, "Spatial Asset Pricing: A First Step," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 546, Apr.
• Jerome L. Stein, 2010, "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series, CESifo, number 2924.
• Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010, "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series, CESifo, number 2932.
• Guglielmo Maria Caporale & Alessandro Girardi, 2010, "Price Formation on the EuroMTS Platform," CESifo Working Paper Series, CESifo, number 2938.
• António Afonso & Christophe Rault, 2010, "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series, CESifo, number 3155.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010, "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series, CESifo, number 3235.
• Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series, CESifo, number 3281.
• Emilios Avgouleas, 2010, "The Regulation of Short Sales and its Reform," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 24-27, April.
• Andrea Resti & Andrea Sironi, 2010, "What Future for Basel II?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 3-7, April.
• Phoebus Athanassiou, 2010, "The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 8-13, April.
• Martin Hellwig, 2010, "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 02, pages 40-46, July.
• Donatella Gatti & Anne-Gael Vaubourg, 2010, "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 37-43, April.
• Riccardo Revelli, 2010, "Italy: Inching Out of the Global Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 44-54, April.
• Dilip K. Das, 2010, "The Global Economy: Recovering from the Edge of a Financial And Economic Abyss," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 55-61, April.
• Augustin Kwasi Fosu, 2010, "Africa's Economic Future: Learning from the Past," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 62-71, April.
• Vito Tanzi, 2010, "Comments on Recent Fiscal Developments and Exit Strategies," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 02, pages 105-110, July.
• Hans-Werner Sinn, 2010, "Introduction by Hans-Werner Sinn," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 12-19, October.
• Valdis Dombrovskis, 2010, "Managing the Crisis: Keynote Adress by Valdis Dombrovskis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 25-26, October.
• Manfred J.M. Neumann, 2010, "Managing the Crisis by Manfred J.M. Neumann," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 27-32, October.
• Horst Köhler, 2010, "Keynote Adress by Horst Köhler," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 3-7, October.
• Jean-Claude Trichet, 2010, "Keynote Adress by Jean-Claude Trichet," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 8-11, October.
• 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.