Research classified by Journal of Economic Literature (JEL) codes

2009

• 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, Centre for Economic Policy Research, number 7225, Mar.
• Rydqvist, Kristian & Strebulaev, Ilya & Spizman, Joshua, 2009, "The Evolution of Aggregate Stock Ownership---A Unified Explanation," CEPR Discussion Papers, Centre for Economic Policy Research, number 7356, Jul.
• Quadrini, Vincenzo & Jermann, Urban, 2009, "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 7451, Sep.
• Vives, Xavier & Cespa, Giovanni, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers, Centre for Economic Policy Research, number 7506, Oct.
• Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009, "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers, Centre for Economic Policy Research, number 7614, Dec.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009, "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0609, Oct.
• Martin T. Bohl & Christian A. Salm, 2009, "The Other January Effect: International Evidence," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0809, Apr.
• Monteiro, André A., 2009, "The econometrics of randomly spaced financial data: a survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws097924, Dec.
• Jun Ma, 2009, "Pricing Foreign Equity Options with Stochastic Correlation and Volatility," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 303-327, November.
• Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
• Christian Dreger & Jürgen Wolters, 2009, "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 7.4A.
• Christian Dreger & Jürgen Wolters, 2009, "Geldpolitik und Vermögensmärkte," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 56-65, DOI: 10.3790/vjh.78.1.56.
• Manfred Weber & Mathias Brehe, 2009, "Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 96-113, DOI: 10.3790/vjh.78.1.96.
• Hella Engerer & Mechthild Schrooten, 2009, "Russland im Sog der internationalen Finanzkrise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 3, pages 38-45.
• Christian Dreger & Jürgen Wolters, 2009, "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 860.
• Peter C.B. Philips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers, East Asian Bureau of Economic Research, number 23050, Jan.
• Saffi, Pedro A.C. & Sturgess, Jason, 2009, "Equity lending markets and ownership structure," IESE Research Papers, IESE Business School, number D/836, Nov.
• Afonso, António & Sousa, Ricardo M., 2009, "Fiscal policy, housing and stock prices," Working Paper Series, European Central Bank, number 990, Jan.
• Christian Hellwig & Guido Lorenzoni, 2009, "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, volume 77, issue 4, pages 1137-1164, July.
• Cerrato, Mario & Abbasyan, Abdollah, 2009, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-38.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009, "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2129-2154, April.
• Castagnetti, Carolina & Rosti, Luisa, 2009, "Effort allocation in tournaments: The effect of gender on academic performance in Italian universities," Economics of Education Review, Elsevier, volume 28, issue 3, pages 357-369, June.

2008

• Almut Veraart, 2008, "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-17, Mar.
• Ingmar Nolte & Valeri Voev, 2008, "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-31, Jun.
• Almut E. D. Veraart, 2008, "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-57, Nov.
• Archishman Chakraborty & Bilge Yilmaz, 2008, "Microstructure Bluffing with Nested Information," American Economic Review, American Economic Association, volume 98, issue 2, pages 280-284, May, DOI: 10.1257/aer.98.2.280.
• Hendrik Bessembinder & William Maxwell, 2008, "Markets: Transparency and the Corporate Bond Market," Journal of Economic Perspectives, American Economic Association, volume 22, issue 2, pages 217-234, Spring.
• Jay R. Ritter, 2008, "Forensic Finance," Journal of Economic Perspectives, American Economic Association, volume 22, issue 3, pages 127-147, Summer.
• Jerry H. Tempelman & Hendrik Bessembinder & William Maxwell, 2008, "Comments," Journal of Economic Perspectives, American Economic Association, volume 22, issue 4, pages 225-226, Fall.
• Bogan, Vicki, undated, "Are Higher 529 College Savings Plan Fees Linked to Greater State Tax Incentives?," Working Papers, Cornell University, Department of Applied Economics and Management, number 51127, DOI: 10.22004/ag.econ.51127.
• Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008, "Stock Markets and their informational inefficiencies - the BSE case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 117-125, December.
• Mirela CRISTEA & Raluca DRACEA & Murat KASIMOGLU, 2008, "Risk insolvability management through optimizing insurance portfolio - mathematical calculations," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 93-98, December.
• Petru Åžtefea & Andrei Pelin & Daniel Brindescu, 2008, "The Reflection Of Enterprise Performance Through Cash Flows," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-24.
• Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu, 2008, "Recent Changes On Romanian Capital Market'S Volatility In The Framework Of A Component Garch Model," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-25.
• Melles Hagos Tewolde, 2008, "Investment Decisions In A Firm As The Part Of Business Financial Decision System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-29.
• Teodor Hada, 2008, "Uncorrelations In The Value Stock Exchange In Bucharest," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-30.
• Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea, 2008, "Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-46.
• Victoria Bogdan & Cosmina Mădălina Pop, 2008, "Romanian Companies' Web-Based Disclosure Choices And Capital Markets," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-9.
• Erhan Bayraktar & Hasanjan Sayit, 2008, "No Arbitrage Conditions For Simple Trading Strategies," Papers, arXiv.org, number 0801.4047, Jan, revised Jan 2009.
• J. Doyne Farmer & John Geanakoplos, 2008, "The virtues and vices of equilibrium and the future of financial economics," Papers, arXiv.org, number 0803.2996, Mar.
• Ivan Angelov, 2008, "The Global Financial and Economic Crisis and Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 35-65.
• Velcho Soyanov, 2008, "The Neoliberal Financial System - Provocateur and Generator of the Global Financial and Economic Crisis and the Expectations after it," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 35-47.
• Miroslav Misina & Greg Tkacz, 2008, "Credit, Asset Prices, and Financial Stress in Canada," Staff Working Papers, Bank of Canada, number 08-10, DOI: 10.34989/swp-2008-10.
• Sarai Criado & Adrian van Rixtel, 2008, "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Occasional Papers, Banco de España, number 0808, Aug.
• Elizondo Rocío & Padilla Pablo, 2008, "An Analytical Approach to Merton's Rational Option Pricing Theory," Working Papers, Banco de México, number 2008-03, Mar.
• Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2011, "On equilibrium prices in continuous time," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 397, Aug.
• Don Bredin & John Cotter, 2008, "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 540-560, October, DOI: 10.1111/j.1465-7295.2007.00101.x.
• Thierry Foucault & Albert J. Menkveld, 2008, "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, volume 63, issue 1, pages 119-158, February, DOI: 10.1111/j.1540-6261.2008.01312.x.
• Giovanni Cespa, 2008, "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, volume 63, issue 2, pages 639-672, April, DOI: 10.1111/j.1540-6261.2008.01327.x.
• JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN, 2008, "Optimal Decentralized Investment Management," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1849-1895, August, DOI: 10.1111/j.1540-6261.2008.01376.x.
• Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2008, "Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?," Journal of Finance, American Finance Association, volume 63, issue 4, pages 2013-2059, August, DOI: 10.1111/j.1540-6261.2008.01380.x.
• Randi Næs & Bernt Arne Ødegaard, 2008, "Liquidity and asset pricing: Evidence on the role of investor holding period," Working Paper, Norges Bank, number 2007/11, Jan.
• Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard, 2008, "Liquidity and the business cycle," Working Paper, Norges Bank, number 2008/11, Jul.
• Joonhyuk Song & Youngsoo Choi, 2008, "Bond Risk Premia and Business Cycle (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 4, pages 1-46, December.
• Beum-Jo Park, 2008, "A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 4, pages 47-85, December.
• Cuneyt Akar, 2008, "Do Foreigners Act as Positive Feedback Traders in Turkey?," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 39, pages 59-66.
• Rafael Victal Saliba, 2008, "Application of Multiple Evaluation Models in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 13-47.
• Ludovic Desmedt, 2008, "L'analyse de la monnaie et de la finance par David Hume. Conventions, promesses, régulations," Revue économique, Presses de Sciences-Po, volume 59, issue 1, pages 51-73.
• Harvey, A. & Chakravarty, T., 2008, "Beta-t-(E)GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0840, Sep.
• Theodoros Diasakos, 2008, "Comparative Statics of Asset Prices," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 72, revised 2011.
• M. Hashem Pesaran & Andreas Pick, 2004, "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series, CESifo, number 1176.
• Yin-Wong Cheung, 2006, "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series, CESifo, number 1695.
• Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008, "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series, CESifo, number 2205.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008, "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series, CESifo, number 2330.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008, "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series, CESifo, number 2387.
• Alexander Kovalenkov & Xavier Vives, 2008, "Competitive Rational Expectations Equilibria without Apology," CESifo Working Paper Series, CESifo, number 2446.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive, David K. Levine, number 122247000000002067, Apr.
• David Bardey & Nohora Forero Ram√≠rez, 2008, "Teor√≠as y algunas experiencias internacionales en el financiamiento de la educaci√≥n superior: lecciones para Colombia," Documentos de Trabajo, Universidad del Rosario, number 4692, May.
• Marta Casas Monsegny & Edilberto Cepeda, 2008, "Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Oscar Becerra & Luis Fernando Melo, 2008, "Medidas De Riesgo Financiero Usando C�Pulas: Teor�A Y Aplicaciones," Borradores de Economia, Banco de la Republica, number 4523, Feb.
• Dairo Estrada & Javier Guti�rrez Rueda, 2008, "Supervisi�N Y Regulaci�N Del Sistema Financiero:Modelos Implicaciones Y Alcances," Borradores de Economia, Banco de la Republica, number 4543, Feb.
• Jorge Enrique Bueno Orozco, 2008, "La valoración de empresas: sus fundamentos económicos, estratégicos y financieros," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• José Joaquín Alzate Marín, 2008, "Cómo medir la quiebra de las empresas en Santander, el modelo logístico: una herramienta para evaluar el riesgo de quiebra," Revista CIFE, Universidad Santo Tomás.
• Alberto Gómez Mejía, 2008, "Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.227.
• Adriana Patricia López Velázquez & N�stor Juan Sanabria Landaz�bal, 2008, "Bogotá: metrópoli de conflictos," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.225.
• Santiago Manuel Sáenz Torres & Salom�n Helfgott Lerner, 2008, "Evaluación del impacto de la agricultura de conservación en la reconversión agropecuaria sustentable de la región centro-andina colombiana," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.220.
• CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso, 2008, "Modeling international financial returns with a multivariate regime switching copula," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008013, Mar.
• Michiel Bijlsma & Wim Suyker, 2008, "The credit crisis and the Dutch economy... in eight frequently asked questions," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 210, Dec.
• Sarno, Lucio & Valente, Giorgio, 2008, "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6638, Jan.
• Foucault, Thierry & Cespa, Giovanni, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers, Centre for Economic Policy Research, number 6794, Apr.
• Vives, Xavier & Kovalenkov, Alex, 2008, "Competitive Rational Expectations Equilibria Without Apology," CEPR Discussion Papers, Centre for Economic Policy Research, number 7025, Oct.
• Claessens, Stijn & Yafeh, Yishay, 2008, "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers, Centre for Economic Policy Research, number 7052, Nov.
• George Xanthos & Dikaios Tserkezos, 2008, "Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period," Working Papers, University of Crete, Department of Economics, number 0813, Nov.
• Moreno, M. & Serrano, P. & Stute, Winfried, 2008, "Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb084912, Oct.
• Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO, 2008, "Modelling international financial returns with a multivariate regime switching copula," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2008011, Apr.
• Paul P.J. Gao & Kevin X.D. Huang, 2008, "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, volume 9, issue 1, pages 1-37, May.
• Love, Ryan & Payne, Richard, 2008, "Macroeconomic News, Order Flows, and Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 467-488, June.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.
• Hélène Rainelli-Le Montagner, 2008, "Finance d'entreprise:voix nouvelles et nouvelles voies," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue Special, pages 291-313, June.
• Fabrice Hervé, 2008, "Fonds de retraite et performance:la famille compte-t-elle ?," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 2, pages 79-104, June.
• Fabrice Hervé, 2008, "Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1080503, May.
• FAN He, 2008, "Tsunami in New York Earthquake in Beijing?," Finance Working Papers, East Asian Bureau of Economic Research, number 22733, Jan.
• Saffi, Pedro, 2008, "Differences of opinion, information and the timing of trades," IESE Research Papers, IESE Business School, number D/747, Apr.
• De Santis, Roberto A. & Sarno, Lucio, 2008, "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series, European Central Bank, number 883, Mar.
• De Fiore, Fiorella & Tristani, Oreste, 2008, "Credit and the natural rate of interest," Working Paper Series, European Central Bank, number 889, Apr.
• Ammer, John & Cai, Fang, 2008, "Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 09-2, Mar.
• Cerrato, Mario & Abbasyan, Abdollah, 2008, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-36.
• Cerrato, Mario, 2008, "Valuing American Derivatives by Least Squares Methods," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-44.
• Kreickemeier, Udo & Raimondos-Møller, Pascalis, 2008, "Tari[ff]-tax reforms and market access," Journal of Development Economics, Elsevier, volume 87, issue 1, pages 85-91, August.
• Sørensen, Anders, 2008, "Skill-upgrading and internationalization: Country-of-origin or end-use of products," Economics Letters, Elsevier, volume 101, issue 1, pages 9-12, October.
• Bali, Turan G. & Cakici, Nusret & Levy, Haim, 2008, "A model-independent measure of aggregate idiosyncratic risk," Journal of Empirical Finance, Elsevier, volume 15, issue 5, pages 878-896, December.
• B. Leyman & K. Schoors, 2008, "Bank Debt Restructuring under Belgian Court-Supervised Reorganization," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/508, Apr.
• Sushil Wadhwani, 2008, "Should Monetary Policy Respond To Asset Price Bubbles? Revisiting the Debate," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue 1, pages 25-34, October.
• Tim Jenkinson, 2008, "Public or private equity? How accelerated IPOs can increase competition in offerings," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe19.
• Giovanni Cespa & Xavier Vives, 2008, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 191, Jan.
• Manuel Ammann & Andreas Zingg, 2008, "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 2, pages 153-195, June.
• Jian Hu, 2008, "Does Weather Matter?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0809, Nov.
• Maria Clara Rueda Maurer, 2008, "Foreign bank entry, institutional development and credit access: firm-level evidence from 22 transition countries," Working Papers, Swiss National Bank, number 2008-04.
• André Farber & Nguyen Huu Tu & Tran Tri Dung & Quan-Hoang Vuong, 2008, "The financial storms in Vietnam's transition economy: a reasoning on the 1991-2008 period," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-023.RS, Aug.
• Miklós Rásonyi, 2008, "A note on arbitrage in term structure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 31, issue 1, pages 73-79, May, DOI: 10.1007/s10203-007-0075-7.
• Damir Filipović & Stefan Tappe, 2008, "Existence of Lévy term structure models," Finance and Stochastics, Springer, volume 12, issue 1, pages 83-115, January, DOI: 10.1007/s00780-007-0054-4.
• Dmitry Rokhlin, 2008, "Asymptotic arbitrage and numéraire portfolios in large financial markets," Finance and Stochastics, Springer, volume 12, issue 2, pages 173-194, April, DOI: 10.1007/s00780-007-0056-2.
• Yuri Kabanov, 2008, "In discrete time a local martingale is a martingale under an equivalent probability measure," Finance and Stochastics, Springer, volume 12, issue 3, pages 293-297, July, DOI: 10.1007/s00780-008-0063-y.
• Christian Bender & Tommi Sottinen & Esko Valkeila, 2008, "Pricing by hedging and no-arbitrage beyond semimartingales," Finance and Stochastics, Springer, volume 12, issue 4, pages 441-468, October, DOI: 10.1007/s00780-008-0074-8.
• Damien Lamberton & Mohammed Mikou, 2008, "The critical price for the American put in an exponential Lévy model," Finance and Stochastics, Springer, volume 12, issue 4, pages 561-581, October, DOI: 10.1007/s00780-008-0073-9.
• Saul Jacka & Abdelkarem Berkaoui & Jon Warren, 2008, "No arbitrage and closure results for trading cones with transaction costs," Finance and Stochastics, Springer, volume 12, issue 4, pages 583-600, October, DOI: 10.1007/s00780-008-0075-7.
• Edward Tower & Wei Zheng, 2008, "Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 55, issue 4, pages 315-350, December, DOI: 10.1007/s12232-008-0052-7.
• Jeff Madura & Thanh Ngo, 2008, "Pricing behavior of exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 1-23, January, DOI: 10.1007/s12197-007-9007-1.
• John Knight & Stephen Satchell, 2008, "Testing for infinite order stochastic dominance with applications to finance, risk and income inequality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 35-46, January, DOI: 10.1007/s12197-007-9003-5.
• Douglas Emery & Weiyu Guo & Tie Su, 2008, "A closer look at Black–Scholes option thetas," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 59-74, January, DOI: 10.1007/s12197-007-9000-8.
• Robert DiSario & Hakan Saraoglu & Joseph McCarthy & H. Li, 2008, "An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 2, pages 136-147, April, DOI: 10.1007/s12197-007-9010-6.
• José Aragonés & Carlos Blanco, 2008, "Incorporating correlation regimes in an integrated stressed risk modeling process," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 2, pages 148-157, April, DOI: 10.1007/s12197-007-9016-0.
• Takaaki Ohnishi & Hideki Takayasu & Takatoshi Ito & Yuko Hashimoto & Tsutomu Watanabe & Misako Takayasu, 2008, "Dynamics of quote and deal prices in the foreign exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 99-106, June, DOI: 10.1007/s11403-008-0033-7.
• Stefan Krasa & Tridib Sharma & Anne Villamil, 2008, "Bankruptcy and firm finance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 36, issue 2, pages 239-266, August, DOI: 10.1007/s00199-007-0267-y.
• Wing-Keung Wong & Chenghu Ma, 2008, "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 37, issue 1, pages 119-146, October, DOI: 10.1007/s00199-007-0254-3.
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2008, "A multivariate integer count hurdle model: theory and application to exchange rate dynamics," Studies in Empirical Economics, Springer, in: Luc Bauwens & Winfried Pohlmeier & David Veredas, "High Frequency Financial Econometrics", DOI: 10.1007/978-3-7908-1992-2_3.
• Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2008, "Modelling financial transaction price movements: a dynamic integer count data model," Studies in Empirical Economics, Springer, in: Luc Bauwens & Winfried Pohlmeier & David Veredas, "High Frequency Financial Econometrics", DOI: 10.1007/978-3-7908-1992-2_8.
• Gabriele Tion, 2008, "The Impacts of the Basel II Accord on the Concentration of the Entrepreneurial and Banking System," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 15, issue 2, pages 403-415, September, DOI: 10.1007/s11300-008-0018-1.
• Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2008, "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 144, issue 3, pages 381-407, October, DOI: 10.1007/s10290-008-0153-0.
• Becker, Sascha & Hoffmann, Mathias, 2008, "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2008-25, Nov.
• Evan Gilbert & Dave Strugnell, 2008, "Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006)," Working Papers, Stellenbosch University, Department of Economics, number 19/2008.
• Sascha Mergner & Jan Bulla, 2008, "Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques," The European Journal of Finance, Taylor & Francis Journals, volume 14, issue 8, pages 771-802, DOI: 10.1080/13518470802173396.
• David Giles, 2008, "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 5, pages 347-350, DOI: 10.1080/17446540701720709.
• Noussair, C.N. & Powell, O.R., 2008, "Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-49.
• Zhongfang He & John M Maheu, 2008, "Real Time Detection of Structural Breaks in GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-336, Sep.
• Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008, "Emerging Market Liquidity and Crises," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 668-682, 04-05.
• Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008, "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers, University of Brescia, Department of Economics, number 0817.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, volume 116, issue 5, pages 951-979, October, DOI: 10.1086/592415.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008, "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers, University of Connecticut, Department of Economics, number 2008-49, Dec.
• Luis A. Gil-Alana & Rolando Pelaez, 2008, "The Persistence of Earnings per Share," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/08, Nov.
• Eckhard Platen & Hardy Hulley, 2008, "Hedging for the Long Run," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 214, Feb.
• Eckhard Platen, 2008, "The Law of Minimal Price," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 215, Feb.
• Shane Miller & Eckhard Platen, 2008, "Analytic Pricing of Contingent Claims Under the Real-World Measure," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 216, Feb.
• Louis R. Mercorelli & David Michayluk & Anthony D. Hall, 2008, "Modelling Adverse Selection on Electronic Order-Driven Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 220, Mar.
• Eckhard Platen, 2008, "A Unifying Approach to Asset Pricing," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 227, Jul.
• Sergio Chavez & Eckhard Platen, 2008, "Distributional Deviations in Random Number Generation in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 228, Jul.
• Ashkan Nikeghbali & Eckhard Platen, 2008, "On Honest Times in Financial Modeling," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 229, Aug.
• Shane M Miller & Eckhard Platen, 2008, "Real World Pricing for a Modified Constant Elasticity of Variance Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 237, Nov.
• Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008, "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_12.
• Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto, 2008, "Time-Deformation Modeling Of Stock Returns Directed By Duration Processes," Working Papers, University of Waterloo, Department of Economics, number 08010, Dec.
• David M. Frankel, 2008, "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 49, issue 2, pages 595-619, May, DOI: 10.1111/j.1468-2354.2008.00491.x.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008, "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 4, pages 701-720, June, DOI: 10.1111/j.1538-4616.2008.00132.x.
• Geoffrey Poitras & John Heaney, 2008, ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500012.
• Alexander Melnikov & Yuliya Romanyuk, 2008, "Efficient Hedging And Pricing Of Equity-Linked Life Insurance Contracts On Several Risky Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 295-323, DOI: 10.1142/S0219024908004816.
• Shane M. Miller & Eckhard Platen, 2008, "Analytic Pricing Of Contingent Claims Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 08, pages 841-867, DOI: 10.1142/S0219024908005056.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008, "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers, Yale School of Management, number amz2452, Mar, revised 26 Jan 2010.
• Schulze, Klaas, 2008, "Asymptotic Maturity Behavior of the Term Structure," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 11/2008.
• Schulz, Alexander & Wolff, Guntram B., 2008, "The German sub-national government bond market: evolution, yields and liquidity," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,06.
• Stange, Sebastian & Kaserer, Christoph, 2008, "The impact of order size on stock liquidity: a representative study," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-09.