Research classified by Journal of Economic Literature (JEL) codes

2007

• Tang, Hong Peng & Habibullah, Muzafar Shah & Puah, Chin-Hong, 2007, "Stock market and economic growth in selected Asian countries," MPRA Paper, University Library of Munich, Germany, number 37649.
• Puah, Chin-Hong & Jayaraman, T. K., 2007, "Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji," MPRA Paper, University Library of Munich, Germany, number 37671.
• Schied, Alexander & Schöneborn, Torsten, 2007, "Optimal Portfolio Liquidation for CARA Investors," MPRA Paper, University Library of Munich, Germany, number 5075, Sep.
• Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007, "Fisher hypothesis: East Asian evidence from panel unit root tests," MPRA Paper, University Library of Munich, Germany, number 5432, Oct.
• Ghosal, Vivek, 2007, "Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses," MPRA Paper, University Library of Munich, Germany, number 5461, Jul.
• Schoeneborn, Torsten & Schied, Alexander, 2007, "Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision," MPRA Paper, University Library of Munich, Germany, number 5548, Nov.
• Ruiz-Porras, Antonio, 2007, "Banking competition and financial fragility: Evidence from panel-data," MPRA Paper, University Library of Munich, Germany, number 5673, Oct.
• Horobet, Alexandra & Ilie, Livia, 2007, "On the dynamic link between stock prices and exchange rates: evidence from Romania," MPRA Paper, University Library of Munich, Germany, number 6429, Oct.
• Arshad Khan, Muhammad & Qayyum, Abdul, 2007, "Trade,Financial and Growth Nexus in Pakistan," MPRA Paper, University Library of Munich, Germany, number 6523, Dec.
• Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
• Doojav, Gan-Ochir & Damdinsuren, Batnyam & Baasansuren, Lkhagvajav, 2007, "Monetary policy and bond market development: A case of Mongolia," MPRA Paper, University Library of Munich, Germany, number 72193, May, revised May 2007.
• Anolli, Mario & Petrella, Giovanni, 2007, "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper, University Library of Munich, Germany, number 7931, Apr.
• Martin Šmíd, 2007, "Are Limit Orders Rational?
  [Je racionální používat limitní objednávky?]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 32-38, DOI: 10.18267/j.aop.71.
• Jiří Málek & Jarmila Radová & Filip Štěrba, 2007, "Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice
  [Vield curve construction using government bonds in the Czech republic]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 792-808, DOI: 10.18267/j.polek.624.
• Daniel Bouton & Daniel Amadieu, 2007, "Les possibles conséquences d’une application différenciée de la réforme Bâle II aux États-Unis et en Europe," Revue d'Économie Financière, Programme National Persée, volume 87, issue 1, pages 111-119, DOI: 10.3406/ecofi.2007.4232.
• Yves Ullmo, 2007, "Intermédiation, intermédiaires financiers et marché," Revue d'Économie Financière, Programme National Persée, volume 89, issue 3, pages 23-38, DOI: 10.3406/ecofi.2007.4282.
• Yves Ullmo, 2007, "Intermédiation et marché : quelques remarques," Revue d'Économie Financière, Programme National Persée, volume 89, issue 3, pages 39-42, DOI: 10.3406/ecofi.2007.4283.
• Frédéric Cherbonnier & Séverine Vandelanoite, 2007, "Enjeux économiques liés à l’intégration des industries du post-marché en Europe," Revue d'Économie Financière, Programme National Persée, volume 89, issue 3, pages 123-142, DOI: 10.3406/ecofi.2007.4293.
• Patrick Artus, 2007, "Délocalisations et pressions des marchés financiers," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 35-44, DOI: 10.3406/ecofi.2007.4400.
• Gunther Capelle-Blancard & Yamina Tadjeddine, 2007, "Les places financières : désintégration, suburbanisation et spécialisation," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 93-115, DOI: 10.3406/ecofi.2007.4405.
• Giovanni Cespa, 2007, "Information Sales and Insider Trading with Long-lived Information," Working Papers, Queen Mary University of London, School of Economics and Finance, number 613, Oct.
• Carol Alexander & Andreza Barbosa, 2007, "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-01, Jan.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2007, "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-05, May.
• Jacques Pézier, 2007, "Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-05, Aug, revised Dec 2008.
• Edgar Demetrio Tovar García, 2007, "Globalización del capital y desarrollo institucional del sistema financiero," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 9, issue 17, pages 75-107, July-Dece.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 11_09, Jan.
• Tomoe Moore, 2007, "The Euro and Stock Markets in Hungary, Poland, and UK," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 69-90.
• Linda Cameron & Bryan Chapple & Nick Davis & Artemisia Kousis & Geoff Lewis, 2007, "New Zealand Financial Markets, Saving and Investment," Occasional Papers, Ministry of Economic Development, New Zealand, number 07/5, Oct.
• Gustavo Ferro, 2007, "Uso de fronteras de eficiencia econométricas con fines de benchmarking," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 60_2007, May.
• Carlos Romero & Gustavo Ferro, 2007, "Estimaciones de frontera para el sector de agua y saneamiento en América Latina," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 61_2007, Jun.
• John Cotter & Jim Hanly, 2007, "Hedging effectiveness under conditions of asymmetry," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1186.
• Sardar M.N. Islam & Sethapong Watanapalachaikul & Colin Clark, 2007, "Some Tests of the Efficiency of the Emerging Financial Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 3, pages 291-302, December, DOI: 10.1177/097265270700600304.
• Timotej Jagric & Boris Podobnik & Sebastian Strasek & Vita Jagric, 2007, "Risk-Adjusted Performance of Mutual Funds: Some Tests," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 2, pages 233-244.
• Giovanni Cespa, 2007, "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 174, Jan.
• Urs von Arx, 2007, "Principle Guided Investing: The Use of Exclusionary Screens and Its Implications for Green Investors," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue I, pages 3-30, March.
• Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
• Dimitri De Vallière & Yuri Kabanov & Christophe Stricker, 2007, "No-arbitrage criteria for financial markets with transaction costs and incomplete information," Finance and Stochastics, Springer, volume 11, issue 2, pages 237-251, April, DOI: 10.1007/s00780-006-0029-x.
• Jeffrey Collamore & Andrea Höing, 2007, "Small-time ruin for a financial process modulated by a Harris recurrent Markov chain," Finance and Stochastics, Springer, volume 11, issue 3, pages 299-322, July, DOI: 10.1007/s00780-007-0044-6.
• Tahir Choulli & Christophe Stricker & Jia Li, 2007, "Minimal Hellinger martingale measures of order q," Finance and Stochastics, Springer, volume 11, issue 3, pages 399-427, July, DOI: 10.1007/s00780-007-0039-3.
• Anna Battauz & Fulvio Ortu, 2007, "Dynamic versus one-period completeness in event-tree security markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 1, pages 191-193, January, DOI: 10.1007/s00199-005-0050-x.
• Diego García & Francesco Sangiorgi & Branko Urošević, 2007, "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 2, pages 313-336, February, DOI: 10.1007/s00199-005-0048-4.
• Anke Gerber & Marc Bettzüge, 2007, "Evolutionary choice of markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 3, pages 453-472, March, DOI: 10.1007/s00199-005-0063-5.
• Martin Shubik & Eric Smith, 2007, "Structure, Clearinghouses and Symmetry," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 3, pages 587-597, March, DOI: 10.1007/s00199-005-0067-1.
• Lars Nielsen, 2007, "Dividends in the theory of derivative securities pricing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 3, pages 447-471, June, DOI: 10.1007/s00199-006-0106-6.
• Horst Hanusch & Andreas Pyka, 2007, "Applying a Comprehensive Neo-Schumpeterian Approach to Europe and Its Lisbon Agenda," Springer Books, Springer, chapter 0, in: Richard Tilly & Paul J. J. Welfens & Michael Heise, "50 Years of EU Economic Dynamics", DOI: 10.1007/978-3-540-74055-1_19.
• Matthias Klaes & Geoff Lightfoot & Simon Lilley, 2007, "Market masculinities and electronic trading," SCEME Working Papers: Advances in Economic Methodology, SCEME, number 014/2007, Jan.
• Stanislav Anatolyev & Dmitry Shakin, 2007, "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 87-104, DOI: 10.1080/09603100600606123.
• Roger Lord & Antoon Pelsser, 2007, "Level-Slope-Curvature - Fact or Artefact?," Applied Mathematical Finance, Taylor & Francis Journals, volume 14, issue 2, pages 105-130, DOI: 10.1080/13504860600661111.
• Kais Dachraoui & Georges Dionne, 2007, "Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 5, pages 397-404, DOI: 10.1080/13518470601025326.
• Carlo Alberto Magni, 2007, "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 3, pages 165-168, DOI: 10.1080/17446540600883202.
• John Cotter & Simon Stevenson, 2007, "Uncovering Volatility Dynamics in Daily REIT Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 13, issue 2, pages 119-128, January, DOI: 10.1080/10835547.2007.12089770.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2007, "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-017.
• Norden, L. & Wagner, W.B., 2007, "Credit Derivatives and Loan Pricing," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-015.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2007, "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Other publications TiSEM, Tilburg University, School of Economics and Management, number a63f4ee1-35ab-4fe3-a4ba-2.
• Norden, L. & Wagner, W.B., 2007, "Credit Derivatives and Loan Pricing," Other publications TiSEM, Tilburg University, School of Economics and Management, number eb6693d1-7ce6-485f-80cb-5.
• Chun Liu & John M Maheu, 2007, "Are there Structural Breaks in Realized Volatility?," Working Papers, University of Toronto, Department of Economics, number tecipa-304, Dec.
• Gerald Epstein & Arjun Jayadev, 2007, "The Correlates of Rentier Returns in OECD Countries," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp123.
• Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007, "Balancedness conditions for exact games," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 040, Jan, DOI: 10.26481/umamet.2007040.
• Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007, "Stable allocations of risk," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 041, Jan, DOI: 10.26481/umamet.2007041.
• Belén Nieto & Gonzalo Rubio, 2007, "Measuring time-varying economic fears with consumption-based stochastic discount factors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1029, Apr, revised Sep 2007.
• Ana González & Gonzalo Rubio, 2007, "Portfolio choice and the effects of liquidity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1035, May.
• Eckhard Platen & Wolfgang Runggaldier, 2007, "A Benchmark Approach to Portfolio Optimization under Partial Information," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 191, Jan.
• Eckhard Platen & Renata Rendek, 2007, "Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 194, Mar.
• Uwe Küchler & Eckhard Platen, 2007, "Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 195, Apr.
• Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2007, "Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 198, Jun.
• Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007, "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0714, Aug.
• David E. Giles, 2007, "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers, Department of Economics, University of Victoria, number 0706, Aug.
• Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2007, "Emerging market liquidity and crises," Policy Research Working Paper Series, The World Bank, number 4445, Dec.
• Andreas Röthig & Carl Chiarella, 2007, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 8, pages 719-737, August.
• Shiu‐Sheng Chen, 2007, "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 2‐3, pages 667-688, March, DOI: 10.1111/j.0022-2879.2007.00040.x.
• Chenghu Ma, 2007, "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-33, DOI: 10.1142/S2010495207500017.
• Raymond W Y Kao, 2007, "Stewardship-Based Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6355, ISBN: ARRAY(0x5fa21c58), September.
• Cheng-Few Lee (ed.), 2007, "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6433, ISBN: ARRAY(0x5e653428), September.
• Raymond W Y Kao, 2007, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "People," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Resources," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Fear, Ownership and Stewardship Responsibility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Production," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "From Slave Trade to Globalization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Distribution and Sharing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Capital, Capital Accumulation and Diseconomy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Two Plus One," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "The Candle of Hope," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Stewardship-Based Economics".
• Guan-Yu Chen & Ken Palmer & Yuan-Chung Sheu, 2007, "The Least Cost Superreplicating Portfolio for Short Puts and Calls in The Boyle–Vorst Model with Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007, "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Beni Lauterbach & Joseph Vu, 2007, "Equity Restructuring via Tracking Stocks: Is there any Value Added?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Wei Zhang & Steven F. Cahan, 2007, "Stock Option Exercises and Discretionary Disclosure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Dave Jackson & Jeff Madura & Judith Swisher, 2007, "Do Profit Warnings Convey Information About the Industry?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Erik Devos & Yiuman Tse, 2007, "Are Whisper Forecasts More Informative than Consensus Analysts’ Forecasts?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Le (Emily) Xu, 2007, "Earning Forecast-Based Return Predictions: Risk Proxies in Disguise?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Hemantha S. B. Herath & Pranesh Kumar, 2007, "On Simple Binomial Approximations for Two Variable Functions in Finance Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Bradley T. Ewing & Jamie Brown Kruse, 2007, "The Prime Rate-Deposit Rate Spread and Macroeconomic Shocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Charmen Loh, 2007, "The Long-Run Performance of Firms that Issue Tracking Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• William Dimovski & Robert Brooks, 2007, "Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Rajeeva Sinha & Vijay Jog, 2007, "Performance of Canadian Mutual Funds and Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Pauline Shum & Kevin X. Zhu, 2007, "Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Anthony Yanxiang Gu & John T. Simon, 2007, "The September Phenomenon of US Equity Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Chi-Keung Woo & Ira Horowitz & Nate Toyama & Arne Olson & Aaron Lai & Ray Wan, 2007, "Fundamental Drivers of Electricity Prices in the Pacific Northwest," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Eichberger, Jürgen & Spanjers, Willy, 2007, "Liquidity and Ambiguity: Banks or Asset Markets?," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-18, Jun.
• Dötz, Niko, 2007, "Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,08.
• Hartmann, Philipp & Grüner, Hans Peter & Fecht, Falko, 2007, "Welfare effects of financial integration," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,11.
• Grammig, Joachim & Theissen, Erik & Wuensche, Oliver, 2007, "Time and price impact of a trade: A structural approach," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-12.
• Nolte, Ingmar & Voev, Valeri, 2007, "Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/02.
• Lechner, Sandra & Nolte, Ingmar, 2007, "Customer trading in the foreign exchange market empirical evidence from an internet trading platform," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/03.
• Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2007, "An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/04.
• Nolte, Ingmar & Voev, Valeri, 2007, "Estimating high-frequency based (co-) variances: A unified approach," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/07.
• Franke, Günter & Hein, Julia, 2007, "Securitisation of mezzanine capital in Germany," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/09.
• Franke, Günter & Herrmann, Markus & Weber, Thomas, 2007, "Information asymmetries and securitization design," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/10.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 181.
• Cuadro-Sáez, Lucía & Moreno, Manuel, 2007, "GARCH modeling of robust market returns," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 440.
• Krätschmer, Volker, 2007, "On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-010.
• Weber, Enzo, 2007, "Correlation vs. causality in stock market comovement," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-064.
• Frahm, Gabriel, 2007, "Testing for the best alternative with an application to performance measurement," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 7/07.
• Wildasin, David E., 1999, "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 99-35.
• Viktor Todorov & Tim Bollerslev, 2007, "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-15, Aug.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2007, "Liquidity and Risk Management," American Economic Review, American Economic Association, volume 97, issue 2, pages 193-197, May.
• Paul Alagidede, 2007, "Return Dynamics in North African Stock Markets," The African Finance Journal, Africagrowth Institute, volume 9, issue 1, pages 39-52.
• Nicholas Odhiambo, 2007, "Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience," The African Finance Journal, Africagrowth Institute, volume 9, issue 1, pages 53-69.
• Koch, Alexander K. & Lazarov, Zdravetz, 2007, "The Trade-Off Between Liquidity and Precision of Position in Option Contracts," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 3, issue 01-2, pages 1-24, DOI: 10.22004/ag.econ.50155.
• Marian Florin Aitai, 2007, "The Evaluation Of Financial Instruments," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 9, pages 1-12.
• Flavia Barna & Bogdan Dima & Marilen Pirtea, 2007, "The Impact Of Macroeconomic Variables On The Bucharest Stock Exchange," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 9, pages 1-7.
• Sebastian Ene & Georgiana Mîndreci, 2007, "The Motivations Of The Transnational Companies To Effect Foreign Capital Investments In The East-European Economies," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 9, pages 1-9.
• Alejandro García & Ramazan Gençay, 2007, "Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures," Staff Working Papers, Bank of Canada, number 07-25, DOI: 10.34989/swp-2007-25.
• Natasha Khan, 2007, "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Staff Working Papers, Bank of Canada, number 07-5, DOI: 10.34989/swp-2007-5.
• Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak, 2007, "Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 138, May.
• Pedro Elosegui & Anne P. Villamil, 2007, "Risky Banking and Credit Rationing," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 49, pages 33-64, October -.
• Pedro Elosegui & Anne P. Villamil, 2007, "Risky Banking and Credit Rationing," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200720, Jun.
• Juan Angel Garcia & Adrian van Rixtel, 2007, "Inflation-linked bonds from a central bank perspective," Occasional Papers, Banco de España, number 0705, Aug.
• Andrea Finicelli, 2007, "House price developments and fundamentals in the United States," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 7, May.
• Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007, "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, volume 102, pages 16-27, March.
• René M. Stulz, 2007, "The Limits of Financial Globalization," Journal of Applied Corporate Finance, Morgan Stanley, volume 19, issue 1, pages 8-15, January, DOI: 10.1111/j.1745-6622.2007.00121.x.
• Martin Lettau & Jessica A. Wachter, 2007, "Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium," Journal of Finance, American Finance Association, volume 62, issue 1, pages 55-92, February, DOI: 10.1111/j.1540-6261.2007.01201.x.
• Jens Eisenschmidt & Klaus Wälde, 2007, "International Trade, Hedging, and the Demand for Forward Contracts," Review of International Economics, Wiley Blackwell, volume 15, issue 2, pages 414-429, May, DOI: 10.1111/j.1467-9396.2007.00685.x.
• Dieter M. Urban, 2007, "Neoclassical Growth, Manufacturing Agglomeration, and Terms of Trade," Review of International Economics, Wiley Blackwell, volume 15, issue 5, pages 1014-1035, November, DOI: 10.1111/j.1467-9396.2007.00706.x.
• Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007, "Exchange rate forecasting, order flow and macroeconomic information," Working Paper, Norges Bank, number 2007/02, Apr.
• Naoto Shimoda & Yuko Kawai, 2007, "Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-11, Apr.
• Beum-Jo Park, 2007, "The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 1, pages 56-87, March.
• Jin, Hyun Joung & Jun Mo Park, 2007, "Research on Long-term Memory of Interest Rate Fluctuations in Korea Using Wavelet OLS (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 2, pages 156-187, June.
• Cuneyt Akar, 2007, "Asymmetric Responses in Volatility Between Positive and Negative Shocks: New Evidence From Turkish Data by Using TAR-GARCH Model," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 9, issue 36, pages 69-76.
• Marcos Massaki Abe & Eui Jung Chang & Benjamin Miranda Tabak, 2007, "Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 29-39.
• Fernando Caio Galdi & José Roberto Securato, 2007, "Does Idiosyncratic Risk Matter in the Brazilian Capital Market?," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 41-58.
• Felipe Pinheiro & Caio Ibsen Rodrigues de Almeida & José Valentim Vicente, 2007, "A Polynomial Term Structure Model with Macroeconomic Variables," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 79-92.
• Benoît Sévi, 2007, "Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine," Recherches économiques de Louvain, De Boeck Université, volume 73, issue 2, pages 217-228.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• José Pablo Dapena, 2007, "Sobre Burbujas De Precios De Activos, Expectativas Y Equilibrios," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 361, Dec.
• Magdalena Morgese Borys, 2007, "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp323, Mar.
• Jose Guedes & Gilberto Loureiro, 2007, "Controlling vs. Minority Shareholders: is There Expropriation? An Empirical Analysis of the Stock Price Performance of European Companies," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 5, issue 01, pages 16-21, May.
• Axel Bertuch-Samuels, 2007, "Financial Market Update," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 60, issue 03, pages 17-25, February.
• Dean Karlan & Xavier Giné, 2007, "Group Versus Individual Liability: A Field Experiment in the Philippines," Working Papers, Center for Global Development, number 111, Jan.
• Michel Aglietta & Pierre Maarek, 2007, "Developing the Bond Market in China: the Next Step Forward in Financial Reform," Economie Internationale, CEPII research center, issue 111, pages 29-53.
• Shachar Kariv & Douglas Gale, 2007, "Trading in Networks: A Normal Form Game Experiment," Levine's Bibliography, UCLA Department of Economics, number 843644000000000114, Jul.
• David Abad & Roberto Pascual, 2007, "Switching to a temporary call auction in times of high uncertainty," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 1.
• Karoll Gómez Portilla & Santiago Gallón Gómez, 2007, "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," Revista de Economía del Rosario, Universidad del Rosario.
• Rydqvist, Kristian & Dai, Qinglei, 2007, "Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6074, Feb.
• Miles, David & McCarthy, David, 2007, "Optimal Portfolio Allocation for Corporate Pension Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6394, Jul.
• Sarno, Lucio & Thornton, Daniel L & Della Corte, Pasquale, 2007, "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6445, Sep.
• Zingales, Luigi & Sapienza, Paola & Toldra Simats, Anna, 2007, "Understanding Trust," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6462, Sep.
• Huberman, Gur, 2007, "Is the Price of Money Managers Too Low?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6531, Oct.
• Huberman, Gur & Dorn, Daniel, 2007, "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6532, Oct.
• Benoît SEVI, 2007, "Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2007025, Jun.
• Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi, 2007, "Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange," Annals of Economics and Finance, Society for AEF, volume 8, issue 1, pages 21-31, May.
• Shirley J. Huang & Qianqiu Liu & Jun Yu, 2007, "Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts," Annals of Economics and Finance, Society for AEF, volume 8, issue 1, pages 33-56, May.
• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007, "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 1, pages 81-100, March.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 28002, Feb.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 28063, Feb.
• Röthig, Andreas & Chiarella, Carl, 2007, "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 29656.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77379, Feb.
• Rengifo, Erick W. & Trifan, Emanuela, 2008, "Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77387.
• Isabelle Huault & Hélène Rainelli-Le Montagner, 2007, "Innovations financières:construire et légitimer un nouveau marché financier de gré à gré–le cas des dérivés de crédit," Revue Finance Contrôle Stratégie, revues.org, volume 10, issue 1, pages 211-243, March.
• Hammad Siddiqi, 2007, "Stock Price Manipulation : The Role of Intermediaries," Finance Working Papers, East Asian Bureau of Economic Research, number 22280, Jan.
• Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA, 2007, "Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â," Finance Working Papers, East Asian Bureau of Economic Research, number 22315, Jan.
• Muhammad Arshad Khan & Abdul Qayyum, 2007, "Trade Liberalisation, Financial Development and Economic Growth," Trade Working Papers, East Asian Bureau of Economic Research, number 22204, Jan.
• Muhammad Arshad Khan & Muhammad Abdul Qayyum, 2007, "Trade, Financial and Growth Nexus in Pakistan," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, volume 6, pages 1-24, December.
• Cespa, Giovanni & Vives, Xavier, 2007, "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers, IESE Business School, number D/716, Nov.
• Van Rixtel, Adrian & Garcí­a, Juan Angel, 2007, "Inflation-linked bonds from a Central Bank perspective," Occasional Paper Series, European Central Bank, number 62, Jun.
• Cour-Thimann, Philippine & Salleo, Carmelo & Perrard, Romain & Hendrikx, Maarten & Waschiczek, Walter & Antão, Paula & Rantala, Anssi & Nahmias, Laurent & Sauvé, Annie & Reininger, Thomas & Walko, Zol, 2007, "Corporate finance in the euro area - including background material," Occasional Paper Series, European Central Bank, number 63, Jun.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007, "Asset prices, exchange rates and the current account," Working Paper Series, European Central Bank, number 790, Aug.
• Gomes, Armando & Gorton, Gary & Madureira, Leonardo, 2007, "SEC Regulation Fair Disclosure, information, and the cost of capital," Journal of Corporate Finance, Elsevier, volume 13, issue 2-3, pages 300-334, June.
• Pesaran, M. Hashem & Pick, Andreas, 2007, "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1245-1277, April.