Research classified by Journal of Economic Literature (JEL) codes

2007

• 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(0x5cbeb758), May.
• 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, Centre for Economic Policy Research, number 6074, Feb.
• Miles, David & McCarthy, David, 2007, "Optimal Portfolio Allocation for Corporate Pension Funds," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 6445, Sep.
• Zingales, Luigi & Sapienza, Paola & Toldra Simats, Anna, 2007, "Understanding Trust," CEPR Discussion Papers, Centre for Economic Policy Research, number 6462, Sep.
• Huberman, Gur, 2007, "Is the Price of Money Managers Too Low?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6531, Oct.
• Huberman, Gur & Dorn, Daniel, 2007, "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007, "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
• Bowsher, Clive G., 2007, "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 876-912, December.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007, "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 546-563, September.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007, "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, volume 10, issue 1, pages 26-47, February.
• Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007, "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2517-2534, August.
• Vayanos, Dimitri & Wang, Tan, 2007, "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 66-104, September.
• Ludvigson, Sydney C. & Ng, Serena, 2007, "The empirical risk-return relation: A factor analysis approach," Journal of Financial Economics, Elsevier, volume 83, issue 1, pages 171-222, January.
• Holthausen, Cornelia & Tapking, Jens, 2007, "Raising rival's costs in the securities settlement industry," Journal of Financial Intermediation, Elsevier, volume 16, issue 1, pages 91-116, January.
• Cotter, John, 2007, "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, volume 26, issue 8, pages 1338-1354, December.
• Scaillet, Olivier, 2007, "Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters," Journal of Multivariate Analysis, Elsevier, volume 98, issue 3, pages 533-543, March.
• Fellner, Gerlinde & Maciejovsky, Boris, 2007, "Risk attitude and market behavior: Evidence from experimental asset markets," Journal of Economic Psychology, Elsevier, volume 28, issue 3, pages 338-350, June.
• Monnet, Cyril & Quintin, Erwan, 2007, "Why do financial systems differ? History matters," Journal of Monetary Economics, Elsevier, volume 54, issue 4, pages 1002-1017, May.
• Vayanos, Dimitri & Weill, Pierre-Olivier, 2007, "A search-based theory of the on-the-run phenomenon," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24474, Jan.
• Rabin, Matthew & Vayanos, Dimitri, 2007, "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24476, Jan.
• Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007, "Market liquidity and funding liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24478, Feb.
• Danielsson, Jon & Penaranda, Francisco, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24480, Jan.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2007, "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4764, Dec.
• Vasileios Kallinterakis & Tatyana Kratunova, 2007, "Does thin Trading Impact Upon the Measurement of Herding? Evidence from Bulgaria," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 10, issue 1, pages 42-65, Summer.
• Alfonso García Mora & Gloria Hervás Ortega & María Romero Paniagua, 2007, "El sistema financiero español ante la crisis crediticia internacional," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 92-125.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007, "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 901-927, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic, 2007, "Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 3-4, pages 159-177, June.
• Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007, "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers, Federal Reserve Bank of St. Louis, number 2006-061, DOI: 10.20955/wp.2006.061.
• Pinelopi K. Goldberg & Rebecca Hellerstein, 2007, "A framework for identifying the sources of local currency price stability with an empirical application," Staff Reports, Federal Reserve Bank of New York, number 287.
• Asani Sarkar & Robert A. Schwartz, 2007, "Market sidedness: insights into motives for trade initiation," Staff Reports, Federal Reserve Bank of New York, number 292, Jul.
• Matthew Rabin & Dimitri Vayanos, 2007, "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers, Financial Markets Group, number dp578, Jan.
• Pavel Trunin & M. Kamenskih, 2007, "Monitoring Financial Stability In Developing Economies (Case of Russia)," Research Paper Series, Gaidar Institute for Economic Policy, issue 111P.
• Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-06.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007, "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print, HAL, number hal-00459795, Sep, DOI: 10.1093/rfs/hhm027.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007, "Indirect robust estimation of the short-term interest rate process," Post-Print, HAL, number hal-00463251, Sep, DOI: 10.1016/j.jempfin.2006.09.004.

2006

• Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006, "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, volume 3, issue 2, pages 114-132, June.
• Lindset, Snorre & Persson, Svein-Arne, 2006, "A note on a barrier exchange option: The world's simplest option formula?," Finance Research Letters, Elsevier, volume 3, issue 3, pages 207-211, September.
• Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006, "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, volume 30, issue 4, pages 1171-1199, April.
• Corielli, Francesco & Marcellino, Massimiliano, 2006, "Factor based index tracking," Journal of Banking & Finance, Elsevier, volume 30, issue 8, pages 2215-2233, August.
• Rosenberg, Joshua V. & Schuermann, Til, 2006, "A general approach to integrated risk management with skewed, fat-tailed risks," Journal of Financial Economics, Elsevier, volume 79, issue 3, pages 569-614, March.
• Caballero, Ricardo J. & Krishnamurthy, Arvind, 2006, "Bubbles and capital flow volatility: Causes and risk management," Journal of Monetary Economics, Elsevier, volume 53, issue 1, pages 35-53, January.
• Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2006, "Public policy and the creation of active venture capital markets," Journal of Public Economics, Elsevier, volume 90, issue 8-9, pages 1699-1723, September.
• Parisi F., Antonino & Parisi F., Franco, 2006, "Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte," El Trimestre Económico, Fondo de Cultura Económica, volume 73, issue 290, pages 265-288, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v73i.
• Morten Balling (ed.), 2006, "The Adoption of the Euro, Choice of Currency Regime and Integration of Payment Systems," SUERF Studies, SUERF - The European Money and Finance Forum, number 2006/5, ISBN: ARRAY(0x75b01d20), October.
• Christa N. Brunnschweiler, 2006, "Financing the alternative: renewable energy in developing and transition countries," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 06/49, Mar.
• Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006, "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers, European University Institute, number ECO2006/32.
• Filip Žikeš & Vít Bubák, 2006, "Seasonality and Non-Trading Effect on Central European Stock Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 1-2, pages 69-79, January.
• Yeliz Yalcin & Eray M. Yycel, 2006, "The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 5-6, pages 258-277, May.
• Xavier Gine & Dean Karlan, 2006, "Group versus individual liability: A field experiment in the philippines," Natural Field Experiments, The Field Experiments Website, number 00253.
• Mark Aguiar & Manuel Amador & Gita Gopinath, 2006, "Efficient expropriation: sustainable fiscal policy in a small open economy," Working Papers, Federal Reserve Bank of Boston, number 06-9.
• Drobyshevsky Sergey & Trunin Pavel & Knobel Alexandr, 2006, "Some Approaches to the Development of the System of Indicators for Monitoring the Financial Stability," Research Paper Series, Gaidar Institute for Economic Policy, issue 103P.
• A. Durre & H. Beltran & P. Giot, 2006, "Volatility regimes and the provision of liquidity in order book markets," Post-Print, HAL, number hal-00260870, Jun.
• A. Durre & H. Beltran & P. Giot, 2006, "Volatility regimes and the provision of liquidity in order book markets," Post-Print, HAL, number hal-00260906, Apr.
• J. Annaert & W. Van Hyfte, 2006, "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/376, Mar.
• Cemal Berk OÄŸuzsoy & Sibel Güven, 2006, "Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 1, pages 1-13, April, DOI: 10.1177/097265270500500101.
• J. Huston McCulloch & Ohio State University, 2006, "Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations," Computing in Economics and Finance 2006, Society for Computational Economics, number 173, Jul.
• Dominique Pujal & Patrick Saint-Pierre, 2006, "Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments," Computing in Economics and Finance 2006, Society for Computational Economics, number 186, Jul.
• Cyril Schoreels & Jonathan M. Garibaldi, 2006, "Comparative study of central decision makers versus groups of evolved agents trading in equity markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 410, Jul.
• S. Nagornii & D. Widijanto, 2006, "New Dimensions in Portfolio Optimization," Computing in Economics and Finance 2006, Society for Computational Economics, number 459, Jul.
• Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn, 2006, "On the Expectations Hypothesis in US Term Structure," Computing in Economics and Finance 2006, Society for Computational Economics, number 508, Jul.
• Salvatore Capasso, 2006, "Stock Market Development and Economic Growth: A Matter of Information Dynamics," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 166, Sep.
• Claudio Loderer & Marc-André Mittermayer, 2006, "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 1, pages 79-114, March.
• Catherine Bruneau & Amine Lahiani, 2006, "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 4, pages 479-500, December.
• Angelo Ranaldo, 2006, "Intraday Market Dynamics Around Public Information Arrivals," Working Papers, Swiss National Bank, number 2006-11.
• Stefan Frey & Joachim Grammig, 2006, "Liquidity supply and adverse selection in a pure limit order book market," Empirical Economics, Springer, volume 30, issue 4, pages 1007-1033, January, DOI: 10.1007/s00181-005-0009-6.
• Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2006, "Modelling financial transaction price movements: a dynamic integer count data model," Empirical Economics, Springer, volume 30, issue 4, pages 795-825, January, DOI: 10.1007/s00181-005-0001-1.
• Pierre Giot & Joachim Grammig, 2006, "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, volume 30, issue 4, pages 867-887, January, DOI: 10.1007/s00181-005-0003-z.
• Bruno Bouchard, 2006, "No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure," Finance and Stochastics, Springer, volume 10, issue 2, pages 276-297, April, DOI: 10.1007/s00780-006-0002-8.
• Bruno Bouchard, 2006, "No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure," Finance and Stochastics, Springer, volume 10, issue 2, pages 276-297, April, DOI: 10.1007/s00780-006-0002-8.
• Lothar Rogge, 2006, "Call Completeness Implies Completeness in the n-period Model of a Financial Market," Finance and Stochastics, Springer, volume 10, issue 2, pages 298-301, April, DOI: 10.1007/s00780-006-0007-3.
• David Heath & Hyejin Ku, 2006, "Consistency among trading desks," Finance and Stochastics, Springer, volume 10, issue 3, pages 331-340, September, DOI: 10.1007/s00780-006-0014-4.
• Paul Embrechts & Giovanni Puccetti, 2006, "Bounds for Functions of Dependent Risks," Finance and Stochastics, Springer, volume 10, issue 3, pages 341-352, September, DOI: 10.1007/s00780-006-0005-5.
• A. Cherny, 2006, "Weighted V@R and its Properties," Finance and Stochastics, Springer, volume 10, issue 3, pages 367-393, September, DOI: 10.1007/s00780-006-0009-1.
• Luciano Campi & Walter Schachermayer, 2006, "A super-replication theorem in Kabanov’s model of transaction costs," Finance and Stochastics, Springer, volume 10, issue 4, pages 579-596, December, DOI: 10.1007/s00780-006-0022-4.
• Alan Kirman, 2006, "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 1, issue 1, pages 89-117, May, DOI: 10.1007/s11403-006-0005-8.
• Baosheng Yuan & Kan Chen, 2006, "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 1, issue 2, pages 189-214, November, DOI: 10.1007/s11403-006-0011-x.
• Patricia M. Dechow & Weili Ge, 2006, "The persistence of earnings and cash flows and the role of special items: Implications for the accrual anomaly," Review of Accounting Studies, Springer, volume 11, issue 2, pages 253-296, September, DOI: 10.1007/s11142-006-9004-1.
• Eckhard Platen & David Heath, 2006, "A Benchmark Approach to Quantitative Finance," Springer Finance, Springer, number 978-3-540-47856-0, ISBN: ARRAY(0x5f09f330), October, DOI: 10.1007/978-3-540-47856-0.
• Paul Wachtel & Peter L. Rousseau, 2006, "What is happening to the impact of financial deepening on economic growth?," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 06-15.
• Claudio Morana & Andrea Beltratti, 2006, "Structural breaks and common factors in the volatility of the Fama-French factor portfolios," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 14, pages 1059-1073, DOI: 10.1080/09603100500426598.
• Kevin Fergusson & Eckhard Platen, 2006, "On the Distributional Characterization of Daily Log-Returns of a World Stock Index," Applied Mathematical Finance, Taylor & Francis Journals, volume 13, issue 1, pages 19-38, DOI: 10.1080/13504860500394052.