Research classified by Journal of Economic Literature (JEL) codes

2010

• Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP, 2010, "Options evaluation - Black-Scholes model vs. binomial options pricing model," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 137-146, December.
• Cristina CURUTIU BALINT, 2010, "The correlation between the macroeconomic variables and the Bucharest stock exchange share prices," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 189-195, December.
• Ioan NISTOR & Maria ULICI, 2010, "The impact of Lehman Brothers on Romanian banks listed on BVB," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 21-28, December.
• Vasile Burja & Camelia Burja, 2010, "Patrimonial Resources' Management And Effects On The Economic Value Added," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 12, pages 1-12.
• Anufriev, M. & Hommes, C.H. & Philipse, R., 2010, "Evolutionary Selection of Expectations in Positive and Negative Feedback Markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-05.
• Sonnemans, J. & Tuinstra, J., 2010, "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-08.
• Kerry Back, 2010, "Martingale Pricing," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 235-250, December.
• Denis Gromb & Dimitri Vayanos, 2010, "Limits of Arbitrage," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 251-275, December.
• Dilip B. Madan, 2010, "Stochastic Processes in Finance," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 277-314, December.
• Larry G. Epstein & Martin Schneider, 2010, "Ambiguity and Asset Markets," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 315-346, December.
• Philippe Jorion, 2010, "Risk Management," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 347-365, December.
• Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou, 2010, "Cross-Sectional Asset Pricing Tests," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 49-74, December.
• Lawrence Blume & David Easley, 2010, "Heterogeneity, Selection, and Wealth Dynamics," Annual Review of Economics, Annual Reviews, volume 2, issue 1, pages 425-450, September.
• Marie Bernhart & Peter Tankov & Xavier Warin, 2010, "A finite dimensional approximation for pricing moving average options," Papers, arXiv.org, number 1011.3599, Nov.
• Stefan Kerbl, 2010, "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Papers, arXiv.org, number 1011.6284, Nov, revised Nov 2010.
• Jiro Akahori & Andrea Macrina, 2010, "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers, arXiv.org, number 1012.1878, Dec.
• Felix Schindler, 2010, "Market Efficiency In The Emerging Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2010_138, Jan.
• Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010, "Multivariate Contemporaneous-Threshold Autoregressive Models," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 817.10, Apr.
• Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010, "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers, Athens University of Economics and Business, number 1001, Jan.
• Carlos Pinho & Mara Madaleno, 2010, "CO2 spot and futures price analysis for EEX and ECX," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 54, Dec.
• Marco Elia, 2010, "Premiums and arbitrage of Asian Exchange Traded Funds," BANCARIA, Bancaria Editrice, volume 12, pages 23-42, December.
• Alvaro Cartea & Pablo Villaplana Conde, 2007, "Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0718, Nov.
• Álvaro Cartea & Dimitrios Karyampas, 2009, "Volatility and Covariation of Financial Assets: A High-Frequency Analysis," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0913, Oct.
• Álvaro Cartea & Dimitrios Karyampas, 2009, "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0914, Nov.
• B. Ravikumar & Enchuan Shao, 2010, "Search Frictions and Asset Price Volatility," Staff Working Papers, Bank of Canada, number 10-1, DOI: 10.34989/swp-2010-1.
• Fousseni Chabi-Yo & Jun Yang, 2010, "Idiosyncratic Coskewness and Equity Return Anomalies," Staff Working Papers, Bank of Canada, number 10-11, DOI: 10.34989/swp-2010-11.
• Jesus Sierra, 2010, "International Capital Flows and Bond Risk Premia," Staff Working Papers, Bank of Canada, number 10-14, DOI: 10.34989/swp-2010-14.
• Emanuella Enenajor & Alex Sebastian & Jonathan Witmer, 2010, "An Assessment of the Bank of Canada's Term PRA Facility," Staff Working Papers, Bank of Canada, number 10-20, DOI: 10.34989/swp-2010-20.
• Sermin Gungor & Richard Luger, 2010, "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers, Bank of Canada, number 10-36, DOI: 10.34989/swp-2010-36.
• Martin Grandes & Marcel Peter & Nicolas Pinaud, 2010, "Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 60, pages 7-52, October -.
• Luis M. Viceira & Ricardo Gimeno, 2010, "The euro as a reserve currency for global investors," Working Papers, Banco de España, number 1014, May.
• Gabe J. de Bondt & Tuomas A. Peltonen & Daniel Santabárbara, 2010, "Booms and busts in China's stock market: Estimates based on fundamentals," Working Papers, Banco de España, number 1032, Oct.
• Antonio Di Cesare & Giovanni Guazzarotti, 2010, "An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 749, Mar.
• Aviram Levy & Andrea Zaghini, 2010, "The pricing of government-guaranteed bank bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 753, Mar.
• Roberto Violi, 2010, "Credit ratings in structured finance and the role of systemic risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 774, Sep.
• García-Verdú Santiago, 2010, "Equilibrium yield curves under regime switching," Working Papers, Banco de México, number 2010-08, Jun.
• Gómez-Pineda, Javier G., 2010, "El mercado de bonos," Chapters, Banco de la Republica de Colombia, chapter 8, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de acciones," Chapters, Banco de la Republica de Colombia, chapter 9, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Mikica Drenovak & Branko Urošević, 2010, "Modelling The Benchmark Spot Curve For The Serbian Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 184, pages 29-57, January –.
• Jelena Z. Minović & Boško R. Živković, 2010, "Open Issues In Testing Liquidity In Frontier Financial Markets: The Case Of Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 185, pages 33-62, April - J.
• Ana Manola & Branko Uroševic, 2010, "Option-Based Valuation Of Mortgage-Backed Securities," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 186, pages 42-66, July – Se.
• Valérie Chauvin & Damette, O., 2010, "Wealth effects: the French case," Working papers, Banque de France, number 276.
• Edouard Challe & Fran cois Le Grand & Xavier Ragot, 2010, "Incomplete markets, liquidation risk, and the term structure of interest rates," Working papers, Banque de France, number 301.
• Nivat, D. & Topiol, A., 2010, "Évaluation des stocks d’investissements directs dans des sociétés non cotées en valeur de marché : méthodes et résultats pour la France," Bulletin de la Banque de France, Banque de France, issue 179, pages 53-64.
• Nivat, D. & Terrien, B., 2010, "Les investissements directs français à l’étranger et étrangers en France en 2009," Bulletin de la Banque de France, Banque de France, issue 181, pages 75-88.
• Nivat, D. & Terrien, B., 2010, "French outward and inward foreign direct investment in 2009 - New presentation," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 20, pages 63-83, Winter.
• Nivat, D. & Topiol, A., 2010, "Valuation of unquoted foreign direct investment stocks at market value: methods and results for France," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 17, pages 80-98, Spring.
• Francisco Peñaranda & Enrique Sentana, 2015, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, Barcelona School of Economics, number 488, Sep.
• Naohiko Baba & Ilhyock Shim, 2010, "Policy responses to dislocations in the FX swap market: the experience of Korea," BIS Quarterly Review, Bank for International Settlements, June.
• Michael R King & Dagfinn Rime, 2011, "The $4 trillion question: what explains FX growth since the 2007 survey?," BIS Quarterly Review, Bank for International Settlements, March.
• Michael R King & Carlos Mallo, 2010, "A user's guide to the Triennial Central Bank Survey of foreign exchange market activity," BIS Quarterly Review, Bank for International Settlements, December.
• Ilhyock Shim & Haibin Zhu, 2010, "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers, Bank for International Settlements, number 332, Dec.
• Benaković Dubravka & Posedel Petra, 2010, "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," Business Systems Research, Sciendo, volume 1, issue 1-2, pages 39-46, January, DOI: 10.2478/v10305-012-0023-z.
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean‐Guy Simonato, 2010, "Default Risk in Corporate Yield Spreads," Financial Management, Financial Management Association International, volume 39, issue 2, pages 707-731, June, DOI: 10.1111/j.1755-053X.2010.01089.x.
• Abul Shamsuddin & Jae H. Kim, 2010, "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, volume 45, issue 2, pages 469-484, May, DOI: 10.1111/j.1540-6288.2010.00256.x.
• Thomas Nitschka, 2010, "International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets," German Economic Review, Verein für Socialpolitik, volume 11, issue 4, pages 527-544, November, DOI: 10.1111/j.1468-0475.2009.00499.x.
• Masaya Sakuragawa & Kaoru Hosono, 2010, "Fiscal Sustainability Of Japan: A Dynamic Stochastic General Equilibrium Approach," The Japanese Economic Review, Japanese Economic Association, volume 61, issue 4, pages 517-537, December.
• Adrien Verdelhan, 2010, "A Habit‐Based Explanation of the Exchange Rate Risk Premium," Journal of Finance, American Finance Association, volume 65, issue 1, pages 123-146, February, DOI: 10.1111/j.1540-6261.2009.01525.x.
• John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010, "Global Currency Hedging," Journal of Finance, American Finance Association, volume 65, issue 1, pages 87-121, February, DOI: 10.1111/j.1540-6261.2009.01524.x.
• Andrew Ang & Vineer Bhansali & Yuhang Xing, 2010, "Taxes on Tax‐Exempt Bonds," Journal of Finance, American Finance Association, volume 65, issue 2, pages 565-601, April, DOI: 10.1111/j.1540-6261.2009.01545.x.
• Torben G. Andersen & Luca Benzoni, 2010, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," Journal of Finance, American Finance Association, volume 65, issue 2, pages 603-653, April, DOI: 10.1111/j.1540-6261.2009.01546.x.
• JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN, 2010, "Predictive Regressions: A Present‐Value Approach," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1439-1471, August, DOI: 10.1111/j.1540-6261.2010.01575.x.
• Hui Chen, 2010, "Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure," Journal of Finance, American Finance Association, volume 65, issue 6, pages 2171-2212, December, DOI: 10.1111/j.1540-6261.2010.01613.x.
• Rob Bauer & Piet Eichholtz & Nils Kok, 2010, "Corporate Governance and Performance: The REIT Effect," Real Estate Economics, American Real Estate and Urban Economics Association, volume 38, issue 1, pages 1-29, March, DOI: 10.1111/j.1540-6229.2009.00252.x.
• Shakill Hassan & Andrew Van Biljon, 2010, "The Equity Premium And Risk‐Free Rate Puzzles In A Turbulent Economy: Evidence From 105 Years Of Data From South Africa," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 1, pages 23-39, March, DOI: 10.1111/j.1813-6982.2010.01237.x.
• Qingwei Wang, 2010, "Sentiment, Convergence of Opinion, and Market Crash," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 10012, May.
• Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010, "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 757, Jun, revised 15 Mar 2020.
• Joseph Noss, 2010, "Extracting information from structured credit markets," Bank of England working papers, Bank of England, number 407, Dec.
• Petros M Migiakis, 2010, "Determinants of the Greek stock-bond correlation," Economic Bulletin, Bank of Greece, issue 33, pages 79-90, May.
• Dimitris A. Georgoutsos & Petros Migiakis, 2010, "European sovereign bond spreads: monetary unification, market conditions and financial integration," Working Papers, Bank of Greece, number 115, Jun.
• Sangkyu Lee & Yang Woo Kim & Joonmyung Woo, 2010, "An Empirical Analysis of the Relationship between Monetary Policy and Stock Returns in Korea and Its Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 1, pages 37-70, March.
• Sangbae Kim & Taehun Jung, 2010, "On Return and Volatility Timing Abilities in Korean Equity Funds (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 2, pages 87-116, June.
• L. Marattin & S. Salotti, 2010, "The Euro-dividend: public debt and interest rates in the Monetary Union," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 695, Feb.
• R. Andergassen & L. Sereno, 2010, "The valuation of N-phased investment projects under jump-diffusion processes," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 697, Mar.
• Serkan Yilmaz Kandir & Ahmet Erismis, 2010, "Investigating Exchange Rate Exposure of Bank Shares: Empirical Evidence From ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 46, pages 49-83.
• Jianjun Miao & NENGJIU JU, 2010, "Ambiguity, Learning, And Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2010-031, Jan.
• Jianjun Miao & PENGFEI WANG, 2010, "Credit Risk and Business Cycles," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2010-033, Jan.
• Weber Ernst Juerg, 2010, "The Role of the Real Interest Rate in U.S. Macroeconomic History," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-26, April, DOI: 10.2202/1935-1690.1853.
• Nitschka Thomas, 2010, "International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets," German Economic Review, De Gruyter, volume 11, issue 4, pages 527-544, December, DOI: 10.1111/j.1468-0475.2009.00494.x.
• George J. Hall & Thomas J. Sargent, 2010, "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," Working Papers, Brandeis University, Department of Economics and International Business School, number 01, Nov.
• Blake LeBaron, 2010, "Wealth Dynamics and a Bias Toward Momentum Trading," Working Papers, Brandeis University, Department of Economics and International Business School, number 14, Dec.
• Blake LeBaron, 2010, "Heterogeneous Gain Learning and the Dynamics of Asset Prices," Working Papers, Brandeis University, Department of Economics and International Business School, number 29, Jun, revised Dec 2010.
• Claudio Henrique Barbedo & Octávio Bessada Lion & Jose Valentim Machado Vicente, 2010, "Pricing Asian Interest Rate Options with a Three-Factor HJM Model," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 1, pages 9-23.
• Richard John Brostowicz Junior & Márcio Poletti Laurini, 2010, "Variance Swaps in BM&F: Pricing and Viability of Hedge," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 2, pages 197-228.
• Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta, 2010, "The Disposition Effect in the Brazilian Equity Fund Industry," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 383-416.
• Juliano Ribeiro de Almeida & William Eid Jr., 2010, "Estimating Stocks Return with Decomposition of the Book-to-Market Ratio: Evidences from Bovespa," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 417-441.
• Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010, "La TVA sociale : bonne ou mauvaise idée ?," Economie & Prévision, La Documentation Française, volume 0, issue 2, pages 1-19.
• David Le Bris, 2010, "Les krachs boursiers en France depuis 1854," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 421-430.
• Mohamed El Hédi Arouri & Christophe Rault, 2010, "Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe," Revue économique, Presses de Sciences-Po, volume 61, issue 5, pages 945-959.
• Pesaran, M.H., 2010, "Predictability of Asset Returns and the Efficient Market Hypothesis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1033, Aug.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/18, Apr.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/22, May.
• Jędrzej Białkowski & Ahmad Etebari & Tomasz Piotr Wisniewski, 2010, "Piety and Profits: Stock Market Anomaly during the Muslim Holy Month," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/52, Sep.
• Arghyrou, Michael G & Kontonikas, Alexandros, 2010, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2010/9, Sep.
• Philippe Bergevin, 2010, "Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings," C.D. Howe Institute Backgrounder, C.D. Howe Institute, issue 130, May.
• David C. Allan & Philippe Bergevin, 2010, "The Canadian ABS Market: Where Do We Go From Here?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 315, November.
• Rodolfo Apreda, 2010, "Devising a non-standard convertible zero-coupon bond to enhance corporate governance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 421, May.
• Rodolfo Apreda, 2010, "The pricing of financial assets in the physical world of finance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 427, Aug.
• Jerome L. Stein, 2010, "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series, CESifo, number 2924.
• Mohamed El Hedi Arouri & Christophe Rault, 2010, "Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries?," CESifo Working Paper Series, CESifo, number 2934.
• Hans Dewachter & Leonardo Iania, 2010, "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series, CESifo, number 2950.
• Erik Snowberg & Justin Wolfers, 2010, "Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?," CESifo Working Paper Series, CESifo, number 3029.
• Burkhard Heer & Alfred Maussner, 2010, "A Note on the Computation of the Equity Premium and the Market Value of Firm Equity," CESifo Working Paper Series, CESifo, number 3042.
• M. Hashem Pesaran, 2010, "Predictability of Asset Returns and the Efficient Market Hypothesis," CESifo Working Paper Series, CESifo, number 3116.
• Olaf Posch, 2010, "Risk Premia in General Equilibrium," CESifo Working Paper Series, CESifo, number 3131.
• Lorenzo C. G. Pozzi & Casper De Vries & Jorn Zenhorst & Casper G, de Vries, 2010, "World Equity Premium Based Risk Aversion Estimates," CESifo Working Paper Series, CESifo, number 3152.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," CESifo Working Paper Series, CESifo, number 3245.
• Burkhard Heer & Alfred Maussner, 2010, "Log-Normal Approximation of the Equity Premium in the Production Model," CESifo Working Paper Series, CESifo, number 3311.
• Shin-ichi Fukuda, 2010, "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-229, Sep.
• Giovanni BARONE-ADESI & Hakim DALL'O, 2010, "Is the Price Kernel Monotone?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-03, Jan, revised Apr 2010.
• Thorsten HENS & Christian REICHLIN, 2010, "Three Solutions to the Pricing Kernel Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-14, Mar.
• Monika GISLER & Didier SORNETTE, 2010, "Bubbles Everywhere in Human Affairs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-16, May.
• Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL, 2010, "The Price of Liquidity: Bank Characteristics and Market Conditions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-20, Mar.
• Felix KUBLER & Karl SCHMEDDERS, 2010, "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-21, May.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-26, Jun.
• Zhihua CHEN & Aziz A. LOOKMAN & Norman SCHURHOFF & Duane J. SEPPI, 2010, "Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-30, Jun.
• Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010, "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-32, Jun.
• Gunther Capelle-Blancard & Stéphanie Monjon, 2010, "Socially Responsible Investing: it Takes More than Words," Working Papers, CEPII research center, number 2010-15, Aug.
• Mohamed Arouri & Christophe Rault, 2010, "Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries," International Economics, CEPII research center, issue 122, pages 41-56.
• Milo Bianchi & Philippe Jehiel, 2010, "Bubbles and Crashes with Partially Sophisticated Investors," Levine's Working Paper Archive, David K. Levine, number 122247000000002180, Dec.
• J. Danthine & J. Donaldson & R. Mehra, 2010, "The equity premium and the allocation of income risk," Levine's Working Paper Archive, David K. Levine, number 1398, Dec.
• Fernando Alvarez & Urban J Jermann, 2010, "Asset Pricing When Risk Sharing is Limited by Default," Levine's Working Paper Archive, David K. Levine, number 1898, Dec.
• Francisco Peñaranda & Enrique Sentana, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, CEMFI, number wp2010_1004, Jul.
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2010, "Financial Integration at Times of Financial (In)Stability," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 0, "CNB Financial Stability Report 2009/2010".
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2010, "Financial Integration at Times of Financial Instability," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/09, Dec.
• Ramiro Losada López, 2010, "The financial institutions incentives when they place financial assets with credit risk to retail investors," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 4.
• Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz, 2010, "Are all Credit Default Swap Databases Equal?," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 4.
• Andrés Mauricio Mendoza Pineros & José Alfredo Jiménez Moscoso, 2010, "Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Le�n & Francisco Vivas, 2010, "Dependencia de largo plazo y la regla de la ra�z del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia, Banco de la Republica, number 7011, May.
• Diego Alonso Agudelo Rueda, 2010, "Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 anos?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10654, Aug.
• Charle Londono & Mauricio Lopera & Sergio Restrepo, 2010, "Teoría de precios de arbitraje. Evidencia empírica para Colombia a través de redes neuronales," Revista de Economía del Rosario, Universidad del Rosario.
• Karim Parra, 2010, "Factores determinantes del margen entre la deuda corporativa y la deuda pública en Colombia," Revista de Economía del Rosario, Universidad del Rosario.
• Andrés Gómez, 2010, "estimación de una superficie de volatilidades para las opciones de tasa de cambio USD/COP," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Carlo Alberto Magni, 2010, "Average internal rate of return and investment decisions: A new perspective," Proyecciones Financieras y Valoración, Master Consultores, number 6653, Jan.
• Ignacio Velez Pareja & Joseph Tham, 2010, "Estimating Cash Flows for Project Appraisal and Firm Valuation," Proyecciones Financieras y Valoración, Master Consultores, number 6738, Mar.
• Ignacio Velez-Pareja & Joseph Tham, 2010, "An introduction to the cost of capital," Proyecciones Financieras y Valoración, Master Consultores, number 6854, Mar.
• Felipe Mejia & Ignacio Velez-Pareja, 2010, "Analytical solution to the circularity problem in the discounted cash flow valuation framework," Proyecciones Financieras y Valoración, Master Consultores, number 6931, May.
• Carlo Alberto Magni, 2010, "On the long-standing issue of the internal rate of return: a complete resolution," Proyecciones Financieras y Valoración, Master Consultores, number 7126, Jun.
• Ignacio Velez Pareja, 2010, "Risky Tax Shields and Risky Debt: A Monte Carlo Approach," Proyecciones Financieras y Valoración, Master Consultores, number 7184, Jun.
• Carlo Alberto Magni, 2010, "Purely Internal Rate of Return and Investment Decisions: A Cash-Flow Perspective," Proyecciones Financieras y Valoración, Master Consultores, number 7285, Jul.
• Felipe Mej√≠a & Ignacio Velez Pareja, 2010, "Cost of Capital, Cost of Equity and Value Without Circularity for Constant Growth Perpetuities," Proyecciones Financieras y Valoración, Master Consultores, number 7314, Aug.
• Joseph Tham & Ignacio Velez Pareja, 2010, "Cost of Capital with Levered Cost of Equity as the Risk of Tax Shields," Proyecciones Financieras y Valoración, Master Consultores, number 7315, Aug.
• Felipe Mejia & Ignacio Velez Pareja, 2010, "Cost of Equity and WACC for Perpetuities with Constant Growth," Proyecciones Financieras y Valoración, Master Consultores, number 7316, Aug.
• Felipe Mejia & Ignacio Velez Pareja, 2010, "Soluci√≥n Anal√≠tica al Problema de la Circularidad Usando Flujos de Caja Descontados," Proyecciones Financieras y Valoración, Master Consultores, number 7317, Aug.
• Ignacio Velez Pareja & Joseph Tham, 2010, "Timanco S.A.: Unpaid Taxes, Losses Carried Forward, Foreign Debt, Presumptive Income and Adjustment for Inflation: Matching DCF and EVA¬©," Proyecciones Financieras y Valoración, Master Consultores, number 7319, Aug.
• Gonzalo Diaz Hoyos & Ignacio Velez Pareja, 2010, "Estimating the Appropriate Risk Profile for the Tax Savings: A Contingent Claim Approach," Proyecciones Financieras y Valoración, Master Consultores, number 7417, Sep.
• Carlo Alberto Magni, 2010, "Reasoning the `Net-Present-Value¬¥ Way: Some Biases and How to Use Psychology for Falsifying Decision Models," Proyecciones Financieras y Valoración, Master Consultores, number 7420, Sep.
• Carlo Alberto Magni, 2010, "ROE, Market Value Added e creazione di valore," Proyecciones Financieras y Valoración, Master Consultores, number 7532, Sep.
• Joseph Tham & Ignacio Velez Pareja, 2010, "Costo de capital con costo del patrimonio apalancado como el riesgo de los escudos fiscales," Proyecciones Financieras y Valoración, Master Consultores, number 7612, Oct.
• James W. Kolari & Ignacio Velez Pareja, 2010, "Corporation Income Taxes and the Cost of Capital: A Revision," Proyecciones Financieras y Valoración, Master Consultores, number 7702, Nov.
• Carlo Alberto Magni, 2010, "Depreciation Classes, Return on Investment and Economic Profitability," Proyecciones Financieras y Valoración, Master Consultores, number 7781, Dec.
• Ignacio V√©lez Pareja & Joseph Tham, 2010, "Company Valuation in an Emerging Economy - Caldonia: A Case Study," Proyecciones Financieras y Valoración, Master Consultores, number 8335, Oct.
• Casper van Ewijk & Henri de Groot & C. Santing, 2010, "A meta-analysis of the equity premium," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 156, Aug.
• Camille Chaserant, 2010, "L’autorité ne fait pas le contrat de travail : Une critique du modèle de Simon (1951)," Cahiers d’économie politique / Papers in Political Economy, L'Harmattan, issue 58, pages 61-81.
• Magni, Carlo Alberto, 2010, "Residual income and value creation: An investigation into the lost-capital paradigm," European Journal of Operational Research, Elsevier, volume 201, issue 2, pages 505-519, March.
• Jahan-Parvar, Mohammad R. & Waters, George A., 2010, "Equity price bubbles in the Middle Eastern and North African Financial markets," Emerging Markets Review, Elsevier, volume 11, issue 1, pages 39-48, March.
• Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010, "Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 345-361, June.
• Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2010, "An empirical investigation of stock market behavior in the Middle East and North Africa," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 413-427, June.
• Engsted, Tom & Pedersen, Thomas Q., 2010, "The dividend-price ratio does predict dividend growth: International evidence," Journal of Empirical Finance, Elsevier, volume 17, issue 4, pages 585-605, September.
• Fornari, Fabio, 2010, "Assessing the compensation for volatility risk implicit in interest rate derivatives," Journal of Empirical Finance, Elsevier, volume 17, issue 4, pages 722-743, September.
• Bekaert, Geert & Engstrom, Eric & Grenadier, Steven R., 2010, "Stock and bond returns with Moody Investors," Journal of Empirical Finance, Elsevier, volume 17, issue 5, pages 867-894, December.
• Cifarelli, Giulio & Paladino, Giovanna, 2010, "Oil price dynamics and speculation: A multivariate financial approach," Energy Economics, Elsevier, volume 32, issue 2, pages 363-372, March.
• Cotter, John & Hanly, Jim, 2010, "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, volume 32, issue 2, pages 432-441, March.
• Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010, "Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach," Energy Economics, Elsevier, volume 32, issue 5, pages 979-986, September.
• Ferland, René & Gauthier, Geneviève & Lalancette, Simon, 2010, "A regime-switching term structure model with observable state variables," Finance Research Letters, Elsevier, volume 7, issue 2, pages 103-109, June.
• Menkhoff, Lukas & Schmeling, Maik, 2010, "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 101-128, February.
• Ozsoylev, Han N. & Takayama, Shino, 2010, "Price, trade size, and information revelation in multi-period securities markets," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 49-76, February.
• Pavlova, Anna & Rigobon, Roberto, 2010, "An asset-pricing view of external adjustment," Journal of International Economics, Elsevier, volume 80, issue 1, pages 144-156, January.
• Alquist, Ron, 2010, "How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange," Journal of International Economics, Elsevier, volume 82, issue 2, pages 219-229, November.
• Gregoriou, Andros & Kontonikas, Alexandros, 2010, "The long-run relationship between stock prices and goods prices: New evidence from panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 2, pages 166-176, April.
• Spencer, Peter & Liu, Zhuoshi, 2010, "An open-economy macro-finance model of international interdependence: The OECD, US and the UK," Journal of Banking & Finance, Elsevier, volume 34, issue 3, pages 667-680, March.
• Tang, Dragon Yongjun & Yan, Hong, 2010, "Market conditions, default risk and credit spreads," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 743-753, April.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1383-1399, June.
• Anufriev, Mikhail & Dindo, Pietro, 2010, "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, volume 73, issue 3, pages 327-358, March.
• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2010, "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Journal of Economic Behavior & Organization, Elsevier, volume 74, issue 3, pages 187-205, June.
• Corgnet, Brice & Kujal, Praveen & Porter, David, 2010, "The effect of reliability, content and timing of public announcements on asset trading behavior," Journal of Economic Behavior & Organization, Elsevier, volume 76, issue 2, pages 254-266, November.
• Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010, "From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets," Journal of Economics and Business, Elsevier, volume 62, issue 5, pages 347-366, September.
• Robert Jarrow, 2010, "Convenience yields," Review of Derivatives Research, Springer, volume 13, issue 1, pages 25-43, April, DOI: 10.1007/s11147-009-9042-5.
• Frank Zhang, 2010, "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, volume 13, issue 2, pages 101-124, July, DOI: 10.1007/s11147-009-9046-1.
• Gabriel Drimus, 2010, "A forward started jump-diffusion model and pricing of cliquet style exotics," Review of Derivatives Research, Springer, volume 13, issue 2, pages 125-140, July, DOI: 10.1007/s11147-009-9045-2.
• Masayuki Ikeda, 2010, "Equilibrium preference free pricing of derivatives under the generalized beta distributions," Review of Derivatives Research, Springer, volume 13, issue 3, pages 297-332, October, DOI: 10.1007/s11147-010-9051-4.
• Chuang-Chang Chang & Jun-Biao Lin, 2010, "The valuation of multivariate contingent claims under transformed trinomial approaches," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 23-36, January, DOI: 10.1007/s11156-009-0121-3.
• Hsuan-Chi Chen & Wen-Chung Guo, 2010, "Divergence of opinion and initial public offerings," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 59-79, January, DOI: 10.1007/s11156-009-0125-z.
• Kathleen Fuller & Bonnie Ness & Robert Ness, 2010, "Is information risk priced for NASDAQ-listed stocks?," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 301-312, April, DOI: 10.1007/s11156-009-0131-1.
• Yu Cong & Rani Hoitash & Murugappa Krishnan, 2010, "Event study with imperfect competition and private information: earnings announcements revisited," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 383-411, April, DOI: 10.1007/s11156-009-0136-9.