Research classified by Journal of Economic Literature (JEL) codes

2007

• Gonzalez, Adrian, 2007, "Resilience of Microfinance Institutions to National Macroeconomic Events: An Econometric Analysis of MFI asset quality," MPRA Paper, University Library of Munich, Germany, number 4317, Jul.
• Chancharat, Surachai & Valadkhani, Abbas, 2007, "Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices," MPRA Paper, University Library of Munich, Germany, number 50394.
• Weber, Enzo, 2007, "Who Leads Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 5099, Apr, revised Oct 2007.
• Serwa, Dobromił, 2007, "Larger crises cost more: impact of banking sector instability on output growth," MPRA Paper, University Library of Munich, Germany, number 5101.
• McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu h., 2007, "Martingales, the efficient market hypothesis, and spurious stylized facts," MPRA Paper, University Library of Munich, Germany, number 5303, Oct.
• Abbasoğlu, Osman Furkan & Aysan, Ahmet Faruk & Gunes, Ali, 2007, "Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period," MPRA Paper, University Library of Munich, Germany, number 5494.
• Saleem, Kashif & Vaihekoski, Mika, 2007, "Time-varying global and local sources of risk in Russian stock market," MPRA Paper, University Library of Munich, Germany, number 5787, Sep.
• Karathanassis, George & Sogiakas, Vasilios, 2007, "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 5958, Nov.
• Mayanja, Abubaker B. & Legesi, Kenneth, 2007, "Risk and Return on Uganda's stock exchange," MPRA Paper, University Library of Munich, Germany, number 6407, Jul, revised Aug 2007.
• Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007, "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper, University Library of Munich, Germany, number 6512.
• Mierzejewski, Fernando, 2007, "The Short-Run Monetary Equilibrium with Liquidity Constraints," MPRA Paper, University Library of Munich, Germany, number 6526, Dec.
• Khan, Muhammad Arshad & Sajid, Muhammad Zubair, 2007, "Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis," MPRA Paper, University Library of Munich, Germany, number 6751.
• Stavarek, Daniel, 2007, "On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries," MPRA Paper, University Library of Munich, Germany, number 7298.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 80418.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007, "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper, University Library of Munich, Germany, number 80466.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 96327.
• Hyde, Stuart J, 2007, "The response of industry stock returns to market, exchange rate and interest rate risks," MPRA Paper, University Library of Munich, Germany, number 9679.
• Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007, "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper, University Library of Munich, Germany, number 9681, May.
• Jiří Trešl & Dagmar Blatná, 2007, "Dynamic Analysis of Selected European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 291-302, DOI: 10.18267/j.pep.309.
• Pavel Dvořák, 2007, "Monetární teorie cyklu, dluhový problém a finanční krize
  [Monetary Cycle Theory, Debt Problem and Financial Crises]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 2, pages 183-205, DOI: 10.18267/j.polek.596.
• Zlatuše Komárková & Luboš Komárek, 2007, "Integrace devizových trhů vybraných nových členských zemí Evropské unie
  [Integration of the foreign exchange markets of the selected EU new member states]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.602.
• Karl-Peter Schackmann-Fallis, 2007, "Intégration des marchés financiers européens : Priorité à la concurrence et à la diversité," Revue d'Économie Financière, Programme National Persée, volume 87, issue 1, pages 75-87, DOI: 10.3406/ecofi.2007.4227.
• Andrew Crockett, 2007, "Le marché des capitaux européen vu par un acteur international," Revue d'Économie Financière, Programme National Persée, volume 88, issue 2, pages 161-169, DOI: 10.3406/ecofi.2007.4267.
• 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.
• Doireann Fitzgerald, 2007, "Trade Costs, Asset Market Frictions and Risk Sharing," 2007 Meeting Papers, Society for Economic Dynamics, number 1002.
• Katherine Smith & Diego Valderrama, 2007, "The composition of capital flows when emerging market firms face financing constraints," 2007 Meeting Papers, Society for Economic Dynamics, number 533.
• 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.
• Sorina Aioanei, 2007, "European challenges for Islamic Banking," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 10, issue 25bis, pages 7-20, November.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 05_13, Jan.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 75_12, Nov.
• Joseph Dennis Alba & Donghyun Park, 2007, "An Empirical Analysis of East Asia's Pre-crisis Daily Exchange Rates," ADB Economics Working Paper Series, Asian Development Bank, number 104, Oct.
• Seong¡-Min Yoon & Sang-Hoon Kang, 2007, "A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 11, issue 1, pages 211-240, DOI: 10.11644/KIEP.JEAI.2007.11.1.169.
• Imad A. Moosa, 2007, "A Hybrid Operational Technique for Hedging Transaction Exposure to Foreign Exchange Risk," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 4, pages 517-540.
• Angelos Kanas & Christos Ioannidis, 2007, "Stock Market and the Macroeconomy: A Regime Switching Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 2, pages 181-206.
• Ramaprasad Bhar & Biljana Nikolova, 2007, "Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 369-381.
• Brindusa Covaci, 2007, "Presentation of the Leasing Concept," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2007/1, Feb.
• Afonso, Antonio & Strauch, Rolf, 2007, "Fiscal policy events and interest rate swap spreads: Evidence from the EU," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 17, issue 3, pages 261-276, July.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2007, "Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets," Journal of Banking & Finance, Elsevier, volume 31, issue 9, pages 2751-2769, September.
• Doidge, Craig & Andrew Karolyi, G. & Stulz, Rene M., 2007, "Why do countries matter so much for corporate governance?," Journal of Financial Economics, Elsevier, volume 86, issue 1, pages 1-39, October.
• Fernandez de Guevara, Juan & Maudos, Joaquin & Perez, Francisco, 2007, "Integration and competition in the European financial markets," Journal of International Money and Finance, Elsevier, volume 26, issue 1, pages 26-45, February.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007, "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 26, issue 4, pages 631-655, June.
• Claessens, Stijn & Schmukler, Sergio L., 2007, "International financial integration through equity markets: Which firms from which countries go global?," Journal of International Money and Finance, Elsevier, volume 26, issue 5, pages 788-813, September.
• Campbell, Rachel A. & Kraussl, Roman, 2007, "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1239-1260, November.
• 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.
• Moons, Cindy & Garretsen, Harry & van Aarle, Bas & Fornero, Jorge, 2007, "Monetary policy in the New-Keynesian model: An application to the Euro Area," Journal of Policy Modeling, Elsevier, volume 29, issue 6, pages 879-902.
• Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung, 2007, "Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach," Journal of Multinational Financial Management, Elsevier, volume 17, issue 2, pages 125-141, April.
• Kato, Takao & Kim, Woochan & Lee, Ju Ho, 2007, "Executive compensation, firm performance, and Chaebols in Korea: Evidence from new panel data," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 1, pages 36-55, January.
• Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007, "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 378, issue 2, pages 427-442, DOI: 10.1016/j.physa.2006.11.068.
• Burger, John D. & Warnock, Francis E., 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, Elsevier, volume 16, issue 3, pages 291-304.
• Jamdee, Sutthisit & Los, Cornelis A., 2007, "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, volume 21, issue 2, pages 260-280, June.
• Melisso Boschi & Aditya Goenka, 2007, "Relative Risk Aversion and the Transmission of Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-28, Dec.
• Octavio Maroto Santana & Rosa María Cáceres Apolinario & Lourdes Jordán Sales & Alejandro Rodríguez Caro, 2007, "Estacionalidad en la rentabilidad y volatilidad de los títulos que cotizan en el LATIBEX," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 84-95.
• Weber, Enzo, 2007, "Volatility and causality in Asia Pacific financial markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-004.
• Volckart, Oliver, 2007, "Rules, discretion or reputation? Monetary policies and the efficiency of financial markets in Germany, 14th to 16th centuries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-007.
• Weber, Enzo, 2007, "Who leads financial markets?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-015.
• Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2007, "The foreign exchange rate rate exposure of nations," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-005.
• Rotfuß, Waldemar, 2007, "Options, Futures, and Other Derivatives in Russia: An Overview," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-059.
• Wölfle, Marco, 2007, "Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-067.
• Thomas Nitschka, 2007, "Cashflow news, the value premium and an asset pricing view on European stock market integration," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 339, Nov.
• Alessandra Bonfiglioli, 2007, "Financial Integration, Productivity and Capital Accumulation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 350, Dec.
• M. Fr Mmel & A. Mende & L. Menkhoff, 2007, "Order Flows, News, and Exchange Rate Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/474, Jun.
• Christos Floros, 2007, "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 191-202, May, DOI: 10.1177/097265270700600203.
• Georgia Siougle, 2007, "Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 3, pages 249-267, December, DOI: 10.1177/097265270700600302.
• Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
• Angelo Ranaldo & Enzo Rossi, 2007, "The reaction of asset markets to Swiss National Bank communication," Working Papers, Swiss National Bank, number 2007-11.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," Working Papers, Swiss National Bank, number 2007-17.
• Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-013.RS.
• Marie Briere & Ariane Szafarz, 2007, "Crisis-Robust Bond Portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-030.RS.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-034.RS.
• Giorgio Canarella & Stephen Pollard, 2007, "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 54, issue 4, pages 445-462, December, DOI: 10.1007/s12232-007-0025-2.
• Paul J. J. Welfens, 2007, "Information and Communication Technology: Dynamics, Integration and Economic Stability," 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_10.
• Carlos Vieira & Isabel Vieira, 2007, "Seasonalities in Eastern Foreign Exchange Markets: A Barrier to Euro Adoption?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 2, pages 283-294, November, DOI: 10.1007/s11300-007-0145-0.
• Edward Sandoyan & Samvel Mkhitaryan & Edgar Karapetyan & Samvel Sahakyan, 2007, "International Financial Integration and Its Distinctions in Transition Economies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 3, pages 413-424, December, DOI: 10.1007/s11300-007-0160-1.
• Stefano Miani & Demeh Daradkah, 2007, "The Insurance Industry in Jordan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 3, pages 491-504, December, DOI: 10.1007/s11300-007-0162-z.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration: A Weighted Network Analysis," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/16, Jul.
• 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.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 1, pages 89-101, DOI: 10.1080/13518470601025243.
• Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang, 2007, "Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 5, issue 1, pages 51-64, DOI: 10.1080/14765280601109329.
• Pinar Evrim Mandaci & Erdost Torun, 2007, "Testing Integration between the Major Emerging Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 1, pages 1-12.
• Franc Klaassen & Henk Jager, 2007, "Model-free Measurement of Exchange Market Pressure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-112/2, Jan.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007, "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-036/4, Apr.
• Elise MARAIS, 2007, "Mécanismes De Propag Ation Régionale De La Crise Boursière Asiatique," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 26, pages 13-33.
• Raymond Fisman & Inessa Love, 2007, "Financial Dependence and Growth Revisited," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 470-479, 04-05.
• Will Devlin & Bill Brummitt, 2007, "A few sovereigns more: the rise of sovereign wealth funds," Economic Roundup, The Treasury, Australian Government, issue 4, pages 119-136, December.
• Michel Beine & Oscar Bernal Diaz, 2007, "Why do Central Banks intervene secretly ?preliminary evidence of the BoJ," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10421, Jul.
• Chancharat,Surachai & Valadkhani, Abbas, 2007, "Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-15.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2007, "Enforcement problems and secondary markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1049, Aug.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-22, May.
• Stanley Wilkes Black, 2007, "The Role of Endogenous Uncertainty in the Forward Discount Bias," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 327-364.
• Miroslava Filipović, 2007, "Global Capital Markets - An Updated Profile," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 54, issue 2, pages 197-217.
• Claessens, Stijn & Schmukler,Sergio L., 2007, "International financial integration through equity markets : which firms from which countries go global ?," Policy Research Working Paper Series, The World Bank, number 4146, Mar.
• Bal??zs ??gert & Ev??en Kocenda, 2007, "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp861, Mar.
• Tigran Poghosyan & Evzen Kocenda, 2007, "Macroeconomic Sources of Foreign Exchange Risk in New EU Members," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp898, Nov.
• Sumon Bhaumik & John S. Landon-Lane, 2007, "Directional Mobility of Ratings," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp900, Nov.
• Özlem Onaran, 2007, "International financial markets and fragility in the Eastern Europe: "can it happen" here?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp108, Sep.
• Onaran, Özlem, 2007, "International financial markets and fragility in the Eastern Europe: "can it happen" here?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 108.
• John D. Burger & Francis E. Warnock, 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, John Wiley & Sons, volume 16, issue 3, pages 291-304, DOI: 10.1016/j.rfe.2006.09.001.
• Heppke-Falk, Kirsten H. & Wolff, Guntram B., 2007, "Moral hazard and bail-out in fiscal federations: evidence for the German Länder," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,07.
• Fladung, Michael, 2007, "Spill-over effects of monetary policy: a progress report on interest rate convergence in Europe," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,27.
• Demary, Markus, 2007, "A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-27.
• Kühl, Michael, 2007, "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 68.
• Chakrabarti, Rajesh & Megginson, William L. & Yadav, Pradeep K., 2007, "Corporate governance in India," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-02.
• Diebold, Francis X. & Yilmaz, Kamil, 2007, "Measuring financial asset return and volatility spillovers, with application to global equity markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/02.
• Canto, Bea & Kräussl, Roman, 2007, "Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/20.
• Heidorn, Thomas & Kaiser, Dieter G. & Muschiol, Andrea, 2007, "Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 77.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Commodities in asset management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 81.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Gold in the investment portfolio," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 87.
• 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.
• Cuadro-Sáez, Lucía & García-Herrero, Alicia, 2007, "Finance for growth: does a balanced financial structure matter?," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 445.
• Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-35.
• Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-52, DOI: 10.5018/economics-ejournal.ja.2007-.
• Tapking, Jens, 2007, "Pricing of settlement link services and mergers of central securities depositories," Working Paper Series, European Central Bank, number 710, Jan.
• Afonso, António & Gomes, Pedro & Rother, Philipp, 2007, "What “hides” behind sovereign debt ratings?," Working Paper Series, European Central Bank, number 711, Jan.
• Thimann, Christian & Fratzscher, Marcel & Cuadro Sáez, Lucía, 2007, "The transmission of emerging market shocks to global equity markets," Working Paper Series, European Central Bank, number 724, Feb.
• Berndt, Antje & Obreja, Iulian, 2007, "The pricing of risk in European credit and corporate bond markets," Working Paper Series, European Central Bank, number 805, Aug.
• De Santis, Roberto A. & Ehling, Paul, 2007, "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series, European Central Bank, number 815, Sep.
• Fratzscher, Marcel & Imbs, Jean, 2007, "Risk sharing, finance and institutions in international portfolios," Working Paper Series, European Central Bank, number 826, Oct.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene, 2007, "Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-9, Jul.
• Henry, Peter B., 2007, "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers, Stanford University, Graduate School of Business, number 1974, Aug.
• Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2007, "Measuring financial market contagion using dually-traded stocks of Asian firms," Journal of Asian Economics, Elsevier, volume 18, issue 1, pages 217-236, February.
• Girardin, Eric & Liu, Zhenya, 2007, "The financial integration of China: New evidence on temporally aggregated data for the A-share market," China Economic Review, Elsevier, volume 18, issue 3, pages 354-371.
• Gajewski, Jean-Francois & Ginglinger, Edith & Lasfer, Meziane, 2007, "Why do companies include warrants in seasoned equity offerings?," Journal of Corporate Finance, Elsevier, volume 13, issue 1, pages 25-42, March.
• 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.
• Jokipii, Terhi & Lucey, Brian, 2007, "Contagion and interdependence: Measuring CEE banking sector co-movements," Economic Systems, Elsevier, volume 31, issue 1, pages 71-96, March.
• Egert, Balazs & Kocenda, Evzen, 2007, "Interdependence between Eastern and Western European stock markets: Evidence from intraday data," Economic Systems, Elsevier, volume 31, issue 2, pages 184-203, June.
• Cotter, John & Dowd, Kevin, 2007, "The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders," Finance Research Letters, Elsevier, volume 4, issue 3, pages 146-154, September.
• Charlotte Christiansen, 2007, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-05, May.
• Charlotte Christiansen, 2007, "Decomposing European Bond and Equity Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-06, May.
• Tom Engsted & Stuart Hyde & Stig V. Møller, 2007, "Habit Formation, Surplus Consumption and Return Predictability: International Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-31, Oct.
• Charlotte Christiansen & Angelo Ranaldo, 2007, "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-34, Nov.
• Art Durnev & Sergei Guriev, 2007, "The Resource Curse: A Corporate Transparency Channel," Working Papers, New Economic School (NES), number w0108, Oct.
• Victor Pontines & Reza Y. Siregar, 2007, "Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2007-02, Mar.
• Ilia D. Dichev, 2007, "What Are Stock Investors’ Actual Historical Returns? Evidence from Dollar-Weighted Returns," American Economic Review, American Economic Association, volume 97, issue 1, pages 386-401, March, DOI: 10.1257/aer.97.1.386.
• Lukas Menkhoff & Mark P. Taylor, 2007, "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, volume 45, issue 4, pages 936-972, December.
• Marta Gómez-Puig, 2007, "EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-03, Jun.
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