Research classified by Journal of Economic Literature (JEL) codes

2006

• Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman (ed.), 2006, "Cross-Border Banking:Regulatory Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6129, ISBN: ARRAY(0x538a8950).
• Michael H. Moskow, 2006, "Cross-Border Banking: Forces Driving Change and Resulting Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Guillermo Ortiz, 2006, "Cross-Border Banking and the Challenges Faced by Host Country Authorities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Eugene A. Ludwig, 2006, "Remarks on Cross Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Nicholas Le Pan, 2006, "Regulatory Challenges: The Road Ahead," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Howard Davies, 2006, "Comments on Cross-Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Jean Dermine, 2006, "European Banking Integration and the Societas Europaea: From Host-Country to Home-Country Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Nicola Cetorelli & Linda S. Goldberg, 2006, "Risks in U.S. Bank International Exposures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Stefan Hohl & Patrick McGuire & Eli Remolona, 2006, "Cross-Border Banking in Asia: Basel II and Other Prudential Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Philipp Hartmann, 2006, "Discussion of the Session “Survey of the Current Landscape”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Allen N. Berger, 2006, "Why is Foreign Bank Penetration So Low in Developed Nations?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Stijn Claessens, 2006, "Competitive Implications of Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Alejandro Micco & Ugo Panizza, 2006, "Bank Concentration and Credit Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• John H. Boyd, 2006, "Cross-Border Banking — Regulatory Challenges: Comments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Piotr Bednarski & Grzegorz Bielicki, 2006, "Home and Host Supervisors' Relations from a Host Supervisor's Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Patricia Jackson, 2006, "Basel II Home Host Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Giovanni Majnoni & Andrew Powell, 2006, "Basel II and Home versus Host Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• João A. C. Santos, 2006, "Comments on Jackson, Bielicki and Bednarski, and Majnoni and Powell," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Edward J. Kane, 2006, "Confronting Divergent Interests in Cross-Country Regulatory Arrangements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Thorvald Grung Moe, 2006, "Market Discipline Issues and Cross-Border Banking: A Nordic Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Juan Pablo Graf & Pascual O'Dogherty, 2006, "Cross-Border Banking, Market Discipline and the Ability to Stand Alone," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Douglas D. Evanoff, 2006, "Market Discipline Issues Associated with Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Robert A. Eisenbeis & George G. Kaufman, 2006, "Challenges for Deposit Insurance and Financial Stability in Cross-Border Banking Environments with Emphasis on the European Union," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Garry J. Schinasi & Pedro Gustavo Teixeira, 2006, "The Lender of Last Resort in the European Single Financial Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Jeff Stehm, 2006, "Payment Systems and the Safety Net: The Role of Central Bank Money and Oversight," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Asli Demirgüç-Kunt, 2006, "Designing a Bank Safety Net: Regulatory Challenges for Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Michael Krimminger, 2006, "Banking in a Changing World: Issues and Questions in the Resolution of Cross-Border Banks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Apanard Angkinand & Clas Wihlborg, 2006, "Bank Insolvency Procedures as Foundation for Market Discipline," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Cesare Calari, 2006, "Comments on Cross-Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Christine Cumming, 2006, "Where to from Here?: Comments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Adrian Orr, 2006, "Designing the Home–Host Relationship to Support in Good Times and Bad: Trans-Tasman Developments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Eric Rosengren, 2006, "An Overview of Cross-Border Bank Policy Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Constantinos Katrakilidis & Athanasios Koulakiotis, 2006, "Measuring the Impact of Stock Exchange Rules on Volatility and Error Transmission – The Case of European Cross-Listed Equities," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 9, issue 2, pages 37-58, November.
• Arola, Mika, 2006, "Foreign capital and Finland: central government's firstperiod of reliance on international financial markets 1862-1938," Bank of Finland Scientific Monographs, Bank of Finland, number sm2006_037, December.
• Havrylchyk, Olena & Jurzyk, Emilia, 2006, "Profitability of foreign banks in Central and Eastern Europe: does the entry model matter?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2006.
• Fungáčová, Zuzana & Hanousek, Jan, 2006, "A castle built on sand: the effects of mass privatization on stock market creation in transition economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2006.
• Lanne, Markku & Vesala, Timo, 2006, "The effect of a transaction tax on exchange rate volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2006.
• Jokipii, Terhi & Lucey, Brian, 2006, "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2006.
• Jokipii, Terhi, 2006, "Forecasting market crashes: further international evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 22/2006.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2006, "Financial market integration and the value of global diversification: evidence for US acquirers in cross-border mergers and acquisitions," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2006.
• Hallerberg, Mark & Wolff, Guntram B., 2006, "Fiscal institutions, fiscal policy and sovereign risk premia," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,35.
• Strotmann, Harald & Döpke, Jörg & Buch, Claudia M., 2006, "Does trade openness increase firm-level volatility?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,40.
• Kasch-Haroutounian, Maria & Theissen, Erik, 2006, "Competition between exchanges: Euronext versus Xetra," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-10.
• Canto, Bea & Kräussl, Roman, 2006, "Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/25.
• Campbell, Rachel A. & Kräussl, Roman, 2006, "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/31.
• Kasch-Haroutounian, Maria & Theissen, Erik, 2006, "Competition between exchanges: Euronext versus Xetra," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/19.
• Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2006, "The foreign exchange rate exposure of nations," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 169.
• Gebka, Bartosz, 2006, "Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,1.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006, "Political Orientation of Government and Stock Market Returns," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,9.
• Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2006, "Heterogenität von Hedgefondsindizes," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 71.
• Körnert, Jan, 2006, "Analyse der Finanzmärkte der USA in den fünf Bankenkrisen der National Banking-Ära," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 01/2006.
• Körnert, Jan, 2006, "Liquidity and solvency problems during the banking crises of the National Banking Era," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 05/2006.
• Ma, Guonan & Remolona, Eli M., 2006, "Learning by doing in market reform: Lessons from a regional bond fund," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-6.
• Knedlik, Tobias & Ströbel, Johannes, 2006, "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2006.
• Nitschka, Thomas, 2006, "Does sensitivity to cashflow news explain the value premium on European stock markets?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,12.
• Köhler, Matthias & Hommel, Judith & Grote, Matthias, 2006, "The Role of Banks in the Transmission of Monetary Policy in the Baltics," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-005.
• Michael Wolf, 2006, "Resampling vs. Shrinkage for Benchmarked Managers," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 263, Jan.
• Eleftherios Thalassinos & Pantelis E. Thalassinos, 2006, "Stock Markets' Integration Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 3-14.
• Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006, "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 75-90.
• Boschi, Melisso, 2006, "Habit formation and the transmission of financial crises," Economics Discussion Papers, University of Essex, Department of Economics, number 8900.
• Markku Lanne, 2006, "Forecasting Realized Volatility by Decomposition," Economics Working Papers, European University Institute, number ECO2006/20.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers, European University Institute, number ECO2006/3.
• Haksoon KIM, 2006, "Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 534-551, November.
• Jan Brùha & Alexis Derviz, 2006, "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 318-343, July.
• José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes, 2006, "World Equity Markets: A New Approach for Segmentation (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 344-360, July.
• Adam Geršl, 2006, "Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 09-10, pages 398-415, September.
• Matteo Manera & Elisa Scarpa, 2006, "Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index," Working Papers, Fondazione Eni Enrico Mattei, number 2006.130, Oct.
• Abdullah Iqbal, Susanne Espenlaub, Norman Strong, 2006, "The Long-Run Performance of UK Rights Issuers," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 18-54, December.
• Girijasankar Mallik, 2006, "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 55-69, December.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 70-94, December.
• Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006, "Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 630, Nov.
• Peter Blair Henry, 2007, "Capital Account Liberalization: Theory, Evidence, and Speculation," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-32, Jan, DOI: 10.24148/wp2007-32.
• Gregory H. Bauer & Clara Vega, 2006, "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 872.
• Martin Bodenstein, 2006, "International Asset Markets and Real Exchange Rate Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 884.
• Nicola Cetorelli & Linda S. Goldberg, 2006, "Risks in U.S. bank international exposures," Staff Reports, Federal Reserve Bank of New York, number 240.
• Todd Keister, 2006, "Expectations and contagion in self-fulfilling currency attacks," Staff Reports, Federal Reserve Bank of New York, number 249.
• Reinhard H. Schmidt & Michael H. Grote, 2006, "Was ist und was braucht ein bedeutender Finanzplatz?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 150.
• Emilio Barucci & Carlo Bianchi & Mirko Frediani, 2006, "CEO Turnover in the Italian Financial Market," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 65, issue 2, pages 127-154, November.
• Henry Aray, 2006, "The Latin American and Spanish Stock markets," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 06/12, Dec.
• François MORIN (LEREPS-GRES), 2006, "The Capitalism of financial market and the control of cognitive (In French)," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2006-05.
• Jérôme Héricourt & Mathilde Maurel, 2006, "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00267478.
• Thierry Foucault, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00121054, Oct.
• Thierry Foucault & T. Gehrig, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00125690.
• Wajih Khallouli & Mohamed Ayadi & Riadh Boudhina & René Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Post-Print, HAL, number halshs-00137599.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Post-Print, HAL, number halshs-00184262.
• Jérôme Héricourt & Mathilde Maurel, 2006, "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Post-Print, HAL, number halshs-00267478.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in Iternational Reserves: The Impact of the Euro and the Prospects for the Dollar," Post-Print, HAL, number halshs-00754634, Dec, DOI: 10.1016/j.jjie.2006.07.002.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers, HAL, number hal-00387109.
• Sebastián Nieto Parra & Javier Santiso, 2006, "The usual suspects: Investment Banks' Recommendations and Emerging Markets," Working Papers, HAL, number hal-01065636, Jun.
• Huyen Nguyen-Thi-Thanh, 2006, "On the Use of Data Envelopment Analysis in Hedge Fund Performance Appraisal," Working Papers, HAL, number halshs-00120292.
• Mende, Alexander & Menkhoff, Lukas, 2006, "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-339, Jun.
• Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006, "Price Discovery in Currency Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-351, Nov.
• Waldenström, Daniel, 2006, "Why Does Sovereign Risk Differ for Domestic and Foreign Investors? Evidence from Scandinavia, 1938­­–1948," Working Paper Series, Research Institute of Industrial Economics, number 677, Nov.
• Asgharian, Hossein & Karlsson, Sonnie, 2006, "Evaluating a nonlinear asset pricing model on international data," Working Papers, Lund University, Department of Economics, number 2006:5, Feb.
• Byström, Hans, 2006, "The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?," Working Papers, Lund University, Department of Economics, number 2006:14, Jun, revised 21 Aug 2006.
• Chollete, Lorán & Heinen, Andreas, 2006, "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/10, Oct.
• Humpage, Owen F. & Ragnartz, Javiera, 2006, "Swedish Intervention and the Krona Float, 1993-2002," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 192, Apr.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series, Institute for Financial Research, number 42, Feb.
• Brännäs, Kurt & Soultanaeva, Albina, 2006, "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies, Umeå University, Department of Economics, number 696, Sep.
• Du, Yan & Liu, Qianqiu & Rhee, S. Ghon, 2006, "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2005-17, Mar.
• Bunkanwanicha, Pramuan & Wiwattanakantang, Yupana & ウィワッタナカンタン, ユパナ, 2006, "Big Business Owners and Politics: Investigating the Economic Incentives of Holding Top Office," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-10, Oct.
• Iwatsubo, Kentaro & 岩壷, 健太郎 & イワツボ, ケンタロウ & Inagaki, Kazuyuki & 稲垣, 一之 & イナガキ, カズユキ, 2006, "Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-14, Dec.
• Bortolotti, Bernardo & Faccio, Mara, 2006, "Reluctant privatization," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-5, Sep.
• Paul D. McNelis & Salih N. Neftci, 2006, "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers, Hong Kong Institute for Monetary Research, number 012006, Jan.
• William H. Branson & Conor N. Healy, 2006, "Monetary and Exchange Rate Policy Coordination in ASEAN+1," Working Papers, Hong Kong Institute for Monetary Research, number 022006, Jan.
• Yin-wong Cheung & Dickson Tam & Matthew S. Yiu, 2006, "Does the Chinese Interest Rate Follow the US Interest Rate?," Working Papers, Hong Kong Institute for Monetary Research, number 192006, Dec.
• La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2006, "What Works in Securities Laws?," Scholarly Articles, Harvard University Department of Economics, number 27867135.
• Maria Guadalupe & Francisco Perez-Gonzalez, 2006, "The Impact of Product Market Competition on Private Benefits of Control," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-159, Mar.
• Claudio Morana, 2006, "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers, ICER - International Centre for Economic Research, number 25-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Comovements in International Stock Markets," ICER Working Papers, ICER - International Centre for Economic Research, number 3-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2006, Jul.
• Saadet K. KASMAN, 2006, "Hisse Senetlerinin Fiyatları Ve Makroekonomik Değişkenler Arasında Bir İlişki Var Mı?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 238, pages 88-99.
• Belgin AKÇAY, 2006, "Avrupa Birliği: Avrupa para sisteminden ekonomik ve parasal birliğe," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 14-32.
• Mahmut YARDIMCIOĞLU, 2006, "Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 249, pages 111-120.
• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006, "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp123, Apr.
• Philip R. Lane, 2006, "Global Bond Portfolios and EMU," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp168, Aug.
• Philip R. Lane, 2006, "Global Bond Portfolios and EMU," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Iman van Lelyveld & Franka Liedorp, 2006, "Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Amy S. K. Wong, 2006, "Basel II and the Risk Management of Basket Options with Time-Varying Correlations," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 4, December.
• Arturo Lorenzo Valdés, 2006, "Modelos de corrección de error no lineal entre mercados accionarios latinoamericanos y el mercado accionario de Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 21, issue 1, pages 117-129, July.
• Pedro Gustavo Teixeira & Mr. Garry J. Schinasi, 2006, "The Lender of Last Resort in the European Single Financial Market," IMF Working Papers, International Monetary Fund, number 2006/127, May.
• Mr. Michael G. Papaioannou, 2006, "Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms," IMF Working Papers, International Monetary Fund, number 2006/255, Nov.
• Antonino Parisini & Franco Parisini & David Díaz, 2006, "Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 43, issue 128, pages 251-284.
• Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé, 2006, "Term structure of interest rate. european financial integration," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200610, Dec, revised Dec 2006.
• António Afonso & Pedro Gomes & Philipp Rother, 2006, "Ordered Response Models for Sovereign Debt Ratings," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/34.
• António Afonso & Pedro Gomes & Philipp Rother, 2006, "What “Hides” Behind Sovereign Debt Ratings?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/35.
• Kato, Takao & Long, Cheryl, 2006, "CEO Turnover, Firm Performance and Enterprise Reform in China: Evidence from New Micro Data," IZA Discussion Papers, IZA Network @ LISER, number 1914, Jan.
• Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006, "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 727-744, DOI: 10.1002/jae.889.
• Kuan-Min Wang, 2006, "The Impact of Financial Liberalization on Stock Returns and Volatility in Emerging Equity Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 1, pages 71-91, January.
• Cécile Moigne & Patrick Savaria, 2006, "Relative importance of hedge fund characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 419-441, December, DOI: 10.1007/s11408-006-0029-z.
• Hossein Kazemi & Ayla Ogus, 2006, "An Empirical Analysis of the Secondary Market Pricing of the LDC Debt," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 1, pages 143-144, February, DOI: 10.1007/s11294-006-6155-6.
• Magdalena Osińska & Aleksandra Matuszewska, 2006, "Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 327-341, August, DOI: 10.1007/s11294-006-9021-7.
• Kimberly Gleason & Ike Mathur & Roy Wiggins, 2006, "The Evidence on Product-Market Diversifying Acquisitions and Joint Ventures by U.S. Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 3, pages 237-254, June, DOI: 10.1007/s10693-006-7627-9.
• Shaun Bond & Mardi Dungey & Renée Fry, 2006, "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 3, pages 253-274, May, DOI: 10.1007/s11146-006-6800-0.
• Clemens Kool, 2006, "Financial Stability in European Banking: The Role of Common Factors," Open Economies Review, Springer, volume 17, issue 4, pages 525-540, December, DOI: 10.1007/s11079-006-0363-9.
• Aristeidis Samitas & Dimitris Kenourgios & Nick Konstantopoulos, 2006, "The Small Business Capital Market Behavior in Athens Stock Exchange," Small Business Economics, Springer, volume 27, issue 4, pages 409-417, December, DOI: 10.1007/s11187-005-5254-8.
• Kyung-Soo Kim, 2006, "An Optimal Commitment Model of Exchange Rate Stabilization," Korean Economic Review, Korean Economic Association, volume 22, pages 249-265.
• Philipp Paulus, 2006, "The final blow to the Stability Pact? EMU enlargement and government debt," Otto-Wolff-Institut Discussion Paper Series, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland, number 03/2006, Dec.
• Kocsis, Zalán & Mosolygó, Zsuzsa, 2006, "A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis
  [The relationship of international bond spreads and sovereign credit ratings]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 769-798.
• Rasmus Fatum & Michael M. Hutchison, 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 06-04, May.
• Stanislav Anatolyev & Dmitry Shakin, 2006, "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers, New Economic School (NES), number w0070, Aug.
• Philippe Bacchetta & Eric Van Wincoop, 2006, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, volume 96, issue 3, pages 552-576, June.
• Abdulsalam Alhassan, 2006, "Prospects for International Portfolio Diversification: Linkages Between the Ghanaian Equity Market and the World's Major Markets," The African Finance Journal, Africagrowth Institute, volume 8, issue 1, pages 1-13.
• Michael Humavindu & Christos Floros, 2006, "Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 31-51.
• Scarpa, Elisa & Manera, Matteo, 2006, "Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12115, DOI: 10.22004/ag.econ.12115.
• Ciurez Ecaterina Nicoleta, 2006, "Evolutia Comertului International Si Cresterea Economica. Teorii Ale Comertului International," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 100-107, April.
• Bernardo S. de M. Carvalho & Márcio G. P. Garcia, 2006, "Ineffective Controls On Capital Inflows Under Sophisticated Financial Markets: Brazil In The Nineties," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 58.
• Marta Gomez Puig, 2006, "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 147.
• Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla, 2006, "Term Structure of Interest Rates. European Financial Integration," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 163.
• Antonio Diez de los Rios, 2006, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers, Bank of Canada, number 06-27, DOI: 10.34989/swp-2006-27.
• Michael R. King & Dan Segal, 2006, "The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation," Staff Working Papers, Bank of Canada, number 06-44, DOI: 10.34989/swp-2006-44.
• Pedro Elosegui & Paula Español & Demian Panigo & Juan Sotes Paladino, 2006, "Methodological Alternatives for the Analysis of Financial Constraints in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200602, Apr.
• Antonio Scalia, 2006, "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 579, Feb.
• Javier Gómez Pineda, 2006, "Capital Flows and Monetary Policy," Borradores de Economia, Banco de la Republica de Colombia, number 395, Apr, DOI: 10.32468/be.395.
• Ćulahović Besim, 2006, "Izvoz Zemalja Zapadnog Balkana U Evropsku Uniju: Glavni Problemi I Preporuke," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 51, issue 168, pages 49-71, January -.
• Nikola Fabris, 2006, "Eurizacija Kao Instrument Monetarne Politike Srbije?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 51, issue 168, pages 7-29, January -.
• Milan Beslać, 2006, "Obim Stranih Direktnih Investicija U Jugoistočnoj Evropi I Privreda Scg," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 51, issue 168, pages 95-107, January -.
• Enisse Kharroubi, 2006, "Financial (Dis)Integration," Working papers, Banque de France, number 149.
• Julien Idier., 2006, "Stock exchanges industry consolidation and shock transmission," Working papers, Banque de France, number 159.
• Poulain, J-G., 2006, "La détention du capital des sociétés françaises du CAC 40 par les non-résidents à fin 2005," Bulletin de la Banque de France, Banque de France, issue 149, pages 39-41.
• Jaume Ventura & Alberto Martin & Fernando Broner, 2015, "Sovereign Risk and Secondary Markets," Working Papers, Barcelona School of Economics, number 288, Sep.
• Jaume Ventura & Fernando Broner, 2015, "Globalization and Risk Sharing," Working Papers, Barcelona School of Economics, number 307, Sep.
• Clifford R Dammers & Robert N McCauley, 2006, "Basket weaving: the euromarket experience with basket currency bonds," BIS Quarterly Review, Bank for International Settlements, March.
• Serge Jeanneau & Camilo E Tovar, 2006, "Domestic bond markets in Latin America: achievements and challenges," BIS Quarterly Review, Bank for International Settlements, June.
• Jacob Gyntelberg & Eli M Remolona, 2006, "Securitisation in Asia and the Pacific: implications for liquidity and credit risks," BIS Quarterly Review, Bank for International Settlements, June.
• Philip D Wooldridge, 2006, "The changing composition of official reserves," BIS Quarterly Review, Bank for International Settlements, September.
• Guy Debelle & Jacob Gyntelberg & Michael Plumb, 2006, "Forward currency markets in Asia: lessons from the Australian experience," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Nikola Tarashev, 2006, "Tracking international bank flows," BIS Quarterly Review, Bank for International Settlements, December.
• Eric Chan & Michael Davies & Jacob Gyntelberg, 2006, "The role of government-supported housing finance agencies in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Mary Barth, 2006, "Including estimates of the future in today's financial statements," BIS Working Papers, Bank for International Settlements, number 208, Aug.
• Wayne Landsman, 2006, "Fair value accounting for financial instruments: some implications for bank regulation," BIS Working Papers, Bank for International Settlements, number 209, Aug.
• Ken Peasnell, 2006, "Institution-specific value," BIS Working Papers, Bank for International Settlements, number 210, Aug.
• Gabriele Galati & Philip D. Wooldridge, 2006, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," BIS Working Papers, Bank for International Settlements, number 218, Oct.
• Neil Esho & Michael G. Kollo & Ian G. Sharpe, 2006, "Eurobond underwriter spreads," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 46, issue 1, pages 71-95, March, DOI: 10.1111/j.1467-629X.2006.00162.x.
• E. Nur Ozkan‐Gunay & Arzu Tektas, 2006, "Efficiency Analysis Of The Turkish Banking Sector In Precrisis And Crisis Period: A Dea Approach," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 3, pages 418-431, July, DOI: 10.1093/cep/byj028.
• Axel Börsch‐Supan & Alexander Ludwig & Joachim Winter, 2006, "Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model," Economica, London School of Economics and Political Science, volume 73, issue 292, pages 625-658, November, DOI: 10.1111/j.1468-0335.2006.00526.x.
• Rafael La Porta & Florencio Lopez‐De‐Silanes & Andrei Shleifer, 2006, "What Works in Securities Laws?," Journal of Finance, American Finance Association, volume 61, issue 1, pages 1-32, February, DOI: 10.1111/j.1540-6261.2006.00828.x.
• Jason Childs & Stuart Mestelman, 2006, "Rate‐of‐return Parity in Experimental Asset Markets," Review of International Economics, Wiley Blackwell, volume 14, issue 3, pages 331-347, August, DOI: 10.1111/j.1467-9396.2006.00590.x.