Research classified by Journal of Economic Literature (JEL) codes

2007

• Masazumi Hattori & Yuko Suda, 2007, "Developments in a Cross-Border Bank Exposure "Network"," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-21, Sep.
• Hibiki Ichiue & Kentaro Koyama, 2007, "Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-22, Nov.
• Ahmet Faruk Aysan & Ali Gunes & Osman Furkan Abbasoglu, 2007, "Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period," Working Papers, Bogazici University, Department of Economics, number 2007/20.
• Entorf Horst & Jamin Gösta, 2007, "German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs," German Economic Review, De Gruyter, volume 8, issue 3, pages 344-374, August, DOI: 10.1111/j.1468-0475.2007.00409.x.
• Marcos Massaki Abe & Eui Jung Chang & Benjamin Miranda Tabak, 2007, "Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 29-39.
• Pornpinun Chantapacdepong, 2007, "Determinants of the time varying risk premia," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 07/597, Mar.
• Paul J.J. Welfens & Martin Keim, 2007, "Finanzmarktintegration und Wirtschaftsentwicklung im Kontext der EU-Osterweiterung," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei151, Mar.
• Mohamed El Hedi Arouri & Fredj Jawadi, 2007, "Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 315-333.
• El Mouhoud Mouhoub & Dominique Plihon, 2007, "Finance et économie de la connaissance : des relations équivoques," Innovations, De Boeck Université, volume 0, issue 1, pages 9-43.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• Simon T Gray & Nick Talbot, 2007, "Developing financial markets," Handbooks, Centre for Central Banking Studies, Bank of England, number 26, ISBN: ARRAY(0x75e5e548), April.
• Jan Bena, & Stepan Jurajda, 2007, "Financial Development and Growth in Direct Firm-Level Comparisons," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp317, Mar.
• Magdalena Morgese Borys, 2007, "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp323, Mar.
• Jan Bena & Stepan Jurajda, 2007, "Which Firms Benefit More from Financial Development?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp330, Jun.
• Zuzana Fungacova, 2007, "Can the Market Fix a Wrong Administrative Decision? Massive Delisting on the Prague Stock Exchange," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp335, Aug.
• Yin-Wong Cheung & Dickson Tam & Matthew S. Yiu, 2007, "Does the Chinese Interest Rate Follow the US Interest Rate?," CESifo Working Paper Series, CESifo, number 1943.
• Michael Melvin & Magali Valero, 2007, "The Dark Side of International Cross-Listing: Effects on Rival Firms at Home," CESifo Working Paper Series, CESifo, number 2174.
• Friedrich L. Sell, 2007, "Anticipated effects of foreign currency reserve diversification in Asian countries: Do China and India matter for coordination?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 32-38, April.
• Cecilia Ruiz Campoy & Julian Ferrer & Martha Ríos Manríquez, 2007, "Administración de Riesgos Cambiarios en una empresa importadora del Sector Agropecuario," Ravista Raites antes Panorama Administrativo Journal, Red de Investigación en Administración de la Innovación Tecnológica, Económica y Sustentable - Instituto Tecnológico de Celaya, Departamento de Ciencias Económico Administrativas, volume 2, issue 2, pages 51-71, August.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-220, May.
• Art Durnev & Sergei Guriev, 2007, "The Resource Curse: A Corporate Transparency Channel," Working Papers, Center for Economic and Financial Research (CEFIR), number w0108, Oct.
• Todd Moss & Vijaya Ramachandran & Scott Standley, 2007, "Why Doesn't Africa Get More Equity Investment? Frontier Stock Markets, Firm Size and Asset Allocations of Global Emerging Market Funds," Working Papers, Center for Global Development, number 112, Feb.
• Alena Audzeyeva & Klaus Reiner Schenk-Hoppe, 2007, "Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-18, May.
• Stephanie Prat, 2007, "The Relevance of Currency Mismatch Indicators: an Analysis Through Determinants of Emerging Market Spreads," Economie Internationale, CEPII research center, issue 111, pages 101-122.
• Saoussen Ben Gamra & Dominique Plihon, 2007, "Politiques de liberalisation financiere et crises bancaires," Economie Internationale, CEPII research center, issue 112, pages 5-28.
• Antonio Diez de los Ríos & Enrique Sentana, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," Working Papers, CEMFI, number wp2007_0714.
• Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007, "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/7, Dec.
• Hern�n Rinc�n, 2007, "Financial Globalization, Economic Growth, and Macroeconomic Volatility," Borradores de Economia, Banco de la Republica, number 2721, Jan.
• Jorge Mar�o Uribe Gil, 2007, "Caracterizaci�N Del Mercado Accionario Colombiano, 2001-2006: Un An�Lisis Comparativo," Borradores de Economia, Banco de la Republica, number 4025, Sep.
• Pedro Felipe Lega & Andr�s Murcia & Diego V�squez & Tatiana Venegas, 2007, "Volatilidad de la tasa de cambio nominal en Colombia," Borradores de Economia, Banco de la Republica, number 4390, Dec.
• Carolina Ramírez L., 2007, "Impacto de las noticias sobre el mercado de deuda pública interna en Colombia," Coyuntura Económica, Fedesarrollo.
• Ulises Cárcamo Cárcamo & Javier Arbel�ez L�pez., 2007, "Modelos de tiempo continuo para commodities agrícolas En Colombia," Revista Ad-Minister, Universidad EAFIT.
• Ventura, Jaume & Broner, Fernando & Martín, Alberto, 2007, "Sovereign Risk and Secondary Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 6055, Jan.
• Hau, Harald, 2007, "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers, Centre for Economic Policy Research, number 6094, Feb.
• Claessens, Stijn & Schmukler, Sergio L., 2007, "International Financial Integration through Equity Markets: Which Firms from Which Countries Go Global?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6137, Feb.
• Schmukler, Sergio L. & Broner, Fernando & Lorenzoni, Guido, 2007, "Why Do Emerging Economies Borrow Short Term?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6249, Apr.
• Jurajda, Å tÄ›pán & Bena, Jan, 2007, "Which Firms Benefit More from Financial Development?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6392, Jul.
• Jurajda, Å tÄ›pán & Bena, Jan, 2007, "Financial Development and Growth in Direct Firm-Level Comparisons," CEPR Discussion Papers, Centre for Economic Policy Research, number 6395, Jul.
• Flandreau, Marc & Flores, Juan & Gaillard, Norbert, 2007, "Bonds and Brands: Lessons from the 1820s," CEPR Discussion Papers, Centre for Economic Policy Research, number 6420, Aug.
• Imbs, Jean & Fratzscher, Marcel, 2007, "Risk Sharing, Finance and Institutions in International Portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, number 6496, Sep.
• Ventura, Jaume & Broner, Fernando & Martín, Alberto, 2007, "Enforcement Problems and Secondary Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 6498, Sep.
• Sentana, Enrique & Diez de los Rios, Antonio, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 6516, Oct.
• Tavares, José & ,, 2007, "Economic Integration and the Co-movement of Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6519, Oct.
• Guriev, Sergei & Durnev, Art, 2007, "The Resource Curse: A Corporate Transparency Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 6547, Oct.
• Kilian, Lutz & Alquist, Ron, 2007, "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6548, Nov.
• Vitale, Paolo, 2007, "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6553, Nov.
• Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: a Unified Approach," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-19.
• Carolina Fugazza & Maela Giofré & Giovanna Nicodano, 2007, "International Diversification and Labor Income Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 67, Oct.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small Caps in International Diversified Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 68, Nov.
• Timotheos Angelidis & Stavros Degiannakis, 2007, "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers, University of Crete, Department of Economics, number 0701, Jan.
• Flandreau, Marc & Flores, Juan-Huitzi, 2007, "Bonds and Brands : intermediaries and reputation in sovereign debt markets 1820-1830," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-12, Jul.
• Flores, Juan-Huitzi, 2007, "Information asymmetries and financial intermediation during the Baring crisis : 1880-1890," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-16, Oct.
• Marta Gómez-Puig, 2007, "Efectos de la Unión Cambiaria sobre los diferenciales de rentabilidad de la Unión Europea-15," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 30, issue 82, pages 101-114, Enero-Abr.
• Yap, Chee Jin & Gannon, Gerard, 2007, "Factors affecting the credit spreads behaviour of USD Malaysian bonds," Working Papers, Deakin University, Department of Economics, number aef_2007_10, Jan.
• Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Working Papers, Deakin University, Department of Economics, number 2007_12, Jul.
• Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "Credit Spread Dynamics: Evidence from Latin America," Working Papers, Deakin University, Department of Economics, number 2007_13, Aug.
• Hoa Nguyen & William Dimovski & Robert Brooks, 2007, "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings," Working Papers, Deakin University, Department of Economics, number 2007_17, Oct.
• Duc Khuong Nguyen & Mondher Bellalah, 2007, "Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 02, DOI: 10.1108/14757700810920784.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2007, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 05, DOI: 10.1080/13504850902967449.
• Oscar Bernal Diaz & Jean-Yves Gnabo, 2007, "Talks, financial operations or both? Generalizing central banks' FX reaction functions," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-03.RS, Feb.
• Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007, "Exploiting Predictability in International Anomalies," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_03, Mar.
• Chi-Hsiou Hung, 2007, "Return Explanatory Ability and Predictability of Non-Linear Market Models," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_05, Mar.
• Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE, 2007, "The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," Finance Working Papers, East Asian Bureau of Economic Research, number 21919, Apr.
• Ananda Jayawickrama & Tilak Abeysinghe, 2007, "Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 21925, Jun.
• Russo, Daniela & Rosati, Simonetta & Chan, Diana & Fontan, Florence, 2007, "The securities custody industry," Occasional Paper Series, European Central Bank, number 68, Aug.

2006

• 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.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2015, "Sovereign Risk and Secondary Markets," Working Papers, Barcelona School of Economics, number 288, Sep.
• Fernando Broner & Jaume Ventura, 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.
• Tassos G. Anastasatos & Ian R. Davidson, 2006, "How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models," Working Papers, Bank of Greece, number 52, Dec.
• Nildag Basak Ceylan, 2006, "The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 8, issue 32, pages 37-56.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-047, Jun.
• Ahmet Faruk Aysan, 2006, "Distributional Effects of Boom-Bust Cycles in Developing Countries with FinancialFrictions," Working Papers, Bogazici University, Department of Economics, number 2006/10, Oct.
• Daniel Chrity & Márcio G. P. Garcia & Marcelo Cunha Medeiros, 2006, "Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors?," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 123-140.
• Wei Huang, 2006, "Emerging Markets, Financial Openness and Financial Development," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/588, Jul.
• Paul J.J. Welfens, 2006, "Information and Communication Technology: Dynamics, Integration and Economic Stability," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei143, Jul.
• Jérome Hericourt & Mathilde Maurel, 2006, "A new look at the Feldstein-Horioka puzzle: a European-regional perspective," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 49, issue 2, pages 147-168.
• Fabio C. Bagliano & Claudio Morana, 2006, "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 28.
• Fatum, Rasmus & Hutchison, Michael M., 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt02c028gr, May.
• Diego Nocetti, 2006, "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 381-402, November.
• Laura Alfaro & Andrew Charlton, 2006, "International Financial Integration and Entrepreneurship," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0755, Oct.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp297, May.
• Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006, "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series, CESifo, number 1766.
• Gunther Schnabl, 2006, "The Evolution of the East Asian Currency Baskets – Still Undisclosed and Changing," CESifo Working Paper Series, CESifo, number 1873.
• Stanislav Anatolyev & Dmitry Shakin, 2006, "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers, Center for Economic and Financial Research (CEFIR), number w0070, Aug.
• Miguel A. Ferreira & António F. Miguel & Sofia Ramos, 2006, "The Determinants of Mutual Fund Performance: A Cross-Country Study," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-31, Nov.
• vladimir Borgy & Valérie Mignon, 2006, "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers, CEPII research center, number 2006-25, Dec.
• Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Economie Internationale, CEPII research center, issue 105, pages 113-134.
• Caroline Duburcq, 2006, "Comportement de l’indice de risque pays en regime de fixite extreme des changes," Economie Internationale, CEPII research center, issue 106, pages 85-108.
• M. Martin Boyer & Simon van Norden, 2006, "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers, CIRANO, number 2006s-07, May.
• Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2006, "Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 2, pages 621-642, May, DOI: 10.1111/j.0008-4085.2006.00363.x.
• José Cerón & Javier Suarez, 2006, "Hot and Cold Housing Markets: International Evidence," Working Papers, CEMFI, number wp2006_0603.
• Javier Guillermo G�mez, 2006, "Capital Flows and Monetary Policy," Borradores de Economia, Banco de la Republica, number 2097, Mar.
• Luis Berggrun, 2006, "Price transmission dynamics between ADRs and their underlying foreign security: The case of Banco de Colombia S.A.- Bancolombia," Estudios Gerenciales, Universidad Icesi.
• Julio César Alonso & Mauricio Alejandro Arcos, 2006, "Valor en Riesgo: Evaluación del desempeno de diferentes metodologías para 7 países latinoamericanos," Borradores de Economía y Finanzas, Universidad Icesi, number 3744, Sep.
• Carlos Andrés Giraldo Rendón, 2006, "Sector externo, clave del desempeno económico en el cuatrienio Uribe," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• GIOT, Pierre & GRAMMIG, Joachim, 2006, "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1846, Jan, DOI: 10.1007/s00181-005-0003-z.
• Suarez, Javier & Ceron, Jose A., 2006, "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 5411, Jan.
• Vitale, Paolo, 2006, "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, Centre for Economic Policy Research, number 5468, Jan.
• Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2006, "Purchasing Power Parity and Heterogenous Mean Reversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 5473, Jan.
• Sussman, Nathan & Yafeh, Yishay & Mauro, Paolo, 2006, "Bloodshed or Reforms? The Determinants of Sovereign Bond Spreads in 1870-1913 and Today," CEPR Discussion Papers, Centre for Economic Policy Research, number 5528, Mar.
• Albuquerque, Rui & Vega, Clara, 2006, "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers, Centre for Economic Policy Research, number 5598, Mar.
• Gehrig, Thomas & Foucault, Thierry, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 5722, Jun.
• Vitale, Paolo, 2006, "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, Centre for Economic Policy Research, number 5729, Jun.
• Portes, Richard & Papaioannou, Elias & Siourounis, Gregorios, 2006, "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers, Centre for Economic Policy Research, number 5734, Jul.
• Schneider, Martin & Albuquerque, Rui & ,, 2006, "Global Private Information in International Equity Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5819, Sep.
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