Research classified by Journal of Economic Literature (JEL) codes

2006

• 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.
• Ventura, Jaume & Broner, Fernando, 2006, "Globalization and Risk Sharing," CEPR Discussion Papers, Centre for Economic Policy Research, number 5820, Sep.
• Bekaert, Geert & Xing, Yuhang & Engstrom, Eric, 2006, "Risk, Uncertainty and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 5947, Nov.
• Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006, "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 5951, Nov.
• M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006, "The Impact of International Financial Reporting Standards on Market Microstructure in Europe," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-02.
• M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006, "International Financial Reporting Standards and Market Efficiency: A European Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-04.
• Priscilla Swartz, 2006, "Global Versus Regional Systematic Risk and International Asset Allocations in Asia," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 77-89, May.
• Ata Assaf, 2006, "Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 283-294, November.
• Constantinos Katrakilidis & Athanasios Koulakiotis, 2006, "The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 321-338, November.
• Entorf, Horst & Möbert, Jochen & Sonderhof, Katja, 2006, "The Foreign Exchange Rate Exposure of Nations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 36755, Apr.
• Entorf, Horst & Möbert, Jochen & Sonderhof, Katja, 2009, "The Foreign Exchange Rate Exposure of Nations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77392.
• Boriss Siliverstovs & Manh Ha Duong, 2006, "On the Role of Stock Market for Real Economic Activity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 599.
• Oscar Bernal Diaz, 2006, "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-03.RS, Apr.
• Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006, "Sector diversification during crises: a European perspective," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-07.RS.
• Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2006, "Intervention policy of the BoJ: a unified approach," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-15.RS, Nov.
• CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete, 2006, "N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• Mansor H. IBRAHIM, 2006, "International Linkage Of Asean Stock Prices: An Analysis Of Response Asymmetries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 3.
• Anders C Johansson & Christer Ljungwall, 2006, "Spillover Effects among the Greater China Region Stock Markets," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22046, Jan.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2006, "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06013, Oct.
• Laganá, Marco & Peřina, Martin & von Köppen-Mertes, Isabel & Persaud, Avinash, 2006, "Implications for liquidity from innovation and transparency in the European corporate bond market," Occasional Paper Series, European Central Bank, number 50, Aug.
• Ehrmann, Michael & Fratzscher, Marcel, 2006, "Global financial transmission of monetary policy shocks," Working Paper Series, European Central Bank, number 616, Apr.
• Vitale, Paolo, 2006, "A market microstructure analysis of foreign exchange intervention," Working Paper Series, European Central Bank, number 629, May.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006, "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series, European Central Bank, number 641, Jun.
• Schnabl, Gunther & Hillebrand, Eric, 2006, "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series, European Central Bank, number 650, Jun.
• Vesala, Jukka & Gropp, Reint & Lo Duca, Marco, 2006, "Cross-border bank contagion in Europe," Working Paper Series, European Central Bank, number 662, Jul.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006, "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series, European Central Bank, number 685, Oct.
• Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006, "Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar," Working Paper Series, European Central Bank, number 694, Nov.
• Castrén, Olli & Osbat, Chiara & Sydow, Matthias, 2006, "What drives investors' behaviour in different FX market segments? A VAR-based return decomposition analysis," Working Paper Series, European Central Bank, number 706, Dec.
• Denvir, Emily & Hutson, Elaine, 2006, "The performance and diversification benefits of funds of hedge funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 4-22, February.
• Marais, E. & Bates, S., 2006, "An empirical study to identify shift contagion during the Asian crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 5, pages 468-479, December.
• d'Addona, Stefano & Kind, Axel H., 2006, "International stock-bond correlations in a simple affine asset pricing model," Journal of Banking & Finance, Elsevier, volume 30, issue 10, pages 2747-2765, October.
• Cotter, John & Dowd, Kevin, 2006, "Extreme spectral risk measures: An application to futures clearinghouse margin requirements," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3469-3485, December.
• Cheung, Yan-Leung & Rau, P. Raghavendra & Stouraitis, Aris, 2006, "Tunneling, propping, and expropriation: evidence from connected party transactions in Hong Kong," Journal of Financial Economics, Elsevier, volume 82, issue 2, pages 343-386, November.
• Dominguez, Kathryn M.E. & Panthaki, Freyan, 2006, "What defines `news' in foreign exchange markets?," Journal of International Money and Finance, Elsevier, volume 25, issue 1, pages 168-198, February.
• Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf, 2006, "Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 974-991, October.
• Dominguez, Kathryn M.E., 2006, "When do central bank interventions influence intra-daily and longer-term exchange rate movements?," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1051-1071, November.
• Dewachter, Hans & Lyrio, Marco, 2006, "The cost of technical trading rules in the Forex market: A utility-based evaluation," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1072-1089, November.
• Candelon, Bertrand & Straetmans, Stefan, 2006, "Testing for multiple regimes in the tail behavior of emerging currency returns," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1187-1205, November.
• Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006, "Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 4, pages 508-547, December.
• Ito, Takatoshi & Hashimoto, Yuko, 2006, "Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 4, pages 637-664, December.
• Aguiar, Mark & Broner, Fernando A., 2006, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, volume 53, issue 4, pages 699-724, May.
• Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006, "Persistence characteristics of Latin American financial markets," Journal of Multinational Financial Management, Elsevier, volume 16, issue 3, pages 269-290, July.
• Kearney, Colm & Poti, Valerio, 2006, "Correlation dynamics in European equity markets," Research in International Business and Finance, Elsevier, volume 20, issue 3, pages 305-321, September.
• Fernández-Arias, Eduardo, 2006, "Financial dollarization and dedollarization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123399, Apr.
• Alfaro, Laura & Charlton, Andrew, 2006, "International financial integration and entrepreneurship," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19796, Oct.
• René M. Stulz, 2006, "Financial Globalization, Corporate Governance and Eastern Europe," Chapters, Edward Elgar Publishing, chapter 3, in: Klaus Liebscher & Josef Christl & Peter Mooslechner & Doris Ritzberger-Grünwald, "Financial Development, Integration and Stability".
• Martina Metzger, 2006, "Basel II – Benefits for Developing Countries?," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 3, issue 1, pages 131–150-1.
• Parisi F., Antonino & Parisi F., Franco, 2006, "Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte," El Trimestre Económico, Fondo de Cultura Económica, volume 73, issue 290, pages 265-288, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v73i.
• Borus Jungbacker & Siem Jan Koopman, 2006, "Model-Based Measurement of Actual Volatility in High-Frequency Data," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20007-5.
• Olena Havrylchyk & Emilia Jurzyk, 2006, "Profitability of foreign and domestic banks in Central and Eastern Europe: does the mode of entry matter?," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 16606.
• Wing-Keung Wong & Aman Agarwal & Nee-Tat Wong, 2006, "The Disappearing Calendar Anomalies in the Singapore Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 11, issue 2, pages 123-139, Jul-Dec.
• Jamshed Y. Uppal & Inayat U. Mangla, 2006, "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 11, issue 2, pages 79-105, Jul-Dec.
• Thomas J. Flavin, 2006, "How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1630206.
• Patarick Leoni & Stephane Luchini, 2006, "Designing the Financial Tools to Promote Universal Access to AIDS Care," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1711106.
• Tapking, Jens & Yang, Jing, 2006, "Horizontal and Vertical Integration in Securities Trading and Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 7, pages 1765-1795, October, DOI: 10.1353/mcb.2006.0096.
• Barbara Berkel, 2006, "The EMU and German Cross-Border Portfolio Flows," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 06110, Nov.
• Eric Girard & Amit Sinha, 2006, "Does Total Risk Matter? The Case of Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 1-2, pages 117-151, March-Jun.
• Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios, 2006, "Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 179-221, September.
• Andreas Charitou & Andreas Makris & George P. Nishiotis, 2006, "Closed-End Country Funds and International Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 251-276, September.
• Csaba Csávás & Lóránt Varga, 2006, "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 13-20, June.
• Dániel Holló & Márton Nagy, 2006, "Analysis of banking system efficiency in the European Union," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 21-26, June.
• Áron Gereben & Norbert Kiss M., 2006, "A brief overview of the characteristics of interbank forint/euro trading," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 2, pages 21-26, December.
• Péter Banczúr & Cosmin Ilut, 2006, "Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/1.
• Dániel Holló & Márton Nagy, 2006, "Bank Efficiency in the Enlarged European Union," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/3.
• Áron Gereben & György Gyomai & Norbert Kiss M., 2006, "Customer order flow, information and liquidity on the Hungarian foreign exchange market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/8.
• Darmoul Mokhtar, 2006, "The impact of monetary policy signals on the intradaily Euro-dollar volatility," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06049, Jun.
• Patrick Van Roy, 2006, "Is there a difference between solicited and unsolicited bank ratings and if so, why ?," Working Paper Research, National Bank of Belgium, number 79, Mar.
• Jan De Wit, 2006, "Exploring the CDS-Bond Basis," Working Paper Research, National Bank of Belgium, number 104, Nov.
• Mihir A. Desai & C. Fritz Foley, 2006, "The Comovement of Returns and Investment within the Multinational Firm," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2004".
• Rene M. Stulz, 2006, "Financial Globalization, Corporate Governance, and Eastern Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 11912, Jan.
• Refet Gurkaynak & Justin Wolfers, 2006, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11929, Jan.
• Fang Cai & Francis E. Warnock, 2006, "International Diversification at Home and Abroad," NBER Working Papers, National Bureau of Economic Research, Inc, number 12220, May.
• Viviana Fernandez, 2006, "The International CAPM and a Wavelet-Based Decomposition of Value at Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12233, May.
• Geert Bekaert & Eric Engstrom & Steven R. Grenadier, 2006, "Stock and Bond Returns with Moody Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 12247, May.
• Geert Bekaert & Eric Engstrom & Yuhang Xing, 2006, "Risk, Uncertainty and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12248, May.
• Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2006, "Capital Structure with Risky Foreign Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12276, Jun.
• Bernardo S. de M. Carvalho & Márcio G.P. Garcia, 2006, "Ineffective Controls on Capital Inflows Under Sophisticated Financial Markets: Brazil in the Nineties," NBER Working Papers, National Bureau of Economic Research, Inc, number 12283, Jun.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers, National Bureau of Economic Research, Inc, number 12333, Jun.
• Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006, "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 12389, Jul.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 12413, Aug.
• Jaume Ventura & Fernando A. Broner, 2006, "Globalization and Risk Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 12482, Aug.
• Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006, "The Returns to Currency Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12489, Aug.
• John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006, "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12500, Aug.
• John D. Burger & Francis E. Warnock, 2006, "Foreign Participation in Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12548, Oct.
• John D. Burger & Francis E. Warnock, 2006, "Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12552, Oct.
• Hali J. Edison & Francis E. Warnock, 2006, "Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12589, Oct.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers, National Bureau of Economic Research, Inc, number 12682, Nov.
• Karen K. Lewis, 2006, "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers, National Bureau of Economic Research, Inc, number 12697, Nov.
• Peter Blair Henry, 2006, "Capital Account Liberalization: Theory, Evidence, and Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12698, Nov.
• Alexander D. Rothenberg & Francis E. Warnock, 2006, "Sudden Flight and True Sudden Stops," NBER Working Papers, National Bureau of Economic Research, Inc, number 12726, Dec.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2006, "Sovereign Risk and Secondary Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12783, Dec.
• Edward J. Kane, 2006, "Confronting divergent interests in cross-country regulatory arrangements," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, volume 69, pages 1-12., June.
• Rudiger Ahrend & Pietro Catte & Robert Price, 2006, "Factors Behind Low Long-Term Interest Rates," OECD Economics Department Working Papers, OECD Publishing, number 490, Jun, DOI: 10.1787/761527811285.
• Alain de Serres & Shuji Kobayakawa & Torsten Sløk & Laura Vartia, 2006, "Regulation of Financial Systems and Economic Growth," OECD Economics Department Working Papers, OECD Publishing, number 506, Aug, DOI: 10.1787/870803826715.
• Markus Baltzer, 2006, "European Financial Market Integration in the Gründerboom and Gründerkrach: Evidence from European Cross-Listings," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 111, Jan.
• George W. Evans & Avik Chakraborty, 2006, "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-8, Jun, revised 20 Aug 2006.
• Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2006, "Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-20, Jul.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 4, pages 594-616.
• Ross Levine & Sergio L. Schmukler, 2006, "Internationalization and Stock Market Liquidity," Review of Finance, European Finance Association, volume 10, issue 1, pages 153-187.
• Robin Brooks & Marco Del Negro, 2006, "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, volume 10, issue 1, pages 69-98.
• Harald Hau & Hélène Rey, 2006, "Exchange Rates, Equity Prices, and Capital Flows," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 1, pages 273-317.
• Jon Wongswan, 2006, "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1157-1189.
• John D. Burger & Francis E. Warnock, 2006, "Local Currency Bond Markets," IMF Staff Papers, Palgrave Macmillan, volume 53, issue si, pages 1-7.
• L. Grossi & G. Morelli, 2006, "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2006-SE02.
• Clara Cardone Riportella & Leonardo Cazorla Papis, 2006, "How Theory Meets Practice: An Analysis of the Capital Structure of Spanish SMEs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 11, issue 2, pages 73-94, Summer.
• Wolfgang Bessler & Stefan Thies, 2006, "Initial Public Offerings, Subsequent Seasoned Equity Offerings, and Long-Run Performance: Evidence from IPOs in Germany," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 11, issue 3, pages 1-37, Fall.
• Xiaoqing Eleanor Xu, 2006, "Venture-backed IPOs and the Exiting of Venture Capital in China," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 11, issue 3, pages 39-56, Fall.
• Aydin Yüksel & Asli Yüksel, 2006, "The Link between IPO Underpricing and Trading Volume: Evidence from the Istanbul Stock Exchange," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 11, issue 3, pages 57-78, Fall.
• Jorge Farinha & Nuno Filipe Basílio, 2006, "Stock Splits: Real Effects or Just a Question of Maths? An Empirical Analysis of the Portuguese Case," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0608, Oct.
• Arshad, Muhammad Nadeem, 2006, "Comparison of Products & Services Offered by Local and Foreign Banks in Pakistan," MPRA Paper, University Library of Munich, Germany, number 116411, Aug, revised 03 Jan 2023.
• Panetta, Ida Claudia, 2006, "Financial markets trend: ageing and pension system reform," MPRA Paper, University Library of Munich, Germany, number 18391, Oct.
• Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006, "The Chinese Chaos Game," MPRA Paper, University Library of Munich, Germany, number 1847.
• Vulpes, Giuseppe & Brasili, Andrea, 2006, "Banking integration and co-movements in EU banks’ fragility," MPRA Paper, University Library of Munich, Germany, number 1964, Jun.
• Pasricha, Gurnain Kaur, 2006, "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper, University Library of Munich, Germany, number 22737, Dec.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006, "Political orientation of government and stock market returns," MPRA Paper, University Library of Munich, Germany, number 307, Jul, revised Nov 2006.
• Cotter, John, 2006, "Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," MPRA Paper, University Library of Munich, Germany, number 3494.
• Cotter, John & Longin, Francois, 2006, "Implied correlation from VaR," MPRA Paper, University Library of Munich, Germany, number 3506.
• Cotter, John, 2006, "Modelling catastrophic risk in international equity markets: An extreme value approach," MPRA Paper, University Library of Munich, Germany, number 3507.
• Kasibhatla, Krishna & Stewart, David & Sen, Swapan & Malindretos, John, 2006, "Are equity market daily price indices and returns in the major european markets european markets cointegrated? Tests and evidence," MPRA Paper, University Library of Munich, Germany, number 36502.
• Aysan, Ahmet Faruk, 2006, "Distributional Effects of Boom-Bust Cycles in Developing Countries with Financial Frictions," MPRA Paper, University Library of Munich, Germany, number 5484.
• Chang, Yanqin, 2006, "How a small open economy's asset are priced by heterogeneous international investors," MPRA Paper, University Library of Munich, Germany, number 551, Aug.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006, "Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 593, Oct, revised 07 Oct 2006.
• Camilleri, Silvio John, 2006, "An Analysis of Stock Index Distributions of Selected Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 62490.
• Camilleri, Silvio John, 2006, "Strategic Priorities for Stock Exchanges in New EU Member States," MPRA Paper, University Library of Munich, Germany, number 62494.
• Ben Slimane, Faten, 2006, "Le partenariat euro méditerranéen et son impact sur le développement des marchés boursiers méditerranéens," MPRA Paper, University Library of Munich, Germany, number 698, May.
• Zhang, Dayong & Dickinson, David & Barassi, Marco, 2006, "Structural breaks, cointegration and B share discount in Chinese stock market," MPRA Paper, University Library of Munich, Germany, number 70353.
• Boshoff, Willem H., 2006, "The transmission of foreign financial crises to South Africa: a firm-level study," MPRA Paper, University Library of Munich, Germany, number 9029.
• Sahminan, Sahminan, 2006, "Adjustments of the Non-Financial Sector to the Rise in Exchange Rate Volatility and Their Policy Implications in Indonesia," MPRA Paper, University Library of Munich, Germany, number 95471, Dec.
• Nguyen The Hung, 2006, "Determination of risk factors of stock returns in Central Europe
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• Takuo Tsurushima, 2006, "Développement des Bourses de valeurs et croissance économique," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 49-60, DOI: 10.3406/ecofi.2006.4034.
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• James Newsome, 2006, "La criée ou le tout électronique : le marché décide," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 147-151, DOI: 10.3406/ecofi.2006.4043.
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• Woosik Moon & Yeongseop Rhee, 2006, "Spot and foward market intervention during the 1997 Korean currency crisis," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 59, issue 238, pages 243-268.
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• Marcelo Fernandes & Marco Aurélio dos Santos Rocha, 2006, "Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange," Working Papers, Queen Mary University of London, School of Economics and Finance, number 579, Nov.
• Silvia S.W. Lui, 2006, "An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting," Working Papers, Queen Mary University of London, School of Economics and Finance, number 581, Dec.