Research classified by Journal of Economic Literature (JEL) codes

2004

• Peter G. Zhang, 2004, "CNY Structured Notes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Onshore Products and Offshore Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Future Development of CNY Derivatives in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "Chinese Yuan (Renminbi) Derivative Products".
• William N. Goetzmann & Philippe Jorion, 2004, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm16, Mar.
• William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2004, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm6, Jan.
• Ripatti, Kirsi, 2004, "Central counterparty clearing: constructing a framework for evaluation of risks and benefits," Bank of Finland Research Discussion Papers, Bank of Finland, number 30/2004.
• Vinhas de Souza, Lúcio, 2004, "Financial Liberalization and Business Cycles: The Experience of Countries in the Baltics and Central Eastern Europe," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,23.
• Wagner, Niklas & Marsh, Terry A., 2004, "Surprise volume and heteroskedasticity in equity market returns," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2004-03.
• Haberer, Markus, 2004, "Might a Securities Transactions Tax Mitigate Excess Volatility? Some Evidence From the Literature," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 04/06.
• Röthig, Andreas, 2004, "Currency Futures and Currency Crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 136.
• Stirbu, Corneliu, 2004, "Financial Market Integration in a Wider European Union," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 297.
• Schmidt, Robert & Leitner, Johannes, 2004, "A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices: Are there substantial differences?," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 49.
• Jamin, Gösta & Entorf, Horst, 2004, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-03.
• Lüders, Erik & Schröder, Michael, 2004, "Modeling Asset Returns: A Comparison of Theoretical and Empirical Models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-19.
• Lüders, Erik & Lüders-Amann, Inge & Schröder, Michael, 2004, "The Power Law and Dividend Yields," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-51.
• Schröder, Michael & Lüders, Erik, 2004, "Modeling Asset Returns: A Comparison of Theoretical and Empirical Models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-19 [rev.].
• Sarkissian, Sergei & Schill, Michael J., 2004, "Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 05-4, Oct.
• Don U.A. Galagedera & Roland G. Shami, 2004, "Beta Risk and Regime Shift in Market Volatility," Econometric Society 2004 Australasian Meetings, Econometric Society, number 126, Aug.
• Susan Thorp, 2004, "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings, Econometric Society, number 148, Aug.
• Jae H. Kim, 2004, "Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test," Econometric Society 2004 Australasian Meetings, Econometric Society, number 98, Aug.
• Eduardo D. Roca & Abdulnasser Hatemi-J, 2004, "The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners," Econometric Society 2004 Australasian Meetings, Econometric Society, number 99, Aug.
• Gamini Premaratne & Lakshmi Bala, 2004, "Stock Market Volatility: Examining North America, Europe and Asia," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 479, Aug.
• Jochen R. Andritzky, 2004, "Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 500, Aug.
• Arusha Cooray, 2004, "The Random Walk Behaviour Of Stock Prices: A Comparative Study," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 540, Aug.
• Timothy K. Chue, 2004, "The Spirit of Capitalism and International Risk Sharing," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 589, Aug.
• Anthony S. Tay & Aamir R. Hashmi, 2004, "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 634, Aug.
• Aditya Goenka & Melisso Boschi, 2004, "International capital flows and transmission of financial crises," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 785, Aug.
• Jae-Young Kim & Woong Yong Park, 2004, "Nonlinear Price Adjustment and Transaction Costs Between Global Stock Markets," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 799, Aug.
• Daniel Heymann - Enrique Kawamura, 2004, "A simple theoretical framework for the analysis of liability dollarization," Econometric Society 2004 Latin American Meetings, Econometric Society, number 120, Aug.
• José Wynne & Federico Weinschelbaum, 2004, "Renegotiation, Collective Action Clauses and Sovereign Debt Markets," Econometric Society 2004 Latin American Meetings, Econometric Society, number 153, Aug.
• Jose Luiz Rossi Junior, 2004, "Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil," Econometric Society 2004 Latin American Meetings, Econometric Society, number 163, Aug.
• Fostel Ana & Geanakoplos John, 2004, "Non Monotone Liquidity Under-Supply," Econometric Society 2004 Latin American Meetings, Econometric Society, number 212, Aug.
• Roberto Rigobon & Marcio Garcia, 2004, "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data," Econometric Society 2004 Latin American Meetings, Econometric Society, number 24, Aug.
• Carlos Viana de Carvalho & Kevin Amonlirdviman, 2004, "Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias," Econometric Society 2004 Latin American Meetings, Econometric Society, number 61, Aug.
• Marcio Garcia & Alexandre Lowenkron, 2004, "Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks," Econometric Society 2004 Latin American Meetings, Econometric Society, number 68, Aug.
• Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004, "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings, Econometric Society, number 77, Aug.
• Carmela Quintos, 2004, "Extremal Correlation for GARCH Data," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 87, Aug.
• Kai Li, 2004, "The Growth of Global Equity Markets: A Closer Look," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 54, Aug.
• Quentin Grafton, R. & Jotzo, Frank & Wasson, Merrilyn, 2004, "Financing sustainable development: Country Undertakings and Rights for Environmental Sustainability CURES," Ecological Economics, Elsevier, volume 51, issue 1-2, pages 65-78, November.
• Campa, Jose Manuel, 2004, "Exchange rates and trade: How important is hysteresis in trade?," European Economic Review, Elsevier, volume 48, issue 3, pages 527-548, June.
• Capocci, Daniel & Hubner, Georges, 2004, "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, volume 11, issue 1, pages 55-89, January.
• Giot, Pierre & Laurent, Sebastien, 2004, "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, volume 11, issue 3, pages 379-398, June.
• Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004, "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, volume 11, issue 4, pages 461-481, September.
• Cotter, John, 2004, "International equity market integration in a small open economy: Ireland January 1990-December 2000," International Review of Financial Analysis, Elsevier, volume 13, issue 5, pages 669-685.
• Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004, "Decomposing the persistence of international equity flows," Finance Research Letters, Elsevier, volume 1, issue 3, pages 154-170, September.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004, "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 14, issue 1, pages 25-36, February.
• Daryl Collins & Mark Abrahamson, 2004, "Sector Level Contagion in African Financial Markets," The African Finance Journal, Africagrowth Institute, volume 6, issue 1, pages 1-20.
• Walter A. de Wet & Tewodros G. Gebreselasie, 2004, "The Exchange Rate Exposure of Major Commercial Banks in South Africa," The African Finance Journal, Africagrowth Institute, volume 6, issue 2, pages 21-35.
• Du, Wen, 2004, "International Market Integration Under Wto: Evidence In The Price Behaviors Of Chinese And Us Wheat Futures," 2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20115, DOI: 10.22004/ag.econ.20115.
• Manuela CROCI, 2004, "Country pair-correlations as a measure of financial integration: the case of the Euro equity markets," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 201, Jan.
• Michele Polline Veríssimo & Márcio Holland de Brito, 2004, "Liberalização Da Conta De Capital E Fluxos De Portfólio Para O Brasil No Período Recente," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 069.
• R. Quentin Grafton & Frank Jotzo & Merrilyn Wasson, 2004, "Financing Sustainable Development : Country Undertakings and Rights for Environmental Sustainability (CURES)," Economics and Environment Network Working Papers, Australian National University, Economics and Environment Network, number 0403, Apr.
• Aristeidis G. Samitas, 2004, "Interrelationships of Secondary Equity Markets at Domestic and International Level," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 87-98.
• Nigohos Kanaryan, 2004, "Modelling the Risk at the Central European Stock Exchange at times of Crisis," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 70-83.
• Michael R. King & Dan Segal, 2004, "International Cross-Listing and the Bonding Hypothesis," Staff Working Papers, Bank of Canada, number 04-17, DOI: 10.34989/swp-2004-17.
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004, "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Staff Working Papers, Bank of Canada, number 04-42, DOI: 10.34989/swp-2004-42.
• Gregory Bauer & Clara Vega, 2004, "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers, Bank of Canada, number 04-47, DOI: 10.34989/swp-2004-47.
• Díaz de León Carrillo Alejandro & Casanova Martha, 2004, "Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets," Working Papers, Banco de México, number 2004-01, Jul.
• Guorong Jiang & Robert McCauley, 2004, "Asian local currency bond markets," BIS Quarterly Review, Bank for International Settlements, June.
• Guonan Ma & Corrinne Ho & Robert N McCauley, 2004, "The markets for non-deliverable forwards in Asian currencies," BIS Quarterly Review, Bank for International Settlements, June.
• Robert McCauley & Guorong Jiang, 2004, "Diversifying with Asian local currency bonds," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire, 2004, "A shift in London's eurodollar market," BIS Quarterly Review, Bank for International Settlements, September.
• Claudio Borio & Frank Packer, 2004, "Assessing new perspectives on country risk," BIS Quarterly Review, Bank for International Settlements, December.
• Ingo Fender & John Kiff, 2004, "CDO rating methodology: Some thoughts on model risk and its implications," BIS Working Papers, Bank for International Settlements, number 163, Nov.
• Kees G. Koedijk & Mathijs A. Van Dijk, 2004, "The Cost of Capital of Cross‐listed Firms," European Financial Management, European Financial Management Association, volume 10, issue 3, pages 465-486, September, DOI: 10.1111/j.1354-7798.2004.00259.x.
• Claudia M. Buch & Joerg Doepke & Christian Pierdzioch, 2004, "Business Cycle Volatility in Germany," German Economic Review, Verein für Socialpolitik, volume 5, issue 4, pages 451-479, November, DOI: 10.1111/j.1465-6485.2004.00117.x.
• Foort Hamelink & Martin Hoesli, 2004, "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 3, pages 437-462, September, DOI: 10.1111/j.1080-8620.2004.00098.x.
• Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004, "Liquidity provision in the overnight foreign exchange market," Working Paper, Norges Bank, number 2004/13, Nov.
• Jens Tapking & Jing Yang, 2004, "Horizontal and vertical integration in securities trading and settlement," Bank of England working papers, Bank of England, number 245, Nov.
• Buch Claudia M. & Pierdzioch Christian & Doepke Joerg, 2004, "Business Cycle Volatility in Germany," German Economic Review, De Gruyter, volume 5, issue 4, pages 451-479, December, DOI: 10.1111/j.1465-6485.2004.00117.x.
• Christian Johannes Zimmer & Beat Matthias Niederhauser, 2004, "Determining an Efficient Frontier in a Stochastic Moment Setting," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 1, pages 91-116.
• Luciano Martin Rostagno & Gilberto de Oliveira Kloeckner & João Luiz Becker, 2004, "Stock Return Predictability at Bovespa: a Test Involving the Expected Return Factor Model," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 2, pages 183-206.
• Vinicius Ratton Brandi & Beatriz Vaz de Melo Mendes, 2004, "Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 2, pages 207-223.
• Daniella Acker & Nigel W. Duck, 2004, "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/557, Jan.
• Dominique Pépin, 2004, "Globalisation des marchés de capitaux et valorisation des actifs financiers," Revue économique, Presses de Sciences-Po, volume 55, issue 2, pages 207-226.
• Pesaran, M.H. & Pick, A., 2004, "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0402, Jan.
• Forbes, Kristin J. & Chinn, Menzie David, 2003, "A Decomposition Of Global Linkages In Financial Markets Over Time," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4391b5w7, Feb.
• Forbes, Kristin & Chinn, Menzie, 2003, "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt6z74b3x7, Feb.
• Alexandr Cerny, 2004, "Stock market integration and the speed of information transmission," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp242, Nov.
• Eduardo R. Borensztein & R. Gaston Gelos, 2001, "A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds," CESifo Working Paper Series, CESifo, number 564.
• Jorge Martinez-Vazquez & João do Carmo Oliveira, 2004, "Decentralising the public sector: Transition and the Recent Reforms in Intergovernmental Fiscal Relations in the Czech Republic," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 2, issue 01, pages 26-29, October.
• Todd J. Moss & Vijaya Ramachandran & Manju Kedia Shah, 2004, "Is Africa’s Skepticism of Foreign Capital Justified? Evidence from East African Firm Survey Data," Working Papers, Center for Global Development, number 41, Jun.
• Andre Cartapanis, 2004, "Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?," Economie Internationale, CEPII research center, issue 97, pages 5-48.
• Michel Normandin, 2004, "Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 4, pages 1021-1041, November.
• Antonio Díez de los Ríos, 2004, "Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets," Working Papers, CEMFI, number wp2004_0402.
• Alfonso Pedraza Martínez, 2004, "Impacto de las catástrofes en el valor de las acciones. El caso latinoamericano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Sebastian Edwards, 2004, "The Economics of Latin American Art: Creativity Patterns and Rates of Return," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 1-35.
• Fedesarrollo, 2004, "Los determinantes de la prima de riesgo país colombiana," Coyuntura Económica, Fedesarrollo.
• BEINE, Michel & LAURENT, Sébastien & PALM, Franz, 2004, "Central Bank forex interventions assessed using realized moments," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004001, Jan.
• Wink Joosten, 2004, "The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 87, Mar.
• Bofinger, Peter & Schmidt, Robert, 2004, "Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the ?/US$ Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4235, Feb.
• Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 2004, "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4346, Apr.
• Timmermann, Allan & Catão, Luís, 2004, "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4368, Apr.
• Vlachos, Jonas, 2004, "Does Regulatory Harmonization Increase Bilateral Asset Holdings?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4417, Jun.
• Schotman, Peter C & Frijns, Bart, 2004, "Price Discovery in Tick Time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4456, Jun.
• Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2004, "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4501, Jul.
• Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2004, "Purchasing Power Parity and the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4510, Jul.
• Vitale, Paolo, 2004, "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4530, Aug.
• Vitale, Paolo & Breedon, Francis, 2004, "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4586, Aug.
• von Thadden, Ernst-Ludwig & Pagano, Marco, 2004, "The European Bond Markets Under EMU," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4779, Dec.
• Dunne, Peter G & Hau, Harald & Moore, Michael, 2004, "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4806, Dec.
• Warren Bailey & Yuan Gao & Connie X. Mao, 2004, "Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore," Annals of Economics and Finance, Society for AEF, volume 5, issue 1, pages 165-195, May.
• Ana Fostel & John Geanakoplos, 2004, "Non-Monotone Liquidity Under-Supply," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1468, Jul.
• Ana Fostel & John Geanakoplos, 2004, "Collateral Restrictions and Liquidity Under-Supply: A Simple Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1468R, Jun, revised Aug 2006.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2004, "Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0620, Oct.
• Floros, C., 2004, "Stock Returns and Inflation in Greece," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2.
• Campa, Jose M. & Fernandes, Nuno, 2004, "Sources of gains from international portfolio diversification," IESE Research Papers, IESE Business School, number D/559, May.
• Baele, Lieven & Ferrando, Annalisa & Hördahl, Peter & Krylova, Elizaveta & Monnet, Cyril, 2004, "Measuring financial integration in the euro area," Occasional Paper Series, European Central Bank, number 14, May.
• Strauch, Rolf & Afonso, António, 2004, "Fiscal policy events and interest rate swap spreads: evidence from the EU," Working Paper Series, European Central Bank, number 303, Feb.
• Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004, "International equity flows and returns: a quantative equilibrium approach," Working Paper Series, European Central Bank, number 310, Feb.
• Derviz, Alexis, 2004, "Exchange rate risks and asset prices in a small open economy," Working Paper Series, European Central Bank, number 314, Mar.
• Moerman, Gerard, 2004, "Diversification in euro area stock markets: country versus industry," Working Paper Series, European Central Bank, number 327, Apr.
• Castrén, Olli, 2004, "Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?," Working Paper Series, European Central Bank, number 379, Jul.
• Menkveld, Albert J. & Cheung, Yiu Chung & de Jong, Frank, 2004, "Euro area sovereign yield dynamics: the role of order imbalance," Working Paper Series, European Central Bank, number 385, Aug.
• Tapking, Jens & Yang, Jing, 2004, "Horizontal and vertical integration and securities trading and settlement," Working Paper Series, European Central Bank, number 387, Aug.
• Van Landschoot, Astrid, 2004, "Determinants of euro term structure of credit spreads," Working Paper Series, European Central Bank, number 397, Oct.
• Breedon, Francis & Vitale, Paolo, 2004, "An empirical study of liquidity and information effects of order flow on exchange rates," Working Paper Series, European Central Bank, number 424, Dec.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2004, "Why Do Countries Matter So Much for Corporate Governance?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-16, Aug.
• Jonathan Dark, 2004, "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/04, Mar.
• Jonathan Dark, 2004, "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/04, Mar.
• Jonathan Dark, 2004, "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/04, Mar.
• Barry Eichengreen, 2004, "Capital Flows and Crises," MIT Press Books, The MIT Press, number 0262550598, edition 1, ISBN: ARRAY(0x68d482e0), December.
• Hans Degryse & Grégory Nguyen, 2004, "Interbank exposures: an empirical examination of systemic risk in the Belgian banking system," Working Paper Research, National Bank of Belgium, number 43, Mar.
• Marina Emiris, 2004, "Sectoral vs. country diversification benefits and downside risk," Working Paper Research, National Bank of Belgium, number 48, May.
• Astrid Van Landschoot, 2004, "Determinants of Euro Term Structure of Credit Spreads," Working Paper Research, National Bank of Belgium, number 57, Jul.
• Rene M. Stulz & Craig Doidge & Andrew Karolyi, 2004, "Why Do Countries Matter So Much for Corporate Governance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10726, Sep.
• Kris James Mitchener & Marc D. Weidenmier, 2004, "Empire, Public Goods, and the Roosevelt Corollary," NBER Working Papers, National Bureau of Economic Research, Inc, number 10729, Sep.
• Mihir A. Desai & C. Fritz Foley, 2004, "The Comovement of Returns and Investment Within the Multinational Firm," NBER Working Papers, National Bureau of Economic Research, Inc, number 10785, Sep.
• Raghuram G. Rajan, 2004, "Dollar Shortages and Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 10845, Oct.
• Takatoshi Ito & Yuko Hashimoto, 2004, "Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 10856, Oct.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004, "Global Growth Opportunities and Market Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10990, Dec.
• Torsten Sløk & Mike Kennedy, 2004, "Factors Driving Risk Premia," OECD Economics Department Working Papers, OECD Publishing, number 385, Apr, DOI: 10.1787/738228687051.
• Daisuke Ito & Masamitsu Ohnishi & Yasuhiro TAMBA, 2004, "Pricing of a Chooser Flexible Cap and its Calibration," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 04-18, Oct.
• Masamitsu Ohnishi & Yasuhiro Tamba, 2004, "Various Features of the Chooser Flexible Cap," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 04-20, Dec.
• Jian Yang & David A. Bessler, 2004, "The International Price Transmission in Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 42, issue 3, pages 370-386, July.
• Marco Pagano, 2004, "The European Bond Markets under EMU," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 20, issue 4, pages 531-554, Winter.
• Alois Geyer & Stephan Kossmeier & Stefan Pichler, 2004, "Measuring Systematic Risk in EMU Government Yield Spreads," Review of Finance, European Finance Association, volume 8, issue 2, pages 171-197.
• Assaf Razin & Efraim Sadka, 2004, "A Brazilian-Type Debt Crisis," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 1, pages 1-7.
• Mark P. Taylor & Elena Tchernykh Branson, 2004, "Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 2, pages 1-3.
• Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004, "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 2, pages 1-8.
• Ahmed M. Khalid & Gulasekaran Rajaguru, 2004, "Financial Market Linkages in South Asia: Evidence Using a Multivariate GARCH Model," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 585-603.
• Douch, Mohamed, 2004, "Equity Premiums In Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 14613, Jun.
• Maudos, Joaquin & Pérez, Francisco, 2004, "Convergencia, integración y competencia en los mercados financieros europeos
  [Convergence, integration and competition in the European financial markets]," MPRA Paper, University Library of Munich, Germany, number 15889, revised 2004.
• Boschi, Melisso, 2004, "International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002," MPRA Paper, University Library of Munich, Germany, number 28546.
• Cotter, John, 2004, "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper, University Library of Munich, Germany, number 3483.
• Cotter, John, 2004, "Modelling extreme financial returns of global equity markets," MPRA Paper, University Library of Munich, Germany, number 3532.
• Cotter, John, 2004, "Downside Risk for European Equity Markets," MPRA Paper, University Library of Munich, Germany, number 3537.
• Cotter, John, 2004, "International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000," MPRA Paper, University Library of Munich, Germany, number 3538.
• Stephanie, Serve, 2004, "L’impact de l’admission à la cote sur les performances économiques des entreprises : Le cas du Nouveau Marché français
  [The operating performance of French IPO firms]," MPRA Paper, University Library of Munich, Germany, number 4304, Jun.
• Stavarek, Daniel, 2004, "Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions," MPRA Paper, University Library of Munich, Germany, number 7297.
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