Research classified by Journal of Economic Literature (JEL) codes

2006

• 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.
• De Broeck, Mark & Slok, Torsten, 2006, "Interpreting real exchange rate movements in transition countries," Journal of International Economics, Elsevier, volume 68, issue 2, pages 368-383, March.
• Gravelle, Toni & Kichian, Maral & Morley, James, 2006, "Detecting shift-contagion in currency and bond markets," Journal of International Economics, Elsevier, volume 68, issue 2, pages 409-423, March.
• Broner, Fernando A. & Gaston Gelos, R. & Reinhart, Carmen M., 2006, "When in peril, retrench: Testing the portfolio channel of contagion," Journal of International Economics, Elsevier, volume 69, issue 1, pages 203-230, June.
• Uribe, Martin & Yue, Vivian Z., 2006, "Country spreads and emerging countries: Who drives whom?," Journal of International Economics, Elsevier, volume 69, issue 1, pages 6-36, June.
• Ghironi, Fabio, 2006, "Macroeconomic interdependence under incomplete markets," Journal of International Economics, Elsevier, volume 70, issue 2, pages 428-450, December.
• 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.
• Eleftherios Thalassinos & Pantelis E. Thalassinos, 2006, "Stock Markets' Integration Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 3-14.
• Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006, "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 75-90.
• Boschi, Melisso, 2006, "Habit formation and the transmission of financial crises," Economics Discussion Papers, University of Essex, Department of Economics, number 8900.
• Markku Lanne, 2006, "Forecasting Realized Volatility by Decomposition," Economics Working Papers, European University Institute, number ECO2006/20.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers, European University Institute, number ECO2006/3.
• Haksoon KIM, 2006, "Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 534-551, November.
• Jan Brùha & Alexis Derviz, 2006, "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 318-343, July.
• José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes, 2006, "World Equity Markets: A New Approach for Segmentation (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 344-360, July.
• Adam Geršl, 2006, "Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 09-10, pages 398-415, September.
• Matteo Manera & Elisa Scarpa, 2006, "Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index," Working Papers, Fondazione Eni Enrico Mattei, number 2006.130, Oct.
• Abdullah Iqbal, Susanne Espenlaub, Norman Strong, 2006, "The Long-Run Performance of UK Rights Issuers," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 18-54, December.
• Girijasankar Mallik, 2006, "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 55-69, December.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 70-94, December.
• Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006, "Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 630, Nov.
• Peter Blair Henry, 2007, "Capital Account Liberalization: Theory, Evidence, and Speculation," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-32, Jan, DOI: 10.24148/wp2007-32.
• Gregory H. Bauer & Clara Vega, 2006, "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 872.
• Martin Bodenstein, 2006, "International Asset Markets and Real Exchange Rate Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 884.
• Nicola Cetorelli & Linda S. Goldberg, 2006, "Risks in U.S. bank international exposures," Staff Reports, Federal Reserve Bank of New York, number 240.
• Todd Keister, 2006, "Expectations and contagion in self-fulfilling currency attacks," Staff Reports, Federal Reserve Bank of New York, number 249.
• Reinhard H. Schmidt & Michael H. Grote, 2006, "Was ist und was braucht ein bedeutender Finanzplatz?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 150.
• Emilio Barucci & Carlo Bianchi & Mirko Frediani, 2006, "CEO Turnover in the Italian Financial Market," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 65, issue 2, pages 127-154, November.
• Henry Aray, 2006, "The Latin American and Spanish Stock markets," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 06/12, Dec.
• François MORIN (LEREPS-GRES), 2006, "The Capitalism of financial market and the control of cognitive (In French)," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2006-05.
• Jérôme Héricourt & Mathilde Maurel, 2006, "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00267478.
• Thierry Foucault, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00121054, Oct.
• Thierry Foucault & T. Gehrig, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00125690.
• Wajih Khallouli & Mohamed Ayadi & Riadh Boudhina & René Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Post-Print, HAL, number halshs-00137599.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Post-Print, HAL, number halshs-00184262.
• Jérôme Héricourt & Mathilde Maurel, 2006, "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Post-Print, HAL, number halshs-00267478.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in Iternational Reserves: The Impact of the Euro and the Prospects for the Dollar," Post-Print, HAL, number halshs-00754634, Dec, DOI: 10.1016/j.jjie.2006.07.002.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers, HAL, number hal-00387109.
• Sebastián Nieto Parra & Javier Santiso, 2006, "The usual suspects: Investment Banks' Recommendations and Emerging Markets," Working Papers, HAL, number hal-01065636, Jun.
• Huyen Nguyen-Thi-Thanh, 2006, "On the Use of Data Envelopment Analysis in Hedge Fund Performance Appraisal," Working Papers, HAL, number halshs-00120292.
• Mende, Alexander & Menkhoff, Lukas, 2006, "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-339, Jun.
• Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006, "Price Discovery in Currency Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-351, Nov.
• Waldenström, Daniel, 2006, "Why Does Sovereign Risk Differ for Domestic and Foreign Investors? Evidence from Scandinavia, 1938­­–1948," Working Paper Series, Research Institute of Industrial Economics, number 677, Nov.
• Asgharian, Hossein & Karlsson, Sonnie, 2006, "Evaluating a nonlinear asset pricing model on international data," Working Papers, Lund University, Department of Economics, number 2006:5, Feb.
• Byström, Hans, 2006, "The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?," Working Papers, Lund University, Department of Economics, number 2006:14, Jun, revised 21 Aug 2006.
• Chollete, Lorán & Heinen, Andreas, 2006, "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/10, Oct.
• Humpage, Owen F. & Ragnartz, Javiera, 2006, "Swedish Intervention and the Krona Float, 1993-2002," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 192, Apr.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series, Institute for Financial Research, number 42, Feb.
• Brännäs, Kurt & Soultanaeva, Albina, 2006, "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies, Umeå University, Department of Economics, number 696, Sep.
• Du, Yan & Liu, Qianqiu & Rhee, S. Ghon, 2006, "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2005-17, Mar.
• Bunkanwanicha, Pramuan & Wiwattanakantang, Yupana & ウィワッタナカンタン, ユパナ, 2006, "Big Business Owners and Politics: Investigating the Economic Incentives of Holding Top Office," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-10, Oct.
• Iwatsubo, Kentaro & 岩壷, 健太郎 & イワツボ, ケンタロウ & Inagaki, Kazuyuki & 稲垣, 一之 & イナガキ, カズユキ, 2006, "Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-14, Dec.
• Bortolotti, Bernardo & Faccio, Mara, 2006, "Reluctant privatization," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-5, Sep.
• Paul D. McNelis & Salih N. Neftci, 2006, "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers, Hong Kong Institute for Monetary Research, number 012006, Jan.
• William H. Branson & Conor N. Healy, 2006, "Monetary and Exchange Rate Policy Coordination in ASEAN+1," Working Papers, Hong Kong Institute for Monetary Research, number 022006, Jan.
• Yin-wong Cheung & Dickson Tam & Matthew S. Yiu, 2006, "Does the Chinese Interest Rate Follow the US Interest Rate?," Working Papers, Hong Kong Institute for Monetary Research, number 192006, Dec.
• La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2006, "What Works in Securities Laws?," Scholarly Articles, Harvard University Department of Economics, number 27867135.
• Maria Guadalupe & Francisco Perez-Gonzalez, 2006, "The Impact of Product Market Competition on Private Benefits of Control," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-159, Mar.
• Claudio Morana, 2006, "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers, ICER - International Centre for Economic Research, number 25-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Comovements in International Stock Markets," ICER Working Papers, ICER - International Centre for Economic Research, number 3-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2006, Jul.
• Saadet K. KASMAN, 2006, "Hisse Senetlerinin Fiyatları Ve Makroekonomik Değişkenler Arasında Bir İlişki Var Mı?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 238, pages 88-99.
• Belgin AKÇAY, 2006, "Avrupa Birliği: Avrupa para sisteminden ekonomik ve parasal birliğe," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 14-32.
• Mahmut YARDIMCIOĞLU, 2006, "Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 249, pages 111-120.
• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006, "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp123, Apr.
• Philip R. Lane, 2006, "Global Bond Portfolios and EMU," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp168, Aug.
• Philip R. Lane, 2006, "Global Bond Portfolios and EMU," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Iman van Lelyveld & Franka Liedorp, 2006, "Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Amy S. K. Wong, 2006, "Basel II and the Risk Management of Basket Options with Time-Varying Correlations," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 4, December.
• Arturo Lorenzo Valdés, 2006, "Modelos de corrección de error no lineal entre mercados accionarios latinoamericanos y el mercado accionario de Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 21, issue 1, pages 117-129, July.
• Pedro Gustavo Teixeira & Mr. Garry J. Schinasi, 2006, "The Lender of Last Resort in the European Single Financial Market," IMF Working Papers, International Monetary Fund, number 2006/127, May.
• Mr. Michael G. Papaioannou, 2006, "Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms," IMF Working Papers, International Monetary Fund, number 2006/255, Nov.
• Antonino Parisini & Franco Parisini & David Díaz, 2006, "Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 43, issue 128, pages 251-284.
• Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé, 2006, "Term structure of interest rate. european financial integration," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200610, Dec, revised Dec 2006.
• António Afonso & Pedro Gomes & Philipp Rother, 2006, "Ordered Response Models for Sovereign Debt Ratings," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/34.
• António Afonso & Pedro Gomes & Philipp Rother, 2006, "What “Hides” Behind Sovereign Debt Ratings?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/35.
• Kato, Takao & Long, Cheryl, 2006, "CEO Turnover, Firm Performance and Enterprise Reform in China: Evidence from New Micro Data," IZA Discussion Papers, IZA Network @ LISER, number 1914, Jan.
• Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006, "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 727-744, DOI: 10.1002/jae.889.
• Kuan-Min Wang, 2006, "The Impact of Financial Liberalization on Stock Returns and Volatility in Emerging Equity Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 1, pages 71-91, January.
• Cécile Moigne & Patrick Savaria, 2006, "Relative importance of hedge fund characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 419-441, December, DOI: 10.1007/s11408-006-0029-z.
• Hossein Kazemi & Ayla Ogus, 2006, "An Empirical Analysis of the Secondary Market Pricing of the LDC Debt," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 1, pages 143-144, February, DOI: 10.1007/s11294-006-6155-6.
• Magdalena Osińska & Aleksandra Matuszewska, 2006, "Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 327-341, August, DOI: 10.1007/s11294-006-9021-7.
• Kimberly Gleason & Ike Mathur & Roy Wiggins, 2006, "The Evidence on Product-Market Diversifying Acquisitions and Joint Ventures by U.S. Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 3, pages 237-254, June, DOI: 10.1007/s10693-006-7627-9.
• Shaun Bond & Mardi Dungey & Renée Fry, 2006, "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 3, pages 253-274, May, DOI: 10.1007/s11146-006-6800-0.
• Clemens Kool, 2006, "Financial Stability in European Banking: The Role of Common Factors," Open Economies Review, Springer, volume 17, issue 4, pages 525-540, December, DOI: 10.1007/s11079-006-0363-9.
• Aristeidis Samitas & Dimitris Kenourgios & Nick Konstantopoulos, 2006, "The Small Business Capital Market Behavior in Athens Stock Exchange," Small Business Economics, Springer, volume 27, issue 4, pages 409-417, December, DOI: 10.1007/s11187-005-5254-8.
• Kyung-Soo Kim, 2006, "An Optimal Commitment Model of Exchange Rate Stabilization," Korean Economic Review, Korean Economic Association, volume 22, pages 249-265.
• Philipp Paulus, 2006, "The final blow to the Stability Pact? EMU enlargement and government debt," Otto-Wolff-Institut Discussion Paper Series, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland, number 03/2006, Dec.
• Kocsis, Zalán & Mosolygó, Zsuzsa, 2006, "A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis
  [The relationship of international bond spreads and sovereign credit ratings]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 769-798.
• Rasmus Fatum & Michael M. Hutchison, 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 06-04, May.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.