Research classified by Journal of Economic Literature (JEL) codes

2006

• 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
  [Determinace rizikových faktorů při tvorbě akciových výnosů v střední Evropě]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2006, issue 1, pages 179-192, DOI: 10.18267/j.aop.530.
• Mejra Festić, 2006, "Procyclicality of Financial and Real Sector in Transition Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 4, pages 315-349, DOI: 10.18267/j.pep.291.
• 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.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006, "Les procédures d’introduction en Bourse en Europe : évolution des pratiques et perspectives," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 99-115, DOI: 10.3406/ecofi.2006.4038.
• Alain Joly, 2006, "Avenir des Bourses : les attentes des émetteurs," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 139-146, DOI: 10.3406/ecofi.2006.4042.
• 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.
• Jean-François Conil-Lacoste & Richard Sandor, 2006, "Marchés du CO₂ en Europe et aux États-Unis : Regards croisés," Revue d'Économie Financière, Programme National Persée, volume 83, issue 2, pages 151-158, DOI: 10.3406/ecofi.2006.4005.
• Takuo Tsurushima, 2006, "Stock exchange development and economic growth," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 45-54, DOI: 10.3406/ecofi.2006.4435.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006, "IPO procedures in Europe : the development of practices and perspectives," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 89-105, DOI: 10.3406/ecofi.2006.4439.
• Alain Joly, 2006, "The future of stock exchanges: how issuers look at it?," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 125-131, DOI: 10.3406/ecofi.2006.4443.
• James Newsome, 2006, "Open outcry or electronic : it’s the market’s choice," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 133-137, DOI: 10.3406/ecofi.2006.4444.
• Jean-François Conil-Lacoste & Richard Sandor, 2006, "CO2 markets in Europe and the US : Comparative overview," Revue d'Économie Financière, Programme National Persée, volume 83, issue 2, pages 145-151, DOI: 10.3406/ecofi.2006.4428.
• 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.
• Woosik Moon & Yeongseop Rhee, 2006, "Spot and foward market intervention during the 1997 Korean currency crisis," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 59, issue 238, pages 243-268.
• 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.
• Sergey Belousov, 2006, "Volatility modeling with jumps: applications to Russian and American stock markets (in Russian)," Quantile, Quantile, issue 1, pages 101-110, September.
• Carol Alexander & Andreza Barbosa, 2006, "Minimum Variance Hedging and Stock Index Market Efficiency," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-04, Jul, revised Sep 2006.
• Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006, "The Stock Performance of America's 100 Best Corporate Citizens," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-06, Jul.
• Pietro Reichlin, 2006, "Explaning the Correlation Between Output and Volatility in a Model of International Risk-Sharing and Limited Commitment," 2006 Meeting Papers, Society for Economic Dynamics, number 251.
• Todd Keister, 2006, "Expectations and Contagion in Self-fulfilling Currency Attacks," 2006 Meeting Papers, Society for Economic Dynamics, number 485.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2006, "Sovereign Risk and Secondary Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 565.
• Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006, "The Returns to Currency Speculation," 2006 Meeting Papers, Society for Economic Dynamics, number 864.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," 2006 Meeting Papers, Society for Economic Dynamics, number 872.
• Márcio Gomes Pinto Garcia & Juliana Salomão, 2006, "Alongamento dos títulos de renda fixa no Brasil," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 515, Mar.
• Márcio Gomes Pinto Garcia & Bernando S. de M. Carvalho, 2006, "Ineffective controls on capital inflows under sophisticated financial markets: Brazil in the nineties," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 516, Mar.
• Jungwon Suh, 2006, "Integration among Major Capital Markets in the World: An Investigation Focusing on Firm Value," East Asian Economic Review, Korea Institute for International Economic Policy, volume 10, issue 1, pages 99-128, DOI: 10.11644/KIEP.JEAI.2006.10.1.153.
• Abdulnasser Hatemi-J & Eduardo Roca & Jia Qiu Qiu, 2006, "Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 3, pages 295-316.
• Tassos G. Anastasatos & Ian R. Davidson, 2006, "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 21, pages 619-656.
• Pankaj Jain, 2006, "Improving liquidity through efficient stock market structure and operational design," Journal of Financial Transformation, Capco Institute, volume 18, pages 151-159.
• Hong Li & Ewa Majerowska, 2006, "Stock market integration: a multivariate GARCH analysis on Poland and Hungary," Economics Discussion Papers, School of Economics, Kingston University London, number 2006-2, Jan.
• 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.
• Kho, Bong-Chan & Stulz, Rene M. & Warnock, Francis E., 2006, "Financial Globalization, Governance, and the Evolution of the Home Bias," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-12, Jul.
• Armstrong, Christopher & Barth, Mary E. & Jagolinzer, Alan D. & Riedl, Edward J., 2006, "Market Reaction to Events Surrounding the Adoption of IFRS in Europe," Research Papers, Stanford University, Graduate School of Business, number 1937, Apr.
• Henry, Peter B., 2006, "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers, Stanford University, Graduate School of Business, number 1951, Nov.
• Andres Vesilind, 2006, "Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves," Bank of Estonia Working Papers, Bank of Estonia, number 2006-04, Oct, revised 12 Oct 2006.
• Daouk, Hazem & Lee, Charles M.C. & Ng, David, 2006, "Capital market governance: How do security laws affect market performance?," Journal of Corporate Finance, Elsevier, volume 12, issue 3, pages 560-593, June.
• Chen, Shiu-Sheng, 2006, "Revisiting the interest rate-exchange rate nexus: a Markov-switching approach," Journal of Development Economics, Elsevier, volume 79, issue 1, pages 208-224, February.
• von Furstenberg, George M., 2006, "Mexico versus Canada: Stability benefits from making common currency with USD?," The North American Journal of Economics and Finance, Elsevier, volume 17, issue 1, pages 65-78, March.
• Dvorak, Tomas & Podpiera, Richard, 2006, "European Union enlargement and equity markets in accession countries," Emerging Markets Review, Elsevier, volume 7, issue 2, pages 129-146, June.
• Ehling, Paul & Ramos, Sofia B., 2006, "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, volume 13, issue 4-5, pages 396-416, October.
• Campa, Jose Manuel & Fernandes, Nuno, 2006, "Sources of gains from international portfolio diversification," Journal of Empirical Finance, Elsevier, volume 13, issue 4-5, pages 417-443, October.
• Schulmeister, Stephan, 2006, "The interaction between technical currency trading and exchange rate fluctuations," Finance Research Letters, Elsevier, volume 3, issue 3, pages 212-233, September.
• Boyer, M. Martin & van Norden, Simon, 2006, "Exchange rates and order flow in the long run," Finance Research Letters, Elsevier, volume 3, issue 4, pages 235-243, December.
• Mende, Alexander & Menkhoff, Lukas, 2006, "Profits and speculation in intra-day foreign exchange trading," Journal of Financial Markets, Elsevier, volume 9, issue 3, pages 223-245, August.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N., 2006, "Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches," Global Finance Journal, Elsevier, volume 17, issue 1, pages 136-154, September.
• Basher, Syed A. & Sadorsky, Perry, 2006, "Oil price risk and emerging stock markets," Global Finance Journal, Elsevier, volume 17, issue 2, pages 224-251, December.
• Nitschka, Thomas, 2006, "Does sensitivity to cashflow news explain the value premium on European stock markets?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,12.
• Köhler, Matthias & Hommel, Judith & Grote, Matthias, 2006, "The Role of Banks in the Transmission of Monetary Policy in the Baltics," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-005.
• Michael Wolf, 2006, "Resampling vs. Shrinkage for Benchmarked Managers," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 263, Jan.
• L. Baele & K. Inghelbrecht, 2006, "Structural versus Temporary Drivers of Country and Industry Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/413, Sep.
• Cemal Berk OÄŸuzsoy & Sibel Güven, 2006, "Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 1, pages 1-13, April, DOI: 10.1177/097265270500500101.
• Aktham Maghyereh, 2006, "Regional Integration of Stock Markets in MENA Countries," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 1, pages 59-94, April, DOI: 10.1177/097265270500500103.
• Michael E. Drew & Alastair Marsden & Madhu Veeraraghavan, 2006, "Small Firm Effect, Liquidity and Security Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 2, pages 135-149, August, DOI: 10.1177/097265270600500202.
• Emine Boz, 2006, "Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises," Computing in Economics and Finance 2006, Society for Computational Economics, number 19, Jul.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006, Society for Computational Economics, number 217, Jul.
• Valentyn Panchenko, 2006, "Evaluating the Predictive Abilities of Semiparametric Multivariate Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 382, Jul.
• Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios, 2006, "A Stochastic Programming Framework for International PortfolioManagement," Computing in Economics and Finance 2006, Society for Computational Economics, number 404, Jul.
• Lukas Ladislav, 2006, "Dynamic equilibrium conditions used for building a family of FX rate simulation models," Computing in Economics and Finance 2006, Society for Computational Economics, number 419, Jul.
• Michael G. Papaioannou, 2006, "Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 4, issue 2, pages 129-146.
• Claudio Loderer & Marc-André Mittermayer, 2006, "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 1, pages 79-114, March.
• Patrick Eugster & Peter Zweifel, 2006, "Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0604, Apr.
• Helmut Herwartz, 2006, "Econometric analysis of high frequency data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 89-104, March, DOI: 10.1007/s10182-006-0223-3.
• Pierre Giot & Joachim Grammig, 2006, "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, volume 30, issue 4, pages 867-887, January, DOI: 10.1007/s00181-005-0003-z.
• Thomas Flavin, 2006, "How risk averse are fund managers? Evidence from Irish mutual funds," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 18, pages 1355-1363, DOI: 10.1080/09603100600592760.
• Alexander Mende, 2006, "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 3, pages 213-222, DOI: 10.1080/09603100500386206.
• Mansor Ibrahim, 2006, "Integration or Segmentation of the Malaysian Equity Market: An Analysis of Pre- and Post-Capital Controls," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 11, issue 4, pages 424-443, DOI: 10.1080/13547860600923718.
• W H Boshoff, 2006, "The Transmission Of Foreign Financial Crises To South Africa: A Firm-Level Study," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 30, issue 2, pages 61-85, August, DOI: 10.1080/10800379.2006.12106408.
• Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006, "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0604.
• Jan Frederik Slijkerman, 2006, "Insurance Sector Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-062/2, Jun.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-407, Mar.
• Kato, Takao & Long, Cheryl, 2006, "Executive Compensation, Firm Performance, and Corporate Governance in China: Evidence from Firms Listed in the Shanghai and Shenzhen Stock Exchanges," Economic Development and Cultural Change, University of Chicago Press, volume 54, issue 4, pages 945-983, July, DOI: 10.1086/503583.
• Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006, "EMU and European Stock Market Integration," The Journal of Business, University of Chicago Press, volume 79, issue 1, pages 365-392, January, DOI: 10.1086/497414.
• Eduardo Levy Yeyati & Sergio Luis Schmukler & Neeltje Van Horen, 2006, "International Financial Integration through the Law of One Price," Business School Working Papers, Universidad Torcuato Di Tella, number 2006-01, Apr.
• Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006, "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/06, Jan.
• Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, 2006, "Understanding the Relationship between Financial Development and Monetary Policy," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/06, Oct.
• Stephany Griffith-Jones & Krishnan Sharma, 2006, "GDP-Indexed Bonds: Making It Happen," Working Papers, United Nations, Department of Economics and Social Affairs, number 21, Apr.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2006, "Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-03, Jan.
• Shen, Yang-Pin & Wei, Peihwang P., 2006, "Why Do Companies Choose to Go IPOs? New Results Using Data from Taiwan," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-07, Jan.
• Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles, 2006, "The Interplay Between the Thai and Several Other International Stock Markets," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-18.
• Dennis Quinn & Joachim Voth, 2006, "A century of global equity market correlations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1119, Nov, revised Oct 2008.
• Alessandra Bonfiglioli, 2006, "Financial integration, productivity and capital accumulation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 988, Sep.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2006, "Sovereign risk and secondary markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 998, Dec, revised Aug 2009.
• Susan Thorp & George Milunovich, 2006, "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 177, May.
• Menkveld, Albert J., 2006, "Splitting orders in overlapping markets: a study of cross-listed stocks," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0003.
• Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006, "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0005.
• Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de, 2006, "Euro-Area Sovereign Yield Dynamics: the role of order imbalance," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0006.
• Claessens, Stijn, 2006, "Competitive implications of cross-border banking," Policy Research Working Paper Series, The World Bank, number 3854, Feb.
• Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006, "International financial integration through the law of one price," Policy Research Working Paper Series, The World Bank, number 3897, Apr.
• Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006, "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series, The World Bank, number 3933, Jun.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp811, Feb.
• Patricia Mc Grath, 2006, "Financial Deregulation and Financial Development, and Subsequent Impact on Economic Growth in the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp828, Jun.
• Manolis Syllignakis & Georgios Kouretas, 2006, "Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp832, Jul.
• Özlem Onaran, 2006, "Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp093, May.
• Onaran, Özlem, 2006, "Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 93.
• 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/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 2, pages 621-642, May, DOI: 10.1111/j.0008-4085.2006.00363.x.
• Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 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, September, DOI: 10.1002/jae.889.
• John Cotter & Jim Hanly, 2006, "Reevaluating hedging performance," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 7, pages 677-702, July.
• Xiao-Ming Li & Lawrence C Rose, 2006, "The Impact Of Evolving Market Integration On Apec Emerging Stock Markets' World Betas," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-17, DOI: 10.1142/S2010495206500011.
• Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman (ed.), 2006, "Cross-Border Banking:Regulatory Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6129, ISBN: ARRAY(0x7d227098), March.
• Michael H. Moskow, 2006, "Cross-Border Banking: Forces Driving Change and Resulting Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Guillermo Ortiz, 2006, "Cross-Border Banking and the Challenges Faced by Host Country Authorities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Eugene A. Ludwig, 2006, "Remarks on Cross Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Nicholas Le Pan, 2006, "Regulatory Challenges: The Road Ahead," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Howard Davies, 2006, "Comments on Cross-Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Jean Dermine, 2006, "European Banking Integration and the Societas Europaea: From Host-Country to Home-Country Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Nicola Cetorelli & Linda S. Goldberg, 2006, "Risks in U.S. Bank International Exposures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Stefan Hohl & Patrick McGuire & Eli Remolona, 2006, "Cross-Border Banking in Asia: Basel II and Other Prudential Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Philipp Hartmann, 2006, "Discussion of the Session “Survey of the Current Landscape”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Allen N. Berger, 2006, "Why is Foreign Bank Penetration So Low in Developed Nations?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Stijn Claessens, 2006, "Competitive Implications of Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Alejandro Micco & Ugo Panizza, 2006, "Bank Concentration and Credit Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• John H. Boyd, 2006, "Cross-Border Banking — Regulatory Challenges: Comments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Piotr Bednarski & Grzegorz Bielicki, 2006, "Home and Host Supervisors' Relations from a Host Supervisor's Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Patricia Jackson, 2006, "Basel II Home Host Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Giovanni Majnoni & Andrew Powell, 2006, "Basel II and Home versus Host Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• João A. C. Santos, 2006, "Comments on Jackson, Bielicki and Bednarski, and Majnoni and Powell," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Edward J. Kane, 2006, "Confronting Divergent Interests in Cross-Country Regulatory Arrangements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Thorvald Grung Moe, 2006, "Market Discipline Issues and Cross-Border Banking: A Nordic Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Juan Pablo Graf & Pascual O'Dogherty, 2006, "Cross-Border Banking, Market Discipline and the Ability to Stand Alone," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Douglas D. Evanoff, 2006, "Market Discipline Issues Associated with Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Robert A. Eisenbeis & George G. Kaufman, 2006, "Challenges for Deposit Insurance and Financial Stability in Cross-Border Banking Environments with Emphasis on the European Union," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Garry J. Schinasi & Pedro Gustavo Teixeira, 2006, "The Lender of Last Resort in the European Single Financial Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Jeff Stehm, 2006, "Payment Systems and the Safety Net: The Role of Central Bank Money and Oversight," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Asli Demirgüç-Kunt, 2006, "Designing a Bank Safety Net: Regulatory Challenges for Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Michael Krimminger, 2006, "Banking in a Changing World: Issues and Questions in the Resolution of Cross-Border Banks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Apanard Angkinand & Clas Wihlborg, 2006, "Bank Insolvency Procedures as Foundation for Market Discipline," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Cesare Calari, 2006, "Comments on Cross-Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Christine Cumming, 2006, "Where to from Here?: Comments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Adrian Orr, 2006, "Designing the Home–Host Relationship to Support in Good Times and Bad: Trans-Tasman Developments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Eric Rosengren, 2006, "An Overview of Cross-Border Bank Policy Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Constantinos Katrakilidis & Athanasios Koulakiotis, 2006, "Measuring the Impact of Stock Exchange Rules on Volatility and Error Transmission – The Case of European Cross-Listed Equities," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 9, issue 2, pages 37-58, November.
• Arola, Mika, 2006, "Foreign capital and Finland: central government's firstperiod of reliance on international financial markets 1862-1938," Bank of Finland Scientific Monographs, Bank of Finland, number sm2006_037, December.
• Havrylchyk, Olena & Jurzyk, Emilia, 2006, "Profitability of foreign banks in Central and Eastern Europe: does the entry model matter?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2006.
• Fungáčová, Zuzana & Hanousek, Jan, 2006, "A castle built on sand: the effects of mass privatization on stock market creation in transition economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2006.
• Lanne, Markku & Vesala, Timo, 2006, "The effect of a transaction tax on exchange rate volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2006.
• Jokipii, Terhi & Lucey, Brian, 2006, "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2006.
• Jokipii, Terhi, 2006, "Forecasting market crashes: further international evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 22/2006.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2006, "Financial market integration and the value of global diversification: evidence for US acquirers in cross-border mergers and acquisitions," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2006.
• Hallerberg, Mark & Wolff, Guntram B., 2006, "Fiscal institutions, fiscal policy and sovereign risk premia," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,35.
• Strotmann, Harald & Döpke, Jörg & Buch, Claudia M., 2006, "Does trade openness increase firm-level volatility?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,40.
• Kasch-Haroutounian, Maria & Theissen, Erik, 2006, "Competition between exchanges: Euronext versus Xetra," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-10.
• Canto, Bea & Kräussl, Roman, 2006, "Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/25.
• Campbell, Rachel A. & Kräussl, Roman, 2006, "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/31.
• Kasch-Haroutounian, Maria & Theissen, Erik, 2006, "Competition between exchanges: Euronext versus Xetra," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/19.
• Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2006, "The foreign exchange rate exposure of nations," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 169.
• Gebka, Bartosz, 2006, "Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,1.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006, "Political Orientation of Government and Stock Market Returns," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,9.
• Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2006, "Heterogenität von Hedgefondsindizes," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 71.
• Körnert, Jan, 2006, "Analyse der Finanzmärkte der USA in den fünf Bankenkrisen der National Banking-Ära," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 01/2006.
• Körnert, Jan, 2006, "Liquidity and solvency problems during the banking crises of the National Banking Era," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 05/2006.
• Ma, Guonan & Remolona, Eli M., 2006, "Learning by doing in market reform: Lessons from a regional bond fund," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-6.
• Knedlik, Tobias & Ströbel, Johannes, 2006, "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2006.

2005

• Alessandra Bonfiglioli & Caterina Mendicino, 2005, "Financial Liberalization, Bank Crises and Growth: Assessing the links," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0044, Mar.
• Rita L. D'Ecclesia & Robert G. Tompkins, 2005, "Estimating default probabilities using a non parametric approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 116, Nov.
• Axel Boersch-Supan & Alexander Ludwig, 2005, "Aging, pension reform, and capital flows: A multi-country simulation model," Computing in Economics and Finance 2005, Society for Computational Economics, number 123, Nov.
• Ritirupa Samanta & Blake LeBaron, 2005, "Extreme Value Theory and Fat Tails in Equity Markets," Computing in Economics and Finance 2005, Society for Computational Economics, number 140, Nov.
• Svetlana Makarova & Wojciech Charemza, 2005, "Stochastic and deterministic unit root models: problem of dominance," Computing in Economics and Finance 2005, Society for Computational Economics, number 190, Nov.
• Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle, 2005, "High Frequency Multiplicative Component Garch," Computing in Economics and Finance 2005, Society for Computational Economics, number 409, Nov.
• Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005, "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.27, Jul.
• Yasuyuki Swada & Pan A. Yotopoulos, 2005, "Corner Solutions, Crises, and Capital Controls: A Theory and an Empirical Analyas on the Optimal Exchane Rate Regime in Emerging Economies," Discussion Papers, Stanford Institute for Economic Policy Research, number 04-037, Aug.