Research classified by Journal of Economic Literature (JEL) codes

2005

• Sutthisit Jamdee & Cornelis A. Los, 2005, "Long Memory Options: LM Evidence and Simulations," Finance, University Library of Munich, Germany, number 0505003, May.
• Colm Kearney & Valerio Poti, 2005, "Correlation Dynamics in European Equity Markets," Finance, University Library of Munich, Germany, number 0507008, Jul.
• Fernando Rubio, 2005, "Caso Soros," Finance, University Library of Munich, Germany, number 0507013, Jul.
• Fernando Rubio, 2005, "Valuation Of Callable Bonds: The Salomon Brothers Aproach," Finance, University Library of Munich, Germany, number 0507019, Jul, revised 23 Jul 2005.
• Cornelis A. Los & Bing Yu, 2005, "Persistence Characteristics of the Chinese Stock Markets," Finance, University Library of Munich, Germany, number 0508008, Aug.
• Kirsi Ripatti, 2005, "Central counterparty clearing: constructing a framework for evaluation of risks and benefits," Finance, University Library of Munich, Germany, number 0508021, Aug.
• Lakshmi Balasubramanyan, 2005, "Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?," Finance, University Library of Munich, Germany, number 0509002, Sep.
• Patrick Van Roy, 2005, "Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?," Finance, University Library of Munich, Germany, number 0509012, Sep.
• Sascha Mergner, 2005, "Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques," Finance, University Library of Munich, Germany, number 0509024, Sep.
• Joao Leitao & Cristovao Oliveira, 2005, "The Contagion Effect of the Terrorist Attacks of the 11th of September," Finance, University Library of Munich, Germany, number 0510006, Oct.
• Sascha Mergner & Jan Bulla, 2005, "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance, University Library of Munich, Germany, number 0510029, Oct.
• Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005, "Do European Stock Markets Affect Latin American Stock Markets?," Finance, University Library of Munich, Germany, number 0512017, Dec.
• Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos, 2005, "Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract," Finance, University Library of Munich, Germany, number 0512018, Dec.
• Tony Guida & Olivier Matringe, 2005, "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance, University Library of Munich, Germany, number 0512021, Dec.
• Aristeidis Samitas & Dimitris Kenourgios, 2005, "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance, University Library of Munich, Germany, number 0512022, Dec.
• Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu, 2005, "How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York," Finance, University Library of Munich, Germany, number 0512024, Dec.
• Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann, 2005, "Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading," Finance, University Library of Munich, Germany, number 0512030, Dec.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," Finance, University Library of Munich, Germany, number 0512033, Dec.
• Jian Wang, 2005, "Can Long Horizon Data Beat Random Walk Under Engel-West Explanation?," International Finance, University Library of Munich, Germany, number 0501002, Jan.
• Gamini Premaratne & Prabhath Jayasinghe, 2005, "Exchange rate exposure of stock returns at firm level," International Finance, University Library of Munich, Germany, number 0503004, Mar.
• António Portugal Duarte, 2005, "Purchasing power parity: an empirical study of three EMU countries," International Finance, University Library of Munich, Germany, number 0505010, May.
• Entorf & Jamin, 2005, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," International Finance, University Library of Munich, Germany, number 0508005, Aug.
• Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005, "International equity flows and returns: a quantitative equilibrium approach," International Finance, University Library of Munich, Germany, number 0508006, Aug.
• Lieven Baele & Koen Inghelbrecht, 2005, "Structural versus Temporary Drivers of Country and Industry Risk," International Finance, University Library of Munich, Germany, number 0511005, Nov.
• António Portugal Duarte, 2005, "Purchasing power parity: an empirical study of three EMU countries," International Trade, University Library of Munich, Germany, number 0505005, May.
• David Humphrey & Henri Pages, 2005, "Settlement finality as a public good in large-value payment systems," Public Economics, University Library of Munich, Germany, number 0509003, Sep.
• Babecký, Jan & Komárek, Luboš & Komárková, Zlatuše, 2008, "Financial Integration of Stock Markets among New EU Member States and the Euro Area," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 849.
• Mao-wei Hung & Cheng-few Lee & Leh-chyan So, 2005, "Hedging with Foreign-Listed Single Stock Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Fabrizio Palmucci, 2005, "The Liquidity of a Hybrid Stock Exchange: The Italian Case of STAR," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 8, issue 1, pages 11-34, May.
• Anatolyev, Stanislav, 2005, "A Ten-year retrospection of the behavior of Russian stock returns," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2005.
• Lucey, Brian M. & Voronkova, Svitlana, 2005, "Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 12/2005.
• Cai, Fang & Warnock, Francis E., 2005, "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,06.
• Brooks, Robin & Del Negro, Marco, 2005, "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,11.
• Haselmann, Rainer & Helmut, Herwartz, 2005, "The Introduction of the Euro and its Effects on Investment Decisions," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-15.
• Hoffmann, Mathias, 2005, "Saving, investment and the net foreign asset position," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 05-09.
• Gottschalk, Katrin & Bohl, Martin T., 2005, "Steht der deutsche Aktienmarkt unter politischem Einfluss?," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,1.
• Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2005, "Möglichkeiten der Strukturierung von Hedgefondsportfolios," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 68.
• Shams, Rasul, 2005, "Dollar-Euro Exchange Rate 1999-2004: Dollar and Euro as International Currencies," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 321.
• Brooks, Robin & Del Negro, Marco, 2005, "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers, Kiel Institute for the World Economy, number 1244.
• Cai, Fang & Warnock, Francis E., 2005, "International Diversification at Home and Abroad," Kiel Working Papers, Kiel Institute for the World Economy, number 1246.
• Schäfer, Klaus & Pohn-Weidinger, Johannes, 2005, "Exposures and exposure hedging in exchange rate risk management," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2005/19.
• Timotheos Angelidis & Stavros Degiannakis, 2005, "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-238, July, DOI: 10.1108/15265940510599838.
• Boer-Sorban, K. & de Bruin, A. & Kaymak, U., 2005, "On the Design of Artificial Stock Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-001-LIS, Feb.
• van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C., 2005, "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-012-F&A, Mar.
• Swinkels, L.A.P. & Vejina, D. & Vilans, R., 2005, "Why don’t Latvian pension funds diversify more internationally?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-078-F&A, Nov.
• Koedijk, C.G. & Tims, B. & van Dijk, M.A., 2005, "Purchasing Power Parity and Heterogeneous Mean Reversion," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-085-F&A, Dec.
• Elisabeth Springler, 2005, "Financial Liberalization, Stock Markets and Growth in Economies with Underdeveloped Financial Markets," European Political Economy Review, European Political Economy Infrastructure Consortium, volume 3, issue Winter, pages 53-86.
• Markku Lanne & Timo Vesalay, 2005, "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers, European University Institute, number ECO2005/19.
• Ramiro Sosa Navarro, 2005, "Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-10.
• Ramiro Sosa Navarro, 2005, "Default Recovery Values and Implied Default Probabilities Estimations: Evidence from the Argentinean Crisis," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-21.
• Didier Cossin & Gero Jung, 2005, "Do Major Financial Crises Provide Information on Sovereign Risk to the Rest of the World? A Look at Credit Default Swap Markets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp134, Mar.
• Daniel Stavárek, 2005, "Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 3-4, pages 141-161, March.
• Carlos MACHADO-SANTOS & Ana Cristina FERNANDES, 2005, "Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 9-10, pages 460-470, September.
• Kateřina Tsolov, 2005, "ADR/GDR Potential in Central Europe," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 92, revised 2005.
• Owen F. Humpage & Javiera Ragnartz, 2005, "Swedish intervention and the Krona float, 1993–2002," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0514, DOI: 10.26509/frbc-wp-200514.
• Refet S. Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-26, Sep.
• Geert Bekaert & Eric Engstrom & Yuhang Xing, 2005, "Risk, uncertainty, and asset prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-40.
• Jérôme Héricourt & Mathilde Maurel, 2005, "A new look at the Feldstein-Horioka puzzle: an "European-regional" perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00196383, Oct.
• K. Oosterlinck & L. Ureche-Rangau, 2005, "Entre la peste et le choléra : Le détenteur d'obligations peut préférer la répudiation au défaut," Post-Print, HAL, number hal-00171153.
• Sebastián Nieto Parra, 2005, "Estabilidad del sistema financiero y regulación de capital: el caso de los países latinoamericanos," Post-Print, HAL, number hal-01020929, Dec.
• Genevieve Nouyrigat & Francisca M Beer, 2005, "International Asset Pricing Model and Portfolio Diversification with Time Varying Risk: A Comparison of Developed and Emerging Markets," Post-Print, HAL, number hal-04537940, Feb.
• Edith Ginglinger & Jean-François Gajewski & Meziane Lasfer, 2005, "Why do Companies Include Warrants in SeasonedEquity Offerings: The case of French Unit Offerings," Post-Print, HAL, number halshs-00149205.
• Dominique Guegan & Sophie A. Ladoucette, 2005, "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas: application to MSCI indices," Post-Print, HAL, number halshs-00189214, Dec.
• Jérôme Héricourt & Mathilde Maurel, 2005, "A new look at the Feldstein-Horioka puzzle: an "European-regional" perspective," Post-Print, HAL, number halshs-00196383, Oct.
• Mohamed El Hedi Arouri, 2005, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects," Post-Print, HAL, number halshs-00207883, Sep.
• Mohamed El Hedi Arouri, 2005, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with asymmetric Effects," Post-Print, HAL, number halshs-00207919, Apr.
• Nicolas Coeurdacier & Stéphane Guibaud, 2005, "A dynamic equilibrium model of imperfectly integrated financial markets," PSE Working Papers, HAL, number halshs-00590775, Aug.
• Stefano Schiavo, 2005, "Euro bonds: in search of financial spillovers," Sciences Po Economics Publications (main), HAL, number hal-01065566, Jan.
• Stefano Schiavo, 2005, "Euro bonds: in search of financial spillovers," Working Papers, HAL, number hal-01065566, Jan.
• Mende, Alexander, 2005, "09/11 on the USD/EUR Foreign Exchange Market," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-312, Feb.
• Christiansen, Charlotte, 2005, "Decomposing European bond and equity volatility," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2004-01, Sep.
• Christiansen, Charlotte, 2005, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2005-03, Sep.
• Hjalmarsson, Erik, 2005, "On the Predictability of Global Stock Returns," Working Papers in Economics, University of Gothenburg, Department of Economics, number 161, Feb.
• Waldenström, Daniel, 2005, "Does Sovereign Risk Differ for Domestic and Foreign Investors? Historical Evidence from Scandinavian Bond Markets," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 585, Feb, revised 18 Feb 2005.
• Bonfiglioli, Alessandra, 2005, "How Does Financial Liberalization affect Economic Growth?," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 736, May.
• Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005, "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," SIFR Research Report Series, Institute for Financial Research, number 38, Dec.
• Ronald J. Balvers & Yangru Wu, 2005, "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers, Hong Kong Institute for Monetary Research, number 022005, Feb.
• Chakriya Bowman, 2005, "Effective Cross-Hedging for Commodity Currencies," International and Development Economics Working Papers, International and Development Economics, number idec05-6.
• Michel Normandin & Martin Boileau, 2005, "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 05-03, Mar.
• Marcus Noland, 2005, "South Korea's Experience with International Capital Flows," Working Paper Series, Peterson Institute for International Economics, number WP05-4, Jun.
• Thomas Lagoarde Segot & Brian M Lucey, 2005, "Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp92, Dec.
• Jaeun Shin, 2005, "Stock Returns and Volatility in Emerging Stock Markets," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 4, issue 1, pages 31-43, April.
• Rahul Verma & Priti Verma, 2005, "Do Emerging Equity Markets Respond Symmetrically to US Market Upturns and Downturns? Evidence from Latin America," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 4, issue 3, pages 193-208, December.
• Hans Dewachter & Marco Lyrio, 2005, "The economic value of technical trading rules: a nonparametric utility-based approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 10, issue 1, pages 41-62, DOI: 10.1002/ijfe.256.
• Takatoshi Ito & Kimie Harada, 2005, "Japan premium and stock prices: two mirrors of Japanese banking crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 10, issue 3, pages 195-211, DOI: 10.1002/ijfe.259.
• Richard Podpiera & Tomás Dvorák, 2005, "European Union Enlargement and Equity Markets in Accession Countries," IMF Working Papers, International Monetary Fund, number 2005/182, Sep.
• Iván Aguayo Guajardo, 2005, "Is Portfolio Diversification Achievable Within The Mexican Stock Market?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 1, pages 65-72, Marzo 200.
• Jesús Téllez Gaytán & Carlos A. Martínez, 2005, "Volatility Co-Movement Among Latin American Stock Exchanges: Bad Times Vs. Good Times," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 4, pages 387-426, Diciembre.
• Raja Kali & Jayati Sarkar, 2005, "Diversification, propping and monitoring: Business groups, firm performance and the Indian economic transition," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2005-006, Nov.
• Tian, Lihui & Estrin, Saul, 2005, "Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value?," IZA Discussion Papers, IZA Network @ LISER, number 1493, Feb.
• Kato, Takao & Long, Cheryl, 2005, "Executive Compensation, Firm Performance, and Corporate Governance in China: Evidence from Firms Listed in the Shanghai and Shenzhen Stock Exchanges," IZA Discussion Papers, IZA Network @ LISER, number 1767, Sep.
• Kato, Takao & Kim, Woochan & Lee, Ju Ho, 2005, "Executive Compensation, Firm Performance, and Chaebols in Korea: Evidence from New Panel Data," IZA Discussion Papers, IZA Network @ LISER, number 1783, Sep.
• Sheng-Yung Yang & Shuh-Chyi Doong & Alan T. Wang & Te-Li Chang, 2005, "Return and Volatility Intra-Day Transmission of Dually-Traded Stocks: The Cases of Taiwan, Korea, Hong Kong, and Singapore," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 1, issue 2, pages 119-141, July.
• William Barnett & Chang Ho Kwag, 2005, "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200513, May, revised May 2005.
• Marcelo Pinheiro, 2005, "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, volume 1, issue 4, pages 395-421, October, DOI: 10.1007/s10436-005-0017-8.
• Roland Füss, 2005, "Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets," Economic Change and Restructuring, Springer, volume 38, issue 1, pages 37-62, March, DOI: 10.1007/s10644-005-4522-6.
• Saovanee Chantapong, 2005, "Comparative Study of Domestic and Foreign Bank Performance in Thailand: The Regression Analysis," Economic Change and Restructuring, Springer, volume 38, issue 1, pages 63-83, March, DOI: 10.1007/s10644-005-4523-5.
• Chandrasekhar Krishnamurti & Aleksandar Sěvić & Željo Šević, 2005, "Legal Environment, Firm-level Corporate Governance and Expropriation of Minority Shareholders in Asia," Economic Change and Restructuring, Springer, volume 38, issue 1, pages 85-111, March, DOI: 10.1007/s10644-005-4524-4.
• Hans Degryse & Frank Jong & Maarten Ravenswaaij & Gunther Wuyts, 2005, "Aggressive Orders and the Resiliency of a Limit Order Market," Review of Finance, Springer, volume 9, issue 2, pages 201-242, June, DOI: 10.1007/s10679-005-7590-6.
• Mona El Shazly, 2005, "The Egyptian Stock Exchange: Emerging, Submerging, and Re-Emerging," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 344-344, August, DOI: 10.1007/s11294-005-6665-7.
• Bugár, Gyöngyi & Uzsoki, Máté, 2005, "Nemzetközi részvény befektetési lehetőségek Közép- és Kelet-Európa új európai uniós tagállamainak szemszögéből
  [Opportunities for investing in international stocks, seen from the viewpoint of the new Central and East European member-states of the ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 576-598.
• Kiss M., Norbert, 2005, "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások
  [Effectiveness of central-bank intervention on foreign-exchange markets. International experiences and theoretical considerations]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 846-872.
• Rasmus Fatum & Michael R. King, 2005, "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-06, May.
• Rasmus Fatum, 2005, "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-07, Jun.
• Viktors Ajevskis & Armands Pogulis, 2005, "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers, Latvijas Banka, number 2005/01, Jun.
• Martin Boileau & Michel Normandin, 2005, "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche, CIRPEE, number 0506.
• Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2005, "Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum," Cahiers de recherche, CIRPEE, number 0531.
• Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005, "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche, CIRPEE, number 0533.
• E.Panopoulou & T. Pantelidis, 2005, "Integration at a cost: Evidence from volatility impulse response functions," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1540305, Mar.
• Benilde Maria do Nascimento Oliveira & Manuel Jose da Rocha Armada, 2005, "Structural Changes of the Conditional Volatility of the Portuguese Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 3-4, pages 189-214, September.
• Lawrence Kryzanowski & Skander Lazrak & Ian Rakita, 2005, "The Behavior of Prices, Trades and Spreads for Canadian IPO’s," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 3-4, pages 215-236, September.
• Mitchell Ratner & Ricardo P. C. Leal, 2005, "Sector Integration and the Benefits of Global Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 3-4, pages 237-269, September.
• Kathryn Dominguez & Freyan Panthaki, 2005, "What Defines 'News' in Foreign Exchange Markets," Working Papers, Research Seminar in International Economics, University of Michigan, number 547.
• Áron Gereben & György Gyomai & Norbert Kiss M., 2005, "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/42.
• Csaba Csávás & Szilárd Erhart, 2005, "Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/44.
• Hooi-Hooi Lean & Marwan Halim, 2005, "Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries," Monash Economics Working Papers, Monash University, Department of Economics, number 10/05, Jun.
• Lean Hooi Hooi & Wong Wing Keung & Russell Smyth, 2005, "Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach," Monash Economics Working Papers, Monash University, Department of Economics, number 16/05, Sep.
• Dominique Guegan & Sophie A. Ladoucette, 2005, "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas: application to MSCI indices," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05101, Dec.
• Jérôme Héricourt & Mathilde Maurel, 2005, "A new look at the Feldstein-Horioka puzzle: an "European-Regional" perspective," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number j05070, Oct.
• Don U.A. Galagedera & Robert D. Brooks, 2005, "Is systematic downside beta risk really priced? Evidence in emerging market data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/05, May.
• Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip, 2005, "Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/05, May.
• Aaron Tornell & Frank Westermann (ed.), 2005, "Boom-Bust Cycles and Financial Liberalization," MIT Press Books, The MIT Press, number 9780262201599, edition 1, ISBN: ARRAY(0x8e1455c8), December.
• Refet Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2005".
• Ross Levine & Sergio L. Schmukler, 2005, "Internationalization and the Evolution of Corporate Valuation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11023, Jan.
• Craig Doidge & G. Andrew Karolyi & Karl V. Lins & Darius P. Miller & Rene M. Stulz, 2005, "Private Benefits of Control, Ownership, and the Cross-Listing Decision," NBER Working Papers, National Bureau of Economic Research, Inc, number 11162, Mar.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005, "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11413, Jun.
• John R. Graham & Campbell R. Harvey & Hai Huang, 2005, "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 11426, Jun.
• Anna Pavlova & Roberto Rigobon, 2005, "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 11440, Jun.
• Kris James Mitchener & Marc D. Weidenmier, 2005, "Supersanctions and Sovereign Debt Repayment," NBER Working Papers, National Bureau of Economic Research, Inc, number 11472, Jul.
• William H. Branson & Conor N. Healy, 2005, "Monetary and Exchange Rate Policy Coordination in ASEAN 1," NBER Working Papers, National Bureau of Economic Research, Inc, number 11713, Oct.
• Kathryn Dominguez & Freyan Panthaki, 2005, "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11769, Nov.
• Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005, "The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 11840, Dec.
• Axel Boersch-Supan & Alexander Ludwig & Joachim Winter, 2005, "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 11850, Dec.
• Ross Levine & Sergio Schmukler, 2005, "Internationalization and Stock Market Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 11894, Dec.
• Horobeţ Alexandra, 2005, "Expunerea la riscul valutar a firmelor româneşti: o analiză sectorială," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Yasuhiro Tamba, 2005, "Pricing a Bermudan Swaption with a Short Rate Lattice Method," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 05-03, Mar.
• Hans Degryse & Frank De Jong & Maarten Van Ravenswaaij & Gunther Wuyts, 2005, "Aggressive Orders and the Resiliency of a Limit Order Market," Review of Finance, European Finance Association, volume 9, issue 2, pages 201-242.
• Xavier Freixas, 2005, "Interbank Market Integration under Asymmetric Information," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 2, pages 459-490.
• Maciej Firla-CuchraTim Jenkinson, 2005, "Why Are Securitization Issues Tranched?," Economics Series Working Papers, University of Oxford, Department of Economics, number 2005-FE-04, Mar.
• Maciej Firla-Cuchra & Tim Jenkinson, 2005, "Security Design in the Real World: Why are Securitization Issues Tranched?," Economics Series Working Papers, University of Oxford, Department of Economics, number 225, Mar.
• Maciej Firla-Cuchra, 2005, "Explaining Launch Spreads on Structured Bonds," Economics Series Working Papers, University of Oxford, Department of Economics, number 230, Mar.
• Valerie Cerra & Sweta Chaman Saxena, 2005, "Did Output Recover from the Asian Crisis?," IMF Staff Papers, Palgrave Macmillan, volume 52, issue 1, pages 1-23, April.
• Ross Jennings & Gustavo Maturana, 2005, "The Usefulness Of Chilean Inflation Accounting," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 8, issue 1, pages 85-118.
• L. R. Klein & Wendy Mak, 2005, "Sustainability of the Chinese Economic Expansion," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 10, issue 2, pages 1-14, Summer.
• George M. von Furstenberg, 2005, "Mexico versus Canada: Stability Benefits from Making Common Currency with USD?," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 10, issue 2, pages 15-37, Summer.
• Jo-Hui Chen, 2005, "An Analysis of Industrial Characteristics and Incentives on Foreign Investment: The Case of Rapid Economic Growth in Taiwan," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 10, issue 3, pages 89-107, Fall.
• Jorge Farinha & Miguel Sôro, 2005, "Ex-dividend pricing, taxes and arbitrage opportunities: the case of the Portuguese stock exchange," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0508, Dec.
• Jorge Farinha & Óscar López de Foronda, 2005, "The relation between dividends and insider ownership in different legal systems: international evidence," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0509, Dec.
• Sosa Navarro, Ramiro, 2005, "Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis," MPRA Paper, University Library of Munich, Germany, number 11054, Jan.
• Ilmolelian, Peter, 2005, "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper, University Library of Munich, Germany, number 1418, Nov.
• Pradhan, Jaya Prakash, 2005, "Different Shades of American Protectionism," MPRA Paper, University Library of Munich, Germany, number 16004, Apr.
• Shinada, Naoki, 2005, "Actual factors to determine cross-currency basis swaps: An empirical study on US dollar/Japanese yen basis swap rates from the late 1990s," MPRA Paper, University Library of Munich, Germany, number 16425, May.
• Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan, 2005, "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," MPRA Paper, University Library of Munich, Germany, number 2021, revised Feb 2007.
• Espinosa Méndez, Christian, 2005, "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
  [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper, University Library of Munich, Germany, number 2794, Oct, revised 30 Jun 2006.
• Cotter, John & Hanly, James, 2005, "Re-evaluating Hedging Performance," MPRA Paper, University Library of Munich, Germany, number 3523.
• Parker, John C., 2005, "What is the most appropriate model for generating scenarios for daily foreign exchange rates?," MPRA Paper, University Library of Munich, Germany, number 40269, Jun, revised Jun 2005.
• Hung, Mao-wei & Lee, Cheng-few & So, Leh-chyan, 2005, "Hedging with Foreign-listed Single Stock Futures," MPRA Paper, University Library of Munich, Germany, number 52372.
• Han, Bing & Hirshleifer, David & Wang, Tracy, 2005, "Investor Overconfidence and the Forward Discount Puzzle," MPRA Paper, University Library of Munich, Germany, number 6497, Jun, revised Dec 2007.
• Angelidis, Timotheos & Degiannakis, Stavros, 2005, "Modeling Risk for Long and Short Trading Positions," MPRA Paper, University Library of Munich, Germany, number 80467.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2005, "Entre la peste et le choléra : le détenteur d’obligations peut préférer la répudiation au défaut…," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 309-331, DOI: 10.3406/ecofi.2005.3992.
• Lorenzo Cappiello & Nikolaos Panigirtzoglou, 2005, "Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 547, Oct.
• John Board & Charles Sutcliffe, 2005, "Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-11, Sep.
• Carol Alexander & Andreza Barbosa, 2005, "Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-16, Dec.
• Guido M. Sandleris, 2005, "Sovereign Defaults: Information, Investment and Credit," 2005 Meeting Papers, Society for Economic Dynamics, number 21.
• Martin Bodenstein, 2005, "International Asset Markets and Real Exchange Rate Volatility," 2005 Meeting Papers, Society for Economic Dynamics, number 352.
• Emine Boz, 2005, "Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises," 2005 Meeting Papers, Society for Economic Dynamics, number 496.
• Marcio Gomes Pinto Garcia & Alexandre Lowenkron, 2005, "Cousin risks: the extent and the causes of positive correlation between country and currency risks," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 507, Sep.
• Marcio Gomes Pinto Garcia & Fábio Urban, 2005, "O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 509, Mar.
• Akiko Terada-Hagiwara, 2005, "Foreign Exchange Reserves, Exchange Rate Regimes, and Monetary Policy: Issues in Asia," ADB Economics Working Paper Series, Asian Development Bank, number 61, Jan.
• Tobias C. Hoschka, 2005, "Developing the Market for Local Currency Bonds by Foreign Issuers: Lessons from Asia," ADB Economics Working Paper Series, Asian Development Bank, number 63, Feb.
• Paul Dickie & Emma Xiaoqin Fan, 2005, "Banks and Corporate Debt Market Development," ADB Economics Working Paper Series, Asian Development Bank, number 67, Apr.
• Tobias C. Hoschka, 2005, "Local Currency Financing - The Next Frontier for MDBs?," ADB Economics Working Paper Series, Asian Development Bank, number 68, Apr.
• Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005, "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 05-9, Dec.
• Hee-Yul Chai & Yeongseop Rhee, 2005, "Alternatives of Cross-Border Securities Settlement System in East Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 9, issue 2, pages 49-82, DOI: 10.11644/KIEP.JEAI.2005.9.2.144.
• Chi-Young Song, 2005, "Forecasting of Currency Crises in East Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 9, issue 1, pages 153-188, DOI: 10.11644/KIEP.JEAI.2005.9.1.140.
• Young Mok Bae, 2005, "The Determinants of Banking Crises and Currency Crises," East Asian Economic Review, Korea Institute for International Economic Policy, volume 9, issue 1, pages 191-220, DOI: 10.11644/KIEP.JEAI.2005.9.1.141.
• Abdulnasser Hatemi-J & Eduardo Roca & Fang Tang, 2005, "US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 4, pages 449-470.
• Imad A. Moosa & Brien McDonald, 2005, "Operational Hedging as an Alternative to Financial Hedging in the Absence of Sophisticated Financial Markets," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 2, pages 241-254.
• Konstantinos Drakos, 2005, "The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 20, pages 727-745.
• Hugh R. Lamle & Terrence F. Martell, 2005, "A New Era for Commodity Investments," Journal of Financial Transformation, Capco Institute, volume 15, pages 1-6.
• John Cotter & Jim Hanly, 2005, "Re-evaluating hedging performance," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1144, Jul.
• John Cotter & Kevin Dowd, 2005, "Extreme spectral risk measures : an application to futures clearinghouse margin requirements," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1169, Dec.
• John Cotter, 2005, "Modelling catastrophic risk in international equity markets : an extreme value approach," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1196, Apr.
• 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.