Research classified by Journal of Economic Literature (JEL) codes

2004

• Claudia M. Buch & Joerg Doepke & Christian Pierdzioch, 2004, "Business Cycle Volatility in Germany," German Economic Review, Verein für Socialpolitik, volume 5, issue 4, pages 451-479, November, DOI: 10.1111/j.1465-6485.2004.00117.x.
• Foort Hamelink & Martin Hoesli, 2004, "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 3, pages 437-462, September, DOI: 10.1111/j.1080-8620.2004.00098.x.
• Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004, "Liquidity provision in the overnight foreign exchange market," Working Paper, Norges Bank, number 2004/13, Nov.
• Jens Tapking & Jing Yang, 2004, "Horizontal and vertical integration in securities trading and settlement," Bank of England Staff Working Paper series, Bank of England, number 245, Nov.
• Buch Claudia M. & Pierdzioch Christian & Doepke Joerg, 2004, "Business Cycle Volatility in Germany," German Economic Review, De Gruyter, volume 5, issue 4, pages 451-479, December, DOI: 10.1111/j.1465-6485.2004.00117.x.
• Christian Johannes Zimmer & Beat Matthias Niederhauser, 2004, "Determining an Efficient Frontier in a Stochastic Moment Setting," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 1, pages 91-116.
• Luciano Martin Rostagno & Gilberto de Oliveira Kloeckner & João Luiz Becker, 2004, "Stock Return Predictability at Bovespa: a Test Involving the Expected Return Factor Model," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 2, pages 183-206.
• Vinicius Ratton Brandi & Beatriz Vaz de Melo Mendes, 2004, "Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 2, pages 207-223.
• Daniella Acker & Nigel W. Duck, 2004, "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/557, Jan.
• Dominique Pépin, 2004, "Globalisation des marchés de capitaux et valorisation des actifs financiers," Revue économique, Presses de Sciences-Po, volume 55, issue 2, pages 207-226.
• Pesaran, M.H. & Pick, A., 2004, "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0402, Jan.
• Forbes, Kristin J. & Chinn, Menzie David, 2003, "A Decomposition Of Global Linkages In Financial Markets Over Time," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4391b5w7, Feb.
• Forbes, Kristin & Chinn, Menzie, 2003, "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt6z74b3x7, Feb.
• Alexandr Cerny, 2004, "Stock market integration and the speed of information transmission," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp242, Nov.
• Eduardo R. Borensztein & R. Gaston Gelos, 2001, "A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds," CESifo Working Paper Series, CESifo, number 564.
• Jorge Martinez-Vazquez & João do Carmo Oliveira, 2004, "Decentralising the public sector: Transition and the Recent Reforms in Intergovernmental Fiscal Relations in the Czech Republic," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 2, issue 01, pages 26-29, October.
• Todd J. Moss & Vijaya Ramachandran & Manju Kedia Shah, 2004, "Is Africa’s Skepticism of Foreign Capital Justified? Evidence from East African Firm Survey Data," Working Papers, Center for Global Development, number 41, Jun.
• Andre Cartapanis, 2004, "Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?," Economie Internationale, CEPII research center, issue 97, pages 5-48.
• Michel Normandin, 2004, "Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 4, pages 1021-1041, November.
• Antonio Díez de los Ríos, 2004, "Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets," Working Papers, CEMFI, number wp2004_0402.
• Alfonso Pedraza Martínez, 2004, "Impacto de las catástrofes en el valor de las acciones. El caso latinoamericano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Sebastian Edwards, 2004, "The Economics of Latin American Art: Creativity Patterns and Rates of Return," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 1-35.
• Fedesarrollo, 2004, "Los determinantes de la prima de riesgo país colombiana," Coyuntura Económica, Fedesarrollo.
• BEINE, Michel & LAURENT, Sébastien & PALM, Franz, 2004, "Central Bank forex interventions assessed using realized moments," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004001, Jan.
• Wink Joosten, 2004, "The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 87, Mar.
• Bofinger, Peter & Schmidt, Robert, 2004, "Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the ?/US$ Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 4235, Feb.
• Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 2004, "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 4346, Apr.
• Timmermann, Allan & Catão, Luís, 2004, "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4368, Apr.
• Vlachos, Jonas, 2004, "Does Regulatory Harmonization Increase Bilateral Asset Holdings?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4417, Jun.
• Schotman, Peter C & Frijns, Bart, 2004, "Price Discovery in Tick Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 4456, Jun.
• Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2004, "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 4501, Jul.
• Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2004, "Purchasing Power Parity and the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 4510, Jul.
• Vitale, Paolo, 2004, "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers, Centre for Economic Policy Research, number 4530, Aug.
• Vitale, Paolo & Breedon, Francis, 2004, "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 4586, Aug.
• von Thadden, Ernst-Ludwig & Pagano, Marco, 2004, "The European Bond Markets Under EMU," CEPR Discussion Papers, Centre for Economic Policy Research, number 4779, Dec.
• Dunne, Peter G & Hau, Harald & Moore, Michael, 2004, "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4806, Dec.
• Warren Bailey & Yuan Gao & Connie X. Mao, 2004, "Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore," Annals of Economics and Finance, Society for AEF, volume 5, issue 1, pages 165-195, May.
• Ana Fostel & John Geanakoplos, 2004, "Non-Monotone Liquidity Under-Supply," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1468, Jul.
• Ana Fostel & John Geanakoplos, 2004, "Collateral Restrictions and Liquidity Under-Supply: A Simple Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1468R, Jun, revised Aug 2006.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2004, "Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0620, Oct.
• Floros, C., 2004, "Stock Returns and Inflation in Greece," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2.
• Campa, Jose M. & Fernandes, Nuno, 2004, "Sources of gains from international portfolio diversification," IESE Research Papers, IESE Business School, number D/559, May.
• Baele, Lieven & Ferrando, Annalisa & Hördahl, Peter & Krylova, Elizaveta & Monnet, Cyril, 2004, "Measuring financial integration in the euro area," Occasional Paper Series, European Central Bank, number 14, May.
• Strauch, Rolf & Afonso, António, 2004, "Fiscal policy events and interest rate swap spreads: evidence from the EU," Working Paper Series, European Central Bank, number 303, Feb.
• Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004, "International equity flows and returns: a quantative equilibrium approach," Working Paper Series, European Central Bank, number 310, Feb.
• Derviz, Alexis, 2004, "Exchange rate risks and asset prices in a small open economy," Working Paper Series, European Central Bank, number 314, Mar.
• Moerman, Gerard, 2004, "Diversification in euro area stock markets: country versus industry," Working Paper Series, European Central Bank, number 327, Apr.
• Castrén, Olli, 2004, "Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?," Working Paper Series, European Central Bank, number 379, Jul.
• Menkveld, Albert J. & Cheung, Yiu Chung & de Jong, Frank, 2004, "Euro area sovereign yield dynamics: the role of order imbalance," Working Paper Series, European Central Bank, number 385, Aug.
• Tapking, Jens & Yang, Jing, 2004, "Horizontal and vertical integration and securities trading and settlement," Working Paper Series, European Central Bank, number 387, Aug.
• Van Landschoot, Astrid, 2004, "Determinants of euro term structure of credit spreads," Working Paper Series, European Central Bank, number 397, Oct.
• Breedon, Francis & Vitale, Paolo, 2004, "An empirical study of liquidity and information effects of order flow on exchange rates," Working Paper Series, European Central Bank, number 424, Dec.
• Viktors Ajevskis & Armands Pogulis & Gunars Berzins, 2004, "Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone," Working Papers, Latvijas Banka, number 2004/01, Aug.
• Martin Boileau & Michel Normandin, 2004, "The Current Account and the Interest Differential in Canada," Cahiers de recherche, CIRPEE, number 0424.
• D. Johannes Juttner & David Chung & Wayne Leung, 2004, "Emerging Market Bond Returns – An Investor Perspective," Research Papers, Macquarie University, Department of Economics, number 0406, Aug.
• Thomas Flavin, 2004, "The effect of the Euro on country versus industry portfolio diversification," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1411004, Oct.
• Jason Childs & Stuart Mestelman, 2004, "Rate of Return Parity in Experimental Asset Markets," Department of Economics Working Papers, McMaster University, number 2004-01, Jan.
• Barbara Berkel, 2004, "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 04061, Nov.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2004, "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 04064, Nov.
• Deniz Arinsoy & Erdal Özmen, 2004, "Original Sin Mystery Trinity and Unequal Blessings," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0415, Oct, revised Oct 2004.
• Gertjan Schut & Ruud van Frederikslust, 2004, "Shareholders Wealth Effects of Joint Venture Strategies," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 3-4, pages 211-225, september.
• Demissew Diro Ejara & Chinmoy Ghosh, 2004, "Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 3-4, pages 247-274, september.
• Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004, "Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification," Department of Economics - Working Papers Series, The University of Melbourne, number 907.
• Valpy FitzGerald & Derya Krolzig, 2004, "Modelling the demand for emerging market assets," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 29, Sep.
• Mathias Hoffmann, 2004, "Saving, investment and the net foreign asset position," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 45, Sep.
• Lucio Vinhas de Souza, 2004, "Financial Liberalization and Business Cycles:The Experience of Future EU Member States in the Baltics and Central Eastern Europe," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 5, Sep.
• Hashem Pesaran & Andreas Pick, 2004, "Econometric Issues in the Analysis of Contagion," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 67, Sep.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 7, Sep.
• Jonathan Dark, 2004, "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/04, Mar.
• Jonathan Dark, 2004, "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/04, Mar.
• Jonathan Dark, 2004, "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/04, Mar.
• Barry Eichengreen, 2004, "Capital Flows and Crises," MIT Press Books, The MIT Press, number 0262550598, edition 1, ISBN: ARRAY(0x8d48ce00), December.
• Hans Degryse & Grégory Nguyen, 2004, "Interbank exposures: an empirical examination of systemic risk in the Belgian banking system," Working Paper Research, National Bank of Belgium, number 43, Mar.
• Marina Emiris, 2004, "Sectoral vs. country diversification benefits and downside risk," Working Paper Research, National Bank of Belgium, number 48, May.
• Astrid Van Landschoot, 2004, "Determinants of Euro Term Structure of Credit Spreads," Working Paper Research, National Bank of Belgium, number 57, Jul.
• Rene M. Stulz & Craig Doidge & Andrew Karolyi, 2004, "Why Do Countries Matter So Much for Corporate Governance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10726, Sep.
• Kris James Mitchener & Marc D. Weidenmier, 2004, "Empire, Public Goods, and the Roosevelt Corollary," NBER Working Papers, National Bureau of Economic Research, Inc, number 10729, Sep.
• Mihir A. Desai & C. Fritz Foley, 2004, "The Comovement of Returns and Investment Within the Multinational Firm," NBER Working Papers, National Bureau of Economic Research, Inc, number 10785, Sep.
• Raghuram G. Rajan, 2004, "Dollar Shortages and Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 10845, Oct.
• Takatoshi Ito & Yuko Hashimoto, 2004, "Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 10856, Oct.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004, "Global Growth Opportunities and Market Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10990, Dec.
• Torsten Sløk & Mike Kennedy, 2004, "Factors Driving Risk Premia," OECD Economics Department Working Papers, OECD Publishing, number 385, Apr, DOI: 10.1787/738228687051.
• Daisuke Ito & Masamitsu Ohnishi & Yasuhiro TAMBA, 2004, "Pricing of a Chooser Flexible Cap and its Calibration," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 04-18, Oct.
• Masamitsu Ohnishi & Yasuhiro Tamba, 2004, "Various Features of the Chooser Flexible Cap," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 04-20, Dec.
• Jian Yang & David A. Bessler, 2004, "The International Price Transmission in Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 42, issue 3, pages 370-386, July.
• Marco Pagano, 2004, "The European Bond Markets under EMU," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 20, issue 4, pages 531-554, Winter.
• Alois Geyer & Stephan Kossmeier & Stefan Pichler, 2004, "Measuring Systematic Risk in EMU Government Yield Spreads," Review of Finance, European Finance Association, volume 8, issue 2, pages 171-197.
• Assaf Razin & Efraim Sadka, 2004, "A Brazilian-Type Debt Crisis," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 1, pages 1-7.
• Mark P. Taylor & Elena Tchernykh Branson, 2004, "Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 2, pages 1-3.
• Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004, "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 2, pages 1-8.
• Ahmed M. Khalid & Gulasekaran Rajaguru, 2004, "Financial Market Linkages in South Asia: Evidence Using a Multivariate GARCH Model," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 585-603.
• Douch, Mohamed, 2004, "Equity Premiums In Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 14613, Jun.
• Maudos, Joaquin & Pérez, Francisco, 2004, "Convergencia, integración y competencia en los mercados financieros europeos
  [Convergence, integration and competition in the European financial markets]," MPRA Paper, University Library of Munich, Germany, number 15889, revised 2004.
• Boschi, Melisso, 2004, "International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002," MPRA Paper, University Library of Munich, Germany, number 28546.
• Cotter, John, 2004, "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper, University Library of Munich, Germany, number 3483.
• Cotter, John, 2004, "Modelling extreme financial returns of global equity markets," MPRA Paper, University Library of Munich, Germany, number 3532.
• Cotter, John, 2004, "Downside Risk for European Equity Markets," MPRA Paper, University Library of Munich, Germany, number 3537.
• Cotter, John, 2004, "International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000," MPRA Paper, University Library of Munich, Germany, number 3538.
• Stephanie, Serve, 2004, "L’impact de l’admission à la cote sur les performances économiques des entreprises : Le cas du Nouveau Marché français
  [The operating performance of French IPO firms]," MPRA Paper, University Library of Munich, Germany, number 4304, Jun.
• Stavarek, Daniel, 2004, "Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions," MPRA Paper, University Library of Munich, Germany, number 7297.
• Degiannakis, Stavros, 2004, "Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 80488.
• Douch, Mohamed, 2004, "Equity Premiums In a Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 876, Jun.
• Degiannakis, Stavros, 2004, "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 96330.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004, "The Use of GARCH Models in VaR Estimation," MPRA Paper, University Library of Munich, Germany, number 96332.
• Miloslav Vošvrda & Filip Žikeš, 2004, "An Application of the Garch-t Model on Central European Stock Returns," Prague Economic Papers, Prague University of Economics and Business, volume 2004, issue 1, pages 26-39, DOI: 10.18267/j.pep.229.
• Maria Dunin-Wasowicz, 2004, "Economic and Monetary Union in the Accession Countries - Political and Economic Contexts," Prague Economic Papers, Prague University of Economics and Business, volume 2004, issue 2, pages 99-114, DOI: 10.18267/j.pep.233.
• Delphine Lautier & Yves Simon, 2004, "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 45-84, DOI: 10.3406/ecofi.2004.5031.
• Robert Raymond, 2004, "Comment achever l’intégration du marché européen des capitaux ?," Revue d'Économie Financière, Programme National Persée, volume 76, issue 3, pages 335-343, DOI: 10.3406/ecofi.2004.4929.
• Pierpaolo Ferrari, 2004, "La gestione del capitale nelle banche e l' utilizzo degli strumenti innovativi di patrimonializzazione: un' analisi comparata internazionale," Moneta e Credito, Economia civile, volume 57, issue 225, pages 31-76.
• Anthony Richards, 2004, "Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-05, Jun.
• Jose Wynne & Federico Weinschelbaum, 2004, "Renegotiation, Collective Action Clauses and Sovereign Debt Markets," 2004 Meeting Papers, Society for Economic Dynamics, number 7.
• Sung-Hoon Park & Heungchong Kim, 2004, "Alternative paths of East Asian Monetary Integration in Light of European Economic and Monetary Union," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 2, pages 145-192, DOI: 10.11644/KIEP.JEAI.2004.8.2.127.
• Jai-Won Ryou & Yunjong Wang, 2004, "Monetary Cooperation in East Asia: Major Issues and Future Prospects," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 1, pages 3-33, DOI: 10.11644/KIEP.JEAI.2004.8.1.113.
• John Cotter, 2004, "Tail behaviour of the Euro," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1140.
• John Cotter & François Longin, 2004, "Margin requirements with intraday dynamics," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1162, Jun.
• Donal Bredin & Stuart Hyde, 2004, "International influences on Irish stock returns," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1164, Mar.
• Emily Denvir & Elaine Hutson, 2004, "The performance and diversification benefits of funds of hedge funds," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1179.
• Federico Weinschelbaum & Jose Wynne, 2004, "Renegotiation, Collective Action Clauses and Sovereign Debt Markets," Working Papers, Universidad de San Andres, Departamento de Economia, number 75, Aug, revised Aug 2004.
• F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004, "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004, Society for Computational Economics, number 124, Aug.
• Marco Pagano & Ernst-Ludwig von Thadden, 2004, "The European Bond Markets under EMU," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 126, Oct.
• Michael Halling & Marco Pagano & Otto Randl & Josef Zechner, 2004, "Where is the Market? Evidence from Cross-Listings in the U.S," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 129, Nov, revised 01 Dec 2006.
• de Pooter, M.D. & van Dijk, D.J.C., 2004, "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-38, Sep.
• Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2004, "The effects of systemic crises when investors can be crisis ignorant," 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-2004-027-F&A, Apr.
• Koedijk, C.G. & Tims, B. & van Dijk, M.A., 2004, "Purchasing Power Parity and the Euro Area," 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-2004-025-F&A, Aug.
• Moerman, G.A. & Mahieu, R.J. & Koedijk, C.G., 2004, "Financial Integration Through Benchmarks: The European Banking Sector," 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-2004-110-F&A, Dec.
• Morten Balling (ed.), 2004, "Supervisory Systems, Fiscal Soundness and International Capital Movement: More Challenges for new EU Members," SUERF Studies, SUERF - The European Money and Finance Forum, number 2004/1, ISBN: ARRAY(0x8a2fdcd8), October.
• SADAHIRO Akira & SHIMASAWA Manabu, 2004, "Ageing policy reforms and international capital flow in a computable two-country OLG model," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 097, Apr.
• Kristien Smedts, 2004, "International Dynamic Asset Allocation and the Effect of the Exchange Rate," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0404, Mar.
• Paul EHLING & Sofia B. RAMOS, 2004, "Geographic Versus Industry Diversification: Contraints Matter," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp113, Aug.
• Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004, "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp117, Oct.
• Li JIN & Stewart C. MYERS, 2004, "R2 Around the World: New Theory and New Tests," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp158, Feb.
• Zdenìk Zmeškal, 2004, "Hedging Strategies and Financial Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 1-2, pages 50-63, January.
• Adam Geršl, 2004, "Foreign Exchange Intervention: The Theoretical Debate and the Czech Koruna Episode," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 3-4, pages 94-116, March.
• Pavel Bouc & Martin Cincibuch, 2004, "An Interpretation of Czech FX Options," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 7-8, pages 286-304, July.
• Bernardo Bortolotti & Mara Faccio, 2004, "Reluctant Privatization," Working Papers, Fondazione Eni Enrico Mattei, number 2004.130, Oct.
• Elena Kalotychou, Sotiris K. Staikouras, 2004, "Credit Exposure & Sovereign Risk Analysis : The Case of South America," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 1, pages 46-56, June.
• Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat, 2004, "An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 2, pages 101-115, December.
• Martin Uribe & Vivian Z. Yue, 2004, "Country spreads and emerging countries: who drives whom?," Proceedings, Federal Reserve Bank of San Francisco, issue jun.
• Fernando Broner & Gaston Gelos & Carmen M. Reinhart, 2004, "When in peril, retrench: testing the portfolio channel of contagion," Proceedings, Federal Reserve Bank of San Francisco, issue jun.
• Fernando Broner & Gaston Gelos & Carmen M. Reinhart, 2004, "When in Peril, Retrench: Testing the Portfolio Channel of Contagion," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-28, Jul, DOI: 10.24148/wp2004-28.
• Fang Cai & Francis E. Warnock, 2004, "International diversification at home and abroad," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 793.
• John D. Burger & Francis E. Warnock, 2004, "Foreign participation in local-currency bond markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 794.
• Carol C. Bertaut & William L. Griever, 2004, "Recent developments in cross-border investment in securities," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 90, issue Win, pages 19-31, DOI: 10.17016/bulletin.2004.90-1-2.
• Neil Esho & Ian Sharpe, 2004, "Eurobond Underwriter Spreads," FMG Discussion Papers, Financial Markets Group, number dp503, Jun.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2004, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Post-Print, HAL, number halshs-00201220, Oct.
• Lütje, Torben & Menkhoff, Lukas, 2004, "What Drives Home Bias? Evidence from Fund Managers Views," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-296, May.
• Lidén, Erik R., 2004, "Are Underwriter-Analysts More Informed? Scandinavian Evidence," Working Papers in Economics, University of Gothenburg, Department of Economics, number 132, Jun, revised 18 Oct 2007.
• Bonfiglioli, Alessandra & Mendicino, Caterina, 2004, "Financial Liberalization, Banking Crises and Growth: Assessing the Links," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 567, Oct.
• Vlachos, Jonas, 2004, "Does Regulatory Harmonization Increase Bilateral Asset Holdings?," Working Paper Series, Research Institute of Industrial Economics, number 612, Mar.
• Oxelheim, Lars & Rafferty, Michael, 2004, "On the Static Efficiency of Secondary Bond Markets," Working Paper Series, Research Institute of Industrial Economics, number 623, Apr.
• Luthman, Ulf, 2004, "TESTING THE EXPECTATIONS HYPOTHESIS WITH SURVEY DATA with an introduction of an analysis of surveyed interest rates," Working Papers, Örebro University, School of Business, number 2004:11, Oct.
• Bhattacharya, Utpal & Daouk, Hazem, 2004, "When No Law is Better than a Good Law," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2004-10, Jun.
• Kim, Kevin Y. & Park, Kwangwoo & Ratti, Ronald A. & Shin, Hyun-Han, 2004, "Do Main Banks Extract Rents from Their Client Firms? Evidence from Korean Chaebol," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 45, issue 1, pages 15-45, June, DOI: 10.15057/7671.
• Salih N. Neftci, 2004, "Swap Curve Dynamics in Hong Kong: An Interpretation," Working Papers, Hong Kong Institute for Monetary Research, number 062004, Mar.
• Yan-leung Cheung & P. Raghavendra Rau & Aris Stouraitis, 2004, "Tunneling, Propping and Expropriation Evidence from Connected arty Transactions in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 092004, May.
• Barry Eichengreen & Pipat Luengnaruemitchai, 2004, "Why Dones't Asia have the biger bond markets," Working Papers, Hong Kong Institute for Monetary Research, number 242004, Dec.
• Junko Shimizu & Eiji Ogawa, 2004, "Risk Properties of AMU denominated Asian Bonds," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-45, Nov.
• Janusz Brzeszczynski & Aleksander Welfe, 2004, "Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0408.
• Janusz Brzeszczynski & Robert Kelm, 2004, "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0409.
• Michel Normandin & Martin Boileau, 2004, "The Current Account and the Interest Differential In Canada," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-09, Nov.
• Thierry Ané & Loredana Ureche-Rangau, 2004, "Does trading volume really explain stock returns volatility?," Working Papers, IESEG School of Management, number 2004-FIN-02, Jul.
• Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004, "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series, Institute for Advanced Studies, number 160, Jul.
• Galina Hale, 2005, "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp062, Apr.
• Viviana Fernandez, 2005, "The International CAPM and a wavelet-based decomposition of Value at Risk," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp075, Dec.
• Imad A. Moosa, 2004, "What Is Wrong with Market-Based Forecasting of Exchange Rates?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 2, pages 107-121, August.
• Mirela Malin & Madhu Veeraraghavan, 2004, "On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 2, pages 155-176, August.
• Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004, "How do UK-based foreign exchange dealers think their market operates?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 4, pages 289-306, DOI: 10.1002/ijfe.252.
• Françoise Boye, 2004, "Acces to internacional funds and the boom in Mexico after the tequila crisis: is there any evidence from the companies quoted in the nyse?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 19, issue 2, pages 119-146, December.