Research classified by Journal of Economic Literature (JEL) codes

2002

• Dahlquist, Magnus & Sallstrom, Torbjorn, 2002, "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3145, Jan.
• Kofman, Paul & Koedijk, Kees & Campbell, Rachel, 2002, "Increased Correlation in Bear markets: A Downside Risk Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3172, Jan.
• Koedijk, Kees & de Jong, Cyriel & Schnitzlein, Charles, 2002, "Stock Market Quality in the Prescence of a Traded Option," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3173, Jan.
• Zingales, Luigi & Dyck, Alexander, 2002, "Private Benefits of Control: An International Comparison," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3177, Jan.
• Claessens, Stijn & Schmukler, Sergio & Klingebiel, Daniela, 2002, "Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3301, Apr.
• Uppal, Raman & Das, Sanjiv Ranjan, 2002, "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3305, Apr.
• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002, "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3310, Apr.
• Bottazzi, Laura & Da Rin, Marco, 2002, "Europe's 'New' Stock Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3521, Aug.
• Francois, Joseph & ,, 2002, "Financial Sector Competition, Services Trade, and Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3573, Oct.
• Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert A. & Slive, Joshua, 2002, "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3676, Dec.
• Dellas, Harris & Hess, Martin, 2002, "Financial Development and Stock Returns: A Cross-Country Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3681, Jan.
• Massimo Guidolin & Giovanna Nicodano, 2005, "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 41, Feb.
• Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002, "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, volume 3, issue 2, pages 249-298, November.
• Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002, "What Determines Expected International Asset Returns?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 503, Nov.
• Entorf, Horst & Jamin, Gösta, 2002, "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 18198, Oct.
• Entorf, Horst & Jamin, Gösta, 2008, "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77563.
• Leachman, Lori & Kumar, Vinay & Orleck, Scott, 2002, "Explaining Variations in Private Equity: A Panel Approach," Working Papers, Duke University, Department of Economics, number 02-14.
• Reinker, Kenneth S. & Tower, Edward, 2002, "Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula," Working Papers, Duke University, Department of Economics, number 02-22.
• Tabakis, Evangelos & Vinci, Anna, 2002, "Analysing and combining multiple credit assessments of financial institutions," Working Paper Series, European Central Bank, number 123, Feb.
• Ceci, Vladimiro & Manganelli, Simone & Vecchiato, Walter, 2002, "Sensitivity analysis of volatility: a new tool for risk management," Working Paper Series, European Central Bank, number 194, Nov.
• Bødskov Andersen, Allan & Wagener, Tom, 2002, "Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices," Working Paper Series, European Central Bank, number 198, Dec.
• Brandt, Michael W. & Santa-Clara, Pedro, 2002, "Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets," Journal of Financial Economics, Elsevier, volume 63, issue 2, pages 161-210, February.
• Bris, Arturo & Koskinen, Yrjo, 2002, "Corporate leverage and currency crises," Journal of Financial Economics, Elsevier, volume 63, issue 2, pages 275-310, February.
• Bekaert, Geert & Harvey, Campbell R. & Lumsdaine, Robin L., 2002, "Dating the integration of world equity markets," Journal of Financial Economics, Elsevier, volume 65, issue 2, pages 203-247, August.
• Lothian, James R., 2002, "The internationalization of money and finance and the globalization of financial markets," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 699-724, November.
• Koedijk, Kees G. & Kool, Clemens J. M. & Schotman, Peter C. & van Dijk, Mathijs A., 2002, "The cost of capital in international financial markets: local or global?," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 905-929, November.
• Mann, Catherine L. & Meade, Ellen E., 2002, "Home bias, transactions costs, and prospects for the Euro: a more detailed analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 20076, Jun.
• Maria Cristina Penido de Freitas & Daniela Magalhães Prates, 2002, "Restructuring of the International Financial System and Peripheral Countries," Brazilian Journal of Political Economy, Center of Political Economy, volume 22, issue 2, pages 207-224.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," 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-2002-91-F&A, Oct.
• Koedijk, C.G. & van Dijk, M.A., 2002, "Do Global Risk Factors Matter for International Cost of Capital Computations?," 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-2002-100-F&A, Oct.
• Koedijk, C.G. & van Dijk, M.A., 2002, "The Cost of Capital of Cross-Listed Firms," 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-2002-99-F&A, Oct.
• de Jong, A. & Ligterink, J. & Macrae, V., 2002, "A Firm-Specific Analysis of the Exchange-Rate Exposure of Dutch Firms," 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-2002-109-F&A, Dec.
• Morten Balling (ed.), 2002, "Banking Internationalisation and the Expansion Strategies of European Banks to Brazil during the 1990s," SUERF Studies, SUERF - The European Money and Finance Forum, number 18, ISBN: ARRAY(0x831de360), May.
• Morten Balling (ed.), 2002, "European Financial Cross-Border Consolidation: At the crossroads in Europe? By exception, evolution or revolution?," SUERF Studies, SUERF - The European Money and Finance Forum, number 22, ISBN: ARRAY(0x86b7f368), May.
• Wojciech Charemza & Mikhail Lifshits & Svetlana Makarova, 2002, "A Simple Test for Unit Root Bilinearity," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2002/01, Mar, revised 29 Mar 2002.
• Angelo Ranaldo, 2002, "Market Dynamics Around Public Information Arrivals," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp45, Feb.
• Didier Cossin & Tomas Hricko & Daniel Aunon-Nerin & Zhijiang Huang, 2002, "Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets’ Information Suffcient to Evaluate Credit Risk?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp65, Dec.
• Tom A. FEARNLEY, 2002, "Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp95, Jul.
• Tom A. FEARNLEY, 2002, "Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp97, Jul.
• Raimond Maurer & Steffen Sebastian, 2002, "Inflation Risk Analysis of European Real Estate Securities," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 51.
• Andreas A. Jobst, 2002, "Collateralized Loan Obligations (CLOs) – A Primer," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 96, Dec.
• Oxelheim, Lars & Rafferty, Michael, 2002, "On the Static Efficiency of Secondary Bond Markets," Working Paper Series, Lund University, Institute of Economic Research, number 2001/7, Feb.
• Rangvid, Jesper, 2002, "Output and Expected Returns - a multicountry study," Working Papers, Copenhagen Business School, Department of Finance, number 2002-8, Dec.
• Waldenström, Daniel & Frey, Bruno S., 2002, "How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 489, Jan.
• Nilsson, Birger, 2002, "International Asset Pricing and the Benefits from World Market Diversification," Working Papers, Lund University, Department of Economics, number 2002:1, Feb.
• Nilsson, Birger, 2002, "Financial Liberalization and the Changing Characteristics of Nordic Stock Returns," Working Papers, Lund University, Department of Economics, number 2002:4, Feb.
• Graflund, Andreas & Nilsson, Birger, 2002, "Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon," Working Papers, Lund University, Department of Economics, number 2002:8, Mar.
• Hamelink, Foort & Hoesli, Martin, 2002, "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series, Institute for Financial Research, number 7, Sep.
• Bansal, Ravi & Dahlquist, Magnus, 2002, "Expropriation Risk and Return in Global Equity Markets," SIFR Research Report Series, Institute for Financial Research, number 8, Nov.
• Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2002, "Corporate Governance and the Home Bias," SIFR Research Report Series, Institute for Financial Research, number 11, Nov.
• Kim, Yitae & Park, Kwangwoo & Ratti, Ronald & Shin, Hyun-Han, 2002, "Do Main Banks Extract Rents from their Client Firms? Evidence from Korean Chaebol," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2002-9, Sep.
• Fortin, Ines & Kuzmics, Christoph, 2002, "Tail-Dependence in Stock-Return Pairs," Economics Series, Institute for Advanced Studies, number 126, Nov.
• Burc Kayahan & Thanasis Stengos & Burak Saltoglu, 2002, "Intra-Day Features of Realized Volatility: Evidence from an Emerging Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 17-24, April.
• Fratzscher, Marcel, 2002, "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 7, issue 3, pages 165-193, July.
• Mr. James Y. Yao & Mr. Jorge A Chan-Lau & Mr. Donald J Mathieson, 2002, "Extreme Contagion in Equity Markets," IMF Working Papers, International Monetary Fund, number 2002/098, May.
• Fernando Lefort & Eduardo Walker, 2002, "Cambios Estructurales e Integración. Discusión y Análisis del Mercado Accionario Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 116, pages 95-122.
• António Afonso, 2002, "Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2002/02.
• William Miles, 2002, "Financial Deregulation And Volatility In Emerging Equity Markets," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 27, issue 2, pages 113-126, December.
• Johann Burgstaller, 2002, "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2002-07, Jul.
• Lámfalussy, Sándor, 2002, "Gondolatok az európai értékpapírpiacok szabályozásáról
  [Thoughts on the regulation of European security markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 181-192.
• Komáromi, György, 2002, "A hatékony piacok elméletének elméleti és gyakorlati relevanciája
  [The theoretical and practical relevance of the theory of efficient markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 377-395.
• Hans Dewachter & Marco Lyrio, 2002, "The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0203, Mar.
• David Hojman & Robert F. K. Wynn, 2002, "Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis," Working Papers, University of Liverpool, Department of Economics, number 2002_03.
• Carmichael, Benoît & Coën, Alain, 2002, "International Portfolio Choice in an Overlapping Generations Model with Transactions Costs," Cahiers de recherche, Université Laval - Département d'économique, number 0207.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2002, "Aging and International Capital Flows," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 02010, Jan.
• George Athanassakos, 2002, "The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 1, pages 1-27, March.
• Bilgehan Yazici & Gulnur Muradoglu, 2002, "Dissemination of Stock Recommendations and Small Investors: Who Benefits?," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 1, pages 29-42, March.
• Costas Siriopoulos & Alexandros Leontitsis, 2002, "Nonlinear Noise Estimation in International Capital Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 1, pages 43-63, March.
• Larry R. Gorman & Bjorn N. Jorgensen, 2002, "Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 3-4, pages 131-166, September.
• Winston T. Lin & Hong-Jen Lin & Yueh H. Chen, 2002, "The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 3-4, pages 167-195, September.
• Rashid Al-Qenae & Carmen Li & Bob Wearing, 2002, "The Information Content of Earnings on Stock Prices: The Kuwait Stock Exchange," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 3-4, pages 197-221, September.
• Simon Stevenson, 2002, "The Sensitivity of European Bank Stocks to German Interest Rates Changes," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 3-4, pages 223-249, September.
• Zoe McLaren, 2002, "The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention," Department of Economics - Working Papers Series, The University of Melbourne, number 849.
• Kim, Woochan & Wei, Shang-Jin, 2002, "Offshore investment funds: monsters in emerging markets?," Journal of Development Economics, Elsevier, volume 68, issue 1, pages 205-224, June.
• Campa, Jose M. & Chang, P. H. Kevin & Refalo, James F., 2002, "An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994-1999," Journal of Development Economics, Elsevier, volume 69, issue 1, pages 227-253, October.
• Kargin, Vladislav, 2002, "Value investing in emerging markets: risks and benefits," Emerging Markets Review, Elsevier, volume 3, issue 3, pages 233-244, September.
• Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002, "The persistence of emerging market equity flows," Emerging Markets Review, Elsevier, volume 3, issue 4, pages 338-364, December.
• Gerhard, Frank & Hautsch, Nikolaus, 2002, "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, volume 9, issue 1, pages 57-89, January.
• Kim, Woochan & Wei, Shang-Jin, 2002, "Foreign portfolio investors before and during a crisis," Journal of International Economics, Elsevier, volume 56, issue 1, pages 77-96, January.
• Stéphanie Gautrieaud, 2002, "Le risque pays : approche conceptuelle et approche pratique," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 72, Jun.
• Y.K. Tse & Xibin Zhang & Jun Yu, 2002, "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/02, Sep.
• Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2002, "The Role of Large Players in Currency Crises," NBER Chapters, National Bureau of Economic Research, Inc, "Preventing Currency Crises in Emerging Markets".
• Alexander Dyck & Luigi Zingales, 2002, "Private Benefits of Control: An International Comparison," NBER Working Papers, National Bureau of Economic Research, Inc, number 8711, Jan.
• Raymond Fisman & Inessa Love, 2002, "Trade Credit, Financial Intermediary Development and Industry Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 8960, May.
• John M. Griffin & Federico Nardari & Rene M. Stulz, 2002, "Daily Cross-Border Equity Flows: Pushed or Pulled?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9000, Jun.
• Kenneth A. Froot & Jessica D. Tjornhom, 2002, "Decomposing the Persistence of International Equity Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9079, Jul.
• Kenneth A. Froot & Tarun Ramadorai, 2002, "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 9080, Jul.
• Kenneth A. Froot & Tarun Ramadorai, 2002, "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 9101, Aug.
• Larry Neal & Marc Weidenmier, 2002, "Crises in the Global Economy from Tulips to Today: Contagion and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 9147, Sep.
• Jessica Tjornhom Donohue & Kenneth A. Froot, 2002, "The Persistence of Emerging Market Equity Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9241, Sep.
• Egil Matsen, 2002, "International Diversification, Growth, and Welfare with Non-Traded Income Risk and Incomplete Markets," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1702, Oct.
• Olivier Jeanne & Andrew K. Rose, 2002, "Noise Trading and Exchange Rate Regimes," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 117, issue 2, pages 537-569.
• Neal Maroney & Aris Protopapadakis, 2002, "The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets," Review of Finance, European Finance Association, volume 6, issue 2, pages 189-221.
• Robert P. Flood & Andrew K. Rose, 2002, "Uncovered Interest Parity in Crisis," IMF Staff Papers, Palgrave Macmillan, volume 49, issue 2, pages 1-6.
• Ana Paula Serra, 2002, "The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 120, Oct.
• Mirjalili, Seyed hossein, 2002, "جهانی شدن بانکداری و ضرورتهای ناشی از آن در بانکداری ایران
  [The Implications of Globalization of Banking Sector for Iranian Banking]," MPRA Paper, University Library of Munich, Germany, number 125657, Apr, revised 07 Sep 2002.
• Alasrag, Hussien, 2002, "دور سوق الأوراق المالية فى تنمية الادخار فى مصر
  [Role of the Egyptian securities market on saving development]," MPRA Paper, University Library of Munich, Germany, number 2317, Mar, revised Mar 2007.
• Nabi, Mahmoud Sami & Rajhi, Taoufik, 2002, "The Effect of Financial Liberalization on the Economic Development Process in case of Inefficient Banking," MPRA Paper, University Library of Munich, Germany, number 24514, Sep.
• Haefliger, Thomas & Waelchli, Urs & Wydler, Daniel, 2002, "Hedging currency risk: Does it have to be so complicated?," MPRA Paper, University Library of Munich, Germany, number 26451.
• Patrick Artus, 2002, "La trop faible intégration des marchés obligataires publics de la zone euro," Revue d'Économie Financière, Programme National Persée, volume 65, issue 1, pages 113-125, DOI: 10.3406/ecofi.2002.3770.
• Paul Mentré, 2002, "Un plan d’action pour Paris, place électronique européenne," Revue d'Économie Financière, Programme National Persée, volume 69, issue 5, pages 201-213, DOI: 10.3406/ecofi.2002.4806.
• Bert Scholtens & Marélie Steensma, 2002, "Stocks and shocks," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 347-361.
• Bert Scholtens & Marélie Steensma, 2002, "Stocks and shocks," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 347-361.
• Jing Chi & Dr. Carol Padgett, 2002, "Short-Run Under Pricing and its Characteristics in Chinese IPO Markets," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-12, Nov, revised Jul 2002.
• Jing Chi & Carol Padgett, 2002, "The Performance and Long-Run Characteristics of the Chinese IPO Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-09, Jan, revised Apr 2002.
• Yun-Hwan Kim, 2002, "Financial Opening under the WTO Agreement in Selected Asian Countries: Progress and Issues," ADB Economics Working Paper Series, Asian Development Bank, number 24, Sep.
• Cyn-Young Park & Jaejoon Woo, 2002, "New Economy and the Effects of Industrial Structures on International Equity Market Correlations," ADB Economics Working Paper Series, Asian Development Bank, number 31, Dec.
• Tae-Joon Kim & Jai-Won Ryou, 2002, "Capital Liberalization and Imperfect Substitutability between Bonds and Stocks: Reexamination of the Mundell-Fleming Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 6, issue 1, pages 3-28, DOI: 10.11644/KIEP.JEAI.2002.6.1.88.
• Imad A. Moosa, 2002, "Exchange Rates and Fundamentals: A Microeconomic Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 4, pages 551-571.
• Angelos A. Antzoulatos & Eleni Klinaki, 2002, "Bond Pricing Before and after EMU From the Experience of the “European South”," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 153-163.
• Richard Heaney & Vince Hooper, 2002, "Regional Integration of Stock Markets in Latin America," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 745-760.
• Juan Jose Cruces & Marcos Buscaglia & Joaquin Alonso, 2002, "The Term Structure of Country Risk and Valuation in Emerging Markets," Working Papers, Universidad de San Andres, Departamento de Economia, number 46, Jan, revised Apr 2002.
• Axel Börsch-Supan & Alexander Ludwig & Joachim Winter, 2002, "Aging, pension reform and capital flows: a multi-country simulation model," Computing in Economics and Finance 2002, Society for Computational Economics, number 108, Jul.
• Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros, 2002, "Currency Risk in Brazil under Two Different Exchange Rate Regimes," Computing in Economics and Finance 2002, Society for Computational Economics, number 188, Jul.
• Charemza W.W. & M. Lifshits & S. Makarova, 2002, "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002, Society for Computational Economics, number 251, Jul.
• J.Mercenier & M. Merette, 2002, "On International Consequences of Population Ageing (an applied multi-country multi-sector OLG GE approach)," Computing in Economics and Finance 2002, Society for Computational Economics, number 284, Jul.
• Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato, 2002, "Sensitivity Analysis of GARCH Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 31, Jul.
• Pierre Giot & Sébastien Laurent, 2002, "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 52, Jul.
• Toni Gravelle & Maral Kichian & James Morley, 2002, "Detecting shift-contagion in currency and bond markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 58, Jul.
• Sebastien Page & Anne-Sophie Vanroyen, 2002, "The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?," Computing in Economics and Finance 2002, Society for Computational Economics, number 65, Jul.
• Wolfgang Drobetz & Patrick Wegmann, 2002, "Mean Reversion on Global Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue III, pages 215-239, September.
• Frank Westermann, 2002, "Stochastic Trends and Cycles in National Stock Market Indices: Evidence from the U.S., the U.K. and Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue III, pages 317-328, September.
• Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann, 2002, "Conditional Asset Pricing in Emerging Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue IV, pages 507-526, December.
• Pablo Marshall & Eduardo Walker, 2002, "Asymmetric Reaction to Information and Serial Dependence of Short-Run Returns," Journal of Applied Economics, Taylor & Francis Journals, volume 5, issue 2, pages 273-292, November, DOI: 10.1080/15140326.2002.12040580.
• Eugenie Hol & Siem Jan Koopman, 2002, "Stock Index Volatility Forecasting with High Frequency Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-068/4, Jun.
• Joseph F. Francois & Felix Eschenbach, 2002, "Financial Sector Competition, Service Trade, and Growth," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-089/2, Sep.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-9.
• Degryse, H.A. & de Jong, F.C.J.M. & van Ravenswaaij, M. & Wuyts, G., 2002, "Aggressive Orders and the Resiliency of a Limit Order Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-80.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8cea7ebd-d3f6-493c-bf65-3.
• Degryse, H.A. & de Jong, F.C.J.M. & van Ravenswaaij, M. & Wuyts, G., 2002, "Aggressive Orders and the Resiliency of a Limit Order Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8e62b849-399d-469e-91c6-4.
• John M. Maheu & Thomas H. McCurdy, 2002, "Nonlinear Features of Realized FX Volatility," The Review of Economics and Statistics, MIT Press, volume 84, issue 4, pages 668-681, November.
• Michael Manz, 2002, "Coordination Failure and Financial Contagion," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0203, Mar.
• Harris Dellas & Martin K. Hess, 2002, "Financial development and stock returns: A cross country analysis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0218, Dec.
• Pilar Abad & Alfonso Novales, 2002, "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0220.
• Martin D. D. Evans & Richard K. Lyons, 2002, "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, volume 110, issue 1, pages 170-180, February, DOI: 10.1086/324391.
• WenShwo Fang & Stephen M. Miller, 2002, "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers, University of Connecticut, Department of Economics, number 2002-31, Oct.
• Javier De Peña & Luis A. Gil-Alana, 2002, "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/02, Apr.
• Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002, "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/02, Jun.
• Stijn Claessens & Daniela Kingebiel & Sergio L. Schmukler, 2002, "Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2002-94.
• Peter Kugler & Beatrice Weder, 2002, "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 57, issue 01, pages 49-64, March.
• Pierre Giot & Joachim Grammig, 2002, "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-23, Oct.
• Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002, "Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 121, Oct.
• Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio L., 2002, "Explaining the migration of stocks from exchanges in emerging economies to international centers," Policy Research Working Paper Series, The World Bank, number 2816, Mar.
• Sebastian Auguste & Kathryn M.E. Dominguez & Herman Kamil & Linda L. Tesar, 2002, "Cross-Border Trading as a Mechanism for Capital Flight: ADRs and the Argentine Crisis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 513, Nov.
• Rasmus Fatum, 2002, "Post–Plaza intervention in the DEM/USD exchange rate," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 35, issue 3, pages 556-567, August, DOI: 10.1111/1540-5982.00145.
• Ines Fortin & Christoph Kuzmics, 2002, "Tail‐dependence in stock‐return pairs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 11, issue 2, pages 89-107, April, DOI: 10.1002/isaf.216.
• Stijn Claessens & Daniela Klingebiel & Sergio L. Schmukler, 2002, "The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-03, Feb.
• Sang Rim Choi & Daekeun Park & Adrian E. Tschoegl, 2002, "Banks and the World's Major Banking Centers, 2000," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-36, Jul.
• Giuseppe Tattara & or consequences), 2002, "Paper Money but a Gold Debt. Italy in the Gold Standard," Economic History, University Library of Munich, Germany, number 0205002, May.
• Ali Bora Yigitbasioglu, 2002, "Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk," Finance, University Library of Munich, Germany, number 0201001, Jan.
• Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002, "A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs," Finance, University Library of Munich, Germany, number 0207016, Aug.
• Bernd Hayo & Ali Kutan, 2002, "The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets," Finance, University Library of Munich, Germany, number 0209001, Sep.
• Ralph de Haas, 2002, "Het integraal kwantificeren van valutarisico’s," Finance, University Library of Munich, Germany, number 0209004, Sep.
• Daniel Capocci, 2002, "An Analysis of Hedge Fund Performance," Finance, University Library of Munich, Germany, number 0210001, Oct.
• Hanneke Bol & Jakob de Haan & Bert Scholtens & Ralph de Haas, 2002, "How Important Are Foreign Banks in European Transition Countries? A Comparative Analysis," International Finance, University Library of Munich, Germany, number 0209005, Sep.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2002, "Aging and International Capital Flows," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 02-27, Mar.
• Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm24, Sep.
• Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm274, Mar, revised 01 Apr 2008.
• William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm306, Sep.
• Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm274, Mar, revised 01 Apr 2008.
• Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi, 2002, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm6, Sep, revised 01 Apr 2008.
• Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002, "Return-volatility linkages in the international equity and currency markets," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2002.
• Wiggers, Andreas, 2002, "Default-risky Sovereign Debt," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 36/2002.
• Schich, Sebastian T., 2002, "Dependencies between European stock markets when price changes are unusually large," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,12.
• Reitz, Stefan, 2002, "Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,17.
• Jobst, Andreas A., 2002, "Collateralised loan obligations (CLOs): A primer," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/13.
• Entorf, Horst & Jamin, Gösta, 2002, "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 117.
• Schüler, Martin & Heinemann, Friedrich, 2002, "How integrated are the European retail financial markets? A cointegration analysis," Research Notes, Deutsche Bank Research, number 3b.
• Mann, Catherine L. & Meade, Ellen E., 2002, "Home bias, transactions costs, and prospects for the Euro: A more detailed analysis," Research Notes, Deutsche Bank Research, number 6.
• Kugler, Peter & Weder, Beatrice, 2002, "The puzzle of the Swiss interest rate island: Stylized facts and a new interpretation," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 168.
• Antzoulatos, Angelos A., 2002, "Benchmark yield undershooting in the E.M.U," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 191.
• Buch, Claudia M., 2002, "Business Cycle Volatility and Globalization: A Survey," Kiel Working Papers, Kiel Institute for the World Economy, number 1107.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2002, "The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan," Kiel Working Papers, Kiel Institute for the World Economy, number 1108.