Research classified by Journal of Economic Literature (JEL) codes

2002

• Pierdzioch, Christian, 2002, "Exchange Rate Expectations Redux and Monetary Policy," Kiel Working Papers, Kiel Institute for the World Economy, number 1109.
• Buch, Claudia M. & Doepke, Joerg & Pierdzioch, Christian, 2002, "Business Cycle Volatility in Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 1129.
• Pierdzioch, Christian & Doepke, Joerg & Buch, Claudia M., 2002, "Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence," Kiel Working Papers, Kiel Institute for the World Economy, number 1131.
• Dietrich, Diemo, 2002, "Investment Behaviour of Financially Constrained Multinational Corporations: Consequences for the International Transmission of Business Cycle Fluctuations," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 165/2002.
• Starbatty, Joachim, 2002, "Die Abschaffung der DM ist noch keine Bereitschaft zur politischen Union," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 246.
• Zhou, Su & Kutan, Ali M., 2002, "Is there asymmetry in forward exchange rate bias? Multi-country evidence," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 06-2002.
• Hayo, Bernd & Kutan, Ali M., 2002, "The impact of news, oil prices, and international spillovers on Russian financial markets," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 20-2002.
• Heinemann, Friedrich & Schüler, Martin, 2002, "Integration benefits on EU retail credit markets: evidence from interest rate pass-through," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-26.
• Schüler, Martin, 2002, "Integration of the European market for e-finance: evidence from online brokerage," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-24.
• Heinemann, Friedrich & Schüler, Martin, 2002, "How integrated are the European retail financial markets? A cointegration analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-22.

2001

• Mario Reyes, 2001, "Asymmetric volatility spillover in the Tokyo stock exchange," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 25, issue 2, pages 206-213, June, DOI: 10.1007/BF02744523.
• Philip Lane, 2001, "Do international investment income flows smooth income?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 4, pages 714-736, December, DOI: 10.1007/BF02707430.
• Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001, "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-009/4, Jan.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-017/4, Feb.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-018/4, Feb.
• Bert Menkveld, 2001, "Splitting Orders in Fragmented Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-059/2, Jun.
• Bodnar, G.M. & de Jong, A. & Macrae, V., 2001, "The Impact of Institutional Differences on Derivatives Usage : A Comparative Study of US and Dutch Firms," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-62.
• de Jong, F.C.J.M. & de Roon, F.A., 2001, "Time Varying Market Integration and Expected Rteurns in Emerging Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-78.
• Bodnar, G.M. & de Jong, A. & Macrae, V., 2001, "The Impact of Institutional Differences on Derivatives Usage : A Comparative Study of US and Dutch Firms," Other publications TiSEM, Tilburg University, School of Economics and Management, number 03c666d1-7640-49e1-ac16-a.
• van Mierlo, J.G.A., 2001, "Over de verhouding tussen overheid, marktwerking en privatisering. Een economische meta-analyse," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 014, Jan, DOI: 10.26481/umamet.2001014.
• Giot, P. & Laurent, S.F.J.A., 2001, "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 026, Jan, DOI: 10.26481/umamet.2001026.
• Hans Joachim Voth, 2001, "Inflation, political instability and stockmarket volatility in interwar Germany," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 535, Mar.
• Hans Joachim Voth, 2001, "Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 552, May.
• Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001, "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 578, Oct.
• Xavier Freixas & Cornelia Holthausen, 2001, "Interbank market integration under asymmetric information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 579, Mar.
• Olivier Ledoit & Michael Wolf, 2001, "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 586, Nov.
• Mark Aguiar & Fernando Broner, 2001, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 863, Aug, revised Aug 2004.
• Thierry Ané & Chiraz Labidi, 2001, "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 64, Sep.
• Pilar Abad Romero, 2001, "Transmisión De Volatilidad A Lo Largo De La Estructura Temporal De Swaps: Evidencia Internacional," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0105, Oct.
• Fisman, Raymond & Love, Inessa, 2001, "Trade credit, financial intermediary development, and industry growth," Policy Research Working Paper Series, The World Bank, number 2695, Oct.
• Lihui Tian, 2001, "Government Shareholding and the Value of China's Modern Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 395, Apr.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics, Department of Economics, Williams College, number 168, Oct.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-04, Oct.
• Tomas Dvorak, 2001, "Gross Capital Flows and Asymmetric Information," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-07, Jun.
• Jonathan H. Conning, 2002, "Latifundia Economics," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-08, Mar.
• Söhnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 10, issue 3, pages 85-155, August, DOI: 10.1111/1468-0416.00043.
• Raghuram G. Rajan & Luigi Zingales, 2001, "The Great Reversals: The Politics of Financial Development in the 20th Century," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 526, Feb.
• Jan Hanousek & Richard Podpiera, 2001, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance, University Library of Munich, Germany, number 0012003, Feb.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," Finance, University Library of Munich, Germany, number 0106002, Jun.
• Sohnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance, University Library of Munich, Germany, number 0107001, Jul.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2001, "Aging, pension reform, and capital flows: A multi-country simulation model," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 01-08, Jan.
• Ehrhardt, Olaf & Nowak, Eric, 2001, "Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/10.
• Nunnenkamp, Peter, 2001, "Too much, too little, or too volatile? International capital flows to developing countries in the 1990s," Kiel Working Papers, Kiel Institute for the World Economy, number 1036.
• Buch, Claudia M., 2001, "Cross-Border Banking and Transmission Mechanisms: The Case of Europe," Kiel Working Papers, Kiel Institute for the World Economy, number 1063.
• Nunnenkamp, Peter, 2001, "Umbaupläne und Reparaturarbeiten an der internationalen Finanzarchitektur: eine Zwischenbilanz aus deutscher Perspektive," Kiel Working Papers, Kiel Institute for the World Economy, number 1078.
• Menkveld, A.J., 2001, "Splitting Orders in Fragmented Markets; evidence from cross-listed stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-20, Jun.
• Bodnar, G.M. & de Jong, A. & Macrae, V., 2001, "The Impact of Institutional Differences on Derivatives Usage," 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-2001-89-F&A, Jan.
• Harissis H. & Mesomeris S. & Staikouras S., 2001, "Long-Term Trends and Short-Run Dynamics in International Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 103-120, July - De.
• Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001, "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp32, Jul.
• Laurent BARRAS, & Dušan ISAKOV, 2001, "How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp37, Nov.
• Richard Podpiera, 2001, "Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 3, pages 166-181, March.
• Jan Hanousek & Richard Podpiera, 2001, "How Widespread Is Informed Trading on the Czech Financial Market?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 7, pages 405-416, July.
• Reuven Glick & Michael M. Hutchison, 2001, "Capital controls and exchange rate stability in developing countries," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul20.
• Hali J. Edison & Francis E. Warnock, 2001, "A Simple Measure of the Intensity of Capital Controls," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 708.
• William L. Griever & Gary A. Lee & Francis E. Warnock, 2001, "The U.S. system for measuring cross-border investment in securities: a primer with a discussion of recent developments," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 87, issue Oct, pages 634-650, October, DOI: 10.17016/bulletin.2001.87-10.
• Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001, "A new approach to measuring financial contagion," Proceedings, Federal Reserve Bank of Chicago, number 743.
• Richard Payne, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers, Financial Markets Group, number dp355, Nov.
• Gabriele Fiorentini & Enrique Sentana, 2001, "Constrained Indirect Inference Estimation," FMG Discussion Papers, Financial Markets Group, number dp384, Jun.
• Konrad, K.A. & Lommerud, K.E., 2001, "Foreign Direct Investment, Intra-firm Trade and Ownership Structure," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 219.
• Barras, L. & Isakov, D., 2001, "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.07.
• Verdier, D., 2001, "Social Against Mobile Capital: Explaining Cross-National Variations in Stock Market Size in the OECD," Papers, European Institute - Political and Social Sciences, number 2001/2.
• Adjaoute, K. & Danthine, J.P., 2001, "Portfolio Diversification: Alive and well In Euroland," Papers, Manitoba - Department of Economics, number 32.
• Barras, L. & Isakov, D., 2001, "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers, Manitoba - Department of Economics, number 37.
• Leong, S.C. & Felminham, B., 2001, "The Interdependence of Share Markets in the Developed Economies of East Asia," Papers, Tasmania - Department of Economics, number 2001-10.
• Fratzscher, M., 2001, "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers, Quebec a Montreal - Recherche en gestion, number 48.
• Freixas, X. & Holthausen, C., 2001, "Interbank Market Integration under Asymmetric Information," Papers, Quebec a Montreal - Recherche en gestion, number 74.
• Chaves, R.A. & Sanchez, S. & Schor, S. & Tesliuc, E., 2001, "Financial Markets, Credit Constraints, and Investment in Rural Romania," Papers, World Bank - Technical Papers, number 499.
• Roubini, N., 1989, "Current Account And Budget Deficits In An Intertemporal Model Of Consumption And Taxation Smoothing. A Solution To The "Feldstein-Horioka" Puzzel," Papers, Yale - Economic Growth Center, number 569.
• Schultz, T.P., 1989, "Women'S Changing Participation In The Labor Force: A World Perspective," Papers, Yale - Economic Growth Center, number 571.
• Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001, "New Extreme-Value Dependance Measures and Finance Applications," Working Papers, HAL, number hal-00597018, Feb.
• Michael Rockinger & Eric Jondeau, 2001, "Testing for differences in the tails of stock-market returns," Working Papers, HAL, number hal-00601480, Oct.
• Niemeyer, Jonas, 2001, "Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 482, Dec.
• Dahlquist, Magnus & Robertsson, Göran, 2001, "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series, Institute for Financial Research, number 1, Dec.
• Rime, Dagfinn, 2001, "U.S. Exchange Rates and Currency Flows," SIFR Research Report Series, Institute for Financial Research, number 4, Dec.
• Woochan Kim & Shang-Jin Wei, 2001, "Offshore Investment Funds: Monsters in Emerging Markets?," Working Papers, Hong Kong Institute for Monetary Research, number 052001, May.
• Jumah, Adusei & Kunst, Robert M., 2001, "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series, Institute for Advanced Studies, number 94, Jan.
• Mansor H. Ibrahim and Wan Sulaiman Wan Yusoff, 2001, "Macroeconomic Variables, Exchange Rate And Stock Price: A Malaysian Perspective," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 9, issue 2, pages 141-164, December.
• Mr. Francis E. Warnock & Ms. Hali J Edison, 2001, "A Simple Measure of the Intensity of Capital Controls," IMF Working Papers, International Monetary Fund, number 2001/180, Nov.
• Mr. Andrew K. Rose & Mr. Robert P Flood, 2001, "Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s," IMF Working Papers, International Monetary Fund, number 2001/207, Dec.
• Roman Kräussl, 2001, "Sovereign ratings and their impact on recent financial crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 7, issue 2, pages 268-269, May, DOI: 10.1007/BF02296020.
• Streissler, Erich W., 2001, "Globalizáció, tőkepiacok és az állam szerepe
  [Globalization, capital markets and the role of the state]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 1-17.
• Kopits, György, 2001, "Hogyan segítheti elő a fiskális politika a valutaválságok megelőzését?
  [How can fiscal policy help to avert currency crises?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 279-290.
• Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001, "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0201, Dec.
• Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001, "Do Exchange Rates Convert Prices of Risk Across Countries?," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie003, Nov.
• Hans Dewachter & Konstantijn Maes, 2001, "Fitting Correlations Within and Between Bond Markets," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie004, Nov.
• Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001, "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie006, Dec.
• Laurent Deville, 2001, "Estimation des coûts de transaction sur un marché gouverné par les ordres : le cas des composantes du CAC 40," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2001-02.
• Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001, "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 01.08, Jul.
• Panicos Demetriades & Bassam Fattouh, 2001, "'Unproductive' Credit and the South-Korean Crisis," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 01/2, Jan.
• Kevin Amess & Panicos Demetriades, 2001, "Financial Liberalisation and the South Korean Financial Crisis: Some Qualitative Evidence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 01/3, Mar.
• Cheung, Yin-Wong & Westermann, Frank, 2001, "Equity Price Dynamics Before and After the Introduction of the Euro," Discussion Papers in Economics, University of Munich, Department of Economics, number 17, Dec.
• Amalia Di Iorio & Robert Faff, 2001, "The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 1-33, March.
• Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001, "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 35-58, March.
• Yin-Wong Cheung & Frank Westermann, 2001, "Equity Price Dynamics Before and After the Introduction of the Euro: A Note," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 2, pages 113-128, June.
• Asjeet S. Lamba & Isaac Otchere, 2001, "An Analysis of the Dynamic Relationships Between the South African Equity Market and Major World Equity Markets," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 3, pages 201-224, September.
• Cathy S. Goldberg & Francisco A. Delgado, 2001, "Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 4, pages 259-301, December.
• Stefano G. Athanasoulis & Robert J. Shiller, 2001, "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," American Economic Review, American Economic Association, volume 91, issue 4, pages 1031-1054, September.
• Francisco J. Climent & Vicente Meneu, 2001, "Has 1997 Asian Crisis increased Information Flows between International Markets?," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-01, Jan.
• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2001, "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Center Discussion Papers, Yale University, Economic Growth Center, number 28420, DOI: 10.22004/ag.econ.28420.
• Shakila Aruman & Mardi Dungey, 2001, "A Perspective on Modelling the Real Trade Weighted Index Since the Float," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 435, Jun.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 30, Nov.
• Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001, "Correlation Analysis of Financial Contagion: What One Should Know before Running a Test," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 408, Jun.
• Rockinger, Michael & Urga, Giovanni, 2001, "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 1, pages 73-84, January.
• Gabriele Galati & Kostas Tsatsaronis, 2001, "The impact of the euro on Europe's financial markets," BIS Working Papers, Bank for International Settlements, number 100, Jul.
• Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008, "The Asian crisis: what did local stock markets expect?," BIS Working Papers, Bank for International Settlements, number 261, Sep.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011, "Currency Momentum Strategies," BIS Working Papers, Bank for International Settlements, number 366, Dec.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012, "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers, Bank for International Settlements, number 374, Mar.
• Robert N McCauley, 2012, "Risk-on/risk-off, capital flows, leverage and safe assets," BIS Working Papers, Bank for International Settlements, number 382, Jul.
• Guonan Ma & Robert N McCauley, 2013, "Is China or India more financially open?," BIS Working Papers, Bank for International Settlements, number 410, Apr.
• João A. C. Santos & Joseph G. Haubrich, 1999, "Banking and commerce: a liquidity approach," BIS Working Papers, Bank for International Settlements, number 78, Oct.
• Francois Chesnay & Eric Jondeau, 2001, "Does Correlation Between Stock Returns Really Increase During Turbulent Periods?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 30, issue 1, pages 53-80, February.
• G. M. Chen & Bong‐Soo Lee & Oliver Rui, 2001, "Foreign Ownership Restrictions And Market Segmentation In China'S Stock Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 133-155, March, DOI: 10.1111/j.1475-6803.2001.tb00822.x.
• Dilip Kumar Patro, 2001, "Market Segmentation And International Asset Prices: Evidence From The Listing Of World Equity Benchmark Shares," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 83-98, March, DOI: 10.1111/j.1475-6803.2001.tb00819.x.
• Aurélie Boubel & Sébastien Laurent & Christelle Lecourt, 2001, "L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar," Revue économique, Presses de Sciences-Po, volume 52, issue 2, pages 353-370.
• André Cartapanis, 2001, "Économie politique de l'architecture financière internationale," Revue économique, Presses de Sciences-Po, volume 52, issue 2, pages 447-465.
• Thomas Serval, 2001, "Lorsque les réseaux d'information deviendront des bourses," Revue économique, Presses de Sciences-Po, volume 52, issue 7, pages 249-265.
• K Alexander, 2001, "A Uniform Choice of Law Rule for the Taking of Collateral Interests in Securities: Using Private Law Approaches to Reduce Credit and Legal Risk in Financial Systems," Working Papers, Centre for Business Research, University of Cambridge, number wp211, Sep.
• K. Alexander, 2001, "Insider Dealing and Market Abuse: The Financial Services and Markets Act 2000," Working Papers, Centre for Business Research, University of Cambridge, number wp222, Dec.
• Brandt, Michael & Cochrane, John & Santa-Clara, Pedro, 2001, "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt1jw137zd, Jul.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp173, Apr.
• Yin-Wong Cheung & Frank Westermann, 2001, "Equity Price Dynamics Before and After the Introduction of the Euro: A Note," CESifo Working Paper Series, CESifo, number 420.
• Sylvester Eijffinger & Wolf Wagner, 2001, "The Feasible Gains from International Risk Sharing," CESifo Working Paper Series, CESifo, number 472.
• Willem F. Duisenberg, 2001, "Die Europäische Wirtschafts- und Währungsunion: Eine Erfolgsgeschichte," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 54, issue 13, pages 29-34, September.
• Woochan Kim & Shang-Jin Wei, 2001, "Offshore Investment Funds: Monsters in Emerging Markets?," CID Working Papers, Center for International Development at Harvard University, number 69, Jun.
• Woochan Kim & Shang-Jin Wei, 2001, "Offshore Investment Funds: Monsters in Emerging Markets?," CID Working Papers, Center for International Development at Harvard University, number 69A, Jun.
• Steven A. Block & Paul M. Vaaler, 2001, "The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries," CID Working Papers, Center for International Development at Harvard University, number 82, Dec.
• Luis Miotti & Dominique Plihon, 2001, "Liberalisation financiere, speculation et crises bancaires," Economie Internationale, CEPII research center, issue 85, pages 3-36.
• Burak Gürbüz & Marc Raffinot, 2001, "Dette publique et investissements prives : le cas de la Turquie," Economie Internationale, CEPII research center, issue 86, pages 125-142.
• Ingenue, 2001, "Our Future Pensions and Globalisation: an Exploration of the Issue Using the INGENUE Model," La Lettre du CEPII, CEPII research center, issue 200.
• John M. Maheu & Thomas McCurdy, 2001, "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers, CIRANO, number 2001s-42, Jun.
• Charles Cao & Eric Ghysels & Frank Hatheway, 2001, "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers, CIRANO, number 2001s-62, Nov.
• Martin Cincibuch & Pavel Bouc, 2001, "Interpretation of Czech FX Options," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 2001/36, Oct.
• Alberto Moel, 2001, "The Role of American Depositary Receipts in the Development of Emerging Markets," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2001, pages 209-274.
• GIOT, Pierre & LAURENT, Sébastien, 2001, "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001022, Apr.
• GRAMMIG, Joachim & MELVIN, Michael & SCHLAG, Christian, 2001, "Price discovery in international equity trading," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001028, Jun.
• Pagano, Marco & Röell, Ailsa & Zechner, Josef, 2001, "The Geography of Equity Listing: Why Do Companies List Abroad?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2681, Jan.
• Pagano, Marco & Röell, Ailsa & Zechner, Josef & Randl, Otto, 2001, "What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2683, Jan.
• Eijffinger, Sylvester & Wagner, Wolf, 2001, "The Feasible Gains from International Risk Sharing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2691, Feb.
• Konrad, Kai A., 2001, "Repeated Expropriation Contests and Foreign Direct Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2695, Feb.
• Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001, "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2762, Apr.
• Cumby, Robert & Pastine, Tuvana, 2001, "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2866, Jun.
• Vitale, Paolo, 2001, "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2886, Jul.
• Flood, Robert P & Rose, Andrew, 2001, "Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2943, Sep.
• Danthine, Jean-Pierre & Adjaoute, Kpate, 2001, "EMU and Portfolio Diversification Opportunities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2962, Oct.
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• Jonathan Batten & Craig Ellis, 2001, "Scaling Foreign Exchange Volatility," Working Papers, Deakin University, Department of Economics, number 2001_01, Jan.
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