Research classified by Journal of Economic Literature (JEL) codes

2004

• 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, pages 1-34.
• 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.
• Mr. Andrew K. Rose & Mr. Robert P Flood, 2004, "Financial Integration: A New Methodology and An Illustration," IMF Working Papers, International Monetary Fund, number 2004/110, Jun.
• Claudia I. Martínez García & Adrián Hernández-del-Valle & Héctor Allier Campuzano, 2004, "Un Modelo De Pronóstico De Contagio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 261-275, Septiembr.
• Daniel Vázquez Gotera, 2004, "Crisis Bancarias Y Alternativas Para Modelar El Riesgo De Crédito; En Busca Del Mejor Indicador," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 4, pages 391-424, Diciembre.
• Eduardo Sandoval & Rodrigo Saens, 2004, "The Conditional Relationship Between Portfolio Beta and Return: Evidence from Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 41, issue 122, pages 65-89.
• Michele Fratianni, 2004, "Borders and the Constraints on Globalization," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2004-05.
• Simmons, Walter & Aggarwal, Raj, 2004, "Purchasing power parity in the eastern Caribbean currency union," Journal of Developing Areas, Tennessee State University, College of Business, volume 38, issue 2, pages 155-169, January-M.
• Frenkel Michael & Stadtmann Georg, 2004, "Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Zentralbankinterventionen im D-Mark/US-Dollar-Markt," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 6, pages 653-672, December, DOI: 10.1515/jbnst-2004-0603.
• Tassos Anastasatos & Ian R. Davidson, 2004, "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_23, Dec, revised Dec 2004.
• Tassos Anastasatos & Ian R. Davidson, 2004, "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_8, Aug, revised Aug 2004.
• 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(0x7906c2b8), 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.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004, "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 14, issue 1, pages 25-36, February.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2004, "Why are foreign firms listed in the U.S. worth more?," Journal of Financial Economics, Elsevier, volume 71, issue 2, pages 205-238, February.
• Ng, David T., 2004, "The international CAPM when expected returns are time-varying," Journal of International Money and Finance, Elsevier, volume 23, issue 2, pages 189-230, March.
• Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004, "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 23, issue 2, pages 271-282, March.
• Gropp, Reint & Moerman, Gerard, 2004, "Measurement of contagion in banks' equity prices," Journal of International Money and Finance, Elsevier, volume 23, issue 3, pages 405-459, April.
• Block, Steven A. & Vaaler, Paul M., 2004, "The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries," Journal of International Money and Finance, Elsevier, volume 23, issue 6, pages 917-946, October.
• Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2004, "Purchasing power parity and the euro area," Journal of International Money and Finance, Elsevier, volume 23, issue 7-8, pages 1081-1107.
• Flavin, Thomas J., 2004, "The effect of the Euro on country versus industry portfolio diversification," Journal of International Money and Finance, Elsevier, volume 23, issue 7-8, pages 1137-1158.
• Bauer, Rob & Derwall, Jeroen & Molenaar, Roderick, 2004, "The real-time predictability of the size and value premium in Japan," Pacific-Basin Finance Journal, Elsevier, volume 12, issue 5, pages 503-523, November.
• Cauchie, Severine & Hoesli, Martin & Isakov, Dusan, 2004, "The determinants of stock returns in a small open economy," International Review of Economics & Finance, Elsevier, volume 13, issue 2, pages 167-185.
• Shaun A. Bond & Mardi Dungey & Renee Fry, 2004, "A Web of Shocks: Crises Across Asian Real Estate Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2004-02, Jun.
• Gevorgyan Ruben & Melikyan Narine, 2004, "Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 04-03e, Feb.
• Edwards, Sebastian, 2004, "The economics of Latin American art: creativity patterns and rates of return," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123098, Apr.
• Schmidt, Robert & Leitner, Johannes, 2004, "A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices: Are there substantial differences?," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 49.
• Jamin, Gösta & Entorf, Horst, 2004, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-03.
• Lüders, Erik & Schröder, Michael, 2004, "Modeling Asset Returns: A Comparison of Theoretical and Empirical Models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-19.
• Lüders, Erik & Lüders-Amann, Inge & Schröder, Michael, 2004, "The Power Law and Dividend Yields," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-51.
• Schröder, Michael & Lüders, Erik, 2004, "Modeling Asset Returns: A Comparison of Theoretical and Empirical Models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-19 [rev.].

2003

• Schmidt, Robert, 2003, "Zur Qualität professioneller Wechselkursprognosen," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 36.
• Bofinger, Peter & Schmidt, Robert, 2003, "Should one rely on professional exchange rate forecasts: An empirical analysis of professional forecasts for the €/US-$ rate," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 38.
• Leitner, Johannes & Schmidt, Robert & Bofinger, Peter, 2003, "Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 39.
• Lutz, Stefan H., 2003, "Europäische Steuerkoordination und die Schweiz," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 03-2003.
• Schüler, Martin & Schröder, Michael, 2003, "Systemic Risk in European Banking: Evidence from Bivariate GARCH Models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-11.
• L. Baele, 2003, "Volatility Spillover Effects in European Equity Markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 03/189, Aug.
• Ana Paula Serra, 2003, "The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets' Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 2, issue 2, pages 123-162, May, DOI: 10.1177/097265270300200201.
• Valpy FitzGerald & Derya Krolzig, 2003, "Modeling the Demand for Emerging Market Assets," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe10.
• Marie-Paule Laurent, 2003, "Indices as diversification instruments in Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-004.RS.
• Marie-Paule Laurent, 2003, "The effect of earnings release for Belgian listed companies," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-005.RS.
• Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003, "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-006.RS, Mar.
• Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit, 2003, "Asset return correlation: The case of automotive lease portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-007.RS.
• Hans Dewachter & Konstantijn Maes & Kristien Smedts, 2003, "Monetary unification and the price of risk: An unconditional analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 139, issue 2, pages 276-305, June, DOI: 10.1007/BF02659746.
• Sang-Rim Choi & Daekeun Park & Adrian Tschoegl, 2003, "Banks and the world’s major banking centers, 2000," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 139, issue 3, pages 550-568, September, DOI: 10.1007/BF02659674.
• Philippe Bacchetta & Eric van Wincoop, 2003, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 03.02, Feb.
• Halit Gonenc & Goknur Z. Buyukkara & Onur Koyuncu, 2003, "Balance Sheet Exchange Rate Exposure, Investment and Firm Value : Evidence from Turkish Firms," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 2, pages 1-25.
• Albert J. Menkveld & Siem Jan Koopman & André Lucas, 2003, "Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-037/2, May, revised 13 Oct 2003.
• Baele, L., 2003, "Volatility Spillover Effects in European Equity Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-114.
• van Landschoot, A., 2003, "The Term Structure of Credit Spreads on Euro Corporate Bonds," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-046.
• Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003, "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, volume 85, issue 3, pages 735-747, August.
• Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea, 2003, "La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0306.
• Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003, "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/715.
• Magdalena Bertino & Reto Bertoni, 2003, "Uruguay : deuda pública y capital local. Una compleja relación (1905-1939)," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 03-08, Oct.
• Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003, "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/03, May.
• Beine, M. & Laurent, S. & Palm, F.C., 2003, "Central bank FOREX interventions assessed using realized moments," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 043, Jan, DOI: 10.26481/umamet.2003043.
• Maroney, Neal C. & Naka, Atsuyuki, 2003, "Diversification benefit of Japanese real estate over the last four decades," Working Papers, University of New Orleans, Department of Economics and Finance, number 2003-01.
• Olivier Ledoit & Michael Wolf, 2003, "Honey, I shrunk the sample covariance matrix," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 691, Jun.
• Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003, "Keeping up with the Joneses: An international asset pricing model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 694, Jun.
• Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, 2003, "Why do emerging economies borrow short term?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 838, Aug, revised Dec 2011.
• Fernando Broner & R. Gaston Gelos & Carmen M. Reinhart, 2003, "When in peril, retrench: Testing the portfolio channel of contagion," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 864, Oct, revised May 2005.
• Korkut Erturk, 2003, "On the Changing Nature of Currency Crises," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2003_02.
• Claessens,Stijn & Klingebiel,Daniela M. H. & Schmukler,Sergio L., 2003, "Government bonds in domestic and foreign currency: the role of macroeconomic and institutional factors," Policy Research Working Paper Series, The World Bank, number 2986, Mar.
• Levine, Ross & Schmukler, Sergio L., 2003, "Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity," Policy Research Working Paper Series, The World Bank, number 3046, May.
• Steven Block & Burkhard N. Schrage & Paul M. Vaaler, 2003, "Democratization???s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 546, Feb.
• Steven A. Block & Burkhard N. Schrage & Paul M. Vaaler, 2003, "DEMOCRACY???S SPREAD: Elections and Sovereign Debt in Developing Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-575, May.
• Karen Ruckman, 2003, "Expense ratios of North American mutual funds," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 1, pages 192-223, March, DOI: 10.1111/1540-5982.00010.
• Rebecca M. Neumann, 2003, "International capital flows under asymmetric information and costly monitoring: implications of debt and equity financing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 3, pages 674-700, August, DOI: 10.1111/1540-5982.t01-2-00008.
• Gabriele Galati & Kostas Tsatsaronis, 2003, "The impact of the euro on Europe's financial markets," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 12, issue 3, pages 165-222, August, DOI: 10.1111/1468-0416.00064.
• Ying‐Foon Chow & Haynes H. M. Yung & Hua Zhang, 2003, "Expiration day effects: The case of Hong Kong," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 1, pages 67-86, January.
• Pierre Giot, 2003, "The information content of implied volatility in agricultural commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 5, pages 441-454, May.
• Ryan Lemand, 2003, "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics, University Library of Munich, Germany, number 0307002, Jul, revised 07 Dec 2020.
• Ryan Lemand, 2003, "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics, University Library of Munich, Germany, number 0307003, Jul, revised 07 Dec 2020.
• Ryan Lemand, 2003, "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics, University Library of Munich, Germany, number 0307004, Jul, revised 07 Dec 2020.
• Hai-Chin YU & Ming-Chang Huang, 2003, "Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong," Econometrics, University Library of Munich, Germany, number 0308002, Aug, revised 18 Aug 2003.
• Erdinc Altay, 2003, "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance, University Library of Munich, Germany, number 0307006, Jul.
• Erdinc Altay, 2003, "Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets," Finance, University Library of Munich, Germany, number 0308005, Aug.
• Gil Mehrez & Daniel Kaufmann, 2003, "Transparency, Liberalization and Financial Crises," Finance, University Library of Munich, Germany, number 0308008, Aug.
• Tara Vishwanath & Daniel Kaufmann, 2003, "Towards Transparency in Finance and Governance," Finance, University Library of Munich, Germany, number 0308009, Aug.
• Robert-Paul Berben & W. Jos Jansen, 2003, "Comovement in international equity markets: A sectoral view," Finance, University Library of Munich, Germany, number 0310001, Oct.
• Lamon Rutten, 2003, "A primer on new techniques used by the sophisticated financial fraudster, with special reference to commodity market instruments," International Finance, University Library of Munich, Germany, number 0303001, Mar.
• Shiu-Sheng Chen, 2003, "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance, University Library of Munich, Germany, number 0303002, Mar, revised 05 Apr 2003.
• Vladislav Kargin, 2003, "Value Investing in Emerging Markets: Risks and Benefits," International Finance, University Library of Munich, Germany, number 0309005, Sep.