Research classified by Journal of Economic Literature (JEL) codes

2001

• Michael D. Bordo & Ronald MacDonald, 2001, "The Inter-War Gold Exchange Standard: Credibility and Monetary Independence," NBER Working Papers, National Bureau of Economic Research, Inc, number 8429, Aug.
• Kenneth A. Froot & Tarun Ramadorai, 2001, "The Information Content of International Portfolio Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 8472, Sep.
• Craig Doidge & G. Andrew Karolyi & Rene M. Stulz, 2001, "Why are Foreign Firms Listed in the U.S. Worth More?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8538, Oct.
• Axel Boersch-Supan & Alexander Ludwig & Joachim Winter, 2001, "Aging and International Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 8553, Oct.
• Egil Matsen, 2001, "Habit Persistence and Welfare Gains from International Asset Trade," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 0102, Jul.
• Adusei Jumah, 2001, "The effects of dollar-sterling exchange rate volatility on futures markets for coffee and cocoa," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 28, issue 3, pages 307-328, October.
• Tim Jenkinson & William Wilhelm & Alexander Ljungqvist, 2001, "Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors," Economics Series Working Papers, University of Oxford, Department of Economics, number 2001-FE-06, Apr.
• By Jorge A. Chan-Lau & Zhaohui Chen, 2001, "Crash-Free Sequencing Strategies for Financial Development and Liberalization," IMF Staff Papers, Palgrave Macmillan, volume 48, issue 1, pages 1-7.
• Vivek Arora & Martin Cerisola, 2001, "How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?," IMF Staff Papers, Palgrave Macmillan, volume 48, issue 3, pages 1-3.
• Reinhart, Carmen, 2001, "Private inflows when crises are anticipated: a case study of Korea (A comment)," MPRA Paper, University Library of Munich, Germany, number 13353.
• Nabi, Mahmoud Sami, 2001, "Banking Performance and Speculative Attacks Under Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 24515, Mar.
• Beckmann, Rainer & Born, Jürgen & Kösters, Wim, 2001, "The US dollar, the euro, and the yen: An evaluation of their present and future status as international currencies," MPRA Paper, University Library of Munich, Germany, number 5274.
• Toprak, Metin, 2001, "Yükselen Piyasalarda Finansal Kriz
  [Financial Crises in Emerging Markets]," MPRA Paper, University Library of Munich, Germany, number 9092, revised 2001.
• Michel Aglietta, 2001, "Systèmes financiers et régimes de croissance," Revue d'Économie Financière, Programme National Persée, volume 61, issue 1, pages 83-115, DOI: 10.3406/ecofi.2001.3882.
• Dominique Plihon, 2001, "Discussion sur l'article « Système financiers et régimes de croissance »," Revue d'Économie Financière, Programme National Persée, volume 61, issue 1, pages 117-119, DOI: 10.3406/ecofi.2001.3883.
• Jean-Pierre Berdot & Daniel Goyeau & Jacques Léonard, 2001, "Diversification et valorisation des actifs financiers : logique sectorielle contre logique de Place," Revue d'Économie Financière, Programme National Persée, volume 61, issue 1, pages 173-191, DOI: 10.3406/ecofi.2001.3891.
• Ernst-Ludwig Von Thadden, 2001, "L'impact de l'UME sur les marchés financiers européens," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 93-108, DOI: 10.3406/ecofi.2001.3112.
• Ernst-Ludwig von Thadden, 2001, "The Impact of EMU on European Financial Markets," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 83-95, DOI: 10.3406/ecofi.2001.4463.
• Sébastien Laurent & Aurélie Boubel & Christelle Lecourt, 2001, "L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar," Revue Économique, Programme National Persée, volume 52, issue 2, pages 353-370, DOI: 10.3406/reco.2001.410321.
• André Cartapanis, 2001, "Economie politique de l'architecture financière internationale," Revue Économique, Programme National Persée, volume 52, issue 2, pages 447-465, DOI: 10.3406/reco.2001.410328.
• Giulio Cifarelli & Giovanna Paladino, 2001, "Volatility spillovers and the role of leading financial centres," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 216, pages 37-71.
• Giulio Cifarelli & Giovanna Paladino, 2001, "Volatility spillovers and the role of leading financial centres," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 216, pages 37-71.
• Luci Ellis & Eleanor Lewis, 2001, "The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2001-03, Jul.
• Luci Ellis, 2001, "Measuring the Real Exchange Rate: Pitfalls and Practicalities," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2001-04, Aug.
• Carol Alexander & Ian Giblin & Wayne Weddington III, 2001, "Cointegration and Asset Allocation: A New Fund Strategy," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-03.
• Ali Bora Yigitbasioglu, 2001, "Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-14, Nov.
• Eric Peree & Alfred Steinherr, 2001, "The Euro And Capital Markets: A New Era," Economic and Financial Reports, European Investment Bank, Economics Department, number 2001/3, Oct.
• Richard Heaney & Vince Hooper, 2001, "Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 16, pages 299-312.
• George Monahan & Frank Fernandez, 2001, "The economic impact of September 11th on the securities industry," Journal of Financial Transformation, Capco Institute, volume 3, pages 15-24.
• Larry G. Epstein & JianJun Miao, 2001, "A Two-Person Dynamic Equilibrium under Ambiguity," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 478, Jan.
• Stefania Ciraolo, 2001, "Stima della probabilità di insolvenza nei mercati emergenti," Rivista di Politica Economica, SIPI Spa, volume 91, issue 9, pages 121-144, November-.
• Alexander Ljungqvist & Tim Jenkinson & William Wilhelm, 2001, "Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors," OFRC Working Papers Series, Oxford Financial Research Centre, number 2001fe06.
• Pierre Giot and S»bastien Laurent, 2001, "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001, Society for Computational Economics, number 94, Apr.
• Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2001, "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 01-2, Jul.
• Batten, Jonathan & Ellis, Craig, 2001, "Scaling relationships of Gaussian processes," Economics Letters, Elsevier, volume 72, issue 3, pages 291-296, September.
• Konrad, Kai A. & Erik Lommerud, Kjell, 2001, "Foreign direct investment, intra-firm trade and ownership structure," European Economic Review, Elsevier, volume 45, issue 3, pages 475-494, March.
• Pagano, Marco & Randl, Otto & Roell, Ailsa A. & Zechner, Josef, 2001, "What makes stock exchanges succeed? Evidence from cross-listing decisions," European Economic Review, Elsevier, volume 45, issue 4-6, pages 770-782, May.
• Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2001, "Hedging and financial fragility in fixed exchange rate regimes," European Economic Review, Elsevier, volume 45, issue 7, pages 1151-1193.

2000

• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0504, Aug.
• Brooks, Chris & Henry, Olan T., 2000, "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, volume 17, issue 4, pages 497-513, December.
• Hayri, Aydin, 2000, "Debt relief," Journal of International Economics, Elsevier, volume 52, issue 1, pages 137-152, October.
• Jeyanthi Karuppiah & Cornelis A. Los, 2000, "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2000-06.
• Lawrence H. Summers, 2000, "International Financial Crises: Causes, Prevention, and Cures," American Economic Review, American Economic Association, volume 90, issue 2, pages 1-16, May.
• Myron S. Scholes, 2000, "Crisis and Risk Management," American Economic Review, American Economic Association, volume 90, issue 2, pages 17-21, May.
• Dong Lee & Bong-Chan Kho & Rene M. Stulz, 2000, "U.S. Banks, Crises, and Bailouts: From Mexico to LTCM," American Economic Review, American Economic Association, volume 90, issue 2, pages 28-31, May.
• Jeannine Bailliu, 2000, "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers, Bank of Canada, number 00-16, DOI: 10.34989/swp-2000-16.
• Uri Ron, 2000, "A Practical Guide to Swap Curve Construction," Staff Working Papers, Bank of Canada, number 00-17, DOI: 10.34989/swp-2000-17.
• René Garcia & Maral Kichian, 2000, "Modelling Risk Premiums in Equity and Foreign Exchange Markets," Staff Working Papers, Bank of Canada, number 00-9, DOI: 10.34989/swp-2000-9.
• Fabio Fornari & Marcello Pericoli, 2000, "Stock Values and Fundamentals; Link or Irrationality?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 378, Oct.
• François Chesnay & Eric Jondeau, 2000, "Does Correlation between Stock Returns Really Increase during Turbulent Period?," Working papers, Banque de France, number 73.
• Tuvana Pastine & Robert E. Cumby, 2000, "Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing," Working Papers, Department of Economics, Bilkent University, number 0010.
• Katharina Pistor & Martin Raiser & Stanislaw Gelfer, 2000, "Law and Finance in Transition Economies," The Economics of Transition, The European Bank for Reconstruction and Development, volume 8, issue 2, pages 325-368, July, DOI: 10.1111/1468-0351.00047.
• Carsten Detken & Philipp Hartmann, 2000, "The Euro and International Capital Markets," International Finance, Wiley Blackwell, volume 3, issue 1, pages 53-94, April, DOI: 10.1111/1468-2362.00042.
• Ali, A & Hwang, LS, 2000, "Country-specific factors related to financial reporting and the value relevance of accounting data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 1-21, DOI: http://hdl.handle.net/10.2307/26729.
• Wong, MHF, 2000, "The Association between SFAS No. 119 derivatives disclosures and the foreign exchange risk exposure of manufacturing firms," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 387-417, DOI: http://hdl.handle.net/10.2307/26729.
• Joos, P, 2000, "Discussion of the economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 125-136, DOI: http://hdl.handle.net/10.2307/26729.
• Leuz, C & Verrecchia, RE, 2000, "The economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 91-124, DOI: http://hdl.handle.net/10.2307/26729.
• Fabio Ghironi, 2000, "Macroeconomic Interdependence under Incomplete Markets," Boston College Working Papers in Economics, Boston College Department of Economics, number 471, Aug, revised 07 Feb 2003.
• Kern Alexander, 2000, "The Role of the Basle Standards in International Banking Supervision," Working Papers, Centre for Business Research, University of Cambridge, number wp153, Mar.
• Kern Alexander, 2000, "The Role of Soft Law in the Legalization of International Banking Supervision: A Conceptual Approach," Working Papers, Centre for Business Research, University of Cambridge, number wp168, Jun.
• Kern Alexander, 2000, "The Legalization Of The International Anti-Money Laundering Regime: The Role Of The Financial Action Task Force," Working Papers, Centre for Business Research, University of Cambridge, number wp177, Sep.
• Dongwei Su, 2000, "Asset Pricing in A Segmented Emerging Market," Journal of Applied Economics, Universidad del CEMA, volume 3, pages 387-412, November.
• Jan Hanousek & Richard Podpiera, 2000, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp168, Dec.
• Caio K. Koch-Weser & Karlhans Sauernheimer & Gerhard Illing, 2000, "Neuorientierung des IWF," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 53, issue 24, pages 03-12, September.
• Katharina Pistor & Martin Raiser & Stanislaw Gelfer, 2000, "Law and Finance in Transition Economies," CID Working Papers, Center for International Development at Harvard University, number 49A, Jun.
• Luiz A. Pereira da Silva, 2000, "Apres la bulle et la crise : les banques japonaises et l'Asie de l'Est," Economie Internationale, CEPII research center, issue 84, pages 57-92.
• Cyrille Lacu, 2000, "Life Insurance: The Other Dimension to Japan's Financial Crisis," La Lettre du CEPII, CEPII research center, issue 196.
• Eric Ghysels & Junghoon Seon, 2000, "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers, CIRANO, number 2000s-11, Mar.
• José M. Campa & P.H. Kevin Chang & James F. Refalo, 2000, "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999," Working Papers, CEMFI, number wp2000_0006.
• Boyer, Robert, 2000, "Deux défis pour le XXe siècle," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0008.
• Rockinger, Michael & Urga, Giovanni, 2000, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2346, Jan.
• Giavazzi, Francesco & Danthine, Jean-Pierre & von Thadden, Ernst-Ludwig, 2000, "European Financial Markets After EMU: A First Assessment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2413, Apr.
• Hartmann, Philipp & Detken, Carsten, 2000, "The Euro and International Capital Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2461, May.
• Moore, Michael & Hau, Harald & Killeen, William, 2000, "The Euro as an International Currency: Explaining Puzzling First Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2510, Jul.
• Favero, Carlo A. & Bonfiglioli, Alessandra, 2000, "Measuring Co-Movements Between US and European Stock Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2517, Jul.
• Solnik, Bruno H & Longin, François, 2000, "Extreme Correlation of International Equity Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2538, Aug.
• Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2000, "On the Fundamentals of Self-Fulfilling Speculative Attacks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2565, Sep.
• Chang, Kevin & Campa, José Manuel & Refalo, James F, 2000, "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil?s Real Plan, 1994-1999," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2611, Nov.
• Roman Kraeussl, 2000, "Sovereign Ratings and Their Impact on Recent Financial Crises," Working Papers, University of Crete, Department of Economics, number 0002, Feb.
• Ledoit, Olivier & Wolf, Michael, 2000, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10089, Nov.
• Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips, 2000, "Structural Change in Tail Behavior and the Asian Financial Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1283, Nov.
• Jacques Loup, 2000, "The UNDP Round Tables and the private sector : an issue paper," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2000/01.
• SOLNIK, Bruno & COLLIN-DUFRESNE, Pierre, 2000, "On the term structure of default premia in the Swap and Libor markets," HEC Research Papers Series, HEC Paris, number 704, May.
• LONGIN, François & SOLNIK, Bruno, 2000, "Extreme correlation of international equity markets," HEC Research Papers Series, HEC Paris, number 705, Apr.
• Campa, Jose M. & Chang, Kevin & Refalo, James F., 2000, "Options-based analysis of emerging market exchange rate expectations: Brazil's real plan, 1994-1999, An," IESE Research Papers, IESE Business School, number D/425, Oct.
• Campa, Jose M., 2000, "Exchange rates and trade: How important is hysteresis in trade?," IESE Research Papers, IESE Business School, number D/427, Oct.
• Santillán, Javier & Bayle, Marc & Thygesen, Christian, 2000, "The impact of the euro on money and bond markets," Occasional Paper Series, European Central Bank, number 1, Jul.
• Fatum, Rasmus, 2000, "On the effectiveness of sterilized foreign exchange intervention," Working Paper Series, European Central Bank, number 10, Feb.
• Detken, Carsten & Hartmann, Philipp, 2000, "The euro and international capital markets," Working Paper Series, European Central Bank, number 19, Apr.
• Maria Luiza Falc, o Silva & Joaquim Pinto de Andrade & Thomas S. Torrance, 2000, "Reflections on the perspectives of the global economy from the point of view of emerging economies," Journal of Evolutionary Economics, Springer, volume 10, issue 1, pages 109-129.
• Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000, "Forecasting the Euro exchange rate using vector error correction models," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 2, pages 232-258, June, DOI: 10.1007/BF02707687.
• Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2010, "The Home Bias in Equities and Distribution Costs," Working Papers, Swiss National Bank, Study Center Gerzensee, number 10.03, Oct.
• John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000, "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 2, pages 177-184, DOI: 10.1080/096031000331815.
• Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 2000, "Common Factors in International Bond Returns," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-91.
• Terry A. Marsh and Niklas Wagner., 2000, "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-293, May.
• Bernardo Bortolotti & Marcella Fantini & Carlo Scarpa, 2000, "Why Do Governments Sell Privatised Companies Abroad?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 293, Mar.
• J??r??me Hericourt & Mathilde Maurel, 2000, "The Feldstein-Horioka Puzzle Revisited: An ???European-Regional??? Perspective," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp763, Mar.
• Katharina Pistor & Martin Raiser & Stanislaw Gelfer, 2000, "Law and Finance in Transition Economies," CID Working Papers, Center for International Development at Harvard University, number 49, Jun.
• Maurer, Raimond & Sebastian, Steffen, 2000, "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 00-07, Apr.
• Arturo Bris & Yrjo Koskinen, 2000, "Corporate Leverage And Currency Crises," Yale School of Management Working Papers, Yale School of Management, number ysm139, Mar, revised 01 Oct 2008.
• Detken, Carsten & Hartmann, Philipp, 2000, "The euro and international capital markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/09.
• Reszat, Beate, 2000, "Evolution, spatial selforganisation and path dependence: Tokyo's role as an international financial center," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 93.
• Buch, Claudia M. & Golder, Stefan M., 2000, "Domestic and Foreign Banks in Germany: Do They Differ?," Kiel Working Papers, Kiel Institute for the World Economy, number 986.
• Schröder, Michael, 2000, "Investment opportunities in Central and Eastern European equity markets: an econometric examination of the risk-return relationships for western investors," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-42.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-20/A, Nov.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-25/A, Aug.
• Carsten Detken & Philipp Hartmann, 2000, "The Euro and International Capital Markets," EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS), number 27, Jun.
• Aurélie Boubel & Sébastien Laurent & Christelle Lecourt, 2000, "L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 00-09.
• Jean-Pierre DANTHINE & Francesco Giavazzi & Ernst-Ludwig von Thadden, 2000, "European Financial Markets After EMU: A First Assessment," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp13, Mar.
• Lorenzo CAPPIELLO & Tom A. Fearnley, 2000, "International CAPM with Regime Switching GARCH Parameters," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp17, Jul.
• Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE, 2000, "EMU and Portfolio Diversification Opportunities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp31, Apr.
• Jan Hájek, 2000, "The Impact of the Introduction of the Euro on the Structure and the Trade Volume of the European Derivatives Exchanges," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 7-8, pages 406-420, July.
• Mika Vaihekoski, 2000, "Unconditional international asset pricing models: empirical tests," Finnish Economic Papers, Finnish Economic Association, volume 13, issue 2, pages 71-88, Autumn.
• David E. Palmer, 2000, "U.S. bank exposure to emerging-market countries during recent financial crises," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 86, issue Feb, pages 81-96, February, DOI: 10.17016/bulletin.2000.86-2.
• Ian Tonks & Andy Snell, 2000, "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers, Financial Markets Group, number dp340, Feb.
• Fornari, F. & Pericoli, M., 2000, "Stock Values and Fundamentals: Link or Irrationality?," Papers, Banca Italia - Servizio di Studi, number 378.
• Campa, J.M. & Chang, P.H.K. & Refalo, J.F., 2000, "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999," Papers, Centro de Estudios Monetarios Y Financieros-, number 0006.
• Glick, R. & Hutchison, M., 2000, "Capital Controls and Exchange Rate Instability in Developing Countries," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number pb00-05.
• Trevino, L. & Thomas, S., 2000, "The Statistical Determinants of Local Currency Sovereign Ratings," Papers, University of Southampton - Department of Accounting and Management Science, number 00-158.
• Pierluigi Bologna, 2000, "Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 59, issue 1, pages 51-88, April.
• Martin Evans, 2000, "FX trading and Exchange Rate Dynamics," Working Papers, Georgetown University, Department of Economics, number gueconwpa~00-00-04, Nov.
• Nathalie Rey, 2000, "Instabilité financière : comparaison de trois périodes de crises, 1870-1914, 1927-1935, 1961-1998," Post-Print, HAL, number halshs-03386390, Mar.
• Dominique Pepin, 2000, "Globalisation des marchés de capitaux et valorisation des actifs financiers," Working Papers, HAL, number hal-00966464.
• Nikolaus A. Siegfried & Vera Zitzmann, 2000, "Paper tigers? A model of the Asian crisis: Comment," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20011, Dec.
• Bris, Arturo & Koskinen, Yrjö, 2000, "Corporate Leverage and Currency Crises," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 367, Mar, revised 02 Jul 2001.
• Engström, Stefan, 2000, "Costly Information, Diversification, and International Mutual Fund Performance," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 385, May, revised 30 Jan 2003.
• Oxelheim, Lars, 2000, "Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers," Working Paper Series, Research Institute of Industrial Economics, number 526, Feb.
• Byström, Hans, 2000, "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers, Lund University, Department of Economics, number 2000:14, Sep.
• Rime,D., 2000, "Private or public information in foreign exchange markets? : an empirical analysis," Memorandum, Oslo University, Department of Economics, number 14/2000.
• Bjonnes,H. & Rime,D., 2000, "FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets," Memorandum, Oslo University, Department of Economics, number 29/2000.
• Bjonnes,H. & Rime,D., 2000, "Customer trading and information in foreign exchange markets," Memorandum, Oslo University, Department of Economics, number 30/2000.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000, "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 3, pages 177-195, July.
• Mr. Taimur Baig & Mr. Ilan Goldfajn, 2000, "The Russian Default and the Contagion to Brazil," IMF Working Papers, International Monetary Fund, number 2000/160, Oct.
• Mr. Gaston Gelos & Mr. Eduardo Borensztein, 2000, "A Panic-Prone Pack? the Behavior of Emerging Market Mutual Funds," IMF Working Papers, International Monetary Fund, number 2000/198, Dec.
• Patricia Jurfest & Salvador Zurita, 2000, "Opciones de Suscripción de Acciones Stock Rights," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 37, issue 111, pages 339-371.
• José Manuel Pastor Monsálvez & Lorenzo Serrano Martínez, 2000, "Efficiency, Endogenous And Exogenous Credit Risk In The Banking Systems Of The Euro Area," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-17, Oct.
• Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000, "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 671-696.
• Csaba, László, 2000, "A kis országok világgazdasági alkalmazkodása
  [The adaptation of small countries to the world economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 662-679.
• Jean-Pierre DANTHINE & Francesco GIAVAZZI & Ernst-Ludwig VON THADDEN, 2000, "European Financial Markets After EMU: A First Assessment," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 00.03, Feb, revised May 2000.
• Thomas J. Flavin & Michael R. Wickens, 2000, "Global Asset Allocation with Time-varying Risk," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1020800, Aug.
• Richard Chung & Lawrence Kryzanowski & Ian Rakita, 2000, "The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 1-2, pages 5-34, March-Jun.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 159-179, September.
• W.C Lo & W.S. Chan, 2000, "Diagnosing Shocks in Stock Market Returns of Greater China," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 269-288, September.
• Brooks, C. & Henry, O.T., 2000, "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Department of Economics - Working Papers Series, The University of Melbourne, number 733.
• Maurer, Raimond & Sebastian, Steffen, 2000, "Inflation risk analysis of European real estate securities," Papers, Sonderforschungsbreich 504, number 00-07.
• Börsch-Supan, Axel & Heiss, Florian & Winter, Joachim, 2000, "Pension reform, capital markets, and the rate of return," Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre, number 589.
• Lucian Arye Bebchuk & Andrew T. Guzman, 2000, "An Economic Analysis of Transnational Bankruptcies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6521, Mar.
• Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000, "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7524, Feb.
• Philippe Jorion & William N. Goetzmann, 2000, "A Century of Global Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7565, Feb.
• Steven J. Davis & Jeremy Nalewaik & Paul Willen, 2000, "On the Gains to International Trade in Risky Financial Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7796, Jul.
• Michael D. Bordo & Antu P. Murshid, 2000, "Are Financial Crises Becoming Increasingly More Contagious? What is the Historical Evidence on Contagion?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7900, Sep.
• Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2000, "A New Approach to Measuring Financial Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 7913, Sep.
• Takatoshi Ito & Kimie Harada, 2000, "Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 7997, Nov.
• Raghuram G. Rajan & Luigi Zingales, 2000, "The Great Reversals: The Politics of Financial Development in the 20th Century," OECD Economics Department Working Papers, OECD Publishing, number 265, Oct, DOI: 10.1787/371486741616.
• Garry J. Schinasi & R. Todd Smith, 2000, "Portfolio Diversification, Leverage, and Financial Contagion," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 2, pages 1-1.
• Franco Parisi & Daniel Perez, 2000, "Cambios En El Rating De Bonos Y Su Efecto En Los Precios Accionarios: El Caso Chileno," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 3, issue 2, pages 249-273.
• Nathalie Rey, 2000, "Instabilité financière : comparaison de trois périodes de crise, 1870-1914, 1927-1935, 1961-1998," Revue d'Économie Financière, Programme National Persée, volume 56, issue 1, pages 7-36, DOI: 10.3406/ecofi.2000.3811.
• H. W. Arndt, 2000, "Capital mobility. An overview," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 53, issue 214, pages 233-243.
• H. W. Arndt, 2000, "Capital mobility. An overview," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 53, issue 214, pages 233-243.
• Joelle Miffre, 2000, "The Abnormal Performance of Bond Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-03.
• Taimur Baig & Ilan Goldfajn, 2000, "The Russian default and the contagion to Brazil," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 420, Mar.
• Márcio Gomes Pinto Garcia & Tatiana Didier, 2000, "Very high interest rates and the cousin risks: Brazil during the Real Plan," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 441, Dec.
• Yousif Khalifa Al-Yousif, 2000, "Financial Markets: An Islamic Perspective," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 3, pages 277-298.
• Imad A. Moosa & Marta Korczak, 2000, "The Role of Fundamentalists and Technicians in Exchange Rate Determination," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 1, pages 97-106.
• Marco Pagano & Otto Randl & Ailsa A. Röell & Josef Zechner, 2000, "What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 50, Dec.
• Dušan Isakov & Christophe Pérignon, 2000, "On the dynamic interdependence of international stock markets: A Swiss perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 136, issue II, pages 123-146, June.
• Epstein, Larry G., 2000, "Are Probabilities Used in Markets ?," Journal of Economic Theory, Elsevier, volume 91, issue 1, pages 86-90, March.
• Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 2000, "When an event is not an event: the curious case of an emerging market," Journal of Financial Economics, Elsevier, volume 55, issue 1, pages 69-101, January.
• Lane, Philip R., 2000, "International investment positions: a cross-sectional analysis," Journal of International Money and Finance, Elsevier, volume 19, issue 4, pages 513-534, August.
• Jondeau, Eric & Rockinger, Michael, 2000, "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, volume 19, issue 6, pages 885-915, December.
• Hamao, Yasushi & Packer, Frank & Ritter, Jay R., 2000, "Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan," Pacific-Basin Finance Journal, Elsevier, volume 8, issue 5, pages 529-558, October.
• Snell, Andy & Tonks, Ian, 2000, "The profitability of block trades in auction and dealer markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119109, Feb.

1999

• Huddart, Steven & Hughes, John S. & Brunnermeier, Markus, 1999, "Disclosure requirements and stock exchange listing choice in an international context," Journal of Accounting and Economics, Elsevier, volume 26, issue 1-3, pages 237-269, January.
• Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999, "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, volume 11, issue 3, pages 305-373, October.
• Degryse, Hans, 1999, "The total cost of trading Belgian shares: Brussels versus London," Journal of Banking & Finance, Elsevier, volume 23, issue 9, pages 1331-1355, September.
• Aggarwal, Reena & Angel, James J., 1999, "The rise and fall of the Amex Emerging Company Marketplace," Journal of Financial Economics, Elsevier, volume 52, issue 2, pages 257-289, May.
• Choe, Hyuk & Kho, Bong-Chan & Stulz, Rene M., 1999, "Do foreign investors destabilize stock markets? The Korean experience in 1997," Journal of Financial Economics, Elsevier, volume 54, issue 2, pages 227-264, October.
• Bodart, Vincent & Reding, Paul, 1999, "Exchange rate regime, volatility and international correlations on bond and stock markets," Journal of International Money and Finance, Elsevier, volume 18, issue 1, pages 133-151, January.
• Los, Cornelis A., 1999, "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 9, issue 3-4, pages 265-289, November.
• Ivanter Alexander & Peresetsky Anatoly, 1999, "The Development of the State Bond Market," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-06e, Jun.
• Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999, "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 3, pages 454-479, September, DOI: 10.1007/BF02707335.