Research classified by Journal of Economic Literature (JEL) codes

2003

• James R. Lothian, 2003, "The Internationalization of Money and Finance and the Globalization of Financial Markets," International Finance, University Library of Munich, Germany, number 0311003, Nov.
• Roman Kraeussl, 2003, "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," International Finance, University Library of Munich, Germany, number 0311013, Nov.
• Peter R. Crabb, 2003, "EXCHANGE RATES AND INVESTMENT BY MULTINATIONAL CORPORATIONS: A Firm-Level Test of the Imperfect Capital Markets Result," International Trade, University Library of Munich, Germany, number 0307001, Jul.
• Dongweí Su, 2003, "Development of Chinese Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "Structural and Institutional Characteristics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "Risk, Return and Regulation in Chinese Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "Ownership Restrictions and Foreign Shares Discount," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "Excess Volatility in Domestic Share Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "The Underpricing of Initial Public Offerings," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "Corporate Governance and Post-IPO Financing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "Accounting Information and Stock Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Chinese Stock Markets A Research Handbook".
• Dongweí Su, 2003, "Internationalization of Chinese Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Chinese Stock Markets A Research Handbook".
• Lingfeng Li, 2003, "Macroeconomic Factors and the Correlation of Stock and Bond Returns," Yale School of Management Working Papers, Yale School of Management, number ysm324, Nov.
• Aktham Maghyereh, 2003, "The Random Walk Hypothesis and the Evidence from the Amman (Jordan) Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 6, issue 1-2, pages 29-42, May - Nov.
• Schwarze, Nicolas Henrik, 2003, "Ein Modell für Finanzkrisen bei Moral Hazard und Überinvestition," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 44.
• Hasan, Iftekhar & Schmiedel, Heiko, 2003, "Do networks in the stock exchange industry pay off? European evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 2/2003.
• Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin, 2003, "The Forecasting Performance of German Stock Option Densities," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,17.
• Ahrens, Ralf & Reitz, Stefan, 2003, "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/11.
• Kraeussl, Roman, 2003, "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/18.
• Kraeussl, Roman, 2003, "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/22.
• Kraeussl, Roman, 2003, "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/23.
• Haberer, Markus, 2003, "Portfolio Choice and Transactions Taxes," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 03/09.
• Entorf, Horst & Jamin, Gösta, 2003, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 126.
• Hess, Dieter E., 2003, "Determinants of the relative price impact of unanticipated information in US macroeconomic releases," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 46.
• Reszat, Beate, 2003, "How has the European Monetary Integration Process Contributed to Regional Financial Market Integration?," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 221.
• Stolpe, Michael, 2003, "Learning and signalling in the French and German venture capital industries," Kiel Working Papers, Kiel Institute for the World Economy, number 1156.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2003, "The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility," Kiel Working Papers, Kiel Institute for the World Economy, number 1165.
• Proto, Eugene, 2003, "International Risk Sharing and Bank Runs," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 170, Jun.
• Shaen Corbet, 2014, "The European Financial Market Stress Index," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 1, pages 217-230.
• Epstein, Larry G. & Miao, Jianjun, 2003, "A two-person dynamic equilibrium under ambiguity," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 7, pages 1253-1288, May.
• van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003, "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, volume 10, issue 1-2, pages 105-132, February.
• Edison, Hali J. & Warnock, Francis E., 2003, "A simple measure of the intensity of capital controls," Journal of Empirical Finance, Elsevier, volume 10, issue 1-2, pages 81-103, February.
• Jondeau, Eric & Rockinger, Michael, 2003, "Testing for differences in the tails of stock-market returns," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 559-581, December.
• Ledoit, Olivier & Wolf, Michael, 2003, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 603-621, December.
• Giot, Pierre & Laurent, Sebastien, 2003, "Market risk in commodity markets: a VaR approach," Energy Economics, Elsevier, volume 25, issue 5, pages 435-457, September.
• Tattara, Giuseppe, 2003, "Paper money but a gold debt: Italy on the gold standard," Explorations in Economic History, Elsevier, volume 40, issue 2, pages 122-142, April.
• Patrick Wilson & Ralf Zurbruegg, 2003, "Trends and Spectral Response: An Examination of the US Realty Market," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2003-15, May.
• Chipo Mlambo & Nicholas Biekpe & Eon Smit, 2003, "Testing the Random Walk Hypothesis on Thinly-Traded Markets: The Case of Four African Stock Markets," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 16-35.
• Shahiem Ganief & Nicholas Biekpe, 2003, "Measuring Market Risk Using Extreme Value Theory: An Empirical Study Using South African Rand/Dollar One-Year Futures Contract," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 68-86.
• Bhattacharya, Utpal & Daouk, Hazem & Welker, Michael, 2003, "The World Price of Earnings Opacity," Working Papers, Cornell University, Department of Applied Economics and Management, number 127185, Feb, DOI: 10.22004/ag.econ.127185.
• Manuela CROCI, 2003, "An empirical analysis of international equity market co-movements: implications for informational efficiency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 197, Nov.
• Toni Gravelle & Maral Kichian & James Morley, 2003, "Shift Contagion in Asset Markets," Staff Working Papers, Bank of Canada, number 03-5, DOI: 10.34989/swp-2003-5.
• Michael R. King & Dan Segal, 2003, "Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?," Staff Working Papers, Bank of Canada, number 03-6, DOI: 10.34989/swp-2003-6.
• Antonio Díez de los Ríos & Alicia García Herrero, 2003, "Contagion and portfolio shift in emerging countries' sovereign bonds," Working Papers, Banco de España, number 0317, Dec.
• Groen, Jan J J & Kleibergen, Frank, 2003, "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 295-318, April.
• Olivier Ledoit & Michael Wolf, 2015, "Honey, I Shrunk the Sample Covariance Matrix," Working Papers, Barcelona School of Economics, number 92, Sep.
• Patrick McGuire & Martijn A Schrijvers, 2003, "Common factors in emerging market spreads," BIS Quarterly Review, Bank for International Settlements, December.
• Frank Packer & Chamaree Suthiphongchai, 2003, "Sovereign credit default swaps," BIS Quarterly Review, Bank for International Settlements, December.
• João A. C. Santos & Kostas Tsatsaronis, 2003, "The cost of barriers to entry: evidence from the market for corporate euro bond underwriting," BIS Working Papers, Bank for International Settlements, number 134, Sep.
• Andreas Graflund & Birger Nilsson, 2003, "Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon," European Financial Management, European Financial Management Association, volume 9, issue 2, pages 179-200, June, DOI: 10.1111/1468-036X.00215.
• Gordon M. Bodnar & Abe de Jong & Victor Macrae, 2003, "The Impact of Institutional Differences on Derivatives Usage: a Comparative Study of US and Dutch Firms," European Financial Management, European Financial Management Association, volume 9, issue 3, pages 271-297, September, DOI: 10.1111/1468-036X.00221.
• Axel Börsch‐Supan & Florian Heiss & Alexander Ludwig & Joachim Winter, 2003, "Pension Reform, Capital Markets and the Rate of Return," German Economic Review, Verein für Socialpolitik, volume 4, issue 2, pages 151-181, May, DOI: 10.1111/1468-0475.00077.
• Anthony Richards & Mark Gugiatti, 2003, "Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets," International Finance, Wiley Blackwell, volume 6, issue 3, pages 415-447, November, DOI: 10.1111/j.1367-0271.2003.00124.x.
• Raymond Fisman & Inessa Love, 2003, "Trade Credit, Financial Intermediary Development, and Industry Growth," Journal of Finance, American Finance Association, volume 58, issue 1, pages 353-374, February, DOI: 10.1111/1540-6261.00527.
• Stuart Landon & Constance E. Smith, 2003, "The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen–Dollar Rate," Review of International Economics, Wiley Blackwell, volume 11, issue 1, pages 144-158, February, DOI: 10.1111/1467-9396.00374.
• Tatiana Cosulich Quevedo & Oswaldo Irusta Díaz & Martín Villegas Tufiño, 2003, "Requerimientos de capital por riesgo crediticio bajo el acuerdo de Basilea II: Implicaciones para el sistema bancario boliviano," Revista de Análisis del BCB, Banco Central de Bolivia, volume 6, issue 2-1, pages 51-88, December.
• Geir Hoidal Bjonnes & Dagfinn Rime, 2003, "Dealer Behavior and Trading Systems in Foreign Exchange Markets," Working Paper, Norges Bank, number 2003/10, Nov.
• Börsch-Supan Axel & Ludwig Alexander & Heiss Florian & Winter Joachim, 2003, "Pension Reform, Capital Markets and the Rate of Return," German Economic Review, De Gruyter, volume 4, issue 2, pages 151-181, May, DOI: 10.1111/1468-0475.00077.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, volume 1, issue 1, pages 19-43.
• Stéphanie Serve, 2003, "Les déterminants de la prime de risque des emprunts obligataires des collectivités locales : une étude empirique sur la France et l'Espagne en 1998," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 1, pages 59-82.
• Wagner, Niklas & Marsh, Terry A., 2003, "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley, number qt1z87z922, Sep.
• Forbes, Kristin & Chinn, Menzie, 2003, "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt6z74b3x7, Feb.
• Antonio Díez de los Ríos, 2003, "Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/51.
• Bas van Aarle & Harry Garretsen & Florence Huart, 2003, "Transatlantic Monetary and Fiscal Policy Interaction," CESifo Working Paper Series, CESifo, number 1042.
• Richard K. Lyons, 2003, "Explaining and Forecasting Exchange Rates with Order Flows," Economie Internationale, CEPII research center, issue 96, pages 107-127.
• Karen Ruckman, 2003, "Expense ratios of North American mutual funds," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 1, pages 192-223, February, DOI: 10.1111/1540-5982.00010.
• Rebecca Neumann, 2003, "International capital flows under asymmetric information and costly monitoring: implications of debt and equity financing," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 3, pages 674-700, August, DOI: 10.1111/1540-5982.t01-2-00008.
• Alexis Derviz, 2003, "FOREX Microstructure, Invisible Price Determinants,and the Central Bank's Understanding of Exchange Rate Formation," Working Papers, Czech National Bank, Research and Statistics Department, number 2003/06, Jun.
• Héctor Ochoa Diaz & Sandra Charris Rebellón, 2003, "Propuesta de un modelo de control fiscal para el Estado colombiano: El sistema de control fiscal nacional," Estudios Gerenciales, Universidad Icesi.
• Helmuth Árias Gómez, 2003, "Un ejercicio teórico y empírico acerca de la demanda de dinero," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• GIOT, Pierre & LAURENT, Sébastien, 2003, "Market risk in commodity markets: a VaR approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003028, Apr.
• BEN OMRANE, Walid & HEINEN, Andréas, 2003, "The response of individual FX dealers'quoting activity to macroeconomic news announcements," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003070, Oct.
• GIOT, Pierre, 2003, "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1612, Jan, DOI: 10.1002/fut.10069.
• Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003, "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 3726, Jan.
• Rey, Hélène & Hau, Harald, 2003, "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 3735, Feb.
• Claessens, Stijn & Schmukler, Sergio L. & Klingebiel, Daniela, 2003, "Government Bonds in Domestic and Foreign Currency: The Role of Macroeconomic and Institutional Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 3789, Feb.
• Bacchetta, Philippe & van Wincoop, Eric, 2003, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3808, Feb.
• Flood, Robert P & Rose, Andrew, 2003, "Financial Integration: A New Methodology and an Illustration," CEPR Discussion Papers, Centre for Economic Policy Research, number 4027, Aug.
• Basak, Suleyman & Croitoru, Benjamin, 2003, "International Good Market Segmentation and Financial Market Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 4060, Sep.
• Nektarios Aslanidis & Denise Osborn & Marianne Sensier, 2003, "Explaining movements in UK stock prices:," Working Papers, University of Crete, Department of Economics, number 0302, Jan.
• Roman Kraeussl, 2003, "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers, University of Crete, Department of Economics, number 0313, Jun.
• Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2003, "Corporate Governance and the Home Bias," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 38, issue 1, pages 87-110, March.
• Entorf, Horst & Jamin, Gösta, 2003, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 20147, Nov.
• Entorf, Horst & Jamin, Gösta, 2008, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77452.
• Gangadhar Darbha & Sudipta Dutta Roy & Vardhana Pawaskar, 2003, "Term Structure of Interest Rates in India: Issues in Estimation and Pricing," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 38, issue 1, pages 1-19, January.
• Besancenot, Damien & Vranceanu, Radu, 2003, "Financial Instability under Floating Exchange Rates," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 03011, Mar.
• Ang, Andrew & Maddaloni, Angela, 2003, "Do demographic changes affect risk premiums? Evidence from international data," Working Paper Series, European Central Bank, number 208, Jan.
• Glatzer, Ernst & Scheicher, Martin, 2003, "Modelling the implied probability of stock market movements," Working Paper Series, European Central Bank, number 212, Jan.
• Miller, Marcus & Stiegert, Roger & Castrén, Olli, 2003, "Growth expectations, capital flows and international risk sharing," Working Paper Series, European Central Bank, number 237, Jun.
• Engel, Charles & West, Kenneth D., 2003, "Exchange rates and fundamentals," Working Paper Series, European Central Bank, number 248, Aug.
• Ciccarelli, Matteo & Rebucci, Alessandro, 2003, "Measuring contagion with a Bayesian, time-varying coefficient model," Working Paper Series, European Central Bank, number 263, Sep.
• Kaltenhaeuser, Bernd, 2003, "Country and sector-specific spillover effects in the euro area, the United States and Japan," Working Paper Series, European Central Bank, number 286, Nov.
• Gropp, Reint & Moerman, Gerard, 2003, "Measurement of contagion in banks' equity prices," Working Paper Series, European Central Bank, number 297, Dec.
• Dominguez, Kathryn M. E., 2003, "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, volume 59, issue 1, pages 25-45, January.
• Payne, Richard & Vitale, Paolo, 2003, "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, volume 61, issue 2, pages 331-352, December.
• Stulz, Rene M. & Williamson, Rohan, 2003, "Culture, openness, and finance," Journal of Financial Economics, Elsevier, volume 70, issue 3, pages 313-349, December.
• Bordo, Michael D. & MacDonald, Ronald, 2003, "The inter-war gold exchange standard: credibility and monetary independence," Journal of International Money and Finance, Elsevier, volume 22, issue 1, pages 1-32, February.
• Matsen, Egil, 2003, "Habit persistence and welfare gains from international asset trade," Journal of International Money and Finance, Elsevier, volume 22, issue 2, pages 239-260, April.
• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2003, "Common factors in international bond returns," Journal of International Money and Finance, Elsevier, volume 22, issue 5, pages 629-656, October.
• Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003, "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, volume 22, issue 7, pages 925-955, December.
• Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003, "An analysis of the relative performance of Japanese and foreign money management," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 4, pages 393-412, September.
• Engstrom, Stefan, 2003, "Costly information, diversification and international mutual fund performance," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 4, pages 463-482, September.
• Climent, Francisco & Meneu, Vicente, 2003, "Has 1997 Asian crisis increased information flows between international markets," International Review of Economics & Finance, Elsevier, volume 12, issue 1, pages 111-143.
• Galiani, Sebastián & Heymann, Daniel & Tommasi, Mariano, 2003, "Great expectations and hard times: the Argentine convertibility plan," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123106, Apr.
• Emilio Ontiveros, 2003, "Un sistema financiero internacional en transición: integración y vulnerabilidad," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 52, issue 01, pages 14-25.
• Daniel Coq Huelva, 2003, "Globalización financiera. ¿Una nueva forma de acumulación de capital?," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 53, issue 02, pages 296-313.
• Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis, 2003, "Modelos predictivos de redes neuronales en índices bursátiles," El Trimestre Económico, Fondo de Cultura Económica, volume 70, issue 280, pages 721-744, octubre-d.
• Tims, B. & Mahieu, R.J., 2003, "A Range-Based Multivariate Model for Exchange Rate Volatility," 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-2003-022-F&A, Mar.
• Dewachter, H.D.R. & Lyrio, M., 2003, "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," 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-2003-052-F&A, Jun.
• Morten Balling (ed.), 2003, "Securing Financial Stability: Problems and Prospects for New EU Members," SUERF Studies, SUERF - The European Money and Finance Forum, number 2003/4, ISBN: ARRAY(0x8d9100f8), January-J.
• Michael Glezakos & Petros Mylonas, 2003, "Technical Analysis Seems To Be A Valuable Investment Tool In The Athens And Frankfurt Stock Exchanges," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 169-192, January -.
• Dimitrios Kousenidis & Christos Negakis & Ioannis Papanastasiou, 2003, "The Value Relevance of Earnings and Income Smoothing: Greek Evidence on Causality Effects," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 85-94, July - De.
• Sofia B. RAMOS & Ernst-Ludwig VON THADDEN, 2003, "Stock Exchange Competition in a Simple Model of Capital Market Equilibrium," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp109, Nov.
• Foort HAMELINK & Martin HOESLI, 2003, "What Factors Determine International Real Estate Security Returns?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp50, Jul.
• Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV, 2003, "The Determinants of Stock Returns in a Small Open Economy," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp54, May.
• Dušan Isakov & Frédéric Sonney, 2003, "Are practitioners right? On the relative importance of industrial factors in international stock returns," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp72, Feb.
• Jean-François Bachmann & Guido Bolliger, 2003, "Who are the Best? Local Versus Foreign Analysts on the Latin American Stock Markets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp75, Apr.
• Sofia B. Ramos, 2003, "Competition Between Stock Exchanges: A Survey," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp77, Feb.
• Paul EHLING & Sofia B. RAMOS, 2003, "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp80, Apr.
• Kpate ADJAOUTÉ & Jean-Pierre DANTHINE, 2003, "European Financial Integration and Equity Returns: A Theory-Based Assessment," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp84, Jan.
• Kpate ADJAOUTÉ & Jean-Pierre DANTHINE & Dušan ISAKOV, 2003, "Portfolio Diversification in Europe," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp86, Apr.
• Robin Brooks & Marco Del Negro, 2003, "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-8.
• Ben R. Craig & Ernst Glatzer & Joachim G. Keller & Martin Scheicher, 2003, "The forecasting performance of German stock option densities," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0312, DOI: 10.26509/frbc-wp-200312.
• Charles Engel & Kenneth D. West, 2003, "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
• Martin Uribe & Vivian Z. Yue, 2003, "Country Spreads and Emerging Countries: Who Drives Whom?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-32, Oct, DOI: 10.24148/wp2004-32.
• Jon Wongswan, 2003, "Transmission of information across international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 759.
• Revold Entov & Oleg Lugovoy & S. Paschenko & Dmitry Polevoy & D. Skripkin, 2003, "Financial markets in transition economies: Some issues of development," Research Paper Series, Gaidar Institute for Economic Policy, issue 69P, pages 171-171.
• Rehm, Hannes, 2003, "Die Zinsbesteuerung in der Europäischen Union," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-281, May.
• Hoidal Bjonnes, Geir & Rime, Dagfinn, 2003, "Dealer Behavior and Trading Systems in Foreign Exchange Markets," SIFR Research Report Series, Institute for Financial Research, number 17, Nov.
• Terence D.Agbeyegbe, 2003, "The tail behavior of stock index return on the Jamaican Stock Exchange," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 305.
• Arie Melnik & Doron Nissim, 2003, "Debt issue costs and issue characteristics in the Eurobond market," ICER Working Papers, ICER - International Centre for Economic Research, number 09-2003, Mar.
• Michel Normandin & Martin Boileau, 2003, "Dynamics of the Current Account and Interest Differentials," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 03-05, Oct.
• Michel Normandin, 2003, "Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 03-08, Nov.
• Hans-Joachim Voth, 2003, "Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 8, issue 3, pages 255-276, DOI: 10.1002/ijfe.210.
• Fukuhara, Masahiro & Saruwatari, Yasufumi, 2003, "An Analysis of Contagion in Emerging Currency Markets Using Multivariate Extreme Value Theory," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 21, issue 2, pages 113-131, August.
• Ms. Valerie Cerra & Ms. Sweta Chaman Saxena, 2003, "Did Output Recover From the Asian Crisis?," IMF Working Papers, International Monetary Fund, number 2003/048, Mar.
• Mr. Luis Catão & Mr. Allan Timmermann, 2003, "Country and Industry Dynamics in Stock Returns," IMF Working Papers, International Monetary Fund, number 2003/052, Mar.
• Mr. Robin Brooks & Mr. Marco Del Negro, 2003, "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers, International Monetary Fund, number 2003/055, Mar.
• Mr. Alessandro Rebucci & Mr. Matteo Ciccarelli, 2003, "Measuring Contagion with a Bayesian Time-Varying Coefficient Model," IMF Working Papers, International Monetary Fund, number 2003/171, Sep.
• Ms. Hali J Edison & Mr. Francis E. Warnock, 2003, "Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets," IMF Working Papers, International Monetary Fund, number 2003/236, Dec.
• Alejandra Cabello & Edgar Ortíz, 2003, "Day Of The Week And Month Of The Year Anomalies In The Mexican Stock Market," 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 2, issue 3, pages 217-241, Septiembr.
• Fernando Ossa, 2003, "Introducción al Debate Acerca de la Función de Prestamista de Última Instancia Nacional e Internacional," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 120, pages 319-322.
• Fernando Ossa, 2003, "Los Bancos Centrales como Prestamistas de Última Instancia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 120, pages 323-335.
• Esteban Jadresic & Klaus Schmidt-Hebbel & Rodrigo Valdés, 2003, "Crisis Financieras Internacionales, Prestamista de Última Instancia Nacional e Internacional," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 120, pages 359-391.
• Alessandro Rebucci, 2003, "Measuring Contagion With A Bayesian Time-Varying Coefficient Model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-20, Jun.
• Trino-Manuel Ñíguez, 2003, "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-33, Sep.
• Francisco Pérez García & Joaquín Maudos Villarroya & Juan Francisco Fernández de Guevara Radoselovics, 2003, "Integration And Competition In The European Financial Markets," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-12, Jun.
• David Abad & Mikel Tapia, 2003, "Impacto Sobre El Mercado Bursatil Español De Los Cambios En Las Variaciones Mínimas De Precios Tras La Introducción Del Euro," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-17, Oct.
• Pierre Giot & Sébastien Laurent, 2003, "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 6, pages 641-663, DOI: 10.1002/jae.710.
• Marján, Attila, 2003, "A monetáris unió hatása az európai tőkepiacokra
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• Börsch-Supan, Axel H. & Heiss, Florian & Ludwig, Alexander & Winter, Joachim, 2003, "Pension reform, capital markets and the rate of return," Munich Reprints in Economics, University of Munich, Department of Economics, number 20200.
• Eric Hillebrand, 2003, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers, Department of Economics, Louisiana State University, number 2003-10, Oct.
• Stéphane Pallage & Michel A. Robe, 2003, "Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows," Cahiers de recherche, CIRPEE, number 0327.
• Martin Boileau & Michel Normandin, 2003, "Dynamics of the Current Account and Interest Differentials," Cahiers de recherche, CIRPEE, number 0339.
• Roche, M. & McQuinn, K., 2003, "Efficient allocation of land in a decoupled world," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1190103, Jan.
• Ludwig, Alexander & Winter, Joachim & Börsch-Supan, Axel, 2003, "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 03028, Apr.
• Kathryn M. E. Dominguez, 2003, "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers, Research Seminar in International Economics, University of Michigan, number 506.
• Forbes, Kristen & Chinn, Menzie David, 2003, "A Decomposition of Global Linkages in Financial Markets Over Time," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4414-03, Mar.
• Martin Uribe & Vivian Z. Yue, 2003, "Country Spreads and Emerging Countries: Who Drives Whom?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10018, Oct.
• Kenneth A. Froot & Paul G. J. O'Connell, 2003, "The Risk Tolerance of International Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 10157, Dec.
• Lee Pinkowitz & Rene M. Stulz & Rohan Williamson, 2003, "Do Firms in Countries with Poor Protection of Investor Rights Hold More Cash?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10188, Dec.
• Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9470, Feb.
• Geert Bekaert & Campbell R. Harvey, 2003, "Market Integration and Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 9510, Feb.
• Kristin J. Forbes & Menzie D. Chinn, 2003, "A Decomposition of Global Linkages in Financial Markets Over Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 9555, Mar.
• Raymond Fisman & Inessa Love, 2003, "Financial Dependence and Growth Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 9582, Mar.
• Raymond Fisman & Inessa Love, 2003, "Financial Development and the Composition of Industrial Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 9583, Mar.
• Takatoshi Ito & Kimie Harada, 2003, "Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 9589, Mar.
• Ross Levine & Sergio L. Schmukler, 2003, "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 9614, Apr.
• Andrew Ang & Angela Maddaloni, 2003, "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 9677, May.
• Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer, 2003, "What Works in Securities Law?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9882, Aug.
• Carl Gjersem, 2003, "Financial Market Integration in the Euro Area," OECD Economics Department Working Papers, OECD Publishing, number 368, Oct, DOI: 10.1787/580278274030.
• Kenjiro Hirayama & Yoshiro Tsutsui, 2003, "Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 03-04, Jan.