Research classified by Journal of Economic Literature (JEL) codes

1998

• Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998, "Dating the Integration of World Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 6724, Sep.
• Marc Flandreau & Jacques Le Cacheux & Frédéric Zumer, 1998, "Stability without a pact? Lessons from the European gold standard, 1880—1914," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 13, issue 26, pages 116-162.
• Christian Jochum & Laura Kodres, 1998, "Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 3, pages 486-521, September.
• Okay, Nesrin, 1998, "Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 52812.
• C. Dow, 1998, "The importance of banks, the quality of credit and the international financial order: reflections on the present crisis in South East Asia," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 207, pages 371-386.
• C. Dow, 1998, "The importance of banks, the quality of credit and the international financial order: reflections on the present crisis in South East Asia," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 207, pages 371-386.
• Chae-Shick Chung, 1998, "The Effect of the European Monetary Union on International Capital Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 4, pages 23-47, DOI: 10.11644/KIEP.JEAI.1998.2.4.30.
• Sangyong Joo, 1998, "The Effects of Foreign Capital Inflows," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 1, pages 99-122, DOI: 10.11644/KIEP.JEAI.1998.2.1.10.
• Youngrok Cheng, 1998, "Analysis of the Chinese Exchange Rate Stability," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 1, pages 123-155, DOI: 10.11644/KIEP.JEAI.1998.2.1.11.
• Ranjit Sau, 1998, "Globalization, Finance, and Industry: A Search for Stability," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 51, issue 1, pages 79-100.
• Zhen Zhu, 1998, "Stock Prices and the Exchange Rate in a Structural Model with an Application to the Case of France," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 89-107.
• Chander Kant, 1998, "Capital Inflows and Capital Flight – Individual Countries Experience," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 644-661.
• Mark E. Wohar & Nathan S. Balke, 1998, "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, volume 23, issue 4, pages 535-559.
• Razin, Assaf & Sadka, Efraim & Yuen, Chi-Wa, 1998, "An Information-Based Model of Foreign Direct Investment: The Gains form Trade Revisited," Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research, number 275636, Dec, DOI: 10.22004/ag.econ.275636.
• Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998, "What Caused the Asian Currency and Financial Crisis?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 343, Dec.
• Barth, ME & Clinch, G, 1998, "Revalued financial, tangible, and intangible assets: Associations with share prices and non-market-based value estimates," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 199-233, DOI: http://hdl.handle.net/10.2307/24913.
• Easton, PD, 1998, "Discussion of revalued financial, tangible, and intangible assets: Association with share prices and non-market-based value estimates," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 235-247, DOI: http://hdl.handle.net/10.2307/24913.
• Raúl Susmel, 1998, "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 138, Oct.
• Israel Fainboim & Julio C�sar Alonso, 1998, "La "Gran Depresión Asiática" y sus efectos sobre las economías latinoamericanas, con énfasis en Colombia," Coyuntura Económica, Fedesarrollo.
• Flandreau, Marc & Le Cacheux, Jacques & Zumer, Frédéric, 1998, "Stability Without a Pact? Lessons from the European Gold Standard 1880-1914," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1872, Apr.
• Gehrig, Thomas, 1998, "Cities and the Geography of Financial Centres," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1894, Jun.
• Flood, Robert P & Rose, Andrew K, 1998, "Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1944, Aug.
• Restoy Lozano, Fernando & Rodríguez, Rosa, 1998, "Can Fundamentals Explain Cross-Country Correlations of Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1996, Nov.
• Jondeau, Eric & Rockinger, Michael, 1998, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2009, Oct.
• Willem H. Buiter & Ricardo Lago & Hélène Rey, 1998, "Financing transition: investing in enterprises during macroeconomic transition," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 35, Dec.
• Michael, ROCKINGER & Giovanni, URGA, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," HEC Research Papers Series, HEC Paris, number 635, Jan.
• François, LONGIN & Bruno, SOLNIK, 1998, "Correlation Structure of International Equity Markets During Extremely Volatile Periods," HEC Research Papers Series, HEC Paris, number 646, Apr.

1997

• Arreaza, Adriana & Sorensen, Bent E. & Yosha, Oved, 1997, "Consumption Smoothing Through Fiscal Policy in OECD and EU Countries," Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research, number 275631, Dec, DOI: 10.22004/ag.econ.275631.
• Prokop, Jacek & Wang, Ruqu, 1997, "Strategic Buybacks of Sovereign Debt," Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics, number 273391, Sep, DOI: 10.22004/ag.econ.273391.
• Robert G. James & John Quiggan, 1997, "Separation and Hedging Results with State‐Contingent Production," Economica, London School of Economics and Political Science, volume 64, issue 254, pages 187-209, May, DOI: 10.1111/1468-0335.00073.
• Michael J. Moore, 1997, "Covered Purchasing Power Parity, Ex‐ante PPP and Risk Aversion," Journal of Business Finance & Accounting, Wiley Blackwell, volume 24, issue 3, pages 397-412, April, DOI: 10.1111/1468-5957.00111.
• Rees, L & Elgers, P, 1997, "The market's valuation of nonreported accounting measures: Retrospective reconciliations of non-US and US GAAP," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 115-127, DOI: http://hdl.handle.net/10.2307/24914.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt2791c3wm, May.
• Latha Ramchand & Raúl Susmel, 1997, "Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 124, Nov.
• Gourieroux, Christian & Le Fol, Gaëlle, 1997, "Modes de négociation et caractéristiques de marché," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9714.
• Degryse, Hans, 1997, "The Total Cost of Trading Belgian Shares: Brussels versus London," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1581, Feb.
• Sørensen, Bent E & Yosha, Oved, 1997, "Income and Consumption Smoothing Among US States: Regions or Clubs?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1670, Jul.
• Paul Fenton & Alain Paquet, 1997, "Politiques économiques et intégration des marchés financiers: que pouvons-nous apprendre des différentiels de taux d'intérêt?," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 52, Aug.
• Paul Fenton & Alain Paquet, 1997, "International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 56, Apr, revised Jan 1998.
• Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997, "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 32, issue 4, pages 405-426, December.
• Calvo, Guillermo A. & Mendoza, Enrique, 1997, "Rational Herd Behavior and the Globalization of Securities Markets," Working Papers, Duke University, Department of Economics, number 97-26.
• Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W., 1997, "An examination of the effects of major political change on stock market volatility: the South African experience," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 7, issue 3, pages 255-275, October.
• Cossin, Didier & Pirotte, Hugues, 1997, "Swap credit risk: An empirical investigation on transaction data," Journal of Banking & Finance, Elsevier, volume 21, issue 10, pages 1351-1373, October.
• Stambaugh, Robert F., 1997, "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, volume 45, issue 3, pages 285-331, September.
• Englund, Peter & Ioannides, Yannis M., 1997, "House Price Dynamics: An International Empirical Perspective," Journal of Housing Economics, Elsevier, volume 6, issue 2, pages 119-136, June.
• Bhattacharya, Utpal & Weller, Paul, 1997, "The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market," Journal of Monetary Economics, Elsevier, volume 39, issue 2, pages 251-277, July.
• Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 1997, "The implications of first-order risk aversion for asset market risk premiums," Journal of Monetary Economics, Elsevier, volume 40, issue 1, pages 3-39, September.
• Hartmann, Philipp, 1997, "Do Reuters spreads reflect currencies' differences in global trading activity?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119148, Apr.
• Eijffinger, Sylvester & Huizinga, Harry & Lemmen, Jan, 1997, "Short-term and long-term government debt and non-resident interest withholding taxes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119164, Sep.
• Nathan S. Balke & Mark E. Wohar, 1997, "Nonlinear dynamics and covered interest rate parity," Working Papers, Federal Reserve Bank of Dallas, number 9701.
• Takatoshi Ito & Richard K. Lyons & Michael Melvin, 1997, "Is there private information in the FX market? the Tokyo experiment," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 97-04.
• Robert Dittmar & Christopher J. Neely & Paul A. Weller, 1997, "Is technical analysis in the foreign exchange market profitable? a genetic programming approach," Working Papers, Federal Reserve Bank of St. Louis, number 1996-006, DOI: 10.20955/wp.1996.006.
• Guillermo A. Calvo & Enrique G. Mendoza, 1997, "Rational herd behavior and the globalization of securities markets," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 120.
• Yasushi Hamao & Frank Packer & Jay Ritter, 1997, "Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan," Staff Reports, Federal Reserve Bank of New York, number 52, Nov.
• Harry P. Huizinga & Jan J.G. Lemmen & Sylvester C.W. Eijffinger, 1997, "Short-Term and Long-Term Government Debt and Nonresident Interest Withholding Taxes," FMG Discussion Papers, Financial Markets Group, number dp275, Sep.
• Ragunathan, V, 1997, "The Effects of Financial Deregulation on Integration : An Australian Perspective," Papers, Melbourne - Centre in Finance, number 97-2.
• Brooks, R & Davidson, S & Faff, R, 1997, "An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience," Papers, Melbourne - Centre in Finance, number 97-4.
• Ragunathan, V. & Mitchell, H., 1997, "Modelling the Time-Varying Correlations Between National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 97-7.
• Alford, A., 1997, "Numeraire Effects in International Portfolio Investment," Papers, Melbourne - Centre in Finance, number 97-8.
• Hallahan, T.A., 1997, "Persistence in Fund Portfolio Performance and the Information Content of Portfolio Performance History: An Examination of Rollover Funds," Papers, Melbourne - Centre in Finance, number 97-9.
• Ito, T. & Lyons, R. & Melvin, M.T., 1997, "Is There Private Information on the FX Market? The Tokyo Experiment," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number 97-04.
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997, "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-18, Jan.
• Agenor, P.-R., 1997, "Capital-Market Imperfections and the Macroeconomic Dynamics of Small Indebted Economies," Princeton Studies in International Economics, International Economics Section, Departement of Economics Princeton University,, number 82.
• Arreaza, A. & Sorensen, B.E. & Yosha, O., 1997, "Consumption Smoothing Through Fiscal Policy in OECD and EU Countries," Papers, Tel Aviv, number 37-97.
• Bery, S.K. & Garcia, V.F., 1997, "Preventing Banking Sector Distress and Crises in Latin America: Proceedings of a Conference Held in Washington, D.C., April 15-16, 1996," World Bank - Discussion Papers, World Bank, number 360.
• Aryeetey, E. & Hettige, H. & Nissanke, M. & Steel, W., 1997, "Fiancial Market Fragmentation and Reforms in Sub-Saharan Africa," Papers, World Bank - Technical Papers, number 356.
• Michael Rockinger & Eric Jondeau, 1997, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers, HAL, number hal-00601591.
• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 160, Feb.
• Säfvenblad, Patrik, 1997, "Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 190, Sep.
• Yotopoulos, Pan A., 1997, "Financial Crises and the Benefits of Mildly Repressed Exchange Rates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 202, Oct.
• Hassler., John, 1997, "Regime Shifts and Volatility Spillovers on International Stock Markets," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 603, Oct.
• Shields, Kalvinder K, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2-3, pages 107-125.
• Kalvinder Shields, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2, pages 107-125, May, DOI: 10.1023/A:1003007708074.
• Lőrincné Istvánffy, Hajna, 1997, "Az EMU működésének néhány gyakorlati problémájáról - elméleti megközelítésben
  [Theoretical background of some practical problems: The EMU at work]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 878-895.
• Kelly, Morgan, 1997, "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 3, pages 351-363, August.
• Emel Kahya, 1997, "Correlation of Returns in Non-Contemporaneous Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 123-135, June.
• Ilhan Meric & Gulser Meric, 1997, "Co-Movements of European Equity Markets Before and After the 1987 Crash," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 137-152, June.
• Robert Haney Scott, 1997, "Pegged Exchange Rate Systems in Macau and Hong Kong," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 153-168, June.
• Yin-Wong Cheung & Hung-Gay Fung, 1997, "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 255-271, December.
• Martin Laurence & Francis Cai & Sun Qian, 1997, "Weak-form Efficiency and Causality Tests in Chinese Stock Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 291-307, December.
• Dominguez, K.M.E., 1997, "Monetary Interdependence and Coordination," Working Papers, Research Seminar in International Economics, University of Michigan, number 408.
• Morck, R. & Yeung, B. & Yu, W., 1997, "The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk?," Working Papers, Research Seminar in International Economics, University of Michigan, number 410.
• Dominguez & K., 1997, "The Market Microstructure of Central Bank Intervention," Working Papers, Research Seminar in International Economics, University of Michigan, number 412.
• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange," Journal of Empirical Finance, Elsevier, volume 4, issue 2-3, pages 279-293, June.
• Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume, 1997, "From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 95-129.
• Kabir, M.R., 1997, "New Evidence on Price and Volatility Effects of Stock Option Introductions," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-37.
• Eijffinger, S.C.W. & Verhagen, W.H., 1997, "The Advantage of Hiding Both Hands : Foreign Exchange Intervention, Ambiguity and Private Information," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-30.
• Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997, "The implications of first-order risk aversion for asset market risk premiums," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-07.
• Eijffinger, S.C.W. & Verhagen, W.H., 1997, "The Advantage of Hiding Both Hands : Foreign Exchange Intervention, Ambiguity and Private Information," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6dd7bba6-cffe-4777-a6fe-b.
• Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997, "The implications of first-order risk aversion for asset market risk premiums," Other publications TiSEM, Tilburg University, School of Economics and Management, number 85c0b822-2525-4400-90af-1.
• Jeffrey A. Frankel and Sergio L. Schmukler., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C97-087, May.
• Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997, "Is There Private Information in the FX Market? The Tokyo Experiment," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-270, Jan.
• Morgan Kelly, 1997, "Do noise traders influence stock prices?," Open Access publications, School of Economics, University College Dublin, number 10197/520, Aug.
• Hugues Pirotte & Didier Cossin, 1997, "Swap Credit Risk: An Empirical Investigation on Transaction Data," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191830, Oct.
• William Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm53, Feb, revised 01 Aug 2000.
• William Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm53, Feb, revised 01 Aug 2000.
• Alan M. Taylor, 1997, "Latifundia as Malefactor in Economic Development? Scale, Tenancy, and Agriculture on the Pampas, 1880-1914," NBER Historical Working Papers, National Bureau of Economic Research, Inc, number 0096, Mar.
• Robert F. Stambaugh, 1997, "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers, National Bureau of Economic Research, Inc, number 5918, Feb.
• Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997, "Is There Private Information in the FX Market? The Tokyo Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 5936, Feb.
• Melanie Cao, 1997, "Equilibrium Valuation Of Currency Options In A Small Open Economy," Working Paper, Economics Department, Queen's University, number 960, May.
• Haesik Park, 1997, "Causes of the Recent Currency Crises in Developing Economies," East Asian Economic Review, Korea Institute for International Economic Policy, volume 1, issue 1, pages 161-186, DOI: 10.11644/KIEP.JEAI.1997.1.1.6.
• Hugues Pirotte & Didier Cossin, 1997, "Swap Credit Risk: An Empirical Investigation on Transaction Data," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 97-001.

1996

• Richard K. Lyons, 1996, "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," NBER Chapters, National Bureau of Economic Research, Inc, "The Microstructure of Foreign Exchange Markets".
• Karen K. Lewis, 1996, "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5410, Jan.
• Jeffrey A. Frankel & Sergio L. Schmukler, 1996, "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 5714, Aug.
• Belton Fleisher & Dongwei Su, 1996, "Risk, Return and Regulation in Chinese Stock Markets," Working Papers, Ohio State University, Department of Economics, number 005, Jan.
• Anthony J. Richards, 1996, "Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 3, pages 461-501, September.
• Michael P. Dooley, 1996, "A Survey of Literature on Controls over International Capital Transactions," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 4, pages 639-687, December.
• Nadeem Ul Haque & Manmohan S. Kumar & Nelson Mark & Donald J. Mathieson, 1996, "The Economic Content of Indicators of Developing Country Creditworthiness," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 4, pages 688-724, December.
• Nicolas de Roos & Bill Russell, 1996, "Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9607, Nov.
• Tro Kortian & James O’Regan, 1996, "Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9609, Nov.
• Jeffrey A. Frankel & Sergio L. Schmukler, 1996, "Country fund discounts and the Mexican crisis of December 1994: did local residents turn pessimistic before international investors?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 563.
• Karen K. Lewis, 1996, "Consumption, stock returns, and the gains from international risk-sharing," Working Papers, Federal Reserve Bank of Philadelphia, number 96-6.
• Osei, K.A., 1996, "Foreign Exchange Bureaus in the Economy of Ghana," Papers, African Economic Research Consortium, number 45.
• Inanga, E.L. & Emenuga, C., 1996, "Taxation of Financial Assets and Capital Market Development in Nigeria," Papers, African Economic Research Consortium, number 47.
• Hooper, V. & Pointon, J., 1996, "The Valuation of the Option to Expropriate a Multinational Enterprise's Assets," Papers, Australian National University - Department of Economics, number 305.
• Hooper, V. & Pointon, J., 1996, "Call Features and Term to Maturity of Callable Foreign Bonds," Papers, Australian National University - Department of Economics, number 306.
• Shigehara, K., 1996, "Multilateral Surveillance: What the OECD Can Offer," Papers, University of Birmingham - International Financial Group, number 96-08.
• Nicolai, J.P. & Ricoeur-Nicolai, N., 1996, "Marches financiers europeens peripheriques: le role des facteurs exterieurs," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-01/f.
• Avouyi-Dovi, S. & Lakhoua, F., 1996, "Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-02/f.
• Artus, P., 1996, "Public Intervention on the Credit Market: French Case," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-04/e.
• Kelly, M., 1996, "Do Noise Traders Influence Stock Prices," Papers, College Dublin, Department of Political Economy-, number 96/5.
• Leroux, F., 1996, "Le marche des actions internationales: Evolution et perspectives," Papers, Ecole des Hautes Etudes Commerciales de Montreal-, number 96-09.
• Fell, J.P.C., 1996, "The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates," Papers, European Monetary Institute, number 4.
• Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996, "Financial Crises in Emerging Markets: The Lessons from 1995," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1759.
• Rafael LaPorta & Florencio Lopez de-Silanes & Andrei Shleifer & Robert W. Vishny, 1996, "Law and Finance," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1768.
• Marshall E. Blume & Michale A. Goldstein, , "Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 3-96.
• Robert F. Stambaugh, , "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 5-96.
• Camarero, M. & Esteve, V. & Tamarit, C., 1996, "The Peseta Real Exchange Rate: Which Are Its Determinants?," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 96-1.
• Lewis, K.K., 1996, "Consumption, Stock Returns, and the Gains from International Risk-Sharing," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 96-4.
• Namur, D., 1996, "Diversification internationale sous contrainte et couverture contre le risque de change," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9606.
• Dale, R. & Wolfe, S., 1996, "EU Capital Requirements and the Level Playing Field," Papers, University of Southampton - Department of Accounting and Management Science, number 96-111.
• Board, J. & Sutcliffe, C., 1996, "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers, University of Southampton - Department of Accounting and Management Science, number 96-126.
• Wolfe, S., 1996, "The Impact of Securisation on Banks' Capital: An Economic Analysis," Papers, University of Southampton - Department of Accounting and Management Science, number 96-130.
• Khalidi, M.A., 1996, "Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy," Papers, University of Southampton - Department of Accounting and Management Science, number 96-132.
• Englund, P. & Ioannides, Y.M., 1996, "House Price Dynamics: An International Empirical Perspective," Papers, Uppsala - Working Paper Series, number 1996-01.
• Webster, L.M. & Riopelle, R. & Chidzero, A.M., 1996, "World Bank Lending for Small Enterprises 1989-1993," Papers, World Bank - Technical Papers, number 311.
• Benoit, P., 1996, "Project Finance at the World Bank: An Overview of Policies and Instruments," Papers, World Bank - Technical Papers, number 312.
• Corsetti, G. & Cavallari, L., 1996, "Policy Making and Speculative Attacks in Models of Exchange Rate Crises: A Synthesis," Papers, Yale - Economic Growth Center, number 752.
• Mr. Anthony J. Richards, 1996, "Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?," IMF Working Papers, International Monetary Fund, number 1996/029, Apr.
• Cecilio R. Tamarit Escalona & Vicente Esteve Garcia & Maria Amparo Camarero Olivas, 1996, "Un modelo intertemporal de determinación de la balanza por cuenta corriente de la economía española," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1996-20, Dec.
• Jeffrey Frankel & Sergio Schmukler, 1996, "Country fund discounts and the mexican crisis of December 1994: Did local residents turn pessimistic before international investors?," Open Economies Review, Springer, volume 7, issue 1, pages 511-534, March, DOI: 10.1007/BF01886211.
• Hans DEGRYSE, 1996, "The Total Cost of Trading Belgian: Brussels versus London," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9602, Feb.
• Poterba, J.M. & Samwick, A.A., 1996, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-2.
• Lim & C.G. & McNelis & P.D., 1996, "Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets," Department of Economics - Working Papers Series, The University of Melbourne, number 505.
• Frankel, Jeffrey A. & Shmukler, Sergio L., 1996, "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," Center for International and Development Economics Research (CIDER) Working Papers, University of California-Berkeley, Department of Economics, number 233431, Jun, DOI: 10.22004/ag.econ.233431.
• Brock, W.A., 1996, "Asset Price Behavior in Complex Environments," Working papers, Wisconsin Madison - Social Systems, number 9606.
• Juan Ayuso & Soledad Núñez & María Pérez-Jurado, 1996, "Volatility in Spanish Financial Markets: The Recent Experience," Working Papers, Banco de España, number 9601.
• Malte Krüger, 1996, "Speculation, Hedging and Intermediation in the Foreign Exchange Market," Working Papers, Banco de España, number 9606.
• Jacob, J, 1996, "Taxes and transfer pricing: Income shifting and the volume of intrafirm transfers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 2, pages 301-312, DOI: http://hdl.handle.net/10.2307/24915.
• John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996, "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics, Boston College Department of Economics, number 356., Dec.
• René Garcia & Eric Ghysels, 1996, "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers, CIRANO, number 96s-34, Nov.
• Fedesarrollo, 1996, "Análisis Coyuntural. I. desempeno económico en 1995. II. ¿Senales de alerta? III. Las perspectivas para 1996. IV. Privatizaciones," Coyuntura Económica, Fedesarrollo.
• Hardouvelis, Gikas A & Tsiritakis, Emmanuel D, 1996, "Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1406, May.
• Dittmar, Robert & Neely, Christopher J & Weller, Paul, 1996, "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1480, Sep.
• Payne, Richard, 1996, "Announcement effects and seasonality in the intra-day foreign exchange market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119169, Mar.
• Hartmann, Philipp, 1996, "Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119171, Jan.
• Eijffinger, S.C.W. & Huizinga, H.P. & Lemmen, J.J.G., 1996, "Short-Term and Long-Term Government Debt and Nonresident Interest Withholding Taxes," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-88.
• Brouwer, I. & van der Put, J. & Veld, C.H., 1996, "Contrarian Investment Strategies in a European Context," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-36.
• Degryse, H.A., 1996, "The total cost of trading Belgian shares : Brussels versus London," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-105.
• Eijffinger, S.C.W. & Huizinga, H.P. & Lemmen, J.J.G., 1996, "Short-Term and Long-Term Government Debt and Nonresident Interest Withholding Taxes," Other publications TiSEM, Tilburg University, School of Economics and Management, number e3d75c9e-90ef-4f97-8445-e.
• Degryse, H.A., 1996, "The total cost of trading Belgian shares : Brussels versus London," Other publications TiSEM, Tilburg University, School of Economics and Management, number fbcdb1bf-1418-4dde-a0f4-5.
• Jeffrey A. Frankel and Sergio L. Shmukler., 1996, "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C96-067, Jun.
• Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1996, "Is There Private Information in the FX Market? The Tokyo Experiment," Working Papers, University of California at Berkeley, Haas School of Business, number _005, Jul.
• Hayri, A., 1996, "Debt Relief," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 459.
• Chang Mo Ahn, 1996, "The Pricing of Foreign Currency Futures Options," Yale School of Management Working Papers, Yale School of Management, number ysm52, Dec.
• Carol A. Frost, 1996, "Characteristics and Information Value of Corporate Disclosures of Forward-Looking Information in Global Equity Markets," Yale School of Management Working Papers, Yale School of Management, number ysm69, Oct.

1995

• Yiuman Tse & G. Booth, 1995, "The relationship between U.S. and eurodollar interest rates: Evidence from the futures market," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 131, issue 1, pages 28-46, March, DOI: 10.1007/BF02709070.
• Lemmen, J.J.G. & Eijffinger, S.C.W., 1995, "Financial integration in Europe : Evidence from Euler equation tests," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-32.
• Richard K. Lyons and Andrew K. Rose., 1995, "Explaining Forward Exchange Bias...Intraday," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-242, Jan.
• Richard K. Lyons., 1995, "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-243, Jan.
• LeBaron, B., 1995, "Experiments in Evolutionary Finance," Working papers, Wisconsin Madison - Social Systems, number 9528.
• James M. Poterba & Andrew A. Samwick, 1995, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 26, issue 2, pages 295-372.
• Lyons, Richard K & Rose, Andrew K, 1995, "Explaining Forward Exchange Bias . . . Intraday," Journal of Finance, American Finance Association, volume 50, issue 4, pages 1321-1329, September.
• Rajan, Raghuram G & Zingales, Luigi, 1995, "What Do We Know about Capital Structure? Some Evidence from International Data," Journal of Finance, American Finance Association, volume 50, issue 5, pages 1421-1460, December.
• W.H. Buiter, 1995, "Macroeconomic Policy During a Transition to Monetary Union," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0261, Aug.
• Chen, Zhaohui, 1995, "Speculative Market Structure and the Collapse of an Exchange Rate Mechanism," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1164, May.