Research classified by Journal of Economic Literature (JEL) codes

2002

• Bansal, Ravi & Dahlquist, Magnus, 2002, "Expropriation Risk and Return in Global Equity Markets," SIFR Research Report Series, Institute for Financial Research, number 8, Nov.
• Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2002, "Corporate Governance and the Home Bias," SIFR Research Report Series, Institute for Financial Research, number 11, Nov.
• Kim, Yitae & Park, Kwangwoo & Ratti, Ronald & Shin, Hyun-Han, 2002, "Do Main Banks Extract Rents from their Client Firms? Evidence from Korean Chaebol," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2002-9, Sep.
• Fortin, Ines & Kuzmics, Christoph, 2002, "Tail-Dependence in Stock-Return Pairs," Economics Series, Institute for Advanced Studies, number 126, Nov.
• Burc Kayahan & Thanasis Stengos & Burak Saltoglu, 2002, "Intra-Day Features of Realized Volatility: Evidence from an Emerging Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 17-24, April.
• Fratzscher, Marcel, 2002, "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 7, issue 3, pages 165-193, July.
• Mr. James Y. Yao & Mr. Jorge A Chan-Lau & Mr. Donald J Mathieson, 2002, "Extreme Contagion in Equity Markets," IMF Working Papers, International Monetary Fund, number 2002/098, May.
• Fernando Lefort & Eduardo Walker, 2002, "Cambios Estructurales e Integración. Discusión y Análisis del Mercado Accionario Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 116, pages 95-122.
• António Afonso, 2002, "Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2002/02.
• William Miles, 2002, "Financial Deregulation And Volatility In Emerging Equity Markets," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 27, issue 2, pages 113-126, December.
• Johann Burgstaller, 2002, "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2002-07, Jul.
• Kugler, Peter & Weder, Beatrice, 2002, "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Discussion Paper Series, Hamburg Institute of International Economics, number 26190, DOI: 10.22004/ag.econ.26190.
• Antzoulatos, Angelos A., 2002, "Benchmark Yield Undershooting in the E.M.U," Discussion Paper Series, Hamburg Institute of International Economics, number 26207, DOI: 10.22004/ag.econ.26207.
• Marshall, Pablo & Walker, Eduardo, 2002, "Asymmetric Reaction to Information and Serial Dependence of Short-run Returns," Journal of Applied Economics, Universidad del CEMA, volume 5, issue 2, pages 1-20, November, DOI: 10.22004/ag.econ.44293.
• Foort Hamelink & Martin Hoesli, 2002, "What Factors Determine International Real Estate Security Returns?," ERES, European Real Estate Society (ERES), number eres2002_196, Jun.
• Tse, Y.K. & Zhang, Bill & Yu, Jun, 2002, "Estimation of Hyperbolic Diffusion using MCMC Method," Working Papers, Department of Economics, The University of Auckland, number 182.
• Todor Nedev, 2002, "Trade on the European fixed-term market in options on futures bond contracts and strategies for risk management," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 101-115.
• Liliane Karlinger, 2002, "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Staff Working Papers, Bank of Canada, number 02-35, DOI: 10.34989/swp-2002-35.
• Toni Gravelle, 2002, "The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ," Staff Working Papers, Bank of Canada, number 02-9, DOI: 10.34989/swp-2002-9.
• Luis Eduardo Arango & Yanneth R.Betancourth, 2002, "A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt," Borradores de Economia, Banco de la Republica de Colombia, number 216, Aug, DOI: 10.32468/be.216.
• Sanvi Avouyi-Dovi & Dominique Guégan & Sophie Ladoucette, 2002, "Une mesure de la persistance dans les indices boursiers," Working papers, Banque de France, number 94.
• Sanvi Avouyi-Dovi & Dominique Guégan & Sophie Ladoucette, 2002, "What is the Best Approach to Measure the Interdependence between Different Markets?," Working papers, Banque de France, number 95.
• Edward I. Altman & Andrea Resti & Andrea Sironi, 2002, "The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios," BIS Working Papers, Bank for International Settlements, number 113, Jul.
• Jan Hanousek & Richard Podpiera, 2002, "Information–driven trading at the Prague Stock Exchange: Evidence from Intra–Day Data," The Economics of Transition, The European Bank for Reconstruction and Development, volume 10, issue 3, pages 747-759, November, DOI: 10.1111/1468-0351.t01-1-00132.
• Martin D. D. Evans, 2002, "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, volume 57, issue 6, pages 2405-2447, December, DOI: 10.1111/1540-6261.00501.
• Marco Pagano & Ailsa A. Röell & Josef Zechner, 2002, "The Geography of Equity Listing: Why Do Companies List Abroad?," Journal of Finance, American Finance Association, volume 57, issue 6, pages 2651-2694, December, DOI: 10.1111/1540-6261.00509.
• Chris Brooks & Ólan T. Henry, 2002, "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 64, issue 5, pages 487-507, December, DOI: 10.1111/1468-0084.00274.
• Pablo Marshall & Eduardo Walker, 2002, "Asymmetric Reaction to Information and Serial Dependence of Short-run Returns," Journal of Applied Economics, Universidad del CEMA, volume 5, pages 273-292, November.
• Catherine L. Mann & Ellen E. Meade, 2002, "Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0537, Jun.
• Michael Clemens, 2002, "Do Rich Countries Invest Less in Poor Countries than the Poor Countries Themselves?," Working Papers, Center for Global Development, number 19, Dec.
• Rasmus Fatum, 2002, "Post-Plaza intervention in the DEM/USD exchange rate," Canadian Journal of Economics, Canadian Economics Association, volume 35, issue 3, pages 556-567, August, DOI: 10.1111/1540-5982.00145.
• Luis Eduardo Arango & Yanneth R. Betancourt, 2002, "A Signal Of Imperfect Portfolio Capital Adjustments From The Relationschip Between Yields Of Domestic And Foreign Colombian Debt," Borradores de Economia, Banco de la Republica, number 1934, Aug.
• GIOT, Pierre, 2002, "The information content of implied volatility in agricultural commodity markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002038, Jun.
• GIOT, Pierre & GRAMMIG, Joachim, 2002, "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002054, Oct.
• Dahlquist, Magnus & Sallstrom, Torbjorn, 2002, "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 3145, Jan.
• Kofman, Paul & Koedijk, Kees & Campbell, Rachel, 2002, "Increased Correlation in Bear markets: A Downside Risk Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 3172, Jan.
• Koedijk, Kees & de Jong, Cyriel & Schnitzlein, Charles, 2002, "Stock Market Quality in the Prescence of a Traded Option," CEPR Discussion Papers, Centre for Economic Policy Research, number 3173, Jan.
• Zingales, Luigi & Dyck, Alexander, 2002, "Private Benefits of Control: An International Comparison," CEPR Discussion Papers, Centre for Economic Policy Research, number 3177, Jan.
• Claessens, Stijn & Schmukler, Sergio L. & Klingebiel, Daniela, 2002, "Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres," CEPR Discussion Papers, Centre for Economic Policy Research, number 3301, Apr.
• Das, Sanjiv Ranjan & Uppal, Raman, 2002, "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 3305, Apr.
• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002, "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers, Centre for Economic Policy Research, number 3310, Apr.
• Bottazzi, Laura & Da Rin, Marco, 2002, "Europe's 'New' Stock Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 3521, Aug.
• Francois, Joseph & Eschenbach, Felix, 2002, "Financial Sector Competition, Services Trade, and Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 3573, Oct.
• Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert A. & Slive, Joshua, 2002, "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 3676, Dec.
• Dellas, Harris & Hess, Martin, 2002, "Financial Development and Stock Returns: A Cross-Country Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 3681, Jan.
• Massimo Guidolin & Giovanna Nicodano, 2005, "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 41, Feb.
• Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002, "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, volume 3, issue 2, pages 249-298, November.
• Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002, "What Determines Expected International Asset Returns?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 503, Nov.
• Entorf, Horst & Jamin, Gösta, 2002, "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," 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 18198, Oct.
• Entorf, Horst & Jamin, Gösta, 2008, "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," 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 77563.
• Leachman, Lori & Kumar, Vinay & Orleck, Scott, 2002, "Explaining Variations in Private Equity: A Panel Approach," Working Papers, Duke University, Department of Economics, number 02-14.
• Reinker, Kenneth S. & Tower, Edward, 2002, "Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula," Working Papers, Duke University, Department of Economics, number 02-22.
• Tabakis, Evangelos & Vinci, Anna, 2002, "Analysing and combining multiple credit assessments of financial institutions," Working Paper Series, European Central Bank, number 123, Feb.
• Ceci, Vladimiro & Manganelli, Simone & Vecchiato, Walter, 2002, "Sensitivity analysis of volatility: a new tool for risk management," Working Paper Series, European Central Bank, number 194, Nov.
• Bødskov Andersen, Allan & Wagener, Tom, 2002, "Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices," Working Paper Series, European Central Bank, number 198, Dec.
• Kim, Woochan & Wei, Shang-Jin, 2002, "Foreign portfolio investors before and during a crisis," Journal of International Economics, Elsevier, volume 56, issue 1, pages 77-96, January.
• Brandt, Michael W. & Santa-Clara, Pedro, 2002, "Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets," Journal of Financial Economics, Elsevier, volume 63, issue 2, pages 161-210, February.
• Bris, Arturo & Koskinen, Yrjo, 2002, "Corporate leverage and currency crises," Journal of Financial Economics, Elsevier, volume 63, issue 2, pages 275-310, February.
• Bekaert, Geert & Harvey, Campbell R. & Lumsdaine, Robin L., 2002, "Dating the integration of world equity markets," Journal of Financial Economics, Elsevier, volume 65, issue 2, pages 203-247, August.
• Lothian, James R., 2002, "The internationalization of money and finance and the globalization of financial markets," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 699-724, November.
• Koedijk, Kees G. & Kool, Clemens J. M. & Schotman, Peter C. & van Dijk, Mathijs A., 2002, "The cost of capital in international financial markets: local or global?," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 905-929, November.

2001

• Perotti, Enrico C. & van Oijen, Pieter, 2001, "Privatization, political risk and stock market development in emerging economies," Journal of International Money and Finance, Elsevier, volume 20, issue 1, pages 43-69, February.
• Cumby, Robert E. & Pastine, Tuvana, 2001, "Emerging market debt: measuring credit quality and examining relative pricing," Journal of International Money and Finance, Elsevier, volume 20, issue 5, pages 591-609, October.
• Hamao, Yasushi & Mei, Jianping, 2001, "Living with the "enemy": an analysis of foreign investment in the Japanese equity market," Journal of International Money and Finance, Elsevier, volume 20, issue 5, pages 715-735, October.
• Oxelheim, Lars, 2001, "Routes to equity market integration -- the interplay between politicians, investors and managers," Journal of Multinational Financial Management, Elsevier, volume 11, issue 2, pages 183-211, April.
• Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001, "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Working Papers, Economic Growth Center, Yale University, number 822, Apr.
• Forbes, Kristin J. & Rigobon, Roberto, 2001, "Contagion in Latin America: definitions, measurement, and policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123085, Apr.
• Moel, Alberto, 2001, "The role of American depositary receipts in the development of emerging markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123327, Oct.
• Streissler, Erich W., 2001, "Globalizáció, tőkepiacok és az állam szerepe
  [Globalization, capital markets and the role of the state]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 1-17.
• Kopits, György, 2001, "Hogyan segítheti elő a fiskális politika a valutaválságok megelőzését?
  [How can fiscal policy help to avert currency crises?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 279-290.
• Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001, "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0201, Dec.
• Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001, "Do Exchange Rates Convert Prices of Risk Across Countries?," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie003, Nov.
• Hans Dewachter & Konstantijn Maes, 2001, "Fitting Correlations Within and Between Bond Markets," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie004, Nov.
• Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001, "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie006, Dec.
• Laurent Deville, 2001, "Estimation des coûts de transaction sur un marché gouverné par les ordres : le cas des composantes du CAC 40," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2001-02.
• Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001, "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 01.08, Jul.
• Panicos Demetriades & Bassam Fattouh, 2001, "'Unproductive' Credit and the South-Korean Crisis," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 01/2, Jan.
• Kevin Amess & Panicos Demetriades, 2001, "Financial Liberalisation and the South Korean Financial Crisis: Some Qualitative Evidence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 01/3, Mar.
• Cheung, Yin-Wong & Westermann, Frank, 2001, "Equity Price Dynamics Before and After the Introduction of the Euro," Discussion Papers in Economics, University of Munich, Department of Economics, number 17, Dec.
• Amalia Di Iorio & Robert Faff, 2001, "The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 1-33, March.
• Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001, "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 35-58, March.
• Yin-Wong Cheung & Frank Westermann, 2001, "Equity Price Dynamics Before and After the Introduction of the Euro: A Note," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 2, pages 113-128, June.
• Asjeet S. Lamba & Isaac Otchere, 2001, "An Analysis of the Dynamic Relationships Between the South African Equity Market and Major World Equity Markets," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 3, pages 201-224, September.
• Cathy S. Goldberg & Francisco A. Delgado, 2001, "Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 4, pages 259-301, December.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2001, "Aging, pension reform, and capital flows: a multi-country simulation model," Papers, Sonderforschungsbreich 504, number 01-08.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2001, "Aging and International Capital Flows," Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre, number 605.
• Sebastian Edwards & Edgardo Zablotsky, 2001, "Inter-American Seminar on Economics (IASE) 1999," NBER Books, National Bureau of Economic Research, Inc, number edwa01-1.
• Michael W. Brandt & Pedro Santa-Clara, 2001, "Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0274, Aug.
• Rene M. Stulz & Rohan Williamson, 2001, "Culture, Openness, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 8222, Apr.
• Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001, "The Role of Large Players in Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 8303, May.
• Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara, 2001, "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," NBER Working Papers, National Bureau of Economic Research, Inc, number 8404, Jul.
• 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.
• 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.
• Stefano G. Athanasoulis & Robert J. Shiller, 2001, "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," American Economic Review, American Economic Association, volume 91, issue 4, pages 1031-1054, September.
• Francisco J. Climent & Vicente Meneu, 2001, "Has 1997 Asian Crisis increased Information Flows between International Markets?," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-01, Jan.
• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2001, "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Center Discussion Papers, Yale University, Economic Growth Center, number 28420, DOI: 10.22004/ag.econ.28420.
• Shakila Aruman & Mardi Dungey, 2001, "A Perspective on Modelling the Real Trade Weighted Index Since the Float," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 435, Jun.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 30, Nov.
• Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001, "Correlation Analysis of Financial Contagion: What One Should Know before Running a Test," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 408, Jun.
• Rockinger, Michael & Urga, Giovanni, 2001, "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 1, pages 73-84, January.
• Gabriele Galati & Kostas Tsatsaronis, 2001, "The impact of the euro on Europe's financial markets," BIS Working Papers, Bank for International Settlements, number 100, Jul.
• Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008, "The Asian crisis: what did local stock markets expect?," BIS Working Papers, Bank for International Settlements, number 261, Sep.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011, "Currency Momentum Strategies," BIS Working Papers, Bank for International Settlements, number 366, Dec.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012, "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers, Bank for International Settlements, number 374, Mar.
• Robert N McCauley, 2012, "Risk-on/risk-off, capital flows, leverage and safe assets," BIS Working Papers, Bank for International Settlements, number 382, Jul.
• Guonan Ma & Robert N McCauley, 2013, "Is China or India more financially open?," BIS Working Papers, Bank for International Settlements, number 410, Apr.
• João A. C. Santos & Joseph G. Haubrich, 1999, "Banking and commerce: a liquidity approach," BIS Working Papers, Bank for International Settlements, number 78, Oct.
• Francois Chesnay & Eric Jondeau, 2001, "Does Correlation Between Stock Returns Really Increase During Turbulent Periods?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 30, issue 1, pages 53-80, February.
• G. M. Chen & Bong‐Soo Lee & Oliver Rui, 2001, "Foreign Ownership Restrictions And Market Segmentation In China'S Stock Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 133-155, March, DOI: 10.1111/j.1475-6803.2001.tb00822.x.
• Dilip Kumar Patro, 2001, "Market Segmentation And International Asset Prices: Evidence From The Listing Of World Equity Benchmark Shares," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 83-98, March, DOI: 10.1111/j.1475-6803.2001.tb00819.x.
• Aurélie Boubel & Sébastien Laurent & Christelle Lecourt, 2001, "L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar," Revue économique, Presses de Sciences-Po, volume 52, issue 2, pages 353-370.
• André Cartapanis, 2001, "Économie politique de l'architecture financière internationale," Revue économique, Presses de Sciences-Po, volume 52, issue 2, pages 447-465.
• Thomas Serval, 2001, "Lorsque les réseaux d'information deviendront des bourses," Revue économique, Presses de Sciences-Po, volume 52, issue 7, pages 249-265.
• K Alexander, 2001, "A Uniform Choice of Law Rule for the Taking of Collateral Interests in Securities: Using Private Law Approaches to Reduce Credit and Legal Risk in Financial Systems," Working Papers, Centre for Business Research, University of Cambridge, number wp211, Sep.
• K. Alexander, 2001, "Insider Dealing and Market Abuse: The Financial Services and Markets Act 2000," Working Papers, Centre for Business Research, University of Cambridge, number wp222, Dec.
• Brandt, Michael & Cochrane, John & Santa-Clara, Pedro, 2001, "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt1jw137zd, Jul.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp173, Apr.
• Yin-Wong Cheung & Frank Westermann, 2001, "Equity Price Dynamics Before and After the Introduction of the Euro: A Note," CESifo Working Paper Series, CESifo, number 420.
• Sylvester Eijffinger & Wolf Wagner, 2001, "The Feasible Gains from International Risk Sharing," CESifo Working Paper Series, CESifo, number 472.
• Willem F. Duisenberg, 2001, "Die Europäische Wirtschafts- und Währungsunion: Eine Erfolgsgeschichte," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 54, issue 13, pages 29-34, September.
• Woochan Kim & Shang-Jin Wei, 2001, "Offshore Investment Funds: Monsters in Emerging Markets?," CID Working Papers, Center for International Development at Harvard University, number 69, Jun.
• Woochan Kim & Shang-Jin Wei, 2001, "Offshore Investment Funds: Monsters in Emerging Markets?," CID Working Papers, Center for International Development at Harvard University, number 69A, Jun.
• Steven A. Block & Paul M. Vaaler, 2001, "The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries," CID Working Papers, Center for International Development at Harvard University, number 82, Dec.
• Luis Miotti & Dominique Plihon, 2001, "Liberalisation financiere, speculation et crises bancaires," Economie Internationale, CEPII research center, issue 85, pages 3-36.
• Burak Gürbüz & Marc Raffinot, 2001, "Dette publique et investissements prives : le cas de la Turquie," Economie Internationale, CEPII research center, issue 86, pages 125-142.
• Ingenue, 2001, "Our Future Pensions and Globalisation: an Exploration of the Issue Using the INGENUE Model," La Lettre du CEPII, CEPII research center, issue 200.
• John M. Maheu & Thomas McCurdy, 2001, "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers, CIRANO, number 2001s-42, Jun.
• Charles Cao & Eric Ghysels & Frank Hatheway, 2001, "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers, CIRANO, number 2001s-62, Nov.
• Martin Cincibuch & Pavel Bouc, 2001, "Interpretation of Czech FX Options," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 2001/36, Oct.
• Alberto Moel, 2001, "The Role of American Depositary Receipts in the Development of Emerging Markets," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2001, pages 209-274.
• GIOT, Pierre & LAURENT, Sébastien, 2001, "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001022, Apr.
• GRAMMIG, Joachim & MELVIN, Michael & SCHLAG, Christian, 2001, "Price discovery in international equity trading," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001028, Jun.
• Pagano, Marco & Röell, Ailsa & Zechner, Josef, 2001, "The Geography of Equity Listing: Why Do Companies List Abroad?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2681, Jan.
• Pagano, Marco & Röell, Ailsa & Zechner, Josef & Randl, Otto, 2001, "What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 2683, Jan.
• Eijffinger, Sylvester & Wagner, Wolf, 2001, "The Feasible Gains from International Risk Sharing," CEPR Discussion Papers, Centre for Economic Policy Research, number 2691, Feb.
• Konrad, Kai A., 2001, "Repeated Expropriation Contests and Foreign Direct Investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 2695, Feb.
• Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001, "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 2762, Apr.
• Cumby, Robert & Pastine, Tuvana, 2001, "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 2866, Jun.
• Vitale, Paolo, 2001, "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers, Centre for Economic Policy Research, number 2886, Jul.
• Flood, Robert P & Rose, Andrew, 2001, "Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s," CEPR Discussion Papers, Centre for Economic Policy Research, number 2943, Sep.
• Danthine, Jean-Pierre & Adjaoute, Kpate, 2001, "EMU and Portfolio Diversification Opportunities," CEPR Discussion Papers, Centre for Economic Policy Research, number 2962, Oct.