Research classified by Journal of Economic Literature (JEL) codes

2000

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

1999

• Huddart, Steven & Hughes, John S. & Brunnermeier, Markus, 1999, "Disclosure requirements and stock exchange listing choice in an international context," Journal of Accounting and Economics, Elsevier, volume 26, issue 1-3, pages 237-269, January.
• Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999, "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, volume 11, issue 3, pages 305-373, October.
• Degryse, Hans, 1999, "The total cost of trading Belgian shares: Brussels versus London," Journal of Banking & Finance, Elsevier, volume 23, issue 9, pages 1331-1355, September.
• Aggarwal, Reena & Angel, James J., 1999, "The rise and fall of the Amex Emerging Company Marketplace," Journal of Financial Economics, Elsevier, volume 52, issue 2, pages 257-289, May.
• Choe, Hyuk & Kho, Bong-Chan & Stulz, Rene M., 1999, "Do foreign investors destabilize stock markets? The Korean experience in 1997," Journal of Financial Economics, Elsevier, volume 54, issue 2, pages 227-264, October.
• Bodart, Vincent & Reding, Paul, 1999, "Exchange rate regime, volatility and international correlations on bond and stock markets," Journal of International Money and Finance, Elsevier, volume 18, issue 1, pages 133-151, January.
• Los, Cornelis A., 1999, "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 9, issue 3-4, pages 265-289, November.
• Ivanter Alexander & Peresetsky Anatoly, 1999, "The Development of the State Bond Market," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-06e, Jun.
• Dean, J.W., 1999, "Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-3.
• Hugues Pirotte, 1999, "Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 99-001.RS.
• Hugues Pirotte, 1999, "A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 99-002.RS.
• Martin Scheicher, 1999, "Nonlinear dynamics: Evidence for a small stock exchange," Empirical Economics, Springer, volume 24, issue 1, pages 45-59.
• Jan J. J. Groen, 1999, "Long horizon predictability of exchange rates: Is it for real?," Empirical Economics, Springer, volume 24, issue 3, pages 451-469.
• Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999, "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 3, pages 454-479, September, DOI: 10.1007/BF02707335.
• Ludger Linnemann, 1999, "Sectoral and aggregate estimates of the cyclical behavior of markups: Evidence from Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 3, pages 480-500, September, DOI: 10.1007/BF02707336.
• José Manuel Campa & P.H. Kevin Chang & James F. Refalo, 1999, "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 99-08.
• Lane, P, 1999, "International Investment Positions: A Cross-Sectional Analysis," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 995.
• Jan J.J. Groen & Frank R. Kleibergen, 1999, "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-055/4, Aug.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-078/4, Oct.
• Garip TURUNÇ, 1999, "Développement Du Secteur Financier Et Croissance : Le Cas Des Pays Émergents Méditerranéens," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 10, pages 89-129.
• Martin D. D. Evans and Richard K. Lyons., 1999, "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-288, Aug.
• Bebchuk, Lucian Arye & Guzman, Andrew T, 1999, "An Economic Analysis of Transnational Bankruptcies," Journal of Law and Economics, University of Chicago Press, volume 42, issue 2, pages 775-808, October, DOI: 10.1086/467442.
• Maroney, Neal C. & Protopapadakis, Aris A., 1999, "The book-to-market and size effects in a general asset pricing model: evidence from seven national markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 1999-15, Nov.
• VT Alaganar & Graham Partington & Max Stevenson, 1999, "Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 92, Oct.
• Enrico C. Perotti & Pieter van Oijen, 1999, "Privatization, Political Risk and Stock Market Development in Emerging Economies," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 243, Mar.
• Woochan Kim & Shang-Jin Wei, 1999, "Foreign Portfolio Investors before and during a Crisis," CID Working Papers, Center for International Development at Harvard University, number 6, Mar.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-29, Oct.
• Anders Johansen & Didier Sornette & Olivier Ledoit, 1999, "Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes," Finance, University Library of Munich, Germany, number 9903006, Mar.
• Nikolaus Hautsch, 1999, "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance, University Library of Munich, Germany, number 9904002, Apr.
• Dietl, Helmut & Pauli, Markus & Royer, Susanne, 1999, "Frankfurts Position im internationalen Finanzplatzwettbewerb: Eine ressourcenorientierte Analyse," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/10.
• Gebhardt, Günther, 1999, "The evolution of global standards of accounting," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/05.
• Hautsch, Nikolaus, 1999, "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/03.
• Gerhard, Frank & Hautsch, Nikolaus, 1999, "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/19.
• Sell, Friedrich L., 1999, "Risiken für die Emerging Markets in Mittel- und Osteuropa vor dem Hintergrund der Erfahrungen Thailands, Mexikos und Tschechiens," Working Papers in Economics, Bundeswehr University Munich, Economic Research Group, number 1999,3.
• Flood, Robert P & Rose, Andrew K, 1999, "Understanding Exchange Rate Volatility without the Contrivance of Macroeconomics," Economic Journal, Royal Economic Society, volume 109, issue 459, pages 660-672, November.
• Eric Brown, 1999, "Long-run performance analysis of a new sample of UK IPOs," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 41, Aug.
• Scott, Andrew & Uhlig, Harald, 1999, "Fickle investors: An impediment to growth?," European Economic Review, Elsevier, volume 43, issue 7, pages 1345-1370, June.
• Leslie Young & James A. Bennett, 1999, "International Stock Market Equilibrium with Heterogenous Tastes," American Economic Review, American Economic Association, volume 89, issue 3, pages 639-648, June.
• Karen K. Lewis, 1999, "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, volume 37, issue 2, pages 571-608, June, DOI: 10.1257/jel.37.2.571.
• Kenneth Rogoff, 1999, "International Institutions for Reducing Global Financial Instability," Journal of Economic Perspectives, American Economic Association, volume 13, issue 4, pages 21-42, Fall.
• Frederic S. Mishkin, 1999, "Global Financial Instability: Framework, Events, Issues," Journal of Economic Perspectives, American Economic Association, volume 13, issue 4, pages 3-20, Fall.
• Markus Mueller & Ulrich K. Schittko, 1999, "Transmission of Policy Shocks in a Monetary Asset-Pricing Model," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 188, Nov.
• Zahir Antia & Ramdane Djoudad & Pierre St-Amant, 1999, "Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms," Staff Working Papers, Bank of Canada, number 99-17, DOI: 10.34989/swp-1999-17.
• Neil Beattie & Jean-François Fillion, 1999, "An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention," Staff Working Papers, Bank of Canada, number 99-4, DOI: 10.34989/swp-1999-4.
• Ben Fung & Scott Mitnick & Eli Remolona, 1999, "Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets," Staff Working Papers, Bank of Canada, number 99-6, DOI: 10.34989/swp-1999-6.
• Eric Jondeau & Michael Rockinger, 1999, "The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets," Working papers, Banque de France, number 66.
• Ólan T. Henry & John Sharma, 1999, "Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios," Australian Economic Papers, Wiley Blackwell, volume 38, issue 4, pages 393-406, December, DOI: 10.1111/1467-8454.00064.
• Kee‐Hong Bae & Baekin Cha & Yan‐Lueng Cheung, 1999, "The Transmission of Pricing Information of Dually‐Listed Stocks," Journal of Business Finance & Accounting, Wiley Blackwell, volume 26, issue 5‐6, pages 709-723, June, DOI: 10.1111/1468-5957.00272.
• Pope, PF & Walker, M, 1999, "International differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 53-87, DOI: http://hdl.handle.net/10.2307/24913.
• Basu, S, 1999, "Discussion of international differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 89-99, DOI: http://hdl.handle.net/10.2307/24913.
• Tetsuro Hanajiri, 1999, "Three Japan Premiums in Autumn 1997 and Autumn 1998 -- Why did premiums differ between markets? --," Bank of Japan Working Paper Series, Bank of Japan, number Financial Markets Departm, Aug.
• Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999, "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt93s6p8gb, Feb.
• Evans, Martin D. & Lyons, Richard K., 1999, "Order Flow and Exchange Rate Dynamics," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley, number qt0dh1c16w, Aug.
• Andrew Scott & Harald Uhlig, 1999, "Fickle Investors: An Impediment to Growth," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0415, Feb.
• Woochan Kim & Shang-Jin Wei, 1999, "Foreign Portfolio Investors before and during a Crisis," CID Working Papers, Center for International Development at Harvard University, number 06A, Mar.
• Nathan Sussman & Yishay Yafeh, 1999, "Institutions economiques et integration des marches internationaux de capitaux : le cas du Japon pendant l’ere Meiji," Economie Internationale, CEPII research center, issue 78, pages 85-104.
• Kaminsky Graciela, 1999, "Notas sobre crisis financieras," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Willem H. Buiter, 1999, "The EMU and the NAMU: What is the Case for North American Monetary Union?," Canadian Public Policy, University of Toronto Press, volume 25, issue 3, pages 285-305, September.
• Scott, Andrew & Uhlig, Harald, 1999, "Fickle Investors: an Impediment to Growth?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2071, Feb.
• Lane, Philip R., 1999, "Do International Investment Income Flows Smooth Income?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2123, Mar.
• Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 1999, "EMU and European Stock Market Integration," CEPR Discussion Papers, Centre for Economic Policy Research, number 2124, Apr.
• Zalewska, Ania, 1999, "Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges," CEPR Discussion Papers, Centre for Economic Policy Research, number 2134, Apr.
• Jeanne, Olivier & Rose, Andrew K, 1999, "Noise Trading and Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 2142, May.
• Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio, 1999, "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 2171, Jun.
• Liew, Jimmy & Vassalou, Maria, 1999, "Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 2180, Jun.
• Buiter, Willem H., 1999, "The EMU and the NAMU: What is the Case for North American Monetary Union?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2181, Jun.
• Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 2297, Nov.
• Michel Normandin, 1999, "The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 67, Jan.
• Goetzmann, William N. & Jorion, Philippe, 1999, "Re-Emerging Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 34, issue 1, pages 1-32, March.
• Stefano G. Athanasoulis & Robert J. Shiller, 1999, "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1239, Oct.
• ROCKINGER, Michael & JONDEAU, Eric, 1999, "The Tail Behavior of Stock Returns: Emerging versus Mature Markets," HEC Research Papers Series, HEC Paris, number 668, Apr.
• Nikitas Niarchos & Yiuman Tse & Chunchi Wu & Allan Young, 1999, "International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 1, pages 19-40, March.