Research classified by Journal of Economic Literature (JEL) codes

2001

• Dahlquist, Magnus & Robertsson, Göran, 2001, "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 3033, Oct.
• Dahlquist, Magnus & Bansal, Ravi, 2001, "Sovereign Risk and Return in Global Equity Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 3034, Oct.
• Koedijk, Kees & Schotman, Peter C & Van Dijk, Mathijs, 2001, "The Cost of Capital in International Financial Markets: Local or Global," CEPR Discussion Papers, Centre for Economic Policy Research, number 3062, Nov.
• Vitale, Paolo & Payne, Richard, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 3085, Nov.
• Danthine, Jean-Pierre & Adjaoute, Kpate, 2001, "Portfolio Diversification: Alive and Well in Euroland!," CEPR Discussion Papers, Centre for Economic Policy Research, number 3086, Nov.
• de Jong, Frank & de Roon, Frans, 2001, "Time-Varying Market Integration and Expected Returns in Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 3102, Dec.
• Dimitris Georgoutsos & George Kouretas, 2001, "Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework," Working Papers, University of Crete, Department of Economics, number 0104, Jun.
• Vincent BODART & Paul REDING, 2001, "Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001016, Apr.
• Jonathan Batten & Craig Ellis, 2001, "Scaling Foreign Exchange Volatility," Working Papers, Deakin University, Department of Economics, number 2001_01, Jan.
• Batten, Jonathan & Craig Ellis, 2001, "Scaling Relationships of Gaussian Processes," Working Papers, Deakin University, Department of Economics, number 2001_02, Jan.
• POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001, "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series, HEC Paris, number 719, Feb.
• ROCKINGER, Michael & JONDEAU, Eric, 2001, "Testing for differences in the tails of stock-market returns," HEC Research Papers Series, HEC Paris, number 739, Oct.
• Fratzscher, Marcel, 2001, "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series, European Central Bank, number 48, Mar.
• Freixas, Xavier & Holthausen, Cornelia, 2001, "Interbank market integration under asymmetric information," Working Paper Series, European Central Bank, number 74, Aug.
• Stefania Ciraolo, 2001, "Stima della probabilità di insolvenza nei mercati emergenti," Rivista di Politica Economica, SIPI Spa, volume 91, issue 9, pages 121-144, November-.
• Alexander Ljungqvist & Tim Jenkinson & William Wilhelm, 2001, "Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors," OFRC Working Papers Series, Oxford Financial Research Centre, number 2001fe06.
• Pierre Giot and S»bastien Laurent, 2001, "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001, Society for Computational Economics, number 94, Apr.
• Mario Reyes, 2001, "Asymmetric volatility spillover in the Tokyo stock exchange," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 25, issue 2, pages 206-213, June, DOI: 10.1007/BF02744523.
• Philip Lane, 2001, "Do international investment income flows smooth income?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 4, pages 714-736, December, DOI: 10.1007/BF02707430.
• Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001, "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-009/4, Jan.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-017/4, Feb.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-018/4, Feb.
• Bert Menkveld, 2001, "Splitting Orders in Fragmented Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-059/2, Jun.
• Bodnar, G.M. & de Jong, A. & Macrae, V., 2001, "The Impact of Institutional Differences on Derivatives Usage : A Comparative Study of US and Dutch Firms," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-62.
• de Jong, F.C.J.M. & de Roon, F.A., 2001, "Time Varying Market Integration and Expected Rteurns in Emerging Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-78.
• Bodnar, G.M. & de Jong, A. & Macrae, V., 2001, "The Impact of Institutional Differences on Derivatives Usage : A Comparative Study of US and Dutch Firms," Other publications TiSEM, Tilburg University, School of Economics and Management, number 03c666d1-7640-49e1-ac16-a.
• van Mierlo, J.G.A., 2001, "Over de verhouding tussen overheid, marktwerking en privatisering. Een economische meta-analyse," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 014, Jan, DOI: 10.26481/umamet.2001014.
• Giot, P. & Laurent, S.F.J.A., 2001, "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 026, Jan, DOI: 10.26481/umamet.2001026.
• Hans Joachim Voth, 2001, "Inflation, political instability and stockmarket volatility in interwar Germany," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 535, Mar.
• Hans Joachim Voth, 2001, "Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 552, May.
• Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001, "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 578, Oct.
• Xavier Freixas & Cornelia Holthausen, 2001, "Interbank market integration under asymmetric information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 579, Mar.
• Olivier Ledoit & Michael Wolf, 2001, "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 586, Nov.
• Mark Aguiar & Fernando Broner, 2001, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 863, Aug, revised Aug 2004.
• Thierry Ané & Chiraz Labidi, 2001, "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 64, Sep.
• Pilar Abad Romero, 2001, "Transmisión De Volatilidad A Lo Largo De La Estructura Temporal De Swaps: Evidencia Internacional," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0105, Oct.
• Fisman, Raymond & Love, Inessa, 2001, "Trade credit, financial intermediary development, and industry growth," Policy Research Working Paper Series, The World Bank, number 2695, Oct.
• Lihui Tian, 2001, "Government Shareholding and the Value of China's Modern Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 395, Apr.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics, Department of Economics, Williams College, number 168, Oct.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-04, Oct.
• Tomas Dvorak, 2001, "Gross Capital Flows and Asymmetric Information," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-07, Jun.
• Jonathan H. Conning, 2002, "Latifundia Economics," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-08, Mar.
• Söhnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 10, issue 3, pages 85-155, August, DOI: 10.1111/1468-0416.00043.
• Raghuram G. Rajan & Luigi Zingales, 2001, "The Great Reversals: The Politics of Financial Development in the 20th Century," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 526, Feb.
• Jan Hanousek & Richard Podpiera, 2001, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance, University Library of Munich, Germany, number 0012003, Feb.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," Finance, University Library of Munich, Germany, number 0106002, Jun.
• Sohnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance, University Library of Munich, Germany, number 0107001, Jul.
• Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2001, "Aging, pension reform, and capital flows: A multi-country simulation model," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 01-08, Jan.
• Ehrhardt, Olaf & Nowak, Eric, 2001, "Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/10.
• Nunnenkamp, Peter, 2001, "Too much, too little, or too volatile? International capital flows to developing countries in the 1990s," Kiel Working Papers, Kiel Institute for the World Economy, number 1036.
• Buch, Claudia M., 2001, "Cross-Border Banking and Transmission Mechanisms: The Case of Europe," Kiel Working Papers, Kiel Institute for the World Economy, number 1063.
• Nunnenkamp, Peter, 2001, "Umbaupläne und Reparaturarbeiten an der internationalen Finanzarchitektur: eine Zwischenbilanz aus deutscher Perspektive," Kiel Working Papers, Kiel Institute for the World Economy, number 1078.
• Vitale, Paolo, 2001, "Foreign exchange intervention and macroeconomic stability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25039, Jul.
• Calzorali, Giorgio & Fiorentini, Gabriele & Sentana, Enrique, 2001, "Constrained indirect inference estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25061, Jun.
• Mo?se Sidiropoulos & Jamel Trabelsi, 2001, "Volatility Transmission between Stock and Foreign Exchange Markets Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 5, issue 1, pages 47-60, Summer.
• Menkveld, A.J., 2001, "Splitting Orders in Fragmented Markets; evidence from cross-listed stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-20, Jun.
• Bodnar, G.M. & de Jong, A. & Macrae, V., 2001, "The Impact of Institutional Differences on Derivatives Usage," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-89-F&A, Jan.
• Harissis H. & Mesomeris S. & Staikouras S., 2001, "Long-Term Trends and Short-Run Dynamics in International Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 103-120, July - De.
• Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001, "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp32, Jul.
• Laurent BARRAS, & Dušan ISAKOV, 2001, "How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp37, Nov.
• Richard Podpiera, 2001, "Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 3, pages 166-181, March.
• Jan Hanousek & Richard Podpiera, 2001, "How Widespread Is Informed Trading on the Czech Financial Market?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 7, pages 405-416, July.
• Reuven Glick & Michael M. Hutchison, 2001, "Capital controls and exchange rate stability in developing countries," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul20.
• Hali J. Edison & Francis E. Warnock, 2001, "A Simple Measure of the Intensity of Capital Controls," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 708.
• William L. Griever & Gary A. Lee & Francis E. Warnock, 2001, "The U.S. system for measuring cross-border investment in securities: a primer with a discussion of recent developments," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 87, issue Oct, pages 634-650, October, DOI: 10.17016/bulletin.2001.87-10.
• Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001, "A new approach to measuring financial contagion," Proceedings, Federal Reserve Bank of Chicago, number 743.
• Richard Payne, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers, Financial Markets Group, number dp355, Nov.
• Gabriele Fiorentini & Enrique Sentana, 2001, "Constrained Indirect Inference Estimation," FMG Discussion Papers, Financial Markets Group, number dp384, Jun.
• Konrad, K.A. & Lommerud, K.E., 2001, "Foreign Direct Investment, Intra-firm Trade and Ownership Structure," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 219.
• Barras, L. & Isakov, D., 2001, "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.07.
• Verdier, D., 2001, "Social Against Mobile Capital: Explaining Cross-National Variations in Stock Market Size in the OECD," Papers, European Institute - Political and Social Sciences, number 2001/2.
• Adjaoute, K. & Danthine, J.P., 2001, "Portfolio Diversification: Alive and well In Euroland," Papers, Manitoba - Department of Economics, number 32.
• Barras, L. & Isakov, D., 2001, "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers, Manitoba - Department of Economics, number 37.
• Leong, S.C. & Felminham, B., 2001, "The Interdependence of Share Markets in the Developed Economies of East Asia," Papers, Tasmania - Department of Economics, number 2001-10.
• Fratzscher, M., 2001, "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers, Quebec a Montreal - Recherche en gestion, number 48.
• Freixas, X. & Holthausen, C., 2001, "Interbank Market Integration under Asymmetric Information," Papers, Quebec a Montreal - Recherche en gestion, number 74.
• Chaves, R.A. & Sanchez, S. & Schor, S. & Tesliuc, E., 2001, "Financial Markets, Credit Constraints, and Investment in Rural Romania," Papers, World Bank - Technical Papers, number 499.
• Roubini, N., 1989, "Current Account And Budget Deficits In An Intertemporal Model Of Consumption And Taxation Smoothing. A Solution To The "Feldstein-Horioka" Puzzel," Papers, Yale - Economic Growth Center, number 569.
• Schultz, T.P., 1989, "Women'S Changing Participation In The Labor Force: A World Perspective," Papers, Yale - Economic Growth Center, number 571.
• Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001, "New Extreme-Value Dependance Measures and Finance Applications," Working Papers, HAL, number hal-00597018, Feb.
• Michael Rockinger & Eric Jondeau, 2001, "Testing for differences in the tails of stock-market returns," Working Papers, HAL, number hal-00601480, Oct.
• Niemeyer, Jonas, 2001, "Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 482, Dec.
• Dahlquist, Magnus & Robertsson, Göran, 2001, "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series, Institute for Financial Research, number 1, Dec.
• Rime, Dagfinn, 2001, "U.S. Exchange Rates and Currency Flows," SIFR Research Report Series, Institute for Financial Research, number 4, Dec.
• Woochan Kim & Shang-Jin Wei, 2001, "Offshore Investment Funds: Monsters in Emerging Markets?," Working Papers, Hong Kong Institute for Monetary Research, number 052001, May.
• Dražen Mikulčić, 2001, "Value at Risk (Rizičnost vrijednosti) Teorija i primjena na međunarodni portfelj instrumenata s fiksn," Pregledi, Hrvatska narodna banka, Hrvatska, number 7, Sep.
• Jumah, Adusei & Kunst, Robert M., 2001, "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series, Institute for Advanced Studies, number 94, Jan.
• Mansor H. Ibrahim and Wan Sulaiman Wan Yusoff, 2001, "Macroeconomic Variables, Exchange Rate And Stock Price: A Malaysian Perspective," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 9, issue 2, pages 141-164, December.
• Mr. Francis E. Warnock & Ms. Hali J Edison, 2001, "A Simple Measure of the Intensity of Capital Controls," IMF Working Papers, International Monetary Fund, number 2001/180, Nov.
• Mr. Andrew K. Rose & Mr. Robert P Flood, 2001, "Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s," IMF Working Papers, International Monetary Fund, number 2001/207, Dec.
• Roman Kräussl, 2001, "Sovereign ratings and their impact on recent financial crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 7, issue 2, pages 268-269, May, DOI: 10.1007/BF02296020.

2000

• 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.
• 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.
• Hayri, Aydin, 2000, "Debt relief," Journal of International Economics, Elsevier, volume 52, issue 1, pages 137-152, October.
• 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.
• Marco Pagano & Otto Randl & Ailsa A. Röell & Josef Zechner, 2000, "What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 50, Dec.
• Dušan Isakov & Christophe Pérignon, 2000, "On the dynamic interdependence of international stock markets: A Swiss perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 136, issue 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.