Research classified by Journal of Economic Literature (JEL) codes

2000

• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0504, Aug.
• Brooks, Chris & Henry, Olan T., 2000, "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, volume 17, issue 4, pages 497-513, December.
• Jeyanthi Karuppiah & Cornelis A. Los, 2000, "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2000-06.
• Lawrence H. Summers, 2000, "International Financial Crises: Causes, Prevention, and Cures," American Economic Review, American Economic Association, volume 90, issue 2, pages 1-16, May.
• Myron S. Scholes, 2000, "Crisis and Risk Management," American Economic Review, American Economic Association, volume 90, issue 2, pages 17-21, May.
• Dong Lee & Bong-Chan Kho & Rene M. Stulz, 2000, "U.S. Banks, Crises, and Bailouts: From Mexico to LTCM," American Economic Review, American Economic Association, volume 90, issue 2, pages 28-31, May.
• Jeannine Bailliu, 2000, "Private Capital Flows, Financial Development, and Economic Growth in Developing Countries," Staff Working Papers, Bank of Canada, number 00-16, DOI: 10.34989/swp-2000-16.
• Uri Ron, 2000, "A Practical Guide to Swap Curve Construction," Staff Working Papers, Bank of Canada, number 00-17, DOI: 10.34989/swp-2000-17.
• René Garcia & Maral Kichian, 2000, "Modelling Risk Premiums in Equity and Foreign Exchange Markets," Staff Working Papers, Bank of Canada, number 00-9, DOI: 10.34989/swp-2000-9.
• Fabio Fornari & Marcello Pericoli, 2000, "Stock Values and Fundamentals; Link or Irrationality?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 378, Oct.
• François Chesnay & Eric Jondeau, 2000, "Does Correlation between Stock Returns Really Increase during Turbulent Period?," Working papers, Banque de France, number 73.
• Tuvana Pastine & Robert E. Cumby, 2000, "Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing," Working Papers, Department of Economics, Bilkent University, number 0010.
• Katharina Pistor & Martin Raiser & Stanislaw Gelfer, 2000, "Law and Finance in Transition Economies," The Economics of Transition, The European Bank for Reconstruction and Development, volume 8, issue 2, pages 325-368, July, DOI: 10.1111/1468-0351.00047.
• Carsten Detken & Philipp Hartmann, 2000, "The Euro and International Capital Markets," International Finance, Wiley Blackwell, volume 3, issue 1, pages 53-94, April, DOI: 10.1111/1468-2362.00042.
• Ali, A & Hwang, LS, 2000, "Country-specific factors related to financial reporting and the value relevance of accounting data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 1-21, DOI: http://hdl.handle.net/10.2307/26729.
• Wong, MHF, 2000, "The Association between SFAS No. 119 derivatives disclosures and the foreign exchange risk exposure of manufacturing firms," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 387-417, DOI: http://hdl.handle.net/10.2307/26729.
• Joos, P, 2000, "Discussion of the economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 125-136, DOI: http://hdl.handle.net/10.2307/26729.
• Leuz, C & Verrecchia, RE, 2000, "The economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 91-124, DOI: http://hdl.handle.net/10.2307/26729.
• Fabio Ghironi, 2000, "Macroeconomic Interdependence under Incomplete Markets," Boston College Working Papers in Economics, Boston College Department of Economics, number 471, Aug, revised 07 Feb 2003.
• Kern Alexander, 2000, "The Role of the Basle Standards in International Banking Supervision," Working Papers, Centre for Business Research, University of Cambridge, number wp153, Mar.
• Kern Alexander, 2000, "The Role of Soft Law in the Legalization of International Banking Supervision: A Conceptual Approach," Working Papers, Centre for Business Research, University of Cambridge, number wp168, Jun.
• Kern Alexander, 2000, "The Legalization Of The International Anti-Money Laundering Regime: The Role Of The Financial Action Task Force," Working Papers, Centre for Business Research, University of Cambridge, number wp177, Sep.
• Dongwei Su, 2000, "Asset Pricing in A Segmented Emerging Market," Journal of Applied Economics, Universidad del CEMA, volume 3, pages 387-412, November.
• 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, Sergio & 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, Jose 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.

1999

• 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, 1999, "Do International Investment Income Flows Smooth Income?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2123, Mar.
• Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 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.
• Rose, Andrew & Jeanne, Olivier, 1999, "Noise Trading and Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 2142, May.
• Eichenbaum, Martin & Rebelo, Sergio & Burnside, Craig, 1999, "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 2171, Jun.
• Vassalou, Maria & Liew, Jimmy, 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, 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.
• 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.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999, "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 9936/A, Oct.
• Enrico C. Perotti & Franco Modigliani, 1999, "Security versus Bank Finance: the Importance of a Proper Enforcement of Legal Rules," Working Papers, Fondazione Eni Enrico Mattei, number 1999.37, Mar.
• Enrico C. Perotti & Pieter van Oijen, 1999, "Privatisation, Political Risk and Stock Market Development in Emerging Economies," Working Papers, Fondazione Eni Enrico Mattei, number 1999.38, Mar.
• Joseph G. Haubrich & João A. C. Santos, 1999, "Banking and commerce: a liquidity approach," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9907, DOI: 10.26509/frbc-wp-199907.
• Ben R. Craig & Christopher J. Waller, 1999, "Currency portfolios and nominal exchange rates in a dual currency search economy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9916, DOI: 10.26509/frbc-wp-199916.
• Taija Baba & Nobuyoshi Yamori, 1999, "Japanese management views on overseas exchange listings: survey results," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 99-05.
• Carmen M. Reinhart, 1999, "Private inflows when crises are anticipated: a case study of Korea - discussion," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
• Dominique Dupont & Brian P. Sack, 1999, "The Treasury Securities Market: Overview and Recent Developments," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 85, issue 12, pages .785-806, December, DOI: 10.17016/bulletin.1999.85-12.
• Antulio N. Bomfim & William R. Nelson, 1999, "Profits and balance sheet developments at U.S. commercial banks in 1998," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 85, issue Jun, pages 369-395, June, DOI: 10.17016/bulletin.1999.85-6.
• James V. Houpt, 1999, "International activities of U.S. banks and in U.S. banking markets," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 85, issue Sep, pages 599-616, September, DOI: 10.17016/bulletin.1999.85-9.
• Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1999, "Hedging and financial fragility in fixed exchange rate regimes," Working Paper Series, Federal Reserve Bank of Chicago, number WP-99-11.
• Kai Li & Asani Sarkar & Zhenyu Wang, 1999, "Assessing the impact of short-sale constraints on the gains from international diversification," Staff Reports, Federal Reserve Bank of New York, number 89, Oct.
• Robert E. Verrecchia & Christian Leuz, 1999, "The Economic Consequences of Increased Disclosure," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 41, Jul.
• Wei, S.J. & Kim, W., 1999, "Foreign Portfolio Investors Before and During a Crisis," Papers, Chicago - Graduate School of Business, number 6.
• Liew, J. & Vassalou, M., 1999, "Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth?," Papers, Columbia - Graduate School of Business, number 99-11.
• Isakov, D. & Perignon, C., 1999, "On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.1.
• Haubrich, J.G. & Santos, J.A.C., 1999, "Banking and Commerce: A Liquidity Approach," Papers, London School of Economics - Centre for Labour Economics, number 9907.
• Craig, B. & Waller, C.J., 1999, "Currency Portfolios and Nominal Exchange Rates in a Dual Currency Search Economy," Papers, London School of Economics - Centre for Labour Economics, number 9916.
• Yamori, N. & Baba, T., T., 1999, "Japanese Management Views on Overseas Exchange Listings: Survey Results," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number pb99-05.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
• Gray, D.F., 1999, "Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises," Papers, World Bank - Technical Papers, number 455.
• Säfvenblad, Patrik, 1999, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 86, Jun.
• Jumah, Adusei & Kunst, Robert M., 1999, "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series, Institute for Advanced Studies, number 73, Oct.
• T. Todd Smith & Mr. Garry J. Schinasi, 1999, "Portfolio Diversification, Leverage, and Financial Contagion," IMF Working Papers, International Monetary Fund, number 1999/136, Oct.
• Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999, "An Information-Based Model of Foreign Direct Investment: The Gains from Trade Revisited," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 6, issue 4, pages 579-596, November, DOI: 10.1023/A:1008709617617.
• Mark Gahegan & Gordon German & Geoff West, 1999, "Improving neural network performance on the classification of complex geographic datasets," Journal of Geographical Systems, Springer, volume 1, issue 1, pages 3-22, March, DOI: 10.1007/s101090050002.
• Pete, Péter, 1999, "Gondolatok a pénzvilág uralmáról, a pénzügyi rendszer megnövekedett szerepéről
  [Some reflections on the rule of the world of money, and on the growing role of the financial system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 389-402.
• Denzel, Markus A., 1999, "Magyarország integrálódása a nemzetközi készpénz nélküli fizetési forgalom rendszerébe a 19. századtól a két világháború közötti időszakig. A nemzetközi készpénz nélküli fizetési forgalom integrációjának fogalmáról
  [Hungary's integration into the ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 564-575.
• 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.
• Winston T. Lin, 1999, "Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 3, pages 173-221, September.
• Brooks, C. & Henry, O.T., 1999, "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 676.
• Brooks, C. & Henry, O.T. & Persand, G., 1999, "Optimal Hedging and the Value of News," Department of Economics - Working Papers Series, The University of Melbourne, number 717.
• Martin Feldstein, 1999, "International Capital Flows," NBER Books, National Bureau of Economic Research, Inc, number feld99-2.
• Adriana Arreaza & Bent E. Sgrensen & Oved Yosha, 1999, "Consumption Smoothing through Fiscal Policy in OECD and EU Countries," NBER Chapters, National Bureau of Economic Research, Inc, "Fiscal Institutions and Fiscal Performance".
• Benjamin Hermalin & Andrew K. Rose & Peter M. Garber & Andrew Crockett & David W. Mullins, Jr, 1999, "Risks to Lenders and Borrowers in International Capital Markets," NBER Chapters, National Bureau of Economic Research, Inc, "International Capital Flows".
• Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999, "An Information-Based Model of Foreign Direct Investment: The Gains from Trade Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 6884, Jan.
• Benjamin E. Hermalin & Andrew K. Rose, 1999, "Risks to Lenders and Borrowers in International Capital Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 6886, Jan.
• Jose M. 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 6929, Feb.
• Wayne E. Ferson & Campbell R. Harvey, 1999, "Economic, Financial, and Fundamental Global Risk In and Out of the EMU," NBER Working Papers, National Bureau of Economic Research, Inc, number 6967, Feb.
• Olivier Jeanne & Andrew K. Rose, 1999, "Noise Trading and Exchange Rate Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 7104, Apr.
• Martin D.D. Evans & Richard K. Lyons, 1999, "Order Flow and Exchange Rate Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 7317, Aug.
• Yin-Wong Cheung & Menzie D. Chinn, 1999, "Traders, Market Microstructure and Exchange Rate Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 7416, Nov.
• Yin-Wong Cheung & Menzie D. Chinn, 1999, "Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 7417, Nov.
• Woochan Kim & Shang-Jin Wei, 1999, "Foreign Portfolio Investors Before and during a Crisis," OECD Economics Department Working Papers, OECD Publishing, number 210, Feb, DOI: 10.1787/522265260065.
• Taimur Baig & Ilan Goldfajn, 1999, "Financial Market Contagion in the Asian Crisis," IMF Staff Papers, Palgrave Macmillan, volume 46, issue 2, pages 1-3.
• Landon, Stuart & Smith, Constance, 1999, "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper, University Library of Munich, Germany, number 9775, Apr.
• Bernardino Adão, 1999, "Iberian Financial Integration," Working Papers, Banco de Portugal, Economics and Research Department, number w199905.
• Ilan Goldfajn & Taimur Baig, 1999, "Financial market contagion in the Asian crisis," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 400, May.
• Márcio Gomes Pinto Garcia & Gino A. Olivares, 1999, "O prêmio de risco da taxa de câmbio no Brasil," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 409, Nov.
• Shang-Jin Wei & Woochan Kim, 1999, "Offshore Investment Funds," East Asian Economic Review, Korea Institute for International Economic Policy, volume 3, issue 4, pages 3-33, DOI: 10.11644/KIEP.JEAI.1999.3.4.51.
• Mark J. Holmes & Eric J. Pentecost, 1999, "A New Test of International Financial Integration with Application to the European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 14, pages 1-12.
• Burnside, C. & Eichenbaum, M. & Rebelo, S., 1999, "Hedging and Financial Fragilities in Fixed Exchange Rate Regimes," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 461.
• Epstein, L.G., 1999, "Are Probabilities Used in Markets?," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 464.
• 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.
• 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.
• Marco Pagano & Ailsa A. Roell & Joseph Zechner, 1999, "The Geography of Equity Listing; Why Do Companies List Abroad?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 28, Oct, revised 01 Sep 2001.
• 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.

1998

• Mark E. Wohar & Nathan S. Balke, 1998, "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, volume 23, issue 4, pages 535-559.
• Scott, A. & Uhlig, H.F.H.V.S., 1998, "Fickle Investors : An Impediment to Growth?," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-134.
• Eijffinger, S.C.W. & Huizinga, H.P. & Lemmen, J.J.G., 1998, "Short-term and long-term government debt and non resident interest witholding taxes," Other publications TiSEM, Tilburg University, School of Economics and Management, number 68bb4272-d036-4192-9291-6.