Research classified by Journal of Economic Literature (JEL) codes

1993

• Obstfeld, Maurice, 1993, "Risk-Taking, Global Diversification, and Growth," Center for International and Development Economics Research (CIDER) Working Papers, University of California-Berkeley, Department of Economics, number 233197, Jul, DOI: 10.22004/ag.econ.233197.
• Gernon, H, 1993, "An Investigation Of The Reporting Of Questionable Acts In An International Setting - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 104-110, DOI: http://hdl.handle.net/10.2307/24911.
• Harris, Dg, 1993, "The Impact Of United-States Tax-Law Revision On Multinational-Corporations Capital Location And Income-Shifting Decisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 111-140, DOI: http://hdl.handle.net/10.2307/24911.
• Klassen, K & Lang, M & Wolfson, M, 1993, "Geographic Income Shifting By Multinational-Corporations In Response To Tax Rate Changes," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 141-173, DOI: http://hdl.handle.net/10.2307/24911.
• Shackelford, Da, 1993, "The Impact Of United-States Tax-Law Revision On Multinational-Corporations Capital Location And Income-Shifting Decisions And Geographic Income Shifting By Multinational-Corporations In Response To Tax Rate Changes - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 174-182, DOI: http://hdl.handle.net/10.2307/24911.
• Alford, A & Jones, J & Leftwich, R & Zmijewski, M, 1993, "The Relative Informativeness Of Accounting Disclosures In Different Countries," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 183-223, DOI: http://hdl.handle.net/10.2307/24911.
• Pownall, G, 1993, "The Relative Informativeness Of Accounting Disclosures In Different Countries - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 224-229, DOI: http://hdl.handle.net/10.2307/24911.
• Amir, E & Harris, Ts & Venuti, Ek, 1993, "A Comparison Of The Value-Relevance Of United-States Versus Non-United-States Gaap Accounting Measures Using Form-20-F Reconciliations," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 230-264, DOI: http://hdl.handle.net/10.2307/24911.
• Pope, Pf, 1993, "A Comparison Of The Value-Relevance Of United-States Versus Non-United-States Gaap Accounting Measures Using Form-20-F Reconciliations - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 265-275, DOI: http://hdl.handle.net/10.2307/24911.
• Schultz, Jj & Johnson, Da & Morris, D & Dyrnes, S, 1993, "An Investigation Of The Reporting Of Questionable Acts In An International Setting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 75-103, DOI: http://hdl.handle.net/10.2307/24911.
• Eduardo Lora & Felipe Barrera, 1993, "La intermediación financiera doméstica en el mediano plazo," Coyuntura Económica, Fedesarrollo, volume 23, issue 4, pages 105-122.

1992

• Frankel, Jeffrey A., 1992, "The Evolving Japanese Financial System, and the Cost of Capital," Center for International and Development Economics Research (CIDER) Working Papers, University of California-Berkeley, Department of Economics, number 233170, Dec, DOI: 10.22004/ag.econ.233170.
• Bradbury, Me, 1992, "Voluntary Semiannual Earnings Disclosures, Earnings Volatility, Unexpected Earnings, And Firm Size," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 30, issue 1, pages 137-145, DOI: http://hdl.handle.net/10.2307/24910.
• Moore, Michael J, 1992, "Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 635, Apr.
• Obstfeld, Maurice, 1992, "Risk-Taking, Global Diversification, and Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 688, Aug.
• Bhattacharya, Utpal & Weller, Paul, 1992, "The Advantage to Hiding One's Hand: Speculation and Central Bank Intervention in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 737, Nov.
• Jeffrey A. Frankel., 1992, "The Evolving Japanese Financial System, and the Cost of Capital," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C92-002, Jun.
• Maurice Obstfeld, 1992, "Risk-taking, global diversification, and growth," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 61, DOI: 10.21034/dp.61.
• Mohamed A. El-Erian, 1992, "Restoration of Access to Voluntary Capital Market Financing: The Recent Latin American Experience," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 1, pages 175-194, March.
• Hamid Faruqee, 1992, "Dynamic Capital Mobility in Pacific Basin Developing Countries: Estimation and Policy Implications," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 3, pages 706-717, September.
• Emmanuel Farhi, 2008, "Rare Disasters and Exchange Rates," 2008 Meeting Papers, Society for Economic Dynamics, number 47.

1991

• Krister Andersson, 1991, "Taxation and the Cost of Capital in Hungary and Poland: A Comparison with Selected European Countries," IMF Staff Papers, Palgrave Macmillan, volume 38, issue 2, pages 327-355, June.
• Giovannini, Alberto, 1991, "The Currency Reform as the Last Stage of Economic and Monetary Union: Some Policy Questions," CEPR Discussion Papers, Centre for Economic Policy Research, number 591, Oct.
• Andrea E. Beltratti & Robert J. Shiller, 1991, "Actual and Warranted Relations Between Asset Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 970, Feb.

1990

• Balakrishnan, R & Harris, Ts & Sen, Pk, 1990, "The Predictive Ability Of Geographic Segment Disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue 2, pages 305-325, DOI: http://hdl.handle.net/10.2307/24911.

1989

• Galy, Michel, 1989, "Banks exposure to market risks," MPRA Paper, University Library of Munich, Germany, number 62304, Feb.
• David Card, 1989, "Deregulation and Labor Earnings in the Airline Industry," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 627, Jan.

1988

• Michel Aglietta, 1988, "Os grandes problemas da moeda internacional," Brazilian Journal of Political Economy, FGV EAESP, volume 8, issue 2, pages 307-314, April, DOI: 10.1590/0101-31571988-2126.

1986

• Marta Gómez-Puig, , "Monetary integration and the cost of borrowing," Working Papers on International Economics and Finance, FEDEA, number 05-05.
• Marta Gómez-Puig, , "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers on International Economics and Finance, FEDEA, number 05-11.

1984

• Gray, Sj & Radebaugh, Lh, 1984, "International Segment Disclosures By United-States And Uk Multinational-Enterprises - A Descriptive Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 1, pages 351-360, DOI: http://hdl.handle.net/10.2307/24907.

1982

• Carlos Caballero, 1982, "Economía, sistema financiero y confianza pública," Coyuntura Económica, Fedesarrollo, volume 12, issue 4, pages 203-215.
• Mauricio Avella, 1982, "Confrontaciones en torno al sector financiero : anotaciones sobre un problema político," Coyuntura Económica, Fedesarrollo, volume 12, issue 4, pages 216-230.

1981

• Feige, Edgar L. & Johannes, James M., 1981, "Testing the causal relationship between the domestic credit and reserve components of a country's monetary base," Journal of Macroeconomics, Elsevier, volume 3, issue 1, pages 55-76.
• Carlos Eduardo Santos Pinho, 1981, "The political responses of the authoritarian national developmentalism to the structural economic crisis (1973- 1985)," Brazilian Journal of Political Economy, FGV EAESP, volume 1, issue 1, pages 411-431, January.
• Sen, Chitrakalpa & Chakrabarti, Gagari & Sarkar, Amitava, 1981, "Asymmetric Response in Foreign Exchange Volatility under Structural Break," MPRA Paper, University Library of Munich, Germany, number 26817, Nov.
• Dale, Charles, 1981, "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper, University Library of Munich, Germany, number 45839.
• Charles Dale, 1981, "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 1, issue 1, pages 77-88, March.

1980

• Gray, Sj, 1980, "The Impact Of International Accounting Differences From A Security-Analysis Perspective - Some European Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 1, pages 64-76, DOI: http://hdl.handle.net/10.2307/24903.

1976

• Barrett, Me, 1976, "Financial-Reporting Practices - Disclosure And Comprehensiveness In An International Setting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 10-26, DOI: http://hdl.handle.net/10.2307/24904.

1972

• Mandelbrot, Benoit B, 1972, "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, volume 45, issue 4, pages 542-543, October, DOI: 10.1086/295487.

1966

• Davidson, S & Kohlmeier, Jm, 1966, "Measure Of Impact Of Some Foreign Accounting Principles," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue 2, pages 183-212, DOI: http://hdl.handle.net/10.2307/24899.

1965

• Bird, Pa, 1965, "Tax Incentives To Capital-Investment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 3, issue 1, pages 1-11, DOI: http://hdl.handle.net/10.2307/24900.

1963

• Benoit Mandelbrot, 1963, "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, volume 36, pages 394-394, DOI: 10.1086/294632.

56

• Bartłomiej Lisicki, 56, "Calendar anomalies as an example of interferences of the efficient market hypothesis – pandemic and post-pandemic economic reality," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 2, pages 215-234.

0

• Eric Hillebrand & Gunther Schnabl, 2003, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers, Department of Economics, Louisiana State University, number 2003-09, Sep.
• Parthajit Kayal & Janani Sri SG, 2020, "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers, Madras School of Economics,Chennai,India, number 2020-203, Sep.
• Ishani Chaudhuri & Parthajit Kayal, 2022, "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2022-214, Feb.
• Malvika Saraf & Parthajit Kayal, 2022, "How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2022-215, Feb.
• Thillaikkoothan Palanichamy & Parthajit Kayal, 2022, "Multiple Dimensions of Cyclicality in Investing," Working Papers, Madras School of Economics,Chennai,India, number 2022-216, Feb.
• Gilberto Loureiro & Sónia Silva, 2015, "Cross-Delisting, Financial Constraints and Investment Sensitivities," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2015.
• Gilberto Loureiro & Sónia Silva, 2015, "Earnings Management and Stock Price Crashes PostCrossdelisting," NIPE Working Papers, NIPE - Universidade do Minho, number 16/2015.
• Gilberto Loureiro & Sónia Silva, 2015, "Post-Operating Performance of Cross-Delisted Firms From U.S. Stock Exchanges," NIPE Working Papers, NIPE - Universidade do Minho, number 17/2015.
• Spiros Bougheas & Rod Falvey, 2011, "The Impact of Financial Market Frictions on Trade Flows, Capital Flows and Economic Development," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 11/03, Mar.
• Spiros Bougheas & Rod Falvey, 2011, "The Impact of Financial Market Frictions on Trade Flows, Capital Flows and Economic Development," Discussion Papers, University of Nottingham, GEP, number 11/01.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015, "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 15/01, Jan.
• Marcelo Fernandes & Marco Aurélio Dos Santos Rocha, 0, "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 2, pages 219-242.
• Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2011, "Large Shareholder Diversification and Corporate Risk-Taking," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3601-3641.
• Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011, "Common Risk Factors in Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3731-3777.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2011, "What Segments Equity Markets?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 3841-3890.
• Efrem Castelnuovo & Lorenzo Mori & Gert Peersman, 2024, "Commodity Price Shocks and Global Cycles: Monetary Policy Matters," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0311, Apr.
• Bang Nam Jeon & Lei Zhu & Dazhi Zheng, 2017, "Exchange rate exposure and financial crises: evidence from emerging Asian markets," Risk Management, Palgrave Macmillan, volume 19, issue 1, pages 53-71, February, DOI: 10.1057/s41283-016-0011-7.
• Mª Caridad Sevillano & Francisco Jareño, 2018, "The impact of international factors on Spanish company returns: a quantile regression approach," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 51-76, February, DOI: 10.1057/s41283-017-0027-7.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202160, Aug.
• Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco Terrones, , "Global House Price Fluctuations: Synchronization and Determinants," Working Paper, Harvard University OpenScholar, number 164451.
• Matteo Maggiori & Xavier Gabaix, , "International Liquidity and Exchange Rate Dynamics," Working Paper, Harvard University OpenScholar, number 181761.
• Jamal Ibrahim Haidar, , "Can the Euro Survive?," Working Paper, Harvard University OpenScholar, number 407731.
• Noureddinne Benlaghaa & Fahad Shafiqa & Rashid Hassan Al-Derham & Nur Ain Shahrier, 2026, "When Banks and Insurers Move Together: Why Systemic Risk Lives in the Tails?," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp60, Jan.
• Josef Klement & Adela Zubikova & Miroslav Sevcik & Tomas Lejsek, 2020, "The Impact of the Global COVID-19 Pandemic on the Stock Market Indices of Selected Countries," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 10913113, Jul.
• Shirley J. Huang & Jun Yu, , "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-07-2008.
• Tuba Pelin Sumer & Suheyla Ozyildirim, , "Cross-border Transactions and Network Analysis: Evidence from Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2122.
• Aaron Tornell & Chunming Yuan, , "Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-116, revised 01 Nov 2009.
• Salih Fendoğlu & Eda Gülşen & José-Luis Peydró, 2019, "Global liquidity and impairment of local monetary policy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1680, Nov.
• Emine Kaya, 0, "Bank Concentration and Its Impact on Financial Inclusion, Efficiency, and Stability: Evidence from Developing Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-12.
• Wajih Khallouli, 0, "On the Robustness of Portfolio Diversification Benefits within MENA Stock Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-31.
• Nora Lustig, , "The Mexican Peso Crisis: The Foreseeable and the Surprise," Discussion Papers, Brookings Institution International Economics, number 114.
• Reena Aggarwal & James J. Angel, , "The Rise and Fall of the AMEX Emerging Company Marketplace," Working Papers, Georgetown School of Business, number _002.
• James J. Angel, , "Nonstandard-Settlement Transactions," Working Papers, Georgetown School of Business, number _005.
• Veikko Jaaskelainen & Timo Salmi & Yrjo Wasiljeff, , "International Capital Market Segmentation in the Face of Joint Operating and Capital Budgeting Decisions of Multinational Firms," News Group, Sci.Finance.Abstract, number _003.
• Blake LeBaron, , "Experiments in Evolutionary Finance," Working papers, University of Wisconsin - Madison, number _001.
• Daniel Waldenstr�m & Bruno S. Frey, , "How Government Bond Prices Reflect Wartime Events - The Case of the Stockholm Market," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 102.
• Horioka, Charles Yuji & Ford, Nicholas, 2025, "A New Modeling Approach To Help Address The Trump Tariffs," AGI Working Paper Series, Asian Growth Research Institute, number 2025-21, Dec.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2012, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 124979, Jun, DOI: 10.22004/ag.econ.124979.
• Oana Resceanu, 2011, "Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 84-89.
• GARRETSEN, Harry & MOONS, Cindy & VAN AARLE, Bas, , "Monetary policy in the Euro-Area: An analysis using a stylized new-Keynesian model," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2005032.
• Mohamed El Hedi Arouri, 2009, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Papers, arXiv.org, number 0905.3875, May.
• John Cotter & Jim Hanly, 2011, "Hedging Effectiveness under Conditions of Asymmetry," Papers, arXiv.org, number 1103.5411, Mar.
• John Cotter, 2011, "Tail Behaviour of the Euro," Papers, arXiv.org, number 1103.5418, Mar.
• John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Papers, arXiv.org, number 1103.5649, Mar.
• John Cotter & Kevin Dowd, 2011, "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Papers, arXiv.org, number 1103.5653, Mar.
• John Cotter & Franc{c}ois Longin, 2011, "Implied correlation from VaR," Papers, arXiv.org, number 1103.5655, Mar.
• john cotter, 2011, "Modelling catastrophic risk in international equity markets: An extreme value approach," Papers, arXiv.org, number 1103.5656, Mar.
• john cotter & kevin dowd, 2011, "Intra-Day Seasonality in Foreign Exchange Market Transactions," Papers, arXiv.org, number 1103.5664, Mar.
• john cotter & kevin dowd, 2011, "Estimating financial risk measures for futures positions: a non-parametric approach," Papers, arXiv.org, number 1103.5666, Mar.
• Kevin Dowd & John Cotter & Ghulam Sorwar, 2011, "Spectral Risk Measures: Properties and Limitations," Papers, arXiv.org, number 1103.5674, Mar.
• John Cotter & Jim Hanly, 2011, "Hedging: Scaling and the Investor Horizon," Papers, arXiv.org, number 1103.5966, Mar.
• John Cotter & Jim Hanly, 2011, "Time Varying Risk Aversion: An Application to Energy Hedging," Papers, arXiv.org, number 1103.5968, Mar.
• John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Papers, arXiv.org, number 1103.5973, Mar.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers, arXiv.org, number 1206.1380, Jun.
• Jozef Barunik & Lukas Vacha, 2013, "Contagion among Central and Eastern European stock markets during the financial crisis," Papers, arXiv.org, number 1309.0491, Sep, revised Sep 2013.
• Jun Cai & Yan-Leung Cheung & Raymond Lee & Michael Melvin, , "'Once-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2132865.
• Michael Melvin & Joachim Grammig & Christian Schlag, , "Price Discovery in International Equity Trading," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2133299.
• Hernán Rincón, 2007, "Financial Globalization, Economic Growth, and Macroeconomic Volatility," Borradores de Economia, Banco de la Republica de Colombia, number 430, Jan, DOI: 10.32468/be.430.
• Jorge Mario Uribe Gil, 2007, "Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo," Borradores de Economia, Banco de la Republica de Colombia, number 456, Sep, DOI: 10.32468/be.456.
• Pedro Felipe Lega & Andrés Murcia & Diego Vásquez & Tatiana Venegas, 2007, "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Borradores de Economia, Banco de la Republica de Colombia, number 473, Dec, DOI: 10.32468/be.473.
• Leonardo Bonilla & Andrés Felipe García & Monica Roa, 2008, "Country risk ratings and financial crises 1995 - 2001: a survival analysis," Borradores de Economia, Banco de la Republica de Colombia, number 499, Mar, DOI: 10.32468/be.499.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 561, Apr, DOI: 10.32468/be.561.
• Andrés Felipe García-Suaza & Jose Eduardo Gómez González, 2011, "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia, Banco de la Republica de Colombia, number 647, Mar, DOI: 10.32468/be.647.
• Art Durnev & Amrita Nain, , "The Unanticipated Effects of Insider Trading Regulation," American Law & Economics Association Annual Meetings, American Law & Economics Association, number 1023.
• Tom Doan, 2025, "RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations," Statistical Software Components, Boston College Department of Economics, number RTZ00044, revised .
• Reetika Garg & Srishti Jaiswal, 2026, "Tokenized Gold Under Stress: Divergent Transaction Costs in Thin Gold Markets During Crypto-to-Gold Rotations," Working papers, Centre for Development Economics, Delhi School of Economics, number 366, Jul.
• Mykola Babiak & Jozef Barunik, 2021, "Uncertainty Network Risk and Currency Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp687, Feb.
• Sofia Brito Ramos, 2006, "Why Do Stock Exchanges Demutualize and Go Public?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-10, Mar.
• Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-27, Sep.
• Martin HOESLI & Kustrim REKA, 2010, "Volatility Spillovers, Asymmetry and Extreme Events in Securitized Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-40, Sep.
• Eric JONDEAU & Emmanuel JURCZENKO & Michael ROCKINGER, 2010, "Moment Component Analysis: An Illustration with International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-43, Sep.
• Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov, 2011, "Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-06, Feb.
• Magnus DAHLQUIST & Henrik HASSELTOFT, 2011, "International Bond Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-16, Mar.
• Harald Hau, 2012, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-07, Feb.
• Andriy Bodnaruk & Per Östberg, 2012, "The Shareholder Base and Payout Policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-11, Feb.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Ines CHAIEB & Vihang ERRUNZA, 2014, "Exchange Risk and Market Integration," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-10, Feb.
• Ines CHAIEB & Vihang ERRUNZA & Rajna GIBSON BRANDON, 2014, "Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-47, Jul.
• GIOT, Pierre & LAURENT, Sébastien, 2003, "Market risk in commodity markets: a VaR approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1682, Jan, DOI: 10.1016/S0140-9883(03)00052-5.
• GIOT, Pierre & LAURENT, Sébastien, 2003, "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1707, Jan, DOI: 10.1002/jae.710.
• GIOT, Pierre & LAURENT, Sébastien, 2004, "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1708, Jan.
• BEINE, Michel & LAURENT, Sébastien & PALM, Franz C., 2009, "Central bank FOREX interventions assessed using realized moments," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2135, Jan, DOI: 10.1016/j.intfin.2007.09.001.
• Roman Kraeussl, , "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises," Working Papers, University of Crete, Department of Economics, number 0304.
• Roman Kraeussl, , "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," Working Papers, University of Crete, Department of Economics, number 0314.
• Roman Kraeussl, , "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers, University of Crete, Department of Economics, number 0315.
• Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, , "China’s Capital Flight: Pre- and Post-Crisis Experiences," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_009.
• Rasmas Fatum & Yohei Yamamoto & Guozhong Zhu, , "Is the Renminbi a safe haven?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_018.
• Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017, "The Exchange Rate Effects of Macro News after the Global Financial Crisis," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_007, May.
• Yin-Wong Cheung & Kenneth K. Chow & Matthew S. Yiu, 2017, "Effects of Capital Flow on the Equity and Housing Markets in Hong Kong," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_012, Jun.
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