Research classified by Journal of Economic Literature (JEL) codes

1998

• Eijffinger, S.C.W. & Verhagen, W.H., 1998, "The advantage of hiding both hands : Foreign exchange intervention, ambiguity and private information," Other publications TiSEM, Tilburg University, School of Economics and Management, number 837fdab8-0c40-4b86-838c-5.
• Eijffinger, S.C.W. & Verhagen, W.H., 1998, "The advantage of hiding both hands : Foreign exchange intervention, ambiguity and private information," Other publications TiSEM, Tilburg University, School of Economics and Management, number c1140fba-7b28-4307-9f44-d.
• Scott, A. & Uhlig, H.F.H.V.S., 1998, "Fickle Investors : An Impediment to Growth?," Other publications TiSEM, Tilburg University, School of Economics and Management, number f177cd30-1268-410e-b52b-d.
• Hugues Pirotte & Didier Cossin, 1998, "How well do classical credit risk pricing models fit swap transaction data?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191829, Mar.
• Naka, Atsuyuki & Mukherjee, Tarun K. & Tufte, David R., 1998, "Macroeconomic variables and the performance of the Indian Stock Market," Working Papers, University of New Orleans, Department of Economics and Finance, number 1998-06.
• Anthony D. Hall & Paul Kofman & Ron Guido, 1998, "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 3, Dec.
• Tiffany Hutcheson, 1998, "Is Speculative Activity in Asia Pacific Markets Anything New?," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 82, Nov.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1998, "Country funds and asymmetric information," Policy Research Working Paper Series, The World Bank, number 1886, Feb.
• Peter G. Dunne, 1998, "A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!," Finance, University Library of Munich, Germany, number 9810001, Oct.
• Jeffrey A. Frankel & Sergio L. Schmukler, 1998, "Country Funds and Asymmetric Information," International Finance, University Library of Munich, Germany, number 9805003, May.
• David Miles, 1998, "An International Study of Efficiency and Risk in Money Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 389-424, DOI: 10.1142/S0219024998000229.
• Peter G Zhang (ed.), 1998, "IMF and the Asian Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3930, ISBN: ARRAY(0x7d54d2b8), March.
• Peter G. Zhang, 1998, "A Brief History of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Structure of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF and the World Bank," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF Surveillance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Financial Assistance and Conditionality," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Identity Crisis: The IMF in the 1970s," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "The 1980s: The Debt Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Recent Efforts: The HIPC Initiative," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF and the Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF Programs in the Asian Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Criticisms of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998, "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers, Yale School of Management, number ysm104, Nov.
• Philippe Jorion & William N. Goetzmann, 1998, "Re-Emerging Markets," Yale School of Management Working Papers, Yale School of Management, number ysm111, Dec.
• William Goetzmann & Philippe Jorion, 1998, "Re-emerging Markets," Yale School of Management Working Papers, Yale School of Management, number ysm50, Apr, revised 01 Aug 2000.
• William Goetzmann & Philippe Jorion, 1998, "Re-emerging Markets," Yale School of Management Working Papers, Yale School of Management, number ysm50, Apr, revised 01 Aug 2000.
• Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 1998, "When an event is not an event: The curious case of an emerging market," CFS Working Paper Series, Center for Financial Studies (CFS), number 1998/12.
• Joe Appiah-Kusi & Gioia M Pescetto, 1998, "Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 171-185, Winter.
• Aarni Pursiainen, 1998, "Relationship between volatility and multilisting : evidence from the Finnish stock market," Finnish Economic Papers, Finnish Economic Association, volume 11, issue 2, pages 65-85, Autumn.
• Ramon Moreno & Gloria Pasadilla & Eli M. Remolona, 1998, "Asia's financial crisis: lessons and policy responses," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 98-02.
• Yasushi Hamao & Frank Packer & Jay Ritter, 1998, "Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan," Research Paper, Federal Reserve Bank of New York, number 9807.
• James J. Angel, 1998, "Nonstandard-Settlement Transactions," Financial Management, Financial Management Association, volume 27, issue 1, Spring.
• John S. Hughes & Steven Huddart & Markus K Brunnermeier, 1998, "Disclosure Requirements and Stock Exchange Listing Choice in an International Context," FMG Discussion Papers, Financial Markets Group, number dp282, Jan.
• Osei, K.A., 1998, "Analysis of Factors Affecting the Development of an Emerging Caputal Market: The Case of Gjana Stock Market," Papers, African Economic Research Consortium, number 76.
• Artus, P., 1998, "Reaction tardive et non precoce des investisseurs: le role des couts d'ajustement des porte-feuilles et de l'effet des choix des investisseurs sur l'equilibre," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1998-29/ei.
• Zamiti, M., 1998, "Les reformes du secteur financier au Maroc: Description et evaluation," Papers, Ecole des Hautes Etudes Commerciales de Montreal-, number 98-03.
• Zamiti, M., 1998, "Les reformes du secteur financier en Tunisie: Description et evaluation," Papers, Ecole des Hautes Etudes Commerciales de Montreal-, number 98-04.
• Alford, A. & Meric, G. & Meric, I., 1998, "Common Information in a Common Market? Variance Changes in European Capital Markets," Papers, Melbourne - Centre in Finance, number 98-1.
• Moreno, R. & Pasadilla, G. & Remolona, E., 1998, "Asia's Financial Crisis: Lessons and Policy Responses," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number 98-02.
• Bodart, V. & Reding, P., 1998, "Exchange Rate Regime, Volatility and International Correlations on Bond and Stock Markets," Papers, Notre-Dame de la Paix, Sciences Economiques et Sociales, number 204.
• Ayelet Balsam & Shmuel Kandel & Ori Levy, undated, "Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 22-98.
• Christensen, J. & Hampton, M.P., 1998, "The Capture of the State in Jersey's Offshore Finance Centre," Papers, Portsmouth University - Department of Economics, number 119.
• Crowley, P., 1998, "Macroeconomic Policy During the Transition of Monetary Union," Papers, Saint Mary's - Department of Economics, number 98-71.
• Razin, A. & Sadka, E. & Yuen, C.-W., 1998, "An Information-Based Model of Foreign Direct Investment: the Gains from Trade Revisited," Papers, Tel Aviv, number 28-98.
• Giulio Cifarelli & Anna Calamia, 1998, "The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 57, issue 2, pages 189-211, September.
• Michael Rockinger & Giovanni Urga, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," Working Papers, HAL, number hal-00601498.
• Säfvenblad, Patrik, 1998, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 240, May.
• Mr. Taimur Baig & Mr. Ilan Goldfajn, 1998, "Financial Market Contagion in the Asian Crisis," IMF Working Papers, International Monetary Fund, number 1998/155, Nov.
• Bhar, Ramaprasad & Malliaris, A G, 1998, "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, volume 10, issue 3, pages 285-302, May.
• Razin, Assaf & Sadka, Efraim & Yuen, Chi-Wa, 1998, "An Information-Based Model of Foreign Direct Investment: The Gains form Trade Revisited," Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research, number 275636, Dec, DOI: 10.22004/ag.econ.275636.
• Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998, "What Caused the Asian Currency and Financial Crisis?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 343, Dec.
• Barth, ME & Clinch, G, 1998, "Revalued financial, tangible, and intangible assets: Associations with share prices and non-market-based value estimates," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 199-233, DOI: http://hdl.handle.net/10.2307/24913.
• Easton, PD, 1998, "Discussion of revalued financial, tangible, and intangible assets: Association with share prices and non-market-based value estimates," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 235-247, DOI: http://hdl.handle.net/10.2307/24913.
• Raúl Susmel, 1998, "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 138, Oct.
• Israel Fainboim & Julio C�sar Alonso, 1998, "La "Gran Depresión Asiática" y sus efectos sobre las economías latinoamericanas, con énfasis en Colombia," Coyuntura Económica, Fedesarrollo.
• Flandreau, Marc & Zumer, Frederic & Le Cacheux, Jacques, 1998, "Stability Without a Pact? Lessons from the European Gold Standard 1880-1914," CEPR Discussion Papers, Centre for Economic Policy Research, number 1872, Apr.
• Gehrig, Thomas, 1998, "Cities and the Geography of Financial Centres," CEPR Discussion Papers, Centre for Economic Policy Research, number 1894, Jun.
• Flood, Robert P & Rose, Andrew, 1998, "Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics," CEPR Discussion Papers, Centre for Economic Policy Research, number 1944, Aug.
• Restoy, Fernando & Rodríguez, Rosa, 1998, "Can Fundamentals Explain Cross-Country Correlations of Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 1996, Nov.
• Rockinger, Michael & Jondeau, Eric, 1998, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers, Centre for Economic Policy Research, number 2009, Oct.
• Willem H. Buiter & Ricardo Lago & Hélène Rey, 1998, "Financing transition: investing in enterprises during macroeconomic transition," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 35, Dec.
• Michael, ROCKINGER & Giovanni, URGA, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," HEC Research Papers Series, HEC Paris, number 635, Jan.
• François, LONGIN & Bruno, SOLNIK, 1998, "Correlation Structure of International Equity Markets During Extremely Volatile Periods," HEC Research Papers Series, HEC Paris, number 646, Apr.
• Dornau, Robert, 1998, "Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 98-13.
• Ramb, Fred, 1998, "Finanzierungsstrukturen im Vergleich - Eine Analyse europäischer Unternehmen -," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 98-17.
• Steiger, Max, 1998, "Institutionelle Investoren und Corporate Governance: Eine empirische Analyse," ZEW Dokumentationen, ZEW - Leibniz Centre for European Economic Research, number 98-05.
• Su, Dongwei & Fleisher, Belton M., 1998, "Risk, Return and Regulation in Chinese Stock Markets," Journal of Economics and Business, Elsevier, volume 50, issue 3, pages 239-256, May.
• Garcia, Rene & Ghysels, Eric, 1998, "Structural change and asset pricing in emerging markets," Journal of International Money and Finance, Elsevier, volume 17, issue 3, pages 455-473, June.
• Los, Cornelis A., 1998, "Optimal multi-currency investment strategies with exact attribution in three Asian countries," Journal of Multinational Financial Management, Elsevier, volume 8, issue 2-3, pages 169-198, September.
• Eijffinger, Sylvester C. W. & Huizinga, Harry P. & Lemmen, Jan J. G., 1998, "Short-term and long-term government debt and nonresident interest withholding taxes," Journal of Public Economics, Elsevier, volume 68, issue 3, pages 309-334, June.
• Huddart, Steven & Hughes, John & Brunnermeier, Markus, 1998, "Disclosure requirements and stock exchange listing choice in an international context," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119158, Jan.
• Evzen Kocenda & Jan Hanousek, 1998, "Integration of Emergency Equity Markets: Major Asian Players," Korean Economic Review, Korean Economic Association, volume 14, pages 99-113.
• Árvai, Zsófia & Vincze, János, 1998, "Valuták sebezhetősége pénzügyi válságok a kilencvenes években
  [Vulnerability of currencies financial crises in the nineties]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 509-533.
• Kodjovi G. Assoe, 1998, "Regime-Switching in Emerging Stock Market Returns," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 2, pages 101-132, June.
• Shmuel Hauser & Azriel Levy, 1998, "Efficiency of Price Discovery in Thinly Traded Stocks: Evidence from Dual Listings in Tel Aviv and the OTC," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 2, pages 133-149, June.
• Kenneth Wieand & Jeff Donaldson & Socorro Quintero, 1998, "Are Real Assets Priced Internationally? Evidence from the Art Market," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 3, pages 167-187, September.
• Christopher Korth & Zane Swanson & Robert Singer, 1998, "Securitizing Eastern Europe's External Bank Debt," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 4, pages 295-310, December.
• Henry, O. & Sharma, J., 1998, "Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios," Department of Economics - Working Papers Series, The University of Melbourne, number 617.
• Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998, "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers, National Bureau of Economic Research, Inc, number 6661, Jul.
• Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998, "Dating the Integration of World Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 6724, Sep.
• Marc Flandreau & Jacques Le Cacheux & Frédéric Zumer, 1998, "Stability without a pact? Lessons from the European gold standard, 1880—1914," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 13, issue 26, pages 116-162.
• Christian Jochum & Laura Kodres, 1998, "Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 3, pages 486-521, September.
• Okay, Nesrin, 1998, "Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 52812.
• C. Dow, 1998, "The importance of banks, the quality of credit and the international financial order: reflections on the present crisis in South East Asia," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 207, pages 371-386.
• C. Dow, 1998, "The importance of banks, the quality of credit and the international financial order: reflections on the present crisis in South East Asia," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 207, pages 371-386.
• Chae-Shick Chung, 1998, "The Effect of the European Monetary Union on International Capital Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 4, pages 23-47, DOI: 10.11644/KIEP.JEAI.1998.2.4.30.
• Sangyong Joo, 1998, "The Effects of Foreign Capital Inflows," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 1, pages 99-122, DOI: 10.11644/KIEP.JEAI.1998.2.1.10.
• Youngrok Cheng, 1998, "Analysis of the Chinese Exchange Rate Stability," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 1, pages 123-155, DOI: 10.11644/KIEP.JEAI.1998.2.1.11.
• Ranjit Sau, 1998, "Globalization, Finance, and Industry: A Search for Stability," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 51, issue 1, pages 79-100.
• Zhen Zhu, 1998, "Stock Prices and the Exchange Rate in a Structural Model with an Application to the Case of France," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 89-107.
• Chander Kant, 1998, "Capital Inflows and Capital Flight – Individual Countries Experience," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 644-661.
• Andy Snell & Ian Tonks, 1998, "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 9, Oct.

1997

• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange," Journal of Empirical Finance, Elsevier, volume 4, issue 2-3, pages 279-293, June.
• Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W., 1997, "An examination of the effects of major political change on stock market volatility: the South African experience," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 7, issue 3, pages 255-275, October.
• Cossin, Didier & Pirotte, Hugues, 1997, "Swap credit risk: An empirical investigation on transaction data," Journal of Banking & Finance, Elsevier, volume 21, issue 10, pages 1351-1373, October.
• Stambaugh, Robert F., 1997, "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, volume 45, issue 3, pages 285-331, September.
• Englund, Peter & Ioannides, Yannis M., 1997, "House Price Dynamics: An International Empirical Perspective," Journal of Housing Economics, Elsevier, volume 6, issue 2, pages 119-136, June.
• Bhattacharya, Utpal & Weller, Paul, 1997, "The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market," Journal of Monetary Economics, Elsevier, volume 39, issue 2, pages 251-277, July.
• Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 1997, "The implications of first-order risk aversion for asset market risk premiums," Journal of Monetary Economics, Elsevier, volume 40, issue 1, pages 3-39, September.
• Hartmann, Philipp, 1997, "Do Reuters spreads reflect currencies' differences in global trading activity?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119148, Apr.
• Eijffinger, Sylvester & Huizinga, Harry & Lemmen, Jan, 1997, "Short-term and long-term government debt and non-resident interest withholding taxes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119164, Sep.
• Arreaza, Adriana & Sorensen, Bent E. & Yosha, Oved, 1997, "Consumption Smoothing Through Fiscal Policy in OECD and EU Countries," Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research, number 275631, Dec, DOI: 10.22004/ag.econ.275631.
• Prokop, Jacek & Wang, Ruqu, 1997, "Strategic Buybacks of Sovereign Debt," Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics, number 273391, Sep, DOI: 10.22004/ag.econ.273391.
• Robert G. James & John Quiggan, 1997, "Separation and Hedging Results with State‐Contingent Production," Economica, London School of Economics and Political Science, volume 64, issue 254, pages 187-209, May, DOI: 10.1111/1468-0335.00073.
• Michael J. Moore, 1997, "Covered Purchasing Power Parity, Ex‐ante PPP and Risk Aversion," Journal of Business Finance & Accounting, Wiley Blackwell, volume 24, issue 3, pages 397-412, April, DOI: 10.1111/1468-5957.00111.
• Rees, L & Elgers, P, 1997, "The market's valuation of nonreported accounting measures: Retrospective reconciliations of non-US and US GAAP," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 115-127, DOI: http://hdl.handle.net/10.2307/24914.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt2791c3wm, May.
• Latha Ramchand & Raúl Susmel, 1997, "Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 124, Nov.
• Gourieroux, Christian & Le Fol, Gaëlle, 1997, "Modes de négociation et caractéristiques de marché," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9714.
• Degryse, Hans, 1997, "The Total Cost of Trading Belgian Shares: Brussels versus London," CEPR Discussion Papers, Centre for Economic Policy Research, number 1581, Feb.
• Yosha, Oved & Sørensen, Bent E, 1997, "Income and Consumption Smoothing Among US States: Regions or Clubs?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1670, Jul.
• Paul Fenton & Alain Paquet, 1997, "Politiques économiques et intégration des marchés financiers: que pouvons-nous apprendre des différentiels de taux d'intérêt?," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 52, Aug.
• Paul Fenton & Alain Paquet, 1997, "International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 56, Apr, revised Jan 1998.
• Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997, "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 32, issue 4, pages 405-426, December.
• Calvo, Guillermo A. & Mendoza, Enrique, 1997, "Rational Herd Behavior and the Globalization of Securities Markets," Working Papers, Duke University, Department of Economics, number 97-26.
• Hugues Pirotte & Didier Cossin, 1997, "Swap Credit Risk: An Empirical Investigation on Transaction Data," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 97-001.
• Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume, 1997, "From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 95-129.
• Kabir, M.R., 1997, "New Evidence on Price and Volatility Effects of Stock Option Introductions," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-37.
• Eijffinger, S.C.W. & Verhagen, W.H., 1997, "The Advantage of Hiding Both Hands : Foreign Exchange Intervention, Ambiguity and Private Information," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-30.
• Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997, "The implications of first-order risk aversion for asset market risk premiums," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-07.
• Eijffinger, S.C.W. & Verhagen, W.H., 1997, "The Advantage of Hiding Both Hands : Foreign Exchange Intervention, Ambiguity and Private Information," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6dd7bba6-cffe-4777-a6fe-b.
• Bekaert, G.R.J. & Hodrick, R. & Marshall, D., 1997, "The implications of first-order risk aversion for asset market risk premiums," Other publications TiSEM, Tilburg University, School of Economics and Management, number 85c0b822-2525-4400-90af-1.
• Jeffrey A. Frankel and Sergio L. Schmukler., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C97-087, May.
• Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997, "Is There Private Information in the FX Market? The Tokyo Experiment," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-270, Jan.
• Morgan Kelly, 1997, "Do noise traders influence stock prices?," Open Access publications, School of Economics, University College Dublin, number 10197/520, Aug.
• Hugues Pirotte & Didier Cossin, 1997, "Swap Credit Risk: An Empirical Investigation on Transaction Data," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191830, Oct.
• William Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm53, Feb, revised 01 Aug 2000.
• William Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm53, Feb, revised 01 Aug 2000.
• Nathan S. Balke & Mark E. Wohar, 1997, "Nonlinear dynamics and covered interest rate parity," Working Papers, Federal Reserve Bank of Dallas, number 9701.
• Takatoshi Ito & Richard K. Lyons & Michael Melvin, 1997, "Is there private information in the FX market? the Tokyo experiment," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 97-04.
• Robert Dittmar & Christopher J. Neely & Paul A. Weller, 1997, "Is technical analysis in the foreign exchange market profitable? a genetic programming approach," Working Papers, Federal Reserve Bank of St. Louis, number 1996-006, DOI: 10.20955/wp.1996.006.
• Guillermo A. Calvo & Enrique G. Mendoza, 1997, "Rational herd behavior and the globalization of securities markets," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 120, DOI: 10.21034/dp.120.
• Yasushi Hamao & Frank Packer & Jay Ritter, 1997, "Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan," Staff Reports, Federal Reserve Bank of New York, number 52, Nov.
• Harry P. Huizinga & Jan J.G. Lemmen & Sylvester C.W. Eijffinger, 1997, "Short-Term and Long-Term Government Debt and Nonresident Interest Withholding Taxes," FMG Discussion Papers, Financial Markets Group, number dp275, Sep.
• Ragunathan, V, 1997, "The Effects of Financial Deregulation on Integration : An Australian Perspective," Papers, Melbourne - Centre in Finance, number 97-2.
• Brooks, R & Davidson, S & Faff, R, 1997, "An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience," Papers, Melbourne - Centre in Finance, number 97-4.
• Ragunathan, V. & Mitchell, H., 1997, "Modelling the Time-Varying Correlations Between National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 97-7.
• Alford, A., 1997, "Numeraire Effects in International Portfolio Investment," Papers, Melbourne - Centre in Finance, number 97-8.
• Hallahan, T.A., 1997, "Persistence in Fund Portfolio Performance and the Information Content of Portfolio Performance History: An Examination of Rollover Funds," Papers, Melbourne - Centre in Finance, number 97-9.
• Ito, T. & Lyons, R. & Melvin, M.T., 1997, "Is There Private Information on the FX Market? The Tokyo Experiment," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number 97-04.
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997, "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-18, Jan.
• Agenor, P.-R., 1997, "Capital-Market Imperfections and the Macroeconomic Dynamics of Small Indebted Economies," Princeton Studies in International Economics, International Economics Section, Departement of Economics Princeton University,, number 82.
• Arreaza, A. & Sorensen, B.E. & Yosha, O., 1997, "Consumption Smoothing Through Fiscal Policy in OECD and EU Countries," Papers, Tel Aviv, number 37-97.
• Bery, S.K. & Garcia, V.F., 1997, "Preventing Banking Sector Distress and Crises in Latin America: Proceedings of a Conference Held in Washington, D.C., April 15-16, 1996," World Bank - Discussion Papers, World Bank, number 360.
• Aryeetey, E. & Hettige, H. & Nissanke, M. & Steel, W., 1997, "Fiancial Market Fragmentation and Reforms in Sub-Saharan Africa," Papers, World Bank - Technical Papers, number 356.
• Michael Rockinger & Eric Jondeau, 1997, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers, HAL, number hal-00601591.
• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 160, Feb.
• Säfvenblad, Patrik, 1997, "Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 190, Sep.
• Yotopoulos, Pan A., 1997, "Financial Crises and the Benefits of Mildly Repressed Exchange Rates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 202, Oct.
• Hassler., John, 1997, "Regime Shifts and Volatility Spillovers on International Stock Markets," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 603, Oct.
• Shields, Kalvinder K, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2-3, pages 107-125.
• Kalvinder Shields, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2, pages 107-125, May, DOI: 10.1023/A:1003007708074.
• Lőrincné Istvánffy, Hajna, 1997, "Az EMU működésének néhány gyakorlati problémájáról - elméleti megközelítésben
  [Theoretical background of some practical problems: The EMU at work]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 878-895.
• Kelly, Morgan, 1997, "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 3, pages 351-363, August.
• Emel Kahya, 1997, "Correlation of Returns in Non-Contemporaneous Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 123-135, June.
• Ilhan Meric & Gulser Meric, 1997, "Co-Movements of European Equity Markets Before and After the 1987 Crash," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 137-152, June.
• Robert Haney Scott, 1997, "Pegged Exchange Rate Systems in Macau and Hong Kong," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 153-168, June.
• Yin-Wong Cheung & Hung-Gay Fung, 1997, "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 255-271, December.
• Martin Laurence & Francis Cai & Sun Qian, 1997, "Weak-form Efficiency and Causality Tests in Chinese Stock Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 291-307, December.
• Dominguez, K.M.E., 1997, "Monetary Interdependence and Coordination," Working Papers, Research Seminar in International Economics, University of Michigan, number 408.
• Morck, R. & Yeung, B. & Yu, W., 1997, "The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk?," Working Papers, Research Seminar in International Economics, University of Michigan, number 410.
• Dominguez & K., 1997, "The Market Microstructure of Central Bank Intervention," Working Papers, Research Seminar in International Economics, University of Michigan, number 412.
• Alan M. Taylor, 1997, "Latifundia as Malefactor in Economic Development? Scale, Tenancy, and Agriculture on the Pampas, 1880-1914," NBER Historical Working Papers, National Bureau of Economic Research, Inc, number 0096, Mar.
• Robert F. Stambaugh, 1997, "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers, National Bureau of Economic Research, Inc, number 5918, Feb.
• Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997, "Is There Private Information in the FX Market? The Tokyo Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 5936, Feb.
• Melanie Cao, 1997, "Equilibrium Valuation Of Currency Options In A Small Open Economy," Working Paper, Economics Department, Queen's University, number 960, May.
• Haesik Park, 1997, "Causes of the Recent Currency Crises in Developing Economies," East Asian Economic Review, Korea Institute for International Economic Policy, volume 1, issue 1, pages 161-186, DOI: 10.11644/KIEP.JEAI.1997.1.1.6.

1996

• Hans DEGRYSE, 1996, "The Total Cost of Trading Belgian: Brussels versus London," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9602, Feb.
• Poterba, J.M. & Samwick, A.A., 1996, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-2.
• Lim & C.G. & McNelis & P.D., 1996, "Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets," Department of Economics - Working Papers Series, The University of Melbourne, number 505.
• Richard K. Lyons, 1996, "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," NBER Chapters, National Bureau of Economic Research, Inc, "The Microstructure of Foreign Exchange Markets".
• Karen K. Lewis, 1996, "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5410, Jan.
• Jeffrey A. Frankel & Sergio L. Schmukler, 1996, "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 5714, Aug.
• Belton Fleisher & Dongwei Su, 1996, "Risk, Return and Regulation in Chinese Stock Markets," Working Papers, Ohio State University, Department of Economics, number 005, Jan.
• Anthony J. Richards, 1996, "Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 3, pages 461-501, September.
• Michael P. Dooley, 1996, "A Survey of Literature on Controls over International Capital Transactions," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 4, pages 639-687, December.
• Nadeem Ul Haque & Manmohan S. Kumar & Nelson Mark & Donald J. Mathieson, 1996, "The Economic Content of Indicators of Developing Country Creditworthiness," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 4, pages 688-724, December.
• Nicolas de Roos & Bill Russell, 1996, "Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9607, Nov.
• Tro Kortian & James O’Regan, 1996, "Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9609, Nov.
• Eijffinger, S.C.W. & Huizinga, H.P. & Lemmen, J.J.G., 1996, "Short-Term and Long-Term Government Debt and Nonresident Interest Withholding Taxes," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-88.
• Brouwer, I. & van der Put, J. & Veld, C.H., 1996, "Contrarian Investment Strategies in a European Context," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-36.
• Degryse, H.A., 1996, "The total cost of trading Belgian shares : Brussels versus London," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-105.