Research classified by Journal of Economic Literature (JEL) codes

0

• 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, undated, "Global House Price Fluctuations: Synchronization and Determinants," Working Paper, Harvard University OpenScholar, number 164451.
• Matteo Maggiori & Xavier Gabaix, undated, "International Liquidity and Exchange Rate Dynamics," Working Paper, Harvard University OpenScholar, number 181761.
• Jamal Ibrahim Haidar, undated, "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, undated, "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, undated, "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, undated, "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, undated, "The Mexican Peso Crisis: The Foreseeable and the Surprise," Discussion Papers, Brookings Institution International Economics, number 114.
• Reena Aggarwal & James J. Angel, undated, "The Rise and Fall of the AMEX Emerging Company Marketplace," Working Papers, Georgetown School of Business, number _002.
• James J. Angel, undated, "Nonstandard-Settlement Transactions," Working Papers, Georgetown School of Business, number _005.
• Veikko Jaaskelainen & Timo Salmi & Yrjo Wasiljeff, undated, "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, undated, "Experiments in Evolutionary Finance," Working papers, University of Wisconsin - Madison, number _001.
• 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, undated, "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, undated, "'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, undated, "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, undated, "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 .
• Доц. Д-Р Димитър Ненков Ненков & Зад. Докторант Росица З. Първанова, 0, "За И Против Премиите За Странови Риск На Формиращи Се Капиталови Пазари," ICPA Articles, Institute of Certified Public Accountants, volume 0, issue списание, pages 1-17.
• 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, undated, "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises," Working Papers, University of Crete, Department of Economics, number 0304.
• Roman Kraeussl, undated, "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, undated, "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, undated, "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, undated, "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.
• Yiyi Dong & Charles Ka Yui Leung, 2017, "Global Financial Integration, Real Estate Security Returns and Financial Crisis," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_015, Sep.
• Ingomar Krohn & Vladyslav Sushko, 2017, "Liquidity in FX spot and forward markets," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_019, Dec.
• Lena Kraus & Juergen Beier & Bernhard Herz, 2018, "Sudden stops inside and outside the euro area - what a difference TARGET2 makes," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_002, May.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019, "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_001, Jan.
• Yin-Wong Cheung & Robert N McCauley & Chang Shu, 2019, "Geographic spread of currency trading: The renminbi and other EM currencies," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_011, May.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
• Michael KUEHL, 2008, "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008, EcoMod, number 23800071, Jul.
• Joscha BECKMANN & Ansgar BELKE & Kühl, 2010, "Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments," EcoMod2010, EcoMod, number 259600021, May.
• Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN, 2010, "Testing Stock Market Convergence: A Non-linear Factor Approach," EcoMod2010, EcoMod, number 259600051, May.
• Dayong Zhang & David Dickinson & Marco R. Barassi, 2006, "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006, EcoMod, number 272100108, Jun.
• Gerlinde Fellner & Boris Maciejovsky, undated, "The Equity Home Bias: Contrasting An Institutional With A Behavioral Explanation," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2003-03.
• Karel Janda & Binyi Zhang, 2019, "Renewable Energy Financial Modelling: A China Case Study," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/7, May, revised May 2019.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, undated, "Technical analysis in the Madrid stock exchange," Working Papers, FEDEA, number 99-05.
• Francisco J. Climent & Vicente Meneu, undated, "Has 1997 Asian Crisis Increased Information Flows Between International Markets?," Working Papers on International Economics and Finance, FEDEA, number 01-01.
• Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, undated, "Technical analysis in the Madrid stock exchange," Studies on the Spanish Economy, FEDEA, number 23.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2020, "The Overnight Drift," Staff Reports, Federal Reserve Bank of New York, number 917, Feb.
• Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin, undated, "International Correlation Risk," FMG Discussion Papers, Financial Markets Group, number dp716.
• Robert F. Stambaugh, undated, "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 05-96.
• Pedro Bação & António Portugal Duarte, 2017, "Deflation in the Euro Zone: Overview and Empirical Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-12, Dec.
• Francisca Silva & Marta Simões & João Sousa Andrade, 2018, "Health Investment and Long run Macroeconomic Performance:a quantile regression approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-01, Jan.
• Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-06, Jun.
• Francesco Guidi & Rakesh Gupta, undated, "2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201214.
• Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers, The George Washington University, Institute for International Economic Policy, number 2018-1, Jan, revised Sep 2018.
• Carlo Favero & Alessandra Bonfiglioli, undated, "Measuring Co-movements Between US and European Stock Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 165.
• Laura Bottazzi & Marco Da Rin, undated, "Europe’s ‘New’ Stock Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 218.
• Dirk G. Baur & Thomas K. McDermott, undated, "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp310.
• Gerard Caprio, Jr, undated, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp311.
• Daniel Waldenstr�m & Bruno S. Frey, undated, "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.

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• John Cotter & Jim Hanly, undated, "Hedging: scaling and the investor horizon," Journal of Risk, Journal of Risk.
• Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Feb.
• C.J.M. Kool, 2006, "An Analysis of Financial Stability Indicators in European Banking: The Role of Common Factors," Working Papers, Utrecht School of Economics, number 06-12, Dec.
• C.J.M. Kool, 2006, "Financial Stability in European Banking: The Role of Common Factors," Working Papers, Utrecht School of Economics, number 06-13, Jun.
• M. Hadzi-Vaskov & C.J.M. Kool, 2006, "The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity," Working Papers, Utrecht School of Economics, number 06-16.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes," Working Papers, Utrecht School of Economics, number 07-33.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting," Working Papers, Utrecht School of Economics, number 07-34.
• J. Piplack, 2009, "Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model," Working Papers, Utrecht School of Economics, number 09-08, May.
• J. Piplack & S. Straetmans, 2009, "Comovements of Different Asset Classes During Market Stress," Working Papers, Utrecht School of Economics, number 09-09, May.
• J. Piplack & M. Beine & B. Candelon, 2009, "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers, Utrecht School of Economics, number 09-10.
• L. Spierdijk & J.A. Bikker & P. van den Hoek, 2010, "Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century," Working Papers, Utrecht School of Economics, number 10-07.
• N. Holinski & C.J.M. Kool & J. Muysken, 2011, "The Impact of International Portfolio Composition on Consumption Risk Sharing," Working Papers, Utrecht School of Economics, number 11-20.
• M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012, "The Diversification Benefits of Free Trade in House Value," Working Papers, Utrecht School of Economics, number 12-03.
• David Michayluk & Laurie Prather & Li-Anne E. Woo & Henry Y. K. Yip, 2009, "What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2009-1, Jan.