Research classified by Journal of Economic Literature (JEL) codes

2013

• Pham, Thu Phuong & Westerholm, P. Joakim, 2013, "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17210, Oct, revised 16 Oct 2013.
• Pham, Thu Phuong, 2013, "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17211, Oct, revised 16 Oct 2013.
• Pham, Thu Phuong & Westerholm, P. Joakim, 2013, "A survey of research into broker identity and limit order book," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17212, Oct, revised 16 Oct 2013.
• Alexeev, Vitali & Tapon, Francis, 2013, "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-16, Nov, revised 20 Nov 2013.
• Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick, 2013, "Measuring the performance of hedge funds using two-stage peer group benchmarks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-18, Jun, revised 01 Jun 2013.
• Ekaterina Dorodnykh, 2013, "What Drives Stock Exchange Integration?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 2, pages 47-79, September.
• Beniamino Moro, 2013, "The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 2, issue 1, pages 41-77, January.
• David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013, "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-009/III, Jan, revised 01 Feb 2013.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-021/III, Jan.
• Sweder van Wijnbergen & Sajjad Zaheer, 2013, "Sukuk Defaults: On Distress Resolution in Islamic Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-087/VI/DSF57, Jul.
• David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-092/III, Jul.
• Hooi Hooi Lean & Michael McAleer, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-132/III, Sep.
• Marius A. Zoican & Lucyna A. Górnicka, 2013, "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-184/VI, Nov, revised 16 May 2014.
• Amelia Pais & Philip A. Stork, 2013, "Short-Selling, Leverage and Systemic Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-186/IV/DSF68, Nov.
• Kenjiro Hirayama & Yoshiro Tsutsui, 2013, "International Stock Price Co-movement," Asian Economic Papers, MIT Press, volume 12, issue 3, pages 157-191, Fall.
• Yu-chin Chen & Kwok Ping Tsang, 2013, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 185-205, March.
• Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2013, "Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World," The Review of Economics and Statistics, MIT Press, volume 95, issue 5, pages 1562-1583, December.
• Josh Stillwagon, 2013, "The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward," Working Papers, Trinity College, Department of Economics, number 1313, Dec.
• Josh Stillwagon, 2013, "Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets," Working Papers, Trinity College, Department of Economics, number 1314, Dec.
• Josh Stillwagon, 2013, "Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values," Working Papers, Trinity College, Department of Economics, number 1315, Dec.
• Josh Stillwagon, 2013, "Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends," Working Papers, Trinity College, Department of Economics, number 1318, Dec.
• Valentina Feroldi & Edoardo Gaffeo, 2013, "At the core of the international financial system," DEM Discussion Papers, Department of Economics and Management, number 2013/05.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-03, Jan.
• Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Javier Sosvilla Rivero, 2013, "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-19.
• David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized volatility risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-26.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-31, revised Aug 2013.
• Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-36, Jun.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 119-166, DOI: 10.1086/669585.
• Elena Andreou & Maria Matsi & Andreas Savvides, 2013, "Stock and Foreign Exchange Market Linkages in Emerging Economies," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 01-2013, Jan.
• Mario Bergara & Leandro Zipitría, 2013, "Sobre el gobierno corporativo de los organismos multilaterales de crédito," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1413, Dec.
• Marie Briere & Ariane Szafarz, 2008, "Crisis-Robust Bond Portfolios," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14150.
• Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Mar.
• Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013, "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 047, Jan, DOI: 10.26481/umagsb.2013047.
• Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura, 2013, "Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1372, Jun, revised Nov 2013.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2013, "Banks, government bonds, and default: what do the data say?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1378, Jul, revised Jul 2017.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1304, Apr.
• Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013, "Understanding FX Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1315, Sep, revised Apr 2015.
• Weigert, Florian, 2013, "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance, University of St. Gallen, School of Finance, number 1325, Mar, revised Nov 2015.
• Alesia Kalbaska, 2013, "From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)," Department of Economics University of Siena, Department of Economics, University of Siena, number 680, Aug.
• Lo Prete, Anna, 2013, "Sharing Risk Within and Across Countries: The Role of Labor Market Institutions," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201328, May.
• Dirk G Baur & Isaac Miyakawa, 2013, "International Investors, Exchange Rates and Equity Prices," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 178, Dec.
• D. Richard WINCOTT, 2013, "An Alternative Sales Analysis Approach for Vacant Land Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 8, issue 1, pages 26-41.
• Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013, "Bayesian Markov Switching Stochastic Correlation Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:11.
• Loriana Pelizzon & Domenico Sartore, 2013, "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013: 14.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:17, revised 2014.
• POPA, Viorica, 2013, "The Access To Finance In Moldova - Banking Compared To Microfinance Organizations," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 17, issue 4, pages 22-34.
• Yiannis Kitromilides & Ana Rosa González, 2013, "The EU Financial Transactions Tax: Antecedents and Current Debate," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 3, pages 311-321.
• Nikola Gradojević & Eldin Dobardžić, 2013, "Causality between Regional Stock Markets: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 5, pages 633-647.
• Silvo Dajcman, 2013, "Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 775-789.
• Chrabonszczewska Elżbieta, 2013, "Bitcoin - Nowa Wirtualna Globalna Waluta?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 40, issue 1, pages 50-71, December, DOI: 10.2478/ijme-2014-0028.
• Patricia McGrath, 2013, "Impact of Financial Deregulation on Monetary and Economic Policy in the Czech Republic, Hungary and Poland: 1990-2003," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1049, May.
• Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013, "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1050, Jun.
• Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013, "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1059, Sep.
• Abigail S. Hornstein, 2013, "The Impact of Local Governance Institutions on Foreign Market Listings: The Case of Chinese Firms," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2013-006, Sep.
• Amit Bhaduri, 2013, "What Remains of the Theory of Demand Management in a Globalising World?," wiiw Policy Notes, The Vienna Institute for International Economic Studies, wiiw, number 12, Dec.
• Gianfranco Battisti, 2013, "Offshoring And Financial Markets," ERSA conference papers, European Regional Science Association, number ersa13p903, Nov.
• Martin Schmitz, 2013, "Financial Markets And International Risk Sharing In Emerging Market Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 3, pages 266-277, July.
• Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013, "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 12, pages 1167-1190, December.
• Francis Breedon & Angelo Ranaldo, 2013, "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 953-965, August, DOI: 10.1111/jmcb.12032.
• Nathan Foley‐Fisher & Bernardo Guimaraes, 2013, "U.S. Real Interest Rates and Default Risk in Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 967-975, August, DOI: 10.1111/jmcb.12033.
• Mohammad R. Jahan‐Parvar & Xuan Liu & Philip Rothman, 2013, "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 1117-1146, September, DOI: 10.1111/jmcb.12046.
• Eva‐Maria Kalteier & Peter N. Posch, 2013, "Sovereign asset values and implications for the credit market," Review of Financial Economics, John Wiley & Sons, volume 22, issue 2, pages 53-60, April, DOI: 10.1016/j.rfe.2013.02.001.
• Thomas Nitschka, 2013, "The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization," Review of Financial Economics, John Wiley & Sons, volume 22, issue 3, pages 118-124, September, DOI: 10.1016/j.rfe.2013.04.003.
• Mustafa Caglayan & Omar S. Dahi & Firat Demir, 2013, "Trade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries," Southern Economic Journal, John Wiley & Sons, volume 79, issue 4, pages 905-927, April, DOI: 10.4284/0038-4038-2011.174.
• Josephine Sudiman & David Allen & Robert Powell, 2013, "A Closer Look At The Characteristics Of Stock Holdings Of Foreign And Local Investors In The Indonesian Stock Exchange (Idx)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-22, DOI: 10.1142/S2010495213500024.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013, "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-27, DOI: 10.1142/S2010495213500036.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013, "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-24, DOI: 10.1142/S2010495213500085.
• Brian M. Francis & Kimberly Waithe, 2013, "Financial Liberalisation in Trinidad and Tobago," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03n04, pages 371-390, December, DOI: 10.1515/GEJ-2013-0034.
• Ravi Balakrishnan & Sylwia Nowak & Sanjaya Panth & Yiqun Wu, 2013, "Surging Capital Flows To Emerging Asia: Facts, Impacts And Responses," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-24, DOI: 10.1142/S1793993313500075.
• Stefan Collignon & Piero Esposito & Hanna Lierse, 2013, "European Sovereign Bailouts, Political Risk And The Economic Consequences Of Mrs. Merkel," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-25, DOI: 10.1142/S1793993313500105.
• Robert Heath, 2013, "Why Are The G-20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-24, DOI: 10.1142/S179399331350018X.
• Emmanuel Morales-Camargo, 2013, "Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-57, DOI: 10.1142/S2010139213500183.
• Daekeun Park & Inseok Shin, 2013, "What Hinders Cross-Border Portfolio Investment In East Asia?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 02, pages 1-22, DOI: 10.1142/S0217590813500124.
• Hahn Shik Lee & Soo In Kim, 2013, "Common Features In East Asian Stock Markets: Long-Term And Short-Term Comovements Between China And Korea," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 03, pages 1-22, DOI: 10.1142/S0217590813500185.
• Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori (ed.), 2013, "Global Linkages and Economic Rebalancing in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8532, ISBN: ARRAY(0x62aa22b0), September.
• Hiroshi Tsubouchi & Hideaki Matsuoka, 2013, "Decoupling — A Re-Examination," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Fumihide Takeuchi, 2013, "Business Cycle Synchronization And Production Fragmentation In East Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Kyosuke Shiotani & Yoichi Matsubayashi, 2013, "Financial Market Linkage In East Asian Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Hikari Ban, 2013, "The Impact Of East Asian Ftas On The Structure Of Demand," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Takeshi Inoue & Yuki Toyoshima & Shigeyuki Hamori, 2013, "Inflation Targeting In South Korea, Indonesia, The Philippines And Thailand: The Impact On Business Cycle Synchronization Between Each Country And The World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Fengbao Yin & Shigeyuki Hamori, 2013, "Globalization And Economic Growth In East Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Shigesaburo Kabe, 2013, "Can South-South Trade Be A Driving Force For Future Economic Growth?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Guifu Chen, 2013, "An Empirical Analysis Of The Determinants Of Household Saving (Consumption) In China: A Panel Analysis Of Provincial Data, 1995–2010," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Long Ke, 2013, "Financing Infrastructure Construction In China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Takuji Kinkyo, 2013, "Is The Renminbi Appreciating Fast Enough?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2013.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2013.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013, "Institutional development and stock price synchronicity: Evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2013.
• Kirsch, Florian & Rühmkorf, Ronald, 2013, "Sovereign Borrowing, Financial Assistance and Debt Repudiation," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 01/2013.
• Gündüz, Yalin & Kaya, Orcun, 2013, "Sovereign default swap market efficiency and country risk in the eurozone," Discussion Papers, Deutsche Bundesbank, number 08/2013.
• Düwel, Cornelia, 2013, "Repo funding and internal capital markets in the financial crisis," Discussion Papers, Deutsche Bundesbank, number 16/2013.
• Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013, "Real financial market exchange rates and capital flows," Discussion Papers, Deutsche Bundesbank, number 50/2013.
• Trapp, Monika & Wewel, Claudio, 2013, "Transatlantic systemic risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-10 [rev.].
• Baumeister, Christiane & Kilian, Lutz, 2013, "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/09.
• Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan, 2013, "What Drives the Stock Market Integration in the CEE-3?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 61, issue 1, pages 67-81.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-52.
• Lee, Bong Soo & Ryu, Doojin, 2013, "Stock returns and implied volatility: A new VAR approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2013-.
• Khemiri, Rim & Ali, Mohamed Sami Ben, 2013, "Exchange rate pass-through and inflation dynamics in Tunisia: A Markov-switching approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2013-.
• Jochem, Axel & Reitz, Stefan, 2013, "International comparison of stock market valuation: Evidence from a new index," Kiel Policy Briefs, Kiel Institute for the World Economy, number 61.
• Reitz, Stefan & Taylor, Mark P., 2013, "Exchange rates in target zones: Evidence from the Danish Krone," Kiel Working Papers, Kiel Institute for the World Economy, number 1827.
• Segnon, Mawuli & Lux, Thomas, 2013, "Multifractal models in finance: Their origin, properties, and applications," Kiel Working Papers, Kiel Institute for the World Economy, number 1860.
• de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers, Kiel Institute for the World Economy, number 1865.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 431, DOI: 10.4419/86788487.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013, "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-041.
• Ludwig, Alexander, 2013, "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 02/13.
• Zabel, Michael & Böninghausen, Benjamin, 2013, "Credit Ratings and Cross-Border Bond Market Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79724.
• Hornuf, Lars & Engert, Andreas, 2013, "Can Network Effects Impede Optimal Contracting in Debt Securities?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79867.
• Strohsal, Till & Weber, Enzo, 2013, "Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79903.
• Posch, Peter N & Kalteier, Eva-Maria, 2013, "Sovereign Asset Values and Implications for the Credit Market," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79986.
• Lang, Gunnar & Schäfer, Henry, 2013, "What is the wind behind the sails to go abroad? Empirical evidence from the mutual fund industry," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-022.
• Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner, 2013, "Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 22 / 2013, Nov, revised Nov 2013.
• Christian Fieberg & Armin Varmaz & Jörg Prokop & Finn Marten Körner, 2013, "The News Content of Bank Rating Changes - Evidence from a Global Event Study," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 24 / 2013, Dec, revised Dec 2013.
• Mathias Hoffmann & Rahel Suter, 2013, "Systematic consumption risk in currency returns," ECON - Working Papers, Department of Economics - University of Zurich, number 124, Jun.
• Zalán Kocsis, 2013, "Global, Regional and Country-Specific Components of Financial Market Indicators: An Extraction Method and Applications," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2013/3.
• Stefano Cosma & Elisabetta Gualandri, 2013, "The sovereign debt crisis: the impact on the intermediation model of Italian banks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0042, Oct.
• Shin-ichi Fukuda & Mariko Tanaka, 2013, "Financial Crises and Risk Premiums in International Interbank Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 1, pages 117-138, January.
• Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH, 2013, "Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2013.
• Martin Širůček, 2013, "Impact of money supply on stock bubbles," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 61, issue 7, pages 2835-2842, DOI: 10.11118/actaun201361072835.
• Weihong HUANG & Zhenxi CHEN, 2013, "Propagation of Financial Crises: A Heterogenous Agents Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1309, Sep.
• Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador, 2013, "Aplicación de bicorrelación cruzada al rendimiento diario del precio del café," Contaduría y Administración, Accounting and Management, volume 58, issue 1, pages 117-129, enero-mar.
• Kristjanpoller Rodríguez Werner, 2013, "Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos," Contaduría y Administración, Accounting and Management, volume 58, issue 1, pages 37-62, enero-mar.
• Michał Adam, 2013, "Spillovers and contagion in the sovereign CDS market," Bank i Kredyt, Narodowy Bank Polski, volume 44, issue 6, pages 571-604.
• Michał Adam & Piotr Bańbuła & Michał Markun, 2013, "Dependence and contagion between asset prices in Poland and abroad. A copula approach," NBP Working Papers, Narodowy Bank Polski, number 169.
• Maurice Obstfeld, 2013, "The International Monetary System: Living with Asymmetry," NBER Chapters, National Bureau of Economic Research, Inc, "Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century".
• Markus K. Brunnermeier & Yuliy Sannikov, 2013, "International Credit Flows and Pecuniary Externalities," NBER Chapters, National Bureau of Economic Research, Inc, "Lessons from the Financial Crisis for Monetary Policy".
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• Viral V. Acharya & Sascha Steffen, 2013, "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19039, May.
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• Carmen M. Reinhart & Takeshi Tashiro, 2013, "Crowding Out Redefined: The Role of Reserve Accumulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 19652, Nov.
• Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura, 2013, "Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 19676, Nov.
• Christian R. Proaño & Christian Schoder & Willi Semmler, 2013, "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers, New School for Social Research, Department of Economics, number 1304, Oct.
• Cooper, Ian & Sercu, Piet & Vanpée, Rosanne, 2013, "The Equity Home Bias Puzzle: A Survey," Foundations and Trends(R) in Finance, now publishers, volume 7, issue 4, pages 289-416, December, DOI: 10.1561/0500000039.
• Simona Moagar-Poladian & Iulia Monica Oehler-Sincai, 2013, "Fdi In The Eec-10: A Comparative Analysis," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 1, issue 1, pages 19-36, May.
• Iulia Monica Oehler-Sincai, 2013, "Financial Contagion Reloaded: The Case Of Cyprus," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 1, issue 1, pages 66-74, May.
• Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
• Lyubomir Mirchev, 2013, "Network-centric organization of supervisory and regulatory processes in the banking system of the European Union," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 100-109, April.
• Silvia Trifonova & Mihail Konchev, 2013, "Estimation of the impact of the USD/EUR exchange rate on the gross foreign exchange reserves� dynamics in Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 27-41, December.
• Georg Inderst & Raffaele Della Croce, 2013, "Pension Fund Investment in Infrastructure: A Comparison Between Australia and Canada," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 32, Jul, DOI: 10.1787/5k43f5dv3mhf-en.
• Christopher Kaminker & Osamu Kawanishi & Fiona Stewart & Ben Caldecott & Nicholas Howarth, 2013, "Institutional Investors and Green Infrastructure Investments: Selected Case Studies," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 35, Oct, DOI: 10.1787/5k3xr8k6jb0n-en.
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• Adrian Blundell-Wignall & Paul Atkinson & Caroline Roulet, 2014, "Bank business models and the separation issue," OECD Journal: Financial Market Trends, OECD Publishing, volume 2013, issue 2, pages 69-91, DOI: 10.1787/fmt-2013-5jzb2rhk9b6j.
• Adrian Blundell-Wignall & Paul Atkinson & Caroline Roulet, 2014, "Bank business models and the Basel system: Complexity and interconnectedness," OECD Journal: Financial Market Trends, OECD Publishing, volume 2013, issue 2, pages 43-68, DOI: 10.1787/fmt-2013-5jzb2rhkd65b.
• Adrian Blundell-Wignall & Caroline Roulet, 2013, "Long-term investment, the cost of capital and the dividend and buyback puzzle," OECD Journal: Financial Market Trends, OECD Publishing, volume 2013, issue 1, pages 39-52, DOI: 10.1787/fmt-2013-5k41z8t05l8s.
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• Mukhopadhyay Debasis & Karmakar Asim Kumar, 2013, "Global Financial Meltdown And The Indian Economy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 310-330, December.
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• Urban Bacher & Kai L. Stober, 2013, "Uhnwi In Emerging Markets – They Still Think, Act And Invest Differently," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 9, pages 481-492.
• Vadym Volosovych, 2013, "Learning about Financial Market Integration from Principal Components Analysis," CESifo Economic Studies, CESifo Group, volume 59, issue 2, pages 360-391, June.
• Maria Kasch & Massimiliano Caporin, 2013, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 4, pages 706-742, September.
• Alexander Dyck & Karl V. Lins & Lukasz Pomorski, 2013, "Does Active Management Pay? New International Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 2, pages 200-228.
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• Ralph De Haas & Neeltje Van Horen, 2013, "Running for the Exit? International Bank Lending During a Financial Crisis," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 1, pages 244-285.
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• David Hou Author-Name: David Skeie, 2013, "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
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• Nargiza Alimukhamedova, 2013, "Contribution of microfinance to economic growth: Transmission channel and the ways to test it," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 27-43, December.
• Fetiniuc Valentina & Luchian Ivan, 2013, "Modern Features of Financial Globalization," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 1, pages 117-128.
• Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2013, "Why has Japan’s Massive Government Debt Not Wreaked Havoc (Yet)?," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201310, Oct.
• Cesar Rufino, 2013, "Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 57-82, June.
• Slawomir Ireneusz Bukowski, 2013, "The Degree of the Polish and Slovak equity market integration with the euro area equity market," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 115/2013, Jan.
• Ghassan, Hassan Belkacem & Alhajhoj, Hassan R. & Kbiri, Mohammed A., 2013, "The impacts of the International Financial Crisis on Saudi Arabia's Economy: Evidence from Asymmetric SVAR modelling," MPRA Paper, University Library of Munich, Germany, number 122987, Jun, revised 26 Sep 2013.
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