Research classified by Journal of Economic Literature (JEL) codes

2013

• Wang, Ming-Chieh, 2013, "Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1160-1174, DOI: 10.1016/j.pacfin.2012.05.001.
• Nguyen, Nhut H. & Lo, Ka Hei, 2013, "Asset returns and liquidity effects: Evidence from a developed but small market," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1175-1190, DOI: 10.1016/j.pacfin.2012.05.002.
• Wang, Jianxin, 2013, "Liquidity commonality among Asian equity markets," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1209-1231, DOI: 10.1016/j.pacfin.2012.06.003.
• Durand, Robert B. & Koh, SzeKee & Tan, Paul LiJian, 2013, "The price of sin in the Pacific-Basin," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 899-913, DOI: 10.1016/j.pacfin.2012.06.005.
• Park, Keehwan & Ahn, Chang Mo & Kim, Dohyeon & Kim, Saekwon, 2013, "An empirical study of credit spreads in an emerging market: The case of Korea," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 952-966, DOI: 10.1016/j.pacfin.2012.07.005.
• Gu, Li & McNelis, Paul D., 2013, "Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 37-49, DOI: 10.1016/j.pacfin.2012.09.002.
• Cho, Jaemin & Lee, Jaeho, 2013, "The venture capital certification role in R&D: Evidence from IPO underpricing in Korea," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 83-108, DOI: 10.1016/j.pacfin.2013.01.005.
• Hou, Yang & Li, Steven, 2013, "Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 109-131, DOI: 10.1016/j.pacfin.2013.04.001.
• Zhao, Yan & Cheng, Lee-Young & Chang, Chong-Chuo & Ni, Cih-Ying, 2013, "Short sales, margin purchases and bid–ask spreads," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 199-220, DOI: 10.1016/j.pacfin.2013.05.001.
• Opie, Wei & Zhang, Hong Feng, 2013, "Investor heterogeneity and the cross-sectional stock returns in China," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2013.08.005.
• Duong, Huu Nhan & Kalev, Petko S., 2013, "Anonymity and order submissions," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 101-118, DOI: 10.1016/j.pacfin.2013.07.005.
• Tseng, Yun-lan & Hu, Shing-yang, 2013, "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 181-199, DOI: 10.1016/j.pacfin.2013.08.009.
• Fung, Hung-Gay & Tse, Yiuman & Zhao, Lin, 2013, "Are stock markets in Asia related to carry trade?," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 200-216, DOI: 10.1016/j.pacfin.2013.08.010.
• Hood, Matthew & Kamesaka, Akiko & Nofsinger, John & Tamura, Teruyuki, 2013, "Investor response to a natural disaster: Evidence from Japan's 2011 earthquake," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 240-252, DOI: 10.1016/j.pacfin.2013.09.006.
• Garner, Jacqueline L. & Kim, Won Yong, 2013, "Are foreign investors really beneficial? Evidence from South Korea," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 62-84, DOI: 10.1016/j.pacfin.2013.08.003.
• Weber, Enzo, 2013, "Simultaneous stochastic volatility transmission across American equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 53-60, DOI: 10.1016/j.qref.2012.11.001.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2013, "Risk and return in the Tehran stock exchange," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 238-256, DOI: 10.1016/j.qref.2013.05.005.
• Singh, Manohar & Nejadmalayeri, Ali & Lucey, Brian, 2013, "Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 476-485, DOI: 10.1016/j.qref.2013.05.002.
• Krause, Timothy & Tse, Yiuman, 2013, "Volatility and return spillovers in Canadian and U.S. industry ETFs," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 244-259, DOI: 10.1016/j.iref.2012.07.009.
• Chen, Chun-nan, 2013, "The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 272-281, DOI: 10.1016/j.iref.2012.07.012.
• Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan, 2013, "Dynamics of the co-movement between stock and maritime markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 282-290, DOI: 10.1016/j.iref.2012.07.007.
• Cueto, Diego C., 2013, "Substitutability and complementarity of corporate governance mechanisms in Latin America," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 310-325, DOI: 10.1016/j.iref.2012.07.008.
• Hueng, C. James & Yau, Ruey, 2013, "Country-specific idiosyncratic risk and global equity index returns," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 326-337, DOI: 10.1016/j.iref.2012.07.014.
• Yu, Hao & Nartea, Gilbert V. & Gan, Christopher & Yao, Lee J., 2013, "Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 356-371, DOI: 10.1016/j.iref.2012.07.016.
• Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013, "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 408-423, DOI: 10.1016/j.iref.2012.08.001.
• de Blas, Beatriz & Russ, Katheryn Niles, 2013, "All banks great, small, and global: Loan pricing and foreign competition," International Review of Economics & Finance, Elsevier, volume 26, issue C, pages 4-24, DOI: 10.1016/j.iref.2012.08.005.
• Lee, Byung-Joo, 2013, "Uncovered interest parity puzzle: Asymmetric responses," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 238-249, DOI: 10.1016/j.iref.2012.10.004.
• Ke, Mei-Chu & Huang, Yen-Sheng & Liao, Tung Liang & Wang, Ming-Hui, 2013, "The impact of transparency on market quality for the Taiwan Stock Exchange," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 330-344, DOI: 10.1016/j.iref.2012.10.008.
• Naifar, Nader & Al Dohaiman, Mohammed Saleh, 2013, "Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 416-431, DOI: 10.1016/j.iref.2013.01.001.
• He, Yan & Wang, Junbo & Wu, Chunchi, 2013, "Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 465-481, DOI: 10.1016/j.iref.2013.01.002.
• Kalteier, Eva-Maria & Posch, Peter N., 2013, "Sovereign asset values and implications for the credit market," Review of Financial Economics, Elsevier, volume 22, issue 2, pages 53-60, DOI: 10.1016/j.rfe.2013.02.001.
• Nitschka, Thomas, 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, Elsevier, volume 22, issue 3, pages 118-124, DOI: 10.1016/j.rfe.2013.04.003.
• Walkshäusl, Christian, 2013, "The high returns to low volatility stocks are actually a premium on high quality firms," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 180-186, DOI: 10.1016/j.rfe.2013.06.001.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Lagoarde-Segot, Thomas, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 183-208, DOI: 10.1016/j.ribaf.2011.10.003.
• Samson, Lucie, 2013, "Asset prices and exchange risk: Empirical evidence from Canada," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 35-44, DOI: 10.1016/j.ribaf.2012.09.006.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 68-81, DOI: 10.1016/j.ribaf.2012.09.001.
• Loh, Lixia, 2013, "Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 1-13, DOI: 10.1016/j.ribaf.2013.01.001.
• Farooq, Omar, 2013, "Who was informative? Performance of foreign and local analysts’ stock recommendations during the Asian financial crisis," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 61-76, DOI: 10.1016/j.ribaf.2013.03.001.
• Demirer, Riza, 2013, "Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 77-98, DOI: 10.1016/j.ribaf.2013.04.001.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-07, Feb.
• Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013, "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-15, Mar.
• Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013, "Financial Contagion and Asset Pricing," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-61, Sep.
• Dubravko Radoševic, 2013, "Financijalizacija periferije Europske unije, kapitalne kontrole i platna bilanca," Ekonomija Economics, Rifin d.o.o., volume 20, issue 1, pages 131-152.
• Hesam Aldin SHAHRIVAR & Nwin Anefo Fru ASABA, 2013, "Assessment of the Impact of Trade Partner’s Cross-Country Sovereign Rating on the Financial Market of Selected Emerging Market Economies," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 2, pages 137-150.
• Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2013, "International correlation risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43087, Jan.
• Joao Sousa Andrade & António Portugal Duarte & Adelaide Duarte, 2013, "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," EcoMod2013, EcoMod, number 5305, Jun.
• Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos, 2013, "Comportamiento no lineal en series de productos primarios," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 143-168, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Alonso, Miguel A. & Rallo, Juan Ramón & Romero, Alberto, 2013, "El efecto de los impuestos a las transacciones financieras en la estabilidad de los mercados de capital. Un debate sin resolver," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 207-231, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Mondher bellalah & SYED ALAMDAR ALI & Omar Masood, 2013, "Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Application with Con-integration," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-17.
• Zhenmin Fang & Xin Jiang, 2013, "Effects of differences of opinions and short‐sale constraints on the dual listed Chinese shares," China Finance Review International, Emerald Group Publishing Limited, volume 3, issue 1, pages 61-89, January, DOI: 10.1108/20441391311290785.
• Katarzyna Sum, 2013, "The Impact of Banking Regulation on the Economic Performance of EU Countries in 2007-2009," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-19.
• Iulia Bulacu, 2013, "Case Study On The Main Sources For Social Security Institutionally Granted By The Capital City Hall During 1864-1916," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 185-194.
• Christian Grisse & Thomas Nitschka, 2013, "On financial risk and the safe haven characteristics of Swiss franc exchange rates," Working Papers, Swiss National Bank, number 2013-04.
• Victoria Galsband & Thomas Nitschka, 2013, "Currency excess returns and global downside market risk," Working Papers, Swiss National Bank, number 2013-07.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Kim Oosterlinck & Loredana Ureche-Rangau & Jacques-Marie Vaslin, 2013, "Waterloo: a Godsend for French Public Finances?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-028, Jul.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-031, Sep.
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short Selling and Inside Information," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_06, May, revised 28 Jul 2016.
• Vitor Castro, 2013, "The duration of business cycle expansions and contractions: are there change-points in duration dependence?," Empirical Economics, Springer, volume 44, issue 2, pages 511-544, April, DOI: 10.1007/s00181-011-0544-2.
• Marcel Gorenflo, 2013, "Futures price dynamics of CO 2 emission allowances," Empirical Economics, Springer, volume 45, issue 3, pages 1025-1047, December, DOI: 10.1007/s00181-012-0645-6.
• Julien Chevallier, 2013, "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 15, issue 2, pages 133-170, April, DOI: 10.1007/s10018-012-0045-3.
• Yertai Tanai & Kuan-Pin Lin, 2013, "Mongolian and World Equity Markets: Volatilities and Correlations," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 3, issue 2, pages 136-164, December, DOI: 10.14208/eer.2013.03.02.003.
• Heeho Kim, 2013, "Uncertainty and risk premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 1, pages 62-79, January, DOI: 10.1007/s12197-010-9170-7.
• Chiao-Yi Chang, 2013, "Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 253-273, April, DOI: 10.1007/s12197-011-9182-y.
• Yaseen Alhaj-Yaseen, 2013, "Cross-listing in the home market after going public in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 274-292, April, DOI: 10.1007/s12197-011-9183-x.
• Valeria Martinez & Yiuman Tse & Jullavut Kittiakarasakun, 2013, "Volatility, trade size, and order imbalance in China and Japan exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 293-307, April, DOI: 10.1007/s12197-011-9184-9.
• Mohsen Bahmani-Oskooee & Shady Kholdy & Ahmad Sohrabian, 2013, "Do MNCs spur financial markets in corrupt host countries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 308-317, April, DOI: 10.1007/s12197-011-9199-2.
• Małgorzata Doman & Ryszard Doman, 2013, "Dynamic linkages between stock markets: the effects of crises and globalization," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 12, issue 2, pages 87-112, August, DOI: 10.1007/s10258-013-0091-1.
• Peter Hostak & Thomas Lys & Yong George Yang & Emre Carr, 2013, "An examination of the impact of the Sarbanes–Oxley Act on the attractiveness of U.S. capital markets for foreign firms," Review of Accounting Studies, Springer, volume 18, issue 2, pages 522-559, June, DOI: 10.1007/s11142-013-9222-2.
• Pau Castells & Francesc Trillas, 2013, "The effects of surprise political events on quoted firms: the March 2004 election in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 83-112, March, DOI: 10.1007/s13209-011-0080-5.
• Mouna Abbes, 2013, "Does Overconfidence Bias Explain Volatility During the Global Financial Crisis?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 291-312, February, DOI: 10.1007/s11300-012-0234-6.
• Edward Sandoyan & Gagik Grigoryan, 2013, "Regulatory Problems of Commercial Banks in the Context of the European Sovereign Crisis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 339-346, February, DOI: 10.1007/s11300-012-0254-2.
• Saeed Armin & Saifuzzaman Ibrahim & W. Azman-Saini, 2013, "The Impact of European Monetary Union on Finance-Growth Nexus," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 347-356, February, DOI: 10.1007/s11300-012-0249-z.
• Rubens Pauluzzo & Enrico Geretto, 2013, "Stock Exchange Markets in Hong Kong: Structure and Main Problems," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 1, pages 33-48, April, DOI: 10.1007/s11300-013-0268-4.
• Lu Yang & Shigeyuki Hamori, 2013, "EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 2, pages 179-189, October, DOI: 10.1007/s11300-013-0276-4.
• Stephan Paul & Thomas Paul, 2013, "Eindämmung von Finanzmarktkrisen durch erhöhte Regulierungsintensität? Ein Update," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 6, pages 384-389, June, DOI: 10.1007/s10273-013-1538-9.
• Raphael A. Auer, 2013, "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers, Swiss National Bank, Study Center Gerzensee, number 13.03, Mar.
• Brian M. Lucey & Charles Larkin & Fergal A. O'Connor, 2013, "London or New York: where and when does the gold price originate?," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 813-817, May, DOI: 10.1080/13504851.2012.748175.
• N. Antonakakis & J. Darby, 2013, "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 21, pages 1675-1691, November, DOI: 10.1080/09603107.2013.844323.
• Thomas Nitschka, 2013, "Momentum in stock market returns: implications for risk premia on foreign currencies," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 7, pages 551-560, April, DOI: 10.1080/09603107.2012.732686.
• Vadym Volosovych, 2013, "Risk sharing from international factor income: explaining cross-country differences," Applied Economics, Taylor & Francis Journals, volume 45, issue 11, pages 1435-1459, April, DOI: 10.1080/00036846.2011.617703.
• C. Hopp & A. Dreher, 2013, "Do differences in institutional and legal environments explain cross-country variations in IPO underpricing?," Applied Economics, Taylor & Francis Journals, volume 45, issue 4, pages 435-454, February, DOI: 10.1080/00036846.2011.605760.
• Gilbert Cette & Marielle de Jong, 2013, "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, volume 45, issue 18, pages 2579-2585, June, DOI: 10.1080/00036846.2012.671924.
• Bernd Hayo & Matthias Neuenkirch, 2013, "Does the currency board matter? US news and Argentine financial market reaction," Applied Economics, Taylor & Francis Journals, volume 45, issue 28, pages 4034-4040, October, DOI: 10.1080/00036846.2012.748177.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2013, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 11, pages 2480-2494, November, DOI: 10.1080/02664763.2013.818624.
• Dimitrios Dimitriou & Theodore Simos, 2013, "International portfolio diversification: an ICAPM approach with currency risk," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 6, issue 2, pages 177-189, September, DOI: 10.1080/17520843.2012.736400.
• Romain Cuchet & Pascal François & Georges Hübner, 2013, "Currency total return swaps: valuation and risk factor analysis," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 7, pages 1135-1148, February, DOI: 10.1080/14697688.2013.775475.
• Mustafa Okur & Emrah Cevik, 2013, "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 3, pages 99-116, January, DOI: 10.1080/1331677X.2013.11517624.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," Financial Analysts Journal, Taylor & Francis Journals, volume 69, issue 4, pages 10-42, July, DOI: 10.2469/faj.v69.n4.1.
• Ratti, Ronald A & Vespignani, Joaquin L., 2013, "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17096, Jan, revised 09 Jan 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(0x544dbd80).
• 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".