Research classified by Journal of Economic Literature (JEL) codes

2013

• Ehrmann, Michael & D'Agostino, Antonello, 2013, "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series, European Central Bank, number 1520, Mar.
• Degryse, Hans & Elahi, Muhammad Ather & Penas, María Fabiana, 2013, "Determinants of banking system fragility: a regional perspective," Working Paper Series, European Central Bank, number 1567, Jul.
• Buss, Adrian, 2013, "Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets," Working Paper Series, European Central Bank, number 1578, Aug.
• Scheicher, Martin & Peltonen, Tuomas A. & Vuillemey, Guillaume, 2013, "The network structure of the CDS market and its determinants," Working Paper Series, European Central Bank, number 1583, Aug.
• Fernandes, Nuno & Giannetti, Mariassunta, 2013, "On the fortunes of stock exchanges and their reversals: evidence from foreign listings," Working Paper Series, European Central Bank, number 1585, Sep.
• Peltonen, Tuomas A. & Vuillemey, Guillaume, 2013, "Disentangling the bond-CDS nexus: a stress test model of the CDS market," Working Paper Series, European Central Bank, number 1599, Oct.
• Stracca, Livio & Habib, Maurizio Michael, 2013, "Foreign investors and risk shocks: seeking a safe haven or running for the exit?," Working Paper Series, European Central Bank, number 1609, Nov.
• Fratzscher, Marcel & Beirne, John, 2013, "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Working Paper Series, European Central Bank, number 1625, Dec.
• Bruggemann, Ulf & Kaul, Aditya & Leuz, Christian & Werner, Ingrid M., 2013, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-09, Aug.
• Stulz, Rene M. & Vagias, Dimitrios & Van Dijk, Mathijs A., 2013, "Do Firms Issue More Equity When Markets Are More Liquid?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-10, Jul.

2012

• Elizaveta Ogloblina, 2012, "Moscow As An International Financial Centre," European Journal of Business and Economics, Central Bohemia University, volume 6, issue 0, pages 29-331:6, September, DOI: 10.12955/ejbe.v6i0.144.
• Charlotte Christiansen, 2012, "Integration of European Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-33, Jul.
• Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee, 2012, "Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-06, Oct.
• Ralph De Haas & Neeltje Van Horen, 2012, "International Shock Transmission after the Lehman Brothers Collapse: Evidence from Syndicated Lending," American Economic Review, American Economic Association, volume 102, issue 3, pages 231-237, May.
• Doireann Fitzgerald, 2012, "Trade Costs, Asset Market Frictions, and Risk Sharing," American Economic Review, American Economic Association, volume 102, issue 6, pages 2700-2733, October.
• Pierpaolo Benigno & Salvatore Nisticò, 2012, "International Portfolio Allocation under Model Uncertainty," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 144-189, January.
• Stephen Gilmore & Fumio Hayashi, 2012, "Corrigendum: Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 283-283, January.
• Cosmin Ilut, 2012, "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 3, pages 33-65, July, DOI: 10.1257/mac.4.3.33.
• Adrián Fernández-Pérez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2012, "Genetic algorithm for arbitrage with more than three currencies," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-04, Jul.
• Ng, David T.C., , "The International CAPM When Expected Returns Are Time-Varying," Working Papers, Cornell University, Department of Applied Economics and Management, number 127283, DOI: 10.22004/ag.econ.127283.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., , "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122511, DOI: 10.22004/ag.econ.122511.
• Perez, Francisco Jose, 2012, "Enabling Growth and Promoting Equity in the Global Financial Crisis Risk and Vulnerability: A view from COPLA works on SMEs," Working Papers, National Autonomous University of Nicaragua, León (Unan-León), Researching Center for Applied Economics (RCAE), number 126114, DOI: 10.22004/ag.econ.126114.
• Kusdhianto SETIAWAN, 2012, "Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 105-127, December.
• Gilles de Truchis, 2012, "Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1220, Jul.
• Roxana Maria Badircea & Alina Georgiana Manta, 2012, "Road To Euro. Comparative Analysis Romania-Bulgaria," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 81-91.
• Anca Tanasie & Nicu Marcu, 2012, "The New Perspectives On The Tobin Tax. Could It Provide Any Support For The Euro-Area?85," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 182-188, April.
• Florin Sebastian Duma & Ioan Alin Nistor, 2012, "Trading Carbon Dioxide On The European Cabon Market Using The Eu Ets Platform," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 14, pages 1-16.
• Diana MureÅŸan, 2012, "Retrospective Of Financial Reporting On Capital Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 14, pages 1-8.
• Roberto Tatiwa Ferreira & Savio de Melo Zachis, 2012, "Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 1, pages 15-34.
• Robert J. Barro & José F. Ursúa, 2012, "Rare Macroeconomic Disasters," Annual Review of Economics, Annual Reviews, volume 4, issue 1, pages 83-109, July.
• ANNAERT, Jan & DE CEUSTER, Marc & VERSTEGEN, Kurt, 2012, "Are extreme returns priced in the stock market? European evidence," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2012018, Sep.
• Alvise De Col & Alessandro Gnoatto & Martino Grasselli, 2012, "Smiles all around: FX joint calibration in a multi-Heston model," Papers, arXiv.org, number 1201.1782, Jan, revised Jun 2013.
• Tomislav Coric & Maja Mesic, 2012, "Exchange Rate Mechanism (Erm 2): Estonia Case Study," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 21, issue 2, pages 621-638, december.
• Domagoj Mihaljevic, 2012, "Position And Role Of Offshore Financial Centres In Financial Globalization," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 21, issue 2, pages 795-818, december.
• Simone Francesco Fioravanti & Monica Gentile, 2012, "The impact of market fragmentation on the liquidity of European Stock Exchanges," BANCARIA, Bancaria Editrice, volume 9, pages 23-40, September.
• Mario La Torre & Fabiomassimo Mango, 2012, "Asset-backed securitisation and financial stability: the downgrading delay effect," BANCARIA, Bancaria Editrice, volume 9, pages 54-67, September.
• Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2012, "Internationalization, diversification and risk in multinational banks," BANCARIA, Bancaria Editrice, volume 11, pages 28-40, November.
• Mark Burgin & Gunter Meissner, 2012, "Larger than One Probabilities in Mathematical and Practical Finance," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-13, November.
• Katerina Voicheska, 2012, "Re-Engineering of the Business through Financial Innovations," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 142-153.
• Francisco Rivadeneyra, 2012, "The U.S.-Dollar Supranational Zero-Coupon Curve," Discussion Papers, Bank of Canada, number 12-5, DOI: 10.34989/sdp-2012-5.
• Gregory Bauer & Antonio Diez de los Rios, 2012, "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers, Bank of Canada, number 12-5, DOI: 10.34989/swp-2012-5.
• Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012, "Contagion in CDS, Banking and Equity Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 293, Oct.
• Olha Zadorozhna, 2012, "How much do the neighbors pay? Economic costs of international gas disputes," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 48.
• Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN, 2012, "Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 1, pages 133-155.
• Engin CETINKAYA & Erdinc ALTAY, 2012, "Financial Crises Contagion: Analysis of the Crise Contagion on the Conditional Volatility of ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 2, pages 185-223.
• Bulent KOKSAL, 2012, "An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 2, pages 51-84.
• Enrique Alberola & Luis Molina & Pedro del Río, 2012, "Boom-bust cycles, imbalances and discipline in Europe," Working Papers, Banco de España, number 1220, Jun.
• Carmen Broto, 2012, "The effectiveness of forex interventions in four Latin American countries," Working Papers, Banco de España, number 1226, Jul.
• Rangel José Gonzalo & Ramírez Claudia & Abarca Gustavo, 2012, "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers, Banco de México, number 2012-08, Sep.
• Luis Fernando Melo & Hernán Rincón, 2012, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica de Colombia, number 704, Apr, DOI: 10.32468/be.704.
• Luis Fernando Melo & Hernán Rincon, 2012, "External Shocks and Asset Prices in Latin America before and after Lehman Brothers’ Bankruptcy," Borradores de Economia, Banco de la Republica de Colombia, number 704i, Apr, DOI: 10.32468/be.704I.
• Juan Pablo Zárate Perdomo & Adolfo Léon Cobo Serna & Jose Eduardo Gómez González, 2012, "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 708, May, DOI: 10.32468/be.708.
• Juan Pablo Zárate Perdomo & Adolfo León Cobo & José Eduardo Gómez-González, 2012, "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 69, pages 258-293, December, DOI: 10.32468/Espe.6906.
• Gilbert Cette & Marielle de Jong, 2012, "Breakeven inflation rates and their puzzling correlation relationships," Working papers, Banque de France, number 367.
• Le Roux, J., 2012, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2011," Bulletin de la Banque de France, Banque de France, issue 189, pages 1-9.
• J. Le Roux., 2012, "Non-residents’ equity holdings in French CAC 40 companies at end-2011," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 27, pages 27-39, Autumn.
• Mauricio Drelichman & Hans-Joachim Voth, 2015, "Risk Sharing with the Monarch: Excusable Defaults and Contingent Debt in the Age of Philip II, 1556-1598," Working Papers, Barcelona School of Economics, number 578, Sep.
• Nicola Gennaioli & Stefano Rossi & Alberto Martin, 2015, "Sovereign Default, Domestic Banks and Financial Institutions," Working Papers, Barcelona School of Economics, number 622, Sep.
• Jaume Ventura & Alberto Martin, 2015, "Financial Reforms and Capital Flows: Insights from General Equilibrium," Working Papers, Barcelona School of Economics, number 664, Sep.
• Morten Bech, 2012, "FX volume during the financial crisis and now," BIS Quarterly Review, Bank for International Settlements, March.
• Dong He & Robert N McCauley, 2012, "Eurodollar banking and currency internationalisation," BIS Quarterly Review, Bank for International Settlements, June.
• Michael Brei & Blaise Gadanecz, 2012, "Have public bailouts made banks' loan books safer?," BIS Quarterly Review, Bank for International Settlements, September.
• Stefan Afdjiev & Zsolt Kuti & Elod Takáts, 2012, "The euro area crisis and cross-border bank lending to emerging markets," BIS Quarterly Review, Bank for International Settlements, December.
• Branimir Gruic & Philip Wooldridge, 2012, "Enhancements to the BIS debt securities statistics," BIS Quarterly Review, Bank for International Settlements, December.
• Bernd Hayo & Matthias Neuenkirch, 2012, "Domestic Or U.S. News: What Drives Canadian Financial Markets?," Economic Inquiry, Western Economic Association International, volume 50, issue 3, pages 690-706, July, DOI: j.1465-7295.2010.00358.x.
• Alfred A. Haug & William G. Dewald, 2012, "Money, Output, And Inflation In The Longer Term: Major Industrial Countries, 1880–2001," Economic Inquiry, Western Economic Association International, volume 50, issue 3, pages 773-787, July, DOI: j.1465-7295.2011.00382.x.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2012, "Benchmark Bonds Interactions under Regime Shifts," European Financial Management, European Financial Management Association, volume 18, issue 3, pages 389-409, June, DOI: 10.1111/j.1468-036X.2009.00535.x.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012, "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, volume 67, issue 2, pages 681-718, April, DOI: j.1540-6261.2012.01728.x.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2012, "Why Are U.S. Stocks More Volatile?," Journal of Finance, American Finance Association, volume 67, issue 4, pages 1329-1370, August, DOI: j.1540-6261.2012.01749.x.
• Dagfinn Rime & Hans Jørgen Tranvåg, 2012, "Flows Of The Pacific: Asian Foreign Exchange Markets Through Tranquility And Turbulence," Pacific Economic Review, Wiley Blackwell, volume 17, issue 3, pages 434-466, August.
• Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2012, "Bank Risk during the Financial Crisis: Do business models matter?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12003, Feb.
• Dagfinn Rime & Hans Jørgen Tranvåg, 2012, "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence," Working Paper, Norges Bank, number 2012/01, Jan.
• Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2012, "Measuring sovereign contagion in Europe," Working Paper, Norges Bank, number 2012/05, Apr.
• Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2012, "Measuring Sovereign Contagion in Europe," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 4/2012, Dec.
• Che Sidanius & Anne Wetherilt, 2012, "Financial Stability Paper No 14: Thoughts on determining central clearing eligibility of OTC derivatives," Bank of England Financial Stability Papers, Bank of England, number 14, Mar.
• Dimitris A. Georgoutsos & Petros Migiakis, 2012, "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Working Papers, Bank of Greece, number 143, Jun.
• Frederick Dongchuhl Oh, 2012, "The Role of Public Information in a Contagious Currency Crisis," Working Papers, Economic Research Institute, Bank of Korea, number 2012-4, Apr.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp831, Jun.
• Ihsan Ugur Delikanli & Ali Alp & Saim Kilic, 2012, "Shadow Banking for Connected Lending and The Countermeasures: Turkish Case," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 48, pages 31-64, January.
• Rasim Ozcan, 2012, "An Analysis of Manipulation Strategies in Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 49, pages 19-37.
• Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012, "The identification of price jumps," Monte Carlo Methods and Applications, De Gruyter, volume 18, issue 1, pages 53-77, January, DOI: 10.1515/mcma-2011-0019.
• Michael King & Carol Osler & Dagfinn Rime, 2012, "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers, Brandeis University, Department of Economics and International Business School, number 54, Oct.
• Carol Osler & Tanseli Savaser & Thang Tan Nguyen, 2012, "Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks," Working Papers, Brandeis University, Department of Economics and International Business School, number 55, Nov.
• Nicolas Véron, 2012, "Financial reform after the crisis- an early assessment," Bruegel Working Papers, Bruegel, number 680, Jan.
• Ricardo Pereira Câmara Leal, 2012, "Editorial Report - 2011," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 1-5.
• Katia Rocha & Ajax Moreira, 2012, "The Impact of Fiscal Policy on Emerging Markets Sovereign Spreads," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 31-48.
• Marcos Soares da Silva & José Angelo Divino, 2012, "Financial Stability and Market Structure: International Evidence," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 7-29.
• Juliano Ribeiro de Almeida & Guilherme Ribeiro de Almeida, 2012, "Measuring the Spread Components of Oil and Gas Companies from CDS," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 71-104.
• Pradosh Simlai, 2012, "Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 3, pages 291-315.
• Jana Drutarovská, 2012, "Komplikovanosť Štruktúry Finančných Derivátov - Faktor Rizikovosti Súčasného Finančného Sektora," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 7, issue 2, pages 172-184.
• Virginie Coudert & Hélène Raymond, 2012, "L'or est-il une valeur refuge pendant les récessions et les crises boursières ?," Revue économique, Presses de Sciences-Po, volume 63, issue 5, pages 993-1011.
• Lamia Jaidane-Mazigh, 2012, "La gestion alternative des fonds souverains altérée par les crises ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 327-341.
• Michel Lelart, 2012, "Comment le dollar devient-il une monnaie internationale ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 265-288.
• Palma, J. G., 2012, "How the full opening of the capital account to highly liquid financial markets led Latin America to two and a half cycles of ‘mania, panic and crash’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1201, Jan.
• Joy, Mark, 2012, "Sovereign default and macroeconomic tipping points," Research Technical Papers, Central Bank of Ireland, number 10/RT/12, Sep.
• Alethea Rea & William Rea & Marco Reale & Carl Scarrott, 2012, "A comparison of Spillover Effects before, during and after the 2008 Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/03, Feb.
• Lulu Gu & W. Robert Reed, 2012, "Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/08, Apr.
• Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/10, Apr.
• David Longworth, 2012, "Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 361, September.
• Rodolfo Apreda, 2012, "Opaque governance, special purpose vehicles, and the preacher´s waiver," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 481, Mar.
• Gianni De Nicolò & Luciana Juvenal, 2012, "Financial Integration, Globalization, and Real Activity," CESifo Working Paper Series, CESifo, number 3737.
• Muhammad Omer & Jakob de Haan & Bert Scholtens & Jakob de Haan, 2012, "Testing Uncovered Interest Rate Parity Using LIBOR," CESifo Working Paper Series, CESifo, number 3839.
• Hans-Werner Sinn, 2012, "Target Losses in Case of a Euro Breakup," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 13, issue 04, pages 51-58, December.
• Paulo Jorge Silveira Ferreira, 2012, "Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2012_24.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-145, Jan.
• Abdul Hakim & Michael McAleer, 2009, "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-178, Oct.
• Abdul Hakim & Michael McAleer, 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-179, Oct.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-201, Jan.
• Claudio Raddatz & Sergio L. Schmukler, 2012, "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile, Central Bank of Chile, number 668, Jun.
• Paul R. Masson, 2012, "Fiscal asymmetries and the survival of the euro zone," International Economics, CEPII research center, issue 129, pages 5-29.
• Walid Mensi & Chaker Alaoui & Khuong Nguyen, 2012, "Crude oil market efficiency: An empirical investigation via the Shannon entropy," International Economics, CEPII research center, issue 129, pages 119-137.
• Mathias Hoffmann & Thomas Nitschka, 2012, "Securitization of mortgage debt, domestic lending, and international risk sharing," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 2, pages 493-508, May, DOI: 10.1111/j.1540-5982.2012.01701.x.
• Robert Kollmann, 2012, "Limited asset market participation and the consumption-real exchange rate anomaly," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 2, pages 566-584, May, DOI: 10.1111/j.1540-5982.2012.01705.x.
• Malay Kanti Roy & Hirak Ray & Tamojit Roy, 2012, "Benefits From International Diversification: Indian Experiences," Journal Articles, Center For Economic Analyses, pages 5-16, June.
• A. Khalifa & S. Hammoudeh & E. Otranto, 2012, "Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201209.
• A. Khalifa & S. Hammoudeh & E. Otranto & S. Ramchander, 2012, "Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201214.
• Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012, "Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 5.
• luis Fernando Melo & Hern�n Rinc�n, 2012, "Choques externos y precios de los activos en Latinoam�rica antes y despu�s de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica, number 9450, Apr.
• Juan Pablo Z�rate Perdomo & Adolfo Le�n Cobo & Jos� Eduardo G�mez G�nzalez, 2012, "Lecciones de las crisis financieras recientes para el dise�o e implementaci�n de las pol�ticas monetaria y financiera en Colombia," Borradores de Economia, Banco de la Republica, number 9601, May.
• Juan Pablo Zárate Perdomo & Adolfo Le�n Cobo Serna & Jos� Eduardo G�mez-Gonz�lez, 2012, "Lecciones de las crisis financieras recientes para el diseno e implementación de las políticas monetarias y financieras en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 69, pages 258-293, DOI: 10.32468/Espe.6906.
• María Isabel Castro & Diego A. Agudelo & Santiago E. Barraza & Samuel Mongrut, 2012, "Liquidez en los Mercados Accionarios Latinoamericanos: Estimando el efecto del Mercado Integrado Latinoamericano (MILA)," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10657, Nov.
• Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo, 2012, "Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10669, Dec.
• Teresa Duarte Atoche & Jos� �ngel P�rez L�pez & Jos� Antonio Cam��ez Ruiz, 2012, "Estudio de los gastos de I+D: un análisis empírico en el sector del automóvil," Estudios Gerenciales, Universidad Icesi.
• Jorge Mario Uribe Gil & Inés Maria Ulloa Villegas, 2012, "La medición del riesgo en eventos extremos. Una revisión metodológica en contexto," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• César Augusto Corredor Velandia & Stefano Vega Mazzeo, 2012, "Análisis de corto plazo del contagio de variables y noticias financieras en estados unidos y Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1.
• Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012, "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8743, Jan.
• Rey, Hélène & Coeurdacier, Nicolas, 2012, "Home Bias in Open Economy Financial Macroeconomics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8746, Jan.
• Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012, "Currency Momentum Strategies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8747, Jan.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012, "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8765, Jan.
• Philippon, Thomas & Pagnotta, Emiliano, 2012, "Competing on Speed," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8786, Jan.
• Bacchetta, Philippe & van Wincoop, Eric, 2012, "Sudden Spikes in Global Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8853, Feb.
• Degryse, Hans & Penas, Maria Fabiana & Elahi, Muhammad Ather, 2012, "Determinants of Banking System Fragility: A Regional Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8858, Feb.
• Kilian, Lutz & Fattouh, Bassam & Mahadeva, Lavan, 2012, "The Role of Speculation in Oil Markets: What Have We Learned So Far?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8916, Mar.
• Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2012, "Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9043, Jul.
• Schmukler, Sergio & Raddatz, Claudio, 2012, "On the International Transmission of Shocks: Micro-Evidence From Mutual Fund Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9070, Aug.
• Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2012, "Animal Spirits in the Euro Area Sovereign CDS Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9092, Aug.
• Ventura, Jaume & Martín, Alberto, 2012, "Financial Reforms and Capital Flows: Insights from General Equilibrium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9174, Oct.
• Fratzscher, Marcel & Beirne, John, 2012, "The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9249, Dec.
• Wei, Shang-Jin & Bai, Jennie, 2012, "When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9252, Dec.
• Yoichi Otsubo, 2012, "Price Discovery of Tokyo-New York Cross-listed Stocks," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-5.
• Maela Giofré, 2012, "Financial education, investor protection and international portfolio diversification," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 130, Oct.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2012, "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Working Papers, Purdue University, Department of Consumer Sciences, number 1012, Mar.
• Sugato Chakravarty & Meifang Xiang, 2012, "The International Evidence on Discouraged Small Businesses," Working Papers, Purdue University, Department of Consumer Sciences, number 1013, Sep.
• Sugato Chakravarty & Saikat Sovan Deb, 2012, "Capacity Constraints and the Opening of New Hedge Funds," Working Papers, Purdue University, Department of Consumer Sciences, number 1015, Jul, revised Jul 2013.
• Faias, Marta & Luque, Jaime, 2012, "Endogenous bourse structures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1106, Apr.
• Decorzant, Yann & Flores, Juan-Huitzi, 2012, "Public borrowing in harsh times : the League of Nations Loans revisited," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp12-07, Sep.
• Ramos, Sofía B. & Veiga, Helena & Wang, Chih-Wei, 2012, "Asymmetric long-run effects in the oil industry," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws120502, Feb.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2012, "The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 35, issue 98, pages 117-128, Agosto.
• Dmitriev, Alexandre & Krznar, Ivo, 2012, "Habit Persistence And International Comovements," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue S3, pages 312-330, November.
• Oana-Mihaela Orheian, 2012, "The Advantages of Using Factoring, as Financing Technique on International Transactions Market," The Annals of Dimitrie Cantemir Christian University. Economy, Commerce and Tourism Series, Faculty of Management in Tourism and Commerce Bucharest, "Dimitrie Cantemir" Christian University, Bucharest, Romania, volume 4, issue 1, pages 105-112, June.
• Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2012, "Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 66.
• Thuraisamy, Kannan & Gannon, Gerard, 2012, "Modelling the Sovereign Linkages of Key Latin American Economies," Working Papers, Deakin University, Department of Economics, number fe_2012_03, Dec, DOI: 10.1016/j.intfin.2012.08.002.
• Olfa Kaabia & Ilyes Abid, 2012, "Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-40.
• Victor Pontines & Reza Y. Siregar, 2012, "How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies," Finance Working Papers, East Asian Bureau of Economic Research, number 23347, Oct.
• Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012, "Financial Globalization in Emerging Countries : Diversification vs. Offshoring," Finance Working Papers, East Asian Bureau of Economic Research, number 23350, Oct.
• Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012, "Financial Globalization in Emerging Countries : Diversification vs. Offshoring," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 23350, Oct.
• Victor Pontines & Reza Y. Siregar, 2012, "How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23347, Oct.
• Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012, "Financial Globalization in Emerging Countries : Diversification vs. Offshoring," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23350, Oct.
• Ralph De Haas & Neeltje Van Horen, 2012, "International shock transmission after the Lehman Brothers collapse – evidence from syndicated lending," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 142, Jan.
• Bakk-Simon, Klára & Borgioli, Stefano & Giron, Celestino & Hempell, Hannah S. & Maddaloni, Angela & Recine, Fabio & Rosati, Simonetta, 2012, "Shadow banking in the Euro area: an overview," Occasional Paper Series, European Central Bank, number 133, Apr.
• Chabi-Yo, Fousseni & Song, Zhaogang, 2012, "Probability Weighting of Rare Events and Currency Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-24, Nov.
• Kim, Yongtae & Li, Haidan & Li, Siqi, 2012, "Does eliminating the Form 20-F reconciliation from IFRS to U.S. GAAP have capital market consequences?," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 249-270, DOI: 10.1016/j.jacceco.2011.05.001.
• Landsman, Wayne R. & Maydew, Edward L. & Thornock, Jacob R., 2012, "The information content of annual earnings announcements and mandatory adoption of IFRS," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 34-54, DOI: 10.1016/j.jacceco.2011.04.002.
• Jayaraman, Sudarshan, 2012, "The effect of enforcement on timely loss recognition: Evidence from insider trading laws," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 77-97, DOI: 10.1016/j.jacceco.2011.10.003.
• Maffett, Mark, 2012, "Financial reporting opacity and informed trading by international institutional investors," Journal of Accounting and Economics, Elsevier, volume 54, issue 2, pages 201-220, DOI: 10.1016/j.jacceco.2012.09.002.
• Galagedera, Don U.A. & Kitamura, Yoshihiro, 2012, "Effect of exchange rate return on volatility spill-over across trading regions," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 254-265, DOI: 10.1016/j.japwor.2012.07.003.
• Rülke, Jan-Christoph, 2012, "Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 317-324, DOI: 10.1016/j.japwor.2012.05.002.
• Moshirian, Fariborz, 2012, "The future and dynamics of global systemically important banks," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2675-2679, DOI: 10.1016/j.jbankfin.2012.04.008.
• Baur, Dirk G., 2012, "Financial contagion and the real economy," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2680-2692, DOI: 10.1016/j.jbankfin.2011.05.019.