Research classified by Journal of Economic Literature (JEL) codes

2012

• Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias, 2012, "Daily pricing of emerging market sovereign CDS before and during the global financial crisis," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2786-2794, DOI: 10.1016/j.jbankfin.2012.06.017.
• Arnold, Bruce & Borio, Claudio & Ellis, Luci & Moshirian, Fariborz, 2012, "Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3125-3132, DOI: 10.1016/j.jbankfin.2012.07.023.
• Fukuda, Shin-ichi, 2012, "Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3185-3196, DOI: 10.1016/j.jbankfin.2012.01.003.
• Liang, Samuel Xin & Wei, John K.C., 2012, "Liquidity risk and stock returns around the world," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3274-3288, DOI: 10.1016/j.jbankfin.2012.07.021.
• Kutan, Ali M. & Muradoglu, Gulnur & Sudjana, Brasukra G., 2012, "IMF programs, financial and real sector performance, and the Asian crisis," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 164-182, DOI: 10.1016/j.jbankfin.2011.06.015.
• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012, "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 183-192, DOI: 10.1016/j.jbankfin.2011.07.002.
• Aggarwal, Raj & Kearney, Colm & Lucey, Brian, 2012, "Gravity and culture in foreign portfolio investment," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 525-538, DOI: 10.1016/j.jbankfin.2011.08.007.
• Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan, 2012, "Political crises and the stock market integration of emerging markets," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 644-653, DOI: 10.1016/j.jbankfin.2011.05.007.
• Rittler, Daniel, 2012, "Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 774-785, DOI: 10.1016/j.jbankfin.2011.09.009.
• Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012, "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 871-885, DOI: 10.1016/j.jbankfin.2011.09.015.
• Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S., 2012, "Short selling of ADRs and foreign market short-sale constraints," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 886-897, DOI: 10.1016/j.jbankfin.2011.10.004.
• Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios, 2012, "Higher co-moments and asset pricing on London Stock Exchange," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 913-922, DOI: 10.1016/j.jbankfin.2011.10.002.
• Attig, Najah & Cleary, Sean & El Ghoul, Sadok & Guedhami, Omrane, 2012, "Institutional investment horizon and investment–cash flow sensitivity," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1164-1180, DOI: 10.1016/j.jbankfin.2011.11.015.
• Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012, "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1354-1361, DOI: 10.1016/j.jbankfin.2011.11.023.
• Hjalmarsson, Erik & Manchev, Petar, 2012, "Characteristic-based mean-variance portfolio choice," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1392-1401, DOI: 10.1016/j.jbankfin.2011.12.002.
• Ferreira, Miguel A. & Keswani, Aneel & Miguel, Antonio F. & Ramos, Sofia B., 2012, "The flow-performance relationship around the world," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1759-1780, DOI: 10.1016/j.jbankfin.2012.01.019.
• Afonso, António & Martins, Manuel M.F., 2012, "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1789-1807, DOI: 10.1016/j.jbankfin.2012.02.004.
• Desmoulins-Lebeault, François & Kharoubi-Rakotomalala, Cécile, 2012, "Non-Gaussian diversification: When size matters," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1987-1996, DOI: 10.1016/j.jbankfin.2012.03.006.
• Petrasek, Lubomir, 2012, "Multimarket trading and corporate bond liquidity," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2110-2121, DOI: 10.1016/j.jbankfin.2012.03.015.
• Pennathur, Anita K. & Subrahmanyam, Vijaya & Vishwasrao, Sharmila, 2012, "Income diversification and risk: Does ownership matter? An empirical examination of Indian banks," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2203-2215, DOI: 10.1016/j.jbankfin.2012.03.021.
• Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George, 2012, "Volatility spillovers and the effect of news announcements," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2260-2273, DOI: 10.1016/j.jbankfin.2012.04.006.
• Belousova, Julia & Dorfleitner, Gregor, 2012, "On the diversification benefits of commodities from the perspective of euro investors," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2455-2472, DOI: 10.1016/j.jbankfin.2012.05.003.
• Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2012, "An international CAPM for partially integrated markets: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2473-2493, DOI: 10.1016/j.jbankfin.2012.05.004.
• Sarkissian, Sergei & Schill, Michael J., 2012, "The nature of the foreign listing premium: A cross-country examination," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2494-2511, DOI: 10.1016/j.jbankfin.2012.05.007.
• Caiazza, Stefano & Clare, Andrew & Pozzolo, Alberto Franco, 2012, "What do bank acquirers want? Evidence from worldwide bank M&A targets," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2641-2659, DOI: 10.1016/j.jbankfin.2012.06.004.
• Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012, "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 627-646, DOI: 10.1016/j.jebo.2012.05.016.
• Kalbaska, A. & Gątkowski, M., 2012, "Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 657-673, DOI: 10.1016/j.jebo.2012.05.010.
• Öztekin, Özde & Flannery, Mark J., 2012, "Institutional determinants of capital structure adjustment speeds," Journal of Financial Economics, Elsevier, volume 103, issue 1, pages 88-112, DOI: 10.1016/j.jfineco.2011.08.014.
• Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje, 2012, "Time series momentum," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 228-250, DOI: 10.1016/j.jfineco.2011.11.003.
• Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012, "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 272-287, DOI: 10.1016/j.jfineco.2011.11.002.
• Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S., 2012, "Do foreigners facilitate information transmission in emerging markets?," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 209-227, DOI: 10.1016/j.jfineco.2012.01.001.
• Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A., 2012, "Understanding commonality in liquidity around the world," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 82-112, DOI: 10.1016/j.jfineco.2011.12.008.
• Bae, Kee-Hong & Baek, Jae-Seung & Kang, Jun-Koo & Liu, Wei-Lin, 2012, "Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 412-435, DOI: 10.1016/j.jfineco.2012.02.007.
• Berger, Dave & Pukthuanthong, Kuntara, 2012, "Market fragility and international market crashes," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 565-580, DOI: 10.1016/j.jfineco.2012.03.009.
• Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012, "Currency momentum strategies," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 660-684, DOI: 10.1016/j.jfineco.2012.06.009.
• Kandel, Eugene & Rindi, Barbara & Bosetti, Luisella, 2012, "The effect of a closing call auction on market quality and trading strategies," Journal of Financial Intermediation, Elsevier, volume 21, issue 1, pages 23-49, DOI: 10.1016/j.jfi.2011.03.002.
• Knill, April M. & Lee, Bong Soo & Mauck, Nathan, 2012, "Sovereign wealth fund investment and the return-to-risk performance of target firms," Journal of Financial Intermediation, Elsevier, volume 21, issue 2, pages 315-340, DOI: 10.1016/j.jfi.2011.10.001.
• Tong, Wilson H.S. & Yu, Wayne W., 2012, "A corporate governance explanation of the A-B share discount in China," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 125-147, DOI: 10.1016/j.jimonfin.2011.09.006.
• Thapa, Chandra & Poshakwale, Sunil S., 2012, "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 189-211, DOI: 10.1016/j.jimonfin.2011.10.011.
• Spierdijk, Laura & Bikker, Jacob A. & van den Hoek, Pieter, 2012, "Mean reversion in international stock markets: An empirical analysis of the 20th century," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 228-249, DOI: 10.1016/j.jimonfin.2011.11.008.
• Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura, 2012, "Sovereign debt disputes: A database on government coerciveness during debt crises," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 250-266, DOI: 10.1016/j.jimonfin.2011.11.011.
• Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012, "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 267-291, DOI: 10.1016/j.jimonfin.2011.11.010.
• Resnick, Bruce G., 2012, "Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 445-463, DOI: 10.1016/j.jimonfin.2011.12.005.
• Delatte, Anne-Laure & Gex, Mathieu & López-Villavicencio, Antonia, 2012, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 481-497, DOI: 10.1016/j.jimonfin.2011.10.008.
• Grammatikos, Theoharry & Vermeulen, Robert, 2012, "Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 517-533, DOI: 10.1016/j.jimonfin.2011.10.004.
• Afonso, António & Furceri, Davide & Gomes, Pedro, 2012, "Sovereign credit ratings and financial markets linkages: Application to European data," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 606-638, DOI: 10.1016/j.jimonfin.2012.01.016.
• Chan, Kalok & Covrig, Vicentiu, 2012, "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 793-817, DOI: 10.1016/j.jimonfin.2012.01.003.
• Alsakka, Rasha & ap Gwilym, Owain, 2012, "Foreign exchange market reactions to sovereign credit news," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 845-864, DOI: 10.1016/j.jimonfin.2012.01.007.
• Eichler, Stefan, 2012, "Equity home bias and corporate disclosure," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1008-1032, DOI: 10.1016/j.jimonfin.2011.12.008.
• Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A., 2012, "International portfolio diversification: Currency, industry and country effects revisited," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1249-1278, DOI: 10.1016/j.jimonfin.2012.01.015.
• Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng, 2012, "Foreign exchange market efficiency under recent crises: Asia-Pacific focus," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1574-1592, DOI: 10.1016/j.jimonfin.2012.02.016.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1607-1626, DOI: 10.1016/j.jimonfin.2012.03.003.
• Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan, 2012, "The impact of international portfolio composition on consumption risk sharing," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1715-1728, DOI: 10.1016/j.jimonfin.2012.03.008.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012, "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1729-1744, DOI: 10.1016/j.jimonfin.2012.03.010.
• Kroencke, Tim A. & Schindler, Felix, 2012, "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, volume 31, issue 7, pages 1851-1866, DOI: 10.1016/j.jimonfin.2012.05.018.
• Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L., 2012, "How resilient and countercyclical were emerging economies during the global financial crisis?," Journal of International Money and Finance, Elsevier, volume 31, issue 8, pages 2052-2077, DOI: 10.1016/j.jimonfin.2012.05.007.
• Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012, "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 4, pages 542-560, DOI: 10.1016/j.jjie.2012.08.004.
• Malliaris, M.E., 2012, "Comparison Of Currency Movement Before And After October 2008," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 45-57, DOI: 10.1016/j.jeca.2012.02.003.
• Xanthopoulos, Apostolos, 2012, "The Entrenched Kurtosis in Current Portfolio Returns," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 77-97, DOI: 10.1016/j.jeca.2012.02.005.
• Reboredo, Juan C., 2012, "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, volume 34, issue 3, pages 419-440, DOI: 10.1016/j.jpolmod.2011.10.005.
• Kenourgios, Dimitris & Padhi, Puja, 2012, "Emerging markets and financial crises: Regional, global or isolated shocks?," Journal of Multinational Financial Management, Elsevier, volume 22, issue 1, pages 24-38, DOI: 10.1016/j.mulfin.2012.01.002.
• Sarwar, Ghulam, 2012, "Is VIX an investor fear gauge in BRIC equity markets?," Journal of Multinational Financial Management, Elsevier, volume 22, issue 3, pages 55-65, DOI: 10.1016/j.mulfin.2012.01.003.
• Seifert, Bruce & Gonenc, Halit, 2012, "Issuing and repurchasing: The influence of mispricing, corporate life cycle and financing waves," Journal of Multinational Financial Management, Elsevier, volume 22, issue 3, pages 66-81, DOI: 10.1016/j.mulfin.2012.02.001.
• Luo, Yongli & Fang, Fang & Esqueda, Omar A., 2012, "The overseas listing puzzle: Post-IPO performance of Chinese stocks and ADRs in the U.S. market," Journal of Multinational Financial Management, Elsevier, volume 22, issue 5, pages 193-211, DOI: 10.1016/j.mulfin.2012.06.008.
• Georgieva, Dobrina & Jandik, Tomas, 2012, "Alternative paths of convergence toward U.S. market and legal regulations: Cross-listing vs. merging with U.S. bidders," Journal of Multinational Financial Management, Elsevier, volume 22, issue 5, pages 230-251, DOI: 10.1016/j.mulfin.2012.06.006.
• Zhou, Xiangyi & Zhang, Weijin & Zhang, Jie, 2012, "Volatility spillovers between the Chinese and world equity markets," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 247-270, DOI: 10.1016/j.pacfin.2011.08.002.
• Chang, Kiyoung & Kim, Yong-Cheol & Kim, Young Sang & Thornton, John H., 2012, "Unintended regulatory consequences: Evidence from the Korean IPOs," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 292-309, DOI: 10.1016/j.pacfin.2011.10.002.
• Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi, 2012, "How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 349-362, DOI: 10.1016/j.pacfin.2011.11.003.
• Burdekin, Richard C.K. & Siklos, Pierre L., 2012, "Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 521-541, DOI: 10.1016/j.pacfin.2011.12.004.
• Fernández-Macho, Javier, 2012, "Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 4, pages 1097-1104, DOI: 10.1016/j.physa.2011.11.002.
• Madura, Jeff & Ngo, Thanh & Viale, Ariel M., 2012, "Why do merger premiums vary across industries and over time?," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 49-62, DOI: 10.1016/j.qref.2012.01.001.
• Rua, António & Nunes, Luis C., 2012, "A wavelet-based assessment of market risk: The emerging markets case," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 84-92, DOI: 10.1016/j.qref.2011.12.001.
• Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012, "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 173-182, DOI: 10.1016/j.qref.2012.03.001.
• Byrne, Julie & O’Connor, Thomas, 2012, "Creditor rights and the outcome model of dividends," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 227-242, DOI: 10.1016/j.qref.2012.04.002.
• Mabrouk, Samir & Saadi, Samir, 2012, "Parametric Value-at-Risk analysis: Evidence from stock indices," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 305-321, DOI: 10.1016/j.qref.2012.04.006.
• Li, Hong, 2012, "The impact of China's stock market reforms on its international stock market linkages," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 358-368, DOI: 10.1016/j.qref.2012.10.003.
• Wahab, Mahmoud, 2012, "Asymmetric effects of U.S. stock returns on European equities," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 156-172, DOI: 10.1016/j.iref.2011.05.007.
• Mulder, Christian & Perrelli, Roberto & Rocha, Manuel Duarte, 2012, "External vulnerability, balance sheet effects, and the institutional framework — Lessons from the Asian crisis," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 16-28, DOI: 10.1016/j.iref.2011.04.002.
• Kao, Erin H. & Fung, Hung-Gay, 2012, "Intraday trading activities and volatility in round-the-clock futures markets," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 195-209, DOI: 10.1016/j.iref.2011.06.003.
• Cakici, S. Meral, 2012, "Technology shocks under varying degrees of financial openness," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 232-245, DOI: 10.1016/j.iref.2011.06.005.
• Ding, Liang, 2012, "The Thursday effect of the forward premium puzzle," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 302-318, DOI: 10.1016/j.iref.2011.08.005.
• Khan, Walayet & Vieito, João Paulo, 2012, "Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 173-189, DOI: 10.1016/j.iref.2011.09.005.
• Chen, Sichong, 2012, "The predictability of aggregate Japanese stock returns: Implications of dividend yield," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 284-304, DOI: 10.1016/j.iref.2011.10.009.
• Wang, Zi-Mei & Chiao, Chaoshin & Chang, Ya-Ting, 2012, "Technical analyses and order submission behaviors: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 109-128, DOI: 10.1016/j.iref.2011.12.002.
• Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2012, "Measuring the risk premium in uncovered interest parity using the component GARCH-M model," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 167-176, DOI: 10.1016/j.iref.2012.02.001.
• Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas, 2012, "Asymmetric and threshold effects on comovements among Germanic cross-listed equities," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 327-342, DOI: 10.1016/j.iref.2011.11.001.
• Liu, Shinhua & Stowe, John D. & Hung, Ken, 2012, "Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 62-70, DOI: 10.1016/j.iref.2011.12.001.
• Kodongo, Odongo & Ojah, Kalu, 2012, "The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 71-87, DOI: 10.1016/j.iref.2012.01.004.
• Walkshäusl, Christian & Lobe, Sebastian, 2012, "Islamic investing," Review of Financial Economics, Elsevier, volume 21, issue 2, pages 53-62, DOI: 10.1016/j.rfe.2012.03.002.
• Orlowski, Lucjan T., 2012, "Financial crisis and extreme market risks: Evidence from Europe," Review of Financial Economics, Elsevier, volume 21, issue 3, pages 120-130, DOI: 10.1016/j.rfe.2012.06.006.
• Claus, Edda & Lucey, Brian M., 2012, "Equity market integration in the Asia Pacific region: Evidence from discount factors," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 137-163, DOI: 10.1016/j.ribaf.2011.09.002.
• Hatemi-J, Abdulnasser, 2012, "Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 273-280, DOI: 10.1016/j.ribaf.2012.01.002.
• Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 317-333, DOI: 10.1016/j.ribaf.2012.01.003.
• Victor Pontines & Reza Siregar, 2012, "How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-04, Feb.
• Mark Fedenia & Sherrill Shaffer & Hilla Skiba, 2012, "Information immobility, industry concentration, and institutional investors' performance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-24, Jun.
• Paul De Grauwe & Yuemei Ji, 2012, "Self-Fulfilling Crises in the Eurozone. An Empirical Test," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-37, Aug.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," EcoMod2012, EcoMod, number 3720, Jul.
• Mark M. Spiegel, 2012, "Developing Asian Local Currency Bond Markets: Why and How?," Chapters, Edward Elgar Publishing, chapter 11, in: Masahiro Kawai & David G. Mayes & Peter Morgan, "Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia".
• Rakesh Mohan & Muneesh Kapur, 2012, "Liberalization and Regulation of Capital Flows: Lessons for Emerging Market Economies," Chapters, Edward Elgar Publishing, chapter 6, in: Masahiro Kawai & David G. Mayes & Peter Morgan, "Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia".
• Mansor H. Ibrahim, 2012, "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 5, issue 1, pages 25-34, March, DOI: 10.1108/17538391211216802.
• Simplice A. Asongu, 2012, "The 2011 Japanese earthquake, tsunami and nuclear crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 4, pages 340-353, November, DOI: 10.1108/17576381211279307.
• George Karathanasis & Vasilios Sogiakas & Kenellos Toudas, 2012, "Derivatives listing strategy," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 20, issue 3, pages 307-321, July, DOI: 10.1108/13581981211237990.
• Hammoudeh, S.M. & McAleer, M.J., 2012, "Risk Management and Financial Derivatives: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-14, Apr.
• Canton, E.J.F. & Grilo, I. & Monteagudo, J. & van der Zwan, P.W., 2012, "Perceived credit constraints in the European Union," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-001-ORG, Oct.
• de Groot, W.A. & Pang, J. & Swinkels, L.A.P., 2012, "The Cross-Section of Stock Returns in Frontier Emerging Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2012-012-F&A, Aug.
• Arturo Lorenzo-Valdés & Antonio Ruiz-Porras, 2012, "Los rendimientos cambiarios latinoamericanos y la (a)simetría de los shocks informacionales: un análisis econométrico," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 87-113, November.
• Theodore Pelagidis & Yanni Moutafidis, 2012, "Education Government Regulations Come Always after Big Crises: Are Bankers Next to Split Following the Auditors?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 135-144.
• Bala Batavia & Nandakumar Parameswar & Cheick Wagué, 2012, "Portfolio Diversification in Extreme Environments: Are There Benefits from Adding Commodity Future Indices?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 33-48.
• Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2012, "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers, eSocialSciences, number id:4728, Jan.
• Lucas Bretschger & Filippo Lechthaler, 2012, "Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 12/160, Apr.
• Francisco López-Herrera. & Francisco Venegas-Martínez., 2012, "Integración Financiera México-Estados Unidos: Mercados Accionarios y de Derivados Accionarios," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 36, issue 1, pages 179-196, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/362012/Lopez.
• Ceylan Onay & Gözde Ünal, 2012, "Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 1, pages 66-90, February.
• Silvo Dajcman, 2012, "The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 4, pages 368-390, August.
• Jacek Prokop & Ruqu Wang, 2012, "Strategic Buybacks of Sovereign Debt," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 7, issue 1, pages 1-21, March.
• Foley-Fisher, Nathan & Guimarães, Bernardo de Vasconcellos, 2012, "US real interest rates and default risk in emerging economies," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 295, Sep.
• Tiago C. Berriel & Saroj Bhattarai, 2012, "Hedging against the government: a solution to the home asset bias puzzle," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 113.
• Bianca De Paoli & Anna Lipinska, 2009, "Capital controls: a normative analysis," Proceedings, Federal Reserve Bank of San Francisco, pages 267-276.
• Nathan Foley-Fisher & Bernardo Guimarães, 2012, "U.S. real interest rates and default risk in emerging economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1051.
• Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2012, "Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1059.
• Juan M. Londono & Hao Zhou, 2012, "Variance risk premiums and the forward premium puzzle," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1068.
• Jennie Bai & Shang-Jin Wei, 2012, "When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads," Staff Reports, Federal Reserve Bank of New York, number 579.
• Konstantin N. Andrianov, 2012, "Innovative Industrial Policy of the EU," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 105-110, April.
• Mikhail Khromov & Alexey Vedev, 2012, "Development of the Banking Sector in Russia in 2011," Published Papers, Gaidar Institute for Economic Policy, number 122, revised 2012.
• Natalia Burkova & Elizaveta Khudko, 2012, "Financial Markets," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 16-24, October.
• Alexandr Abramov, 2012, "IPO1-SPO2 problems of the Russian companies," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 61-68, October.
• Natalia Burkova & Elizaveta Khudko, 2012, "Financial Markets," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 16-23, November.
• Sergey Narkevich & Pavel Trunin, 2012, "Reserve Currencies: Factors of Evolution and their Role in the World Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 162P.
• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2012, "Competition between clearing houses on the European market," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1206.
• Tommaso Trani, 2012, "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2012, Feb, revised 14 Feb 2012.
• Tommaso Trani, 2012, "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2012, Feb, revised 12 Feb 2012.
• filippo gori, 2012, "The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2014, Nov, revised 30 Nov 2014.
• Helder Sebastião, 2012, "The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-04, Mar.
• José Soares da Fonseca, 2013, "The International Integration of the Eastern Europe and two Middle East Stock Markets," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-01, Jan.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013, "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-03, Jan.
• Yothin Jinjarak & Ilan Noy & Huanhuan Zheng, 2012, "Capital Controls in Brazil – Stemming a Tide with a Signal," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201213, Jul.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673982, Feb.
• Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2012, "Has the CDS Market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print, HAL, number hal-00739732, Apr.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print, HAL, number hal-00958288, DOI: 10.1016/j.jimonfin.2012.03.003.
• Anne-Laure Delatte & Mathieu Gex & Antonia Lopez Villavicencio, 2012, "Has the CDS Market Influenced the Borrowing Cost of European Countries During the Sovereign Crisis?," Post-Print, HAL, number hal-01410599.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012, "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print, HAL, number hal-01411539.
• Michael Brei & Blaise Gadanecz, 2012, "Have Public Bailouts Made Banks’ Loan Books Safer?," Post-Print, HAL, number hal-01449920.
• Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012, "No contagion, only globalization and flight to quality," Post-Print, HAL, number hal-01494525, DOI: 10.1016/j.jimonfin.2012.03.010.
• Douglas Cumming & Gael Imad'Eddine & Armin Schwienbacher, 2012, "Harmonized regulatory standards, international distribution of investment funds and the recent financial crisis," Post-Print, HAL, number hal-04445431, Apr, DOI: 10.1080/1351847X.2011.579743.
• Wajih Khallouli & René Sandretto, 2012, "Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach," Post-Print, HAL, number halshs-00522683.
• Céline Gimet & Thomas Lagoarde-Segot, 2012, "Financial sector development and access to finance. Does size say it all?," Post-Print, HAL, number halshs-00764518, DOI: 10.1016/j.ememar.2011.11.002.
• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2012, "Competition between Clearing Houses on the European Market," Post-Print, HAL, number halshs-00959121, Jun.
• Thierry Foucault & Laurent Frésard, 2012, "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers, HAL, number hal-00722609, Aug.
• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2015, "Competition between clearing houses on the European market," Working Papers, HAL, number halshs-00690901, May.
• Gilles de Truchis, 2012, "Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue," Working Papers, HAL, number halshs-00793220, Sep.
• Christoph Farquet, 2012, "The Rise Of The Swiss Tax Haven In The Interwar Period: An International Comparison," Working Papers, European Historical Economics Society (EHES), number 0027, Oct.
• Bjuggren, Per-Olof & Eklund, Johan, 2012, "Property Rights and the Cost of Capital," Working Papers, Swedish Entrepreneurship Forum, number 2012:12, Sep.
• Lönnbark, Carl, 2012, "Occurrence of long and short term asymmetry in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 848, Oct.
• Lönnbark, Carl, 2012, "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 849, Oct.
• Thorsten Beck & Tao Chen & Chen Lin & Frank M. Song, 2012, "Financial Innovation: The Bright and the Dark Sides," Working Papers, Hong Kong Institute for Monetary Research, number 052012, Feb.
• Philippe Bacchetta & Eric van Wincoop, 2012, "Sudden Spikes in Global Risk," Working Papers, Hong Kong Institute for Monetary Research, number 062012, Feb.
• Ka-Fai Li & Cho-Hoi Hui & Tsz-Kin Chung, 2012, "Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets," Working Papers, Hong Kong Institute for Monetary Research, number 242012, Oct.
• Chikashi Tsuji, 2012, "How Do the Asian and the Asia-Pacific Equity Markets Covariate? The Linkage with Japan," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 2, pages 32-37, April.
• Ahmed Bensaida, 2012, "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 51-64, July.
• Janusz BrzeszczyÅ„ski & Martin T. Bohl & DobromiÅ‚ Serwa, 2012, "Large Capital Inflows and Stock Returnsin a Thin Market," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1201.
• Lingyan Cao & Zheng-Feng Guo, 2012, "A Comparison Of Gradient Estimation Techniques For European Call Options," Accounting & Taxation, The Institute for Business and Finance Research, volume 4, issue 1, pages 75-81.
• Santosh Kumar & Tavishi & Raju G & Ashish Khatua, 2012, "Behavioral Modeling Of Foreign Institutional Investor’S In Indian Equity Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 1, pages 1-8.
• Yen-Hsien Lee & Ya-Ling Huang & Hao-Jang Yang, 2012, "The Asymmetric Long-Run Relationship Between Crude Oil And Gold Futures," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 1, pages 9-15.
• Bernardo Quintanilla García & Jesús Cuauhtémoc Téllez Gaytán & Lawrence A. Wolfskill, 2012, "The Role Of Technical Analysis In The Foreign Exchange Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 17-22.
• Ann Galligan Kelley, 2012, "Do You Know Where Your Derivatives Are?," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 85-95.
• Lingyan Cao & Zheng-Feng Guo, 2012, "A Comparison Of Delta Hedging Under Two Price Distribution Assumptions By Likelihood Ratio," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 1, pages 25-34.
• Houda Hafsa & Dorra Hmaied, 2012, "Are Downside Higher Order Co-Moments Priced? : Evidence From The French Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 1, pages 65-81.
• Deqing Diane Li & YingChou Lin & John Jin, 2012, "International Volatility Transmission Of Reit Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 41-51.
• Krishna M. Kasibhatla, 2012, "Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 125-138.
• Gulser Meric & Christine Lentz & Wayne Smeltz & Ilhan Meric, 2012, "International Evidence on Market Linkages After the 2008 Stock Market Crash," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 45-57.
• Chia-Jung Tu, 2012, "The Price Response to KIKKEI 225 Stocks Index Adjustments," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 59-71.
• Eduardo Sandoval & Claudia Reyes, 2012, "Investment Styles Performance In European Stock Markets Before, During, And After Subprime Financial Crisis, Desempeno De Estilos De Inversion En Los Mercados Accionarios Europeos En Los Periodos Previo, Durante Y Post Crisis Subprime," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 5, issue 3, pages 1-18.
• Dragan Momirovic, 2012, "Macro-prudential View of Financial Stability," Economic Analysis, Institute of Economic Sciences, volume 45, issue 1-2, pages 45-58.
• Evgeny Sheremet, 2012, "Public Debt Geography," Economic Analysis, Institute of Economic Sciences, volume 45, issue 3-4, pages 46-59.
• Tumpak Silalahi & Wahyu Ari Wibowo & Linda Nurliana, 2012, "Impact Of Global Financial Shock To International Bank Lending In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 15, issue 2, pages 75-110, October, DOI: https://doi.org/10.21098/bemp.v15i2.
• Iulia Monica Oehler-Sincai, 2012, "Global Economic And Financial Crisis And The Failure Of The Community Governance, Through Spanish Experience," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 4, issue 4, December.
• Iulia Monica Oehler-Sincai, 2012, "Global Financial and Economic Crisis and the EU Economic Governance Failure – Evidence From Spain," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 4, issue 4, December.
• Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012, "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 432.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2012, "Sovereign Default, Domestic Banks, and Financial Institutions," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 462.
• Fortin, Ines & Hlouskova, Jaroslava, 2012, "Optimal Asset Allocation under Quadratic Loss Aversion," Economics Series, Institute for Advanced Studies, number 291, Sep.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series, Institute for Advanced Studies, number 294, Dec.