Research classified by Journal of Economic Literature (JEL) codes

2012

• Nicolas Veron, 2012, "Financial Reform after the Crisis: An Early Assessment," Working Paper Series, Peterson Institute for International Economics, number WP12-2, Jan.
• İbrahim Burak KANLI & Yasemin BARLAS, 2012, "Kredi notunun “yatırım yapılabilir” seviyeye yükselmesi:Öncesi ve sonrasındaki eğilimler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 319, pages 09-30.
• Ulaş ÜNLÜ & Mert TOPCU, 2012, "Do Oil Prices Directly Affect Stock Markets:Evidence from Istanbul Stock Exchange," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 319, pages 75-88.
• Orhan ERDEM & Belma ÖZTÜRKKAL, 2012, "A tournament analysis of mutual funds in Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 321, pages 39-56.
• Brian Lucey & Grace Loring, 2012, "Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract:," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp404, Aug.
• Brian Lucey & Michael Dowling, 2012, "Psychological Barriers and Price Clustering in Energy Futures," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp405, Aug.
• Brian Lucey & Charles Larkin, 2012, "London or New York: where and when does the gold price originate?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp410, Sep.
• Blaise Gadanecz & Kostas Tsatsaronis & Yener Altunbasb, 2012, "Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 4, pages 121-173, December.
• Werner Kristjanpoller Rodriguez, 2012, "Day of the Week Effect in Latin American Stock Markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 1, pages 71-89, April.
• Mr. Nicolas E Magud & Mr. Esteban Vesperoni & Ms. Carmen Reinhart, 2012, "Capital Inflows, Exchange Rate Flexibility, and Credit Booms," IMF Working Papers, International Monetary Fund, number 2012/041, Feb.
• Laura Jaramillo & Miss Anke Weber, 2012, "Bond Yields in Emerging Economies: It Matters What State You Are In," IMF Working Papers, International Monetary Fund, number 2012/198, Aug.
• Ashima Goyal & Shruti Tripathi, 2012, "Regulations and price discovery: oil spot and futures markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2012-016, Mar.
• Morales-Lazcano, Juan Antonio & Velazquez-Valadez, Guillermo, 2012, "La crisis financiera y sus repercusiones en la dinámica económica global," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 36, pages 73-102, cuarto tr.
• DÖRRY Sabine, 2012, "Luxembourg's specialisation as a financial centre within the global value networks of investment funds," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2012-40, Dec.
• Tânia Dias & Margarida Abreu, 2012, "A Crise da Dívida Soberana Portuguesa Lida Através dos Spreads dos CDS da Dívida Portuguesa Relativamente aos CDS da Divida Alemã," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/39, Nov.
• Chin-Ping King, 2012, "Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 8, issue 1, pages 1-23, January.
• Zhen Li, 2012, "On The Growth Effects Of Equity Market Liberalization," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 37, issue 2, pages 59-77, June.
• Maria Halep & Gabriela Dragan, 2012, "L’Impact De L’Application Des Reformes Bale Iii Sur L’Industrie Bancaire Roumaine," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 4, pages 707-725, December.
• Denis Gorea & Deyan Radev, 2012, "The Determinants of Joint Sovereign Default Risk in the Euro Area," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1208, May.
• Yue Peng & Wing Ng, 2012, "Analysing financial contagion and asymmetric market dependence with volatility indices via copulas," Annals of Finance, Springer, volume 8, issue 1, pages 49-74, February, DOI: 10.1007/s10436-011-0181-y.
• David Büttner & Bernd Hayo & Matthias Neuenkirch, 2012, "The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 39, issue 1, pages 19-44, February, DOI: 10.1007/s10663-010-9153-0.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012, "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 2, pages 179-215, June, DOI: 10.1007/s11408-012-0185-2.
• Mark Schaub, 2012, "International equities listed on the New York stock exchange: does type of issue or date of issue matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 429-447, December, DOI: 10.1007/s11408-012-0197-y.
• Nilufer Ozdemir, 2012, "Emerging Market Countries’ Access to International Financial Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 2, pages 215-226, May, DOI: 10.1007/s11294-012-9341-8.
• Jae-Kwang Hwang, 2012, "Dynamic Correlation Analysis of Asian Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 2, pages 227-237, May, DOI: 10.1007/s11294-012-9343-6.
• Stephanos Papadamou & Thomas Markopoulos, 2012, "The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 3, pages 299-314, August, DOI: 10.1007/s11294-012-9360-5.
• Nilufer Ozdemir & Cuneyt Altinoz, 2012, "Determinants of Interest Rate Pass-through for Emerging Market Economies: The Role of Financial Market Structure," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 4, pages 397-407, November, DOI: 10.1007/s11294-012-9377-9.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2012, "The cross-country importance of global sentiments—evidence for smaller EU countries," International Economics and Economic Policy, Springer, volume 9, issue 3, pages 245-264, September, DOI: 10.1007/s10368-012-0216-5.
• Giovanni Calice & Christos Ioannidis & Julian Williams, 2012, "Credit Derivatives and the Default Risk of Large Complex Financial Institutions," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 1, pages 85-107, October, DOI: 10.1007/s10693-011-0121-z.
• Yang-pin Shen & Chiuling Lu & Zong-Han Lin, 2012, "International Real Estate Mutual Fund Performance: Diversification or Costly Information?," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 394-413, April, DOI: 10.1007/s11146-010-9257-0.
• Maela Giofré, 2012, "Convergence of EMU Equity Portfolios," Open Economies Review, Springer, volume 23, issue 2, pages 381-419, April, DOI: 10.1007/s11079-011-9197-1.
• Mark Holmes & Jesús Otero & Theodore Panagiotidis, 2012, "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks," Open Economies Review, Springer, volume 23, issue 5, pages 767-783, November, DOI: 10.1007/s11079-011-9234-0.
• Tai-kuang Ho & Ming-yen Wu, 2012, "Third-person Effect and Financial Contagion in the Context of a Global Game," Open Economies Review, Springer, volume 23, issue 5, pages 823-846, November, DOI: 10.1007/s11079-011-9215-3.
• Yoshie Saito, 2012, "The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 2, pages 149-175, February, DOI: 10.1007/s11156-010-0223-y.
• Cheng-Few Lee & Jung-Bin Su, 2012, "Alternative statistical distributions for estimating value-at-risk: theory and evidence," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 3, pages 309-331, October, DOI: 10.1007/s11156-011-0256-x.
• Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou, 2012, "Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 4, pages 447-468, November, DOI: 10.1007/s11156-011-0261-0.
• Bruce Seifert & Olubunmi Faleye & Halit Gonenc, 2012, "Creditor Rights, Country Governance, and Corporate Cash Holdings," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1214, May.
• Michael McAleer & Shawkat Hammoudeh, 2012, "Risk Management and Financial Derivatives:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 816, Apr.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012, "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers, Kyoto University, Institute of Economic Research, number 820, Jun.
• David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012, "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers, Kyoto University, Institute of Economic Research, number 838, Dec.
• Masayuki Susai & Yushi Yoshida, 2012, "Central bank interventions and limit order behavior in the foreign exchange market," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 56, Jul.
• Jorge Uribe & Inés Ulloa, 2012, "Risk measurement under extreme events. An in-context methodological review," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 76, pages 87-117.
• L. Randall Wray, 2012, "Imbalances? What Imbalances? A Dissenting View," Economics Working Paper Archive, Levy Economics Institute, number wp_704, Jan.
• Attiya Yasmin Javid & Qaisar Imad, 2012, "A Decomposition Analysis of Capital Structure: Evidence from Pakistan’s Manufacturing Sector," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 17, issue 1, pages 1-31, Jan-June.
• Sinn, Hans-Werner, 2012, "Target losses in case of a Euro breakup," Munich Reprints in Economics, University of Munich, Department of Economics, number 19622.
• Enderlein, Henrik & Trebesch, Christoph & Daniels, Laura von, 2012, "Sovereign debt disputes: A database on government coerciveness during debt crises," Munich Reprints in Economics, University of Munich, Department of Economics, number 20555.
• Yoichi Otsubo, 2012, "Price Discovery of Tokyo-New York Cross-listed Stocks," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-5.
• Frank Schmielewski, 2012, "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 229, Jan.
• Frank Schmielewski & Thomas Wein, 2012, "Are private banks the better banks? An insight into the principal-agent structure and risk-taking behavior of German banks," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 236, Apr.
• Michael Donadelli & Lorenzo Prosperi, 2012, "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1201.
• Smeets Heinz-Dieter, 2012, "Staatsschuldenkrise in Europa," Review of Economics, De Gruyter, volume 63, issue 2, pages 125-169, August, DOI: 10.1515/roe-2012-0203.
• Jean-Claude Cosset & Charles Martineau & Anis Samet, 2012, "Do Political Institutions Affect the Choice of the U.S. Cross-Listing Venue?," Cahiers de recherche, CIRPEE, number 1210.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012, "Risk Sharing in an Asymmetric Environment," Cahiers de recherche, CIRPEE, number 1236.
• Melanie-Kristin Beck & Bernd Hayo & Matthias Neuenkirch, 2012, "Central Bank Communication and Correlation between Financial Markets: Canada and the United States," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201201.
• Gregory Connor & Anita Suurlaht, 2012, "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n222-12.pdf.
• Thomas O'Connor, 2012, "Investability, Corporate Governance and Firm Value," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n223-12.pdf.
• Thomas O'Connor & Julie Byrne, 2012, "Shareholder and creditor legal rights and the outcome model of dividends," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n225-12.pdf.
• Thomas O'Connor, 2012, "Legal bonding, investor recognition, and cross-listing premia in emerging markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n226-12.pdf.
• Thomas O'Connor & Stephen Kinsella & Vincent O’Sullivan, 2012, "Legal protection of investors, corporate governance, and investable premia in emerging markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n229-12.pdf.
• Thomas O'Connor, 2012, "Equity market liberalization and firm growth," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n231-12.pdf.
• Paul Alagidede & Theodore Panagiotidis, 2012, "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_04, Apr, revised Apr 2012.
• Michael Frömmel & Frederick Van Gysegem, 2012, "Spread Components in the Hungarian Forint-Euro Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 3, pages 52-69, May.
• José Eduardo Gómez-González & Andrés F. García-Suaza, 2012, "A Simple Test of Momentum in Foreign Exchange Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 5, pages 66-77, September.
• M. Fatih Oztek & Nadir Ocal, 2012, "Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1209, Dec, revised Dec 2012.
• Olga Dodd & Christodoulos Louca, 2012, "International Cross-Listing and Shareholders’ Wealth," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 49-86, March - J.
• Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012, "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 155-188, September.
• Stephen Matteo Miller, 2012, "Booms and Busts as Exchange Options," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 189-223, September.
• Luisa ANDERLONI & Daniela VANDONE, 2012, "Sovereign Wealth Fund Investments in the Banking Industry," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-24, Dec.
• Norbert Kiss M. & Zoltán Molnár, 2012, "How do FX market participants affect the forint exchange rate?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 7, issue 1, pages 7-17, February.
• Allen, Franklin & Ngai, Victor, 2012, "In What Form Will the Eurozone Emerge from the Crisis?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 12-13, Aug.
• Hsien-Yi Lee, 2012, "Contagion in International Stock Markets during the Sub Prime Mortgage Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 1, pages 41-53.
• Seyyed Ali Paytakhti Oskooe, 2012, "Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 2, pages 179-183.
• Abdallah, Abed AL-Nasser & Abdallah, Wissam & Ismail, Ahmad, 2012, "Do accounting standards matter to financial analysts? An empirical analysis of the effect of cross-listing from different accounting standards regimes on analyst following and forecast error," The International Journal of Accounting, Elsevier, volume 47, issue 2, pages 168-197, DOI: 10.1016/j.intacc.2012.03.002.
• Isidro, Helena & Raonic, Ivana, 2012, "Firm incentives, institutional complexity and the quality of “harmonized” accounting numbers," The International Journal of Accounting, Elsevier, volume 47, issue 4, pages 407-436, DOI: 10.1016/j.intacc.2012.10.007.
• Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012, "A reexamination of capital controls’ effectiveness: Recent experience of Thailand," Journal of Asian Economics, Elsevier, volume 23, issue 1, pages 26-38, DOI: 10.1016/j.asieco.2011.11.004.
• Xu, Haifeng & Hamori, Shigeyuki, 2012, "Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 344-352, DOI: 10.1016/j.asieco.2012.04.002.
• Narayan, Seema & Narayan, Paresh Kumar, 2012, "Do US macroeconomic conditions affect Asian stock markets?," Journal of Asian Economics, Elsevier, volume 23, issue 6, pages 669-679, DOI: 10.1016/j.asieco.2012.05.001.
• Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012, "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, volume 44, issue 3, pages 133-143, DOI: 10.1016/j.bar.2012.07.003.
• Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2012, "The impact of state ownership on share price informativeness: The case of the Split Share Structure Reform in China," The British Accounting Review, Elsevier, volume 44, issue 4, pages 248-261, DOI: 10.1016/j.bar.2012.09.003.
• Bian, Jiangze & Wang, Jun & Zhang, Ge, 2012, "Chinese block transactions and the market reaction," China Economic Review, Elsevier, volume 23, issue 1, pages 181-189, DOI: 10.1016/j.chieco.2011.10.001.
• Knill, April & Lee, Bong-Soo & Mauck, Nathan, 2012, "Bilateral political relations and sovereign wealth fund investment," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 108-123, DOI: 10.1016/j.jcorpfin.2011.11.002.
• Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012, "The power of weather," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3793-3807, DOI: 10.1016/j.csda.2010.06.021.
• Boschi, Melisso & Goenka, Aditya, 2012, "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 85-99, DOI: 10.1016/j.jedc.2011.07.005.
• Dmitriev, Alexandre & Roberts, Ivan, 2012, "International business cycles with complete markets," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 862-875, DOI: 10.1016/j.jedc.2011.12.006.
• Franke, Reiner & Westerhoff, Frank, 2012, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1193-1211, DOI: 10.1016/j.jedc.2011.10.004.
• Arouri, Mohamed El Hedi & Foulquier, Philippe, 2012, "Financial market integration: Theory and empirical results," Economic Modelling, Elsevier, volume 29, issue 2, pages 382-394, DOI: 10.1016/j.econmod.2011.11.009.
• Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin, 2012, "Dynamic modelling of real estate investment trusts and stock markets," Economic Modelling, Elsevier, volume 29, issue 2, pages 395-407, DOI: 10.1016/j.econmod.2011.11.008.
• Celık, Sibel, 2012, "The more contagion effect on emerging markets: The evidence of DCC-GARCH model," Economic Modelling, Elsevier, volume 29, issue 5, pages 1946-1959, DOI: 10.1016/j.econmod.2012.06.011.
• Dufrénot, Gilles & Malik, Sheheryar, 2012, "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, volume 29, issue 5, pages 1960-1967, DOI: 10.1016/j.econmod.2012.05.029.
• Haughton, Andre Yone & Iglesias, Emma M., 2012, "Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia," Economic Modelling, Elsevier, volume 29, issue 6, pages 2071-2089, DOI: 10.1016/j.econmod.2012.06.034.
• Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen, 2012, "Assessing the impacts of oil price fluctuations on stock returns in emerging markets," Economic Modelling, Elsevier, volume 29, issue 6, pages 2686-2695, DOI: 10.1016/j.econmod.2012.08.010.
• Liu, Hsiang-Hsi, 2012, "Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model," Economic Modelling, Elsevier, volume 29, issue 6, pages 2724-2733, DOI: 10.1016/j.econmod.2012.08.014.
• Bracke, Thierry & Fidora, Michael, 2012, "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 185-202, DOI: 10.1016/j.najef.2012.01.001.
• Wu, Thomas, 2012, "Order flow in the South: Anatomy of the Brazilian FX market," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 3, pages 310-324, DOI: 10.1016/j.najef.2012.03.004.
• Hayo, Bernd & Neuenkirch, Matthias, 2012, "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, volume 115, issue 3, pages 369-372, DOI: 10.1016/j.econlet.2011.12.086.
• Eichler, Stefan, 2012, "Limited investor attention and the mispricing of American Depositary Receipts," Economics Letters, Elsevier, volume 115, issue 3, pages 490-492, DOI: 10.1016/j.econlet.2011.12.111.
• Fong, Tom Pak Wing & Wong, Alfred Y-T., 2012, "Gauging potential sovereign risk contagion in Europe," Economics Letters, Elsevier, volume 115, issue 3, pages 496-499, DOI: 10.1016/j.econlet.2011.12.112.
• Kim, Daehwan, 2012, "Is currency hedging necessary for emerging-market equity investment?," Economics Letters, Elsevier, volume 116, issue 1, pages 67-71, DOI: 10.1016/j.econlet.2012.01.008.
• Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr, 2012, "Another look at the uncovered interest rate parity: Have we missed the fundamentals?," Economics Letters, Elsevier, volume 116, issue 3, pages 476-479, DOI: 10.1016/j.econlet.2012.04.032.
• Alagidede, Paul & Panagiotidis, Theodore, 2012, "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, volume 117, issue 1, pages 283-286, DOI: 10.1016/j.econlet.2012.04.043.
• Metiu, Norbert, 2012, "Sovereign risk contagion in the Eurozone," Economics Letters, Elsevier, volume 117, issue 1, pages 35-38, DOI: 10.1016/j.econlet.2012.04.074.
• Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012, "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 301-309, DOI: 10.1016/j.jeconom.2012.01.019.
• Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012, "International market links and volatility transmission," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 117-141, DOI: 10.1016/j.jeconom.2012.03.003.
• West, Kenneth D., 2012, "Econometric analysis of present value models when the discount factor is near one," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 86-97, DOI: 10.1016/j.jeconom.2012.07.002.
• Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012, "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, volume 36, issue 3, pages 338-350, DOI: 10.1016/j.ecosys.2012.02.002.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012, "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, volume 56, issue 1, pages 72-83, DOI: 10.1016/j.euroecorev.2011.06.002.
• Mun, Melissa & Brooks, Robert, 2012, "The roles of news and volatility in stock market correlations during the global financial crisis," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 1-7, DOI: 10.1016/j.ememar.2011.09.001.
• Kaya, Ilker & Lyubimov, Konstantin & Miletkov, Mihail, 2012, "To liberalize or not to liberalize: Political and economic determinants of financial liberalization," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 78-99, DOI: 10.1016/j.ememar.2011.10.002.
• Hanousek, Jan & Novotný, Jan, 2012, "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 184-201, DOI: 10.1016/j.ememar.2012.01.005.
• Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012, "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 230-252, DOI: 10.1016/j.ememar.2012.03.003.
• Neaime, Simon, 2012, "The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 268-282, DOI: 10.1016/j.ememar.2012.01.006.
• Gimet, Céline & Lagoarde-Segot, Thomas, 2012, "Financial sector development and access to finance. Does size say it all?," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 316-337, DOI: 10.1016/j.ememar.2011.11.002.
• Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J., 2012, "The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 465-477, DOI: 10.1016/j.ememar.2012.07.004.
• Karolyi, G. Andrew, 2012, "Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 516-547, DOI: 10.1016/j.ememar.2012.08.001.
• Bai, Ye & Green, Christopher J. & Leger, Lawrence, 2012, "Industry and country factors in emerging market returns: Did the Asian crisis make a difference?," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 559-580, DOI: 10.1016/j.ememar.2012.09.006.
• Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012, "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
• Wang, Lanfang & Wang, Susheng, 2012, "Economic freedom and cross-border venture capital performance," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 26-50, DOI: 10.1016/j.jempfin.2011.10.002.
• Chen, Haiqiang & Choi, Paul Moon Sub, 2012, "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 175-199, DOI: 10.1016/j.jempfin.2012.01.001.
• You, Leyuan & Parhizgari, Ali M. & Srivastava, Suresh, 2012, "Cross-listing and subsequent delisting in foreign markets," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 200-216, DOI: 10.1016/j.jempfin.2011.11.005.
• Chao, Hsiao-Ying & Collver, Charles & Limthanakom, Natcha, 2012, "Global style momentum," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 319-333, DOI: 10.1016/j.jempfin.2012.02.001.
• Turtle, H.J. & Zhang, Chengping, 2012, "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 334-348, DOI: 10.1016/j.jempfin.2012.03.003.
• Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 548-557, DOI: 10.1016/j.jempfin.2012.04.003.
• de Groot, Wilma & Pang, Juan & Swinkels, Laurens, 2012, "The cross-section of stock returns in frontier emerging markets," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 796-818, DOI: 10.1016/j.jempfin.2012.08.007.
• Kao, Chung-Wei & Wan, Jer-Yuh, 2012, "Price discount, inventories and the distortion of WTI benchmark," Energy Economics, Elsevier, volume 34, issue 1, pages 117-124, DOI: 10.1016/j.eneco.2011.03.004.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2012, "Oil prices, exchange rates and emerging stock markets," Energy Economics, Elsevier, volume 34, issue 1, pages 227-240, DOI: 10.1016/j.eneco.2011.10.005.
• Chang, Kuang-Liang, 2012, "Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market," Energy Economics, Elsevier, volume 34, issue 1, pages 294-306, DOI: 10.1016/j.eneco.2011.11.009.
• Cotter, John & Hanly, Jim, 2012, "A utility based approach to energy hedging," Energy Economics, Elsevier, volume 34, issue 3, pages 817-827, DOI: 10.1016/j.eneco.2011.07.009.
• Scholtens, Bert & Yurtsever, Cenk, 2012, "Oil price shocks and European industries," Energy Economics, Elsevier, volume 34, issue 4, pages 1187-1195, DOI: 10.1016/j.eneco.2011.10.012.
• Broadstock, David C. & Cao, Hong & Zhang, Dayong, 2012, "Oil shocks and their impact on energy related stocks in China," Energy Economics, Elsevier, volume 34, issue 6, pages 1888-1895, DOI: 10.1016/j.eneco.2012.08.008.
• Kawashima, Shingo & Takeda, Fumiko, 2012, "The effect of the Fukushima nuclear accident on stock prices of electric power utilities in Japan," Energy Economics, Elsevier, volume 34, issue 6, pages 2029-2038, DOI: 10.1016/j.eneco.2012.08.005.
• Gupta, Rakesh & Guidi, Francesco, 2012, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 10-22, DOI: 10.1016/j.irfa.2011.09.001.
• Goddard, John & Onali, Enrico, 2012, "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.irfa.2012.06.004.
• Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff, 2012, "Mutual fund managers stock preferences in Latin America," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.07.003.
• Juneja, Januj, 2012, "Common factors, principal components analysis, and the term structure of interest rates," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 48-56, DOI: 10.1016/j.irfa.2012.07.004.
• Calice, Giovanni & Ioannidis, Christos, 2012, "An empirical analysis of the impact of the credit default swap index market on large complex financial institutions," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 117-130, DOI: 10.1016/j.irfa.2012.06.006.
• Cai, Fang & Warnock, Francis E., 2012, "Foreign exposure through domestic equities," Finance Research Letters, Elsevier, volume 9, issue 1, pages 8-20, DOI: 10.1016/j.frl.2011.12.001.
• Rieger, Marc Oliver & Wang, Mei, 2012, "Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data," Finance Research Letters, Elsevier, volume 9, issue 2, pages 63-72, DOI: 10.1016/j.frl.2012.02.001.
• Xue, Yi & He, Yin & Shao, Xinjian, 2012, "Butterfly effect: The US real estate market downturn and the Asian recession," Finance Research Letters, Elsevier, volume 9, issue 2, pages 92-102, DOI: 10.1016/j.frl.2012.02.003.
• Pu, Xiaoling & Zhang, Jianing, 2012, "Can dual-currency sovereign CDS predict exchange rate returns?," Finance Research Letters, Elsevier, volume 9, issue 3, pages 157-166, DOI: 10.1016/j.frl.2012.01.001.
• Bick, Avi, 2012, "The relationship between reciprocal currency futures prices," Finance Research Letters, Elsevier, volume 9, issue 4, pages 194-201, DOI: 10.1016/j.frl.2012.03.001.
• Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012, "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, volume 9, issue 4, pages 202-212, DOI: 10.1016/j.frl.2012.05.002.
• Simonato, Jean-Guy, 2012, "GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case," Finance Research Letters, Elsevier, volume 9, issue 4, pages 213-219, DOI: 10.1016/j.frl.2012.06.002.
• Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E., 2012, "Stock option contract adjustments: The case of special dividends," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 233-257, DOI: 10.1016/j.finmar.2011.10.001.
• Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012, "A macro stress test model of credit risk for the Brazilian banking sector," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 69-83, DOI: 10.1016/j.jfs.2011.05.002.
• Graham, Michael & Kiviaho, Jarno & Nikkinen, Jussi, 2012, "Integration of 22 emerging stock markets: A three-dimensional analysis," Global Finance Journal, Elsevier, volume 23, issue 1, pages 34-47, DOI: 10.1016/j.gfj.2012.01.003.
• Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2012, "Risk appetite, carry trade and exchange rates," Global Finance Journal, Elsevier, volume 23, issue 1, pages 48-63, DOI: 10.1016/j.gfj.2012.01.004.
• Jory, Surendranath R. & Ngo, Thanh N., 2012, "The effect of foreign segment location on the geographical diversification discount," Global Finance Journal, Elsevier, volume 23, issue 2, pages 108-124, DOI: 10.1016/j.gfj.2012.06.001.
• Siriopoulos, Costas & Fassas, Athanasios, 2012, "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, volume 23, issue 2, pages 77-93, DOI: 10.1016/j.gfj.2012.03.001.
• Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012, "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, volume 87, issue 1, pages 162-177, DOI: 10.1016/j.jinteco.2011.12.001.
• Habib, Maurizio M. & Stracca, Livio, 2012, "Getting beyond carry trade: What makes a safe haven currency?," Journal of International Economics, Elsevier, volume 87, issue 1, pages 50-64, DOI: 10.1016/j.jinteco.2011.12.005.
• Jordà, Òscar & Taylor, Alan M., 2012, "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, volume 88, issue 1, pages 74-90, DOI: 10.1016/j.jinteco.2012.03.001.
• Rose, Andrew K. & Spiegel, Mark M., 2012, "Dollar illiquidity and central bank swap arrangements during the global financial crisis," Journal of International Economics, Elsevier, volume 88, issue 2, pages 326-340, DOI: 10.1016/j.jinteco.2012.02.014.
• Raddatz, Claudio & Schmukler, Sergio L., 2012, "On the international transmission of shocks: Micro-evidence from mutual fund portfolios," Journal of International Economics, Elsevier, volume 88, issue 2, pages 357-374, DOI: 10.1016/j.jinteco.2012.05.006.
• Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J., 2012, "Modeling dependence dynamics through copulas with regime switching," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 3, pages 346-356, DOI: 10.1016/j.insmatheco.2012.01.001.
• Antell, Jan & Vaihekoski, Mika, 2012, "Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 120-136, DOI: 10.1016/j.intfin.2011.08.002.
• Du, Ding & Hu, Ou, 2012, "Exchange rate risk in the US stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 137-150, DOI: 10.1016/j.intfin.2011.08.003.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2012, "The impact of capital account liberalization measures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 16-34, DOI: 10.1016/j.intfin.2011.07.003.
• Yunus, Nafeesa & Swanson, Peggy E., 2012, "Changing integration of EMU public property markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 194-208, DOI: 10.1016/j.intfin.2011.09.001.
• Ülkü, Numan & Demirci, Ebru, 2012, "Joint dynamics of foreign exchange and stock markets in emerging Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 55-86, DOI: 10.1016/j.intfin.2011.07.005.
• Esqueda, Omar A. & Assefa, Tibebe A. & Mollick, André Varella, 2012, "Financial globalization and stock market risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 87-102, DOI: 10.1016/j.intfin.2011.07.006.
• Tajaddini, Reza & Crack, Timothy Falcon, 2012, "Do momentum-based trading strategies work in emerging currency markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 521-537, DOI: 10.1016/j.intfin.2012.02.002.
• Tsai, I-Chun, 2012, "The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 609-621, DOI: 10.1016/j.intfin.2012.04.005.
• Bhatti, M. Ishaq & Nguyen, Cuong C., 2012, "Diversification evidence from international equity markets using extreme values and stochastic copulas," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 622-646, DOI: 10.1016/j.intfin.2012.02.004.
• Bessler, Wolfgang & Kaen, Fred R. & Kurmann, Philipp & Zimmermann, Jan, 2012, "The listing and delisting of German firms on NYSE and NASDAQ: Were there any benefits?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1024-1053, DOI: 10.1016/j.intfin.2012.01.001.
• Daya, Wael & Mazouz, Khelifa & Freeman, Mark, 2012, "Information efficiency changes following FTSE 100 index revisions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1054-1069, DOI: 10.1016/j.intfin.2012.01.002.
• Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza, 2012, "Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1070-1089, DOI: 10.1016/j.intfin.2012.01.003.
• Ji, Philip Inyeob, 2012, "Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 647-657, DOI: 10.1016/j.intfin.2012.04.001.
• Suardi, Sandy & Chang, Yuanchen, 2012, "Are changes in foreign exchange reserves a good proxy for official intervention?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 678-695, DOI: 10.1016/j.intfin.2012.04.004.
• Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2012, "Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 738-757, DOI: 10.1016/j.intfin.2012.04.009.
• Nguyen, Cuong C. & Bhatti, M. Ishaq, 2012, "Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 758-773, DOI: 10.1016/j.intfin.2012.03.004.
• Galagedera, Don U.A., 2012, "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 834-854, DOI: 10.1016/j.intfin.2012.05.003.
• Antonakakis, Nikolaos, 2012, "Exchange return co-movements and volatility spillovers before and after the introduction of euro," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1091-1109, DOI: 10.1016/j.intfin.2012.05.009.
• Chaplinsky, Susan & Ramchand, Latha, 2012, "What drives delistings of foreign firms from U.S. Exchanges?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1126-1148, DOI: 10.1016/j.intfin.2012.06.003.
• Koutmos, Dimitrios, 2012, "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1176-1187, DOI: 10.1016/j.intfin.2012.05.007.
• Doyle, John R. & Chen, Catherine Huirong, 2012, "A multidimensional classification of market anomalies: Evidence from 76 price indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1237-1257, DOI: 10.1016/j.intfin.2012.07.003.
• Alsayed, Hamad & McGroarty, Frank, 2012, "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1258-1276, DOI: 10.1016/j.intfin.2012.07.002.
• Rughoo, Aarti & Sarantis, Nicholas, 2012, "Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1307-1327, DOI: 10.1016/j.intfin.2012.08.001.
• Robert N. McCauley, 2012, "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 8, issue 3, pages 281-298, August.
• R. Krishnan & Vinod Mishra, 2012, "Intraday Liquidity Patterns in Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 34-12, Sep.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12009, Feb.
• Weihong HUANG & Zhenxi CHEN, 2012, "Regional Financial Markets With Common Currency," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1210, Oct.
• Weihong HUANG & Zhenxi CHEN, 2012, "Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1211, Nov.
• Bartosz Gębka & Dobromił Serwa, 2012, "Liquidity needs, private information, feedback trading: verifying motives to trade," NBP Working Papers, Narodowy Bank Polski, number 119.
• Janusz Brzeszczynski & Martin T. Bohl & Dobromił Serwa, 2012, "Large capital inflows and stock returns in a thin market," NBP Working Papers, Narodowy Bank Polski, number 120.
• Charles Engel & Kristin Forbes & Jeffrey Frankel, 2012, "Global Financial Crisis," NBER Books, National Bureau of Economic Research, Inc, number enge11-2, January.
• Eugenio Cerutti & Stijn Claessens & Patrick McGuire, 2012, "Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Topography: Systemic Risk and Macro Modeling".
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2012".
• Juan Carlos Gozzi & Ross Levine & Maria Soledad Martinez Peria & Sergio L. Schmukler, 2012, "How Firms Use Domestic and International Corporate Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17763, Jan.
• Karen K. Lewis & Edith X. Liu, 2012, "International Consumption Risk Is Shared After All: An Asset Return View," NBER Working Papers, National Bureau of Economic Research, Inc, number 17872, Feb.