Research classified by Journal of Economic Literature (JEL) codes

2012

• Paul R. Bergin & Ju Hyun Pyun, 2012, "International Portfolio Diversification and Multilateral Effects of Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 17907, Mar.
• Joshua Aizenman & Yothin Jinjarak & Minsoo Lee & Donghyun Park, 2012, "Developing countries' financial vulnerability to the euro crisis: An event study of equity and bond markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18028, May.
• Tarek Alexander Hassan, 2012, "Country Size, Currency Unions, and International Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18057, May.
• Kenneth D. West, 2012, "Econometric Analysis of Present Value Models When the Discount Factor Is near One," NBER Working Papers, National Bureau of Economic Research, Inc, number 18247, Jul.
• Richard M. Levich, 2012, "FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18256, Jul.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 18362, Sep.
• Julien Bengui & Enrique G. Mendoza & Vincenzo Quadrini, 2012, "Capital Mobility and International Sharing of Cyclical Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 18372, Sep.
• Alberto Martin & Jaume Ventura, 2012, "Financial Reforms and Capital Flows: Insights from General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 18454, Oct.
• Kristin Forbes, 2012, "The "Big C": Identifying Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 18465, Oct.
• 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 Working Papers, National Bureau of Economic Research, Inc, number 18531, Nov.
• Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012, "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18541, Nov.
• Karen K. Lewis & Sandy Lai, 2012, "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 18627, Dec.
• Ricardo J. Caballero & Joseph B. Doyle, 2012, "Carry Trade and Systemic Risk: Why are FX Options so Cheap?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18644, Dec.
• A. Craig Burnside & Jeremy J. Graveline, 2012, "On the Asset Market View of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18646, Dec.
• Otavio Ribeiro de Medeiros and Vitor Leone, 2012, "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/02, Apr.
• Fedorova, Ye. & Lukasevich, I., 2012, "Index of Exchange Market Pressure (EMP): Specifics of Emerging Markets," Journal of the New Economic Association, New Economic Association, volume 14, issue 2, pages 51-66.
• Hans Jørgen Tranvåg & Dagfinn Rime, 2012, "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 12412, Jan.
• Christopher Kaminker & Fiona Stewart, 2012, "The Role of Institutional Investors in Financing Clean Energy," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 23, Sep, DOI: 10.1787/5k9312v21l6f-en.
• Georg Inderst & Christopher Kaminker & Fiona Stewart, 2012, "Defining and Measuring Green Investments: Implications for Institutional Investors' Asset Allocations," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 24, Sep, DOI: 10.1787/5k9312twnn44-en.
• Fiona Stewart & Juan Yermo, 2012, "Infrastructure Investment in New Markets: Challenges and Opportunities for Pension Funds," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 26, Dec, DOI: 10.1787/5k8xff424vln-en.
• Raffaele Della Croce, 2012, "Trends in Large Pension Fund Investment in Infrastructure," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 29, Dec, DOI: 10.1787/5k8xd1p1p7r3-en.
• Clara Severinson & Juan Yermo, 2012, "The Effect of Solvency Regulations and Accounting Standards on Long-Term Investing: Implications for Insurers and Pension Funds," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 30, Dec, DOI: 10.1787/5k8xd1nm3d9n-en.
• Rudiger Ahrend & Antoine Goujard, 2012, "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial Crisis," OECD Economics Department Working Papers, OECD Publishing, number 969, Jun, DOI: 10.1787/5k97b0lbdq40-en.
• Christa Clapp & Jane Ellis & Julia Benn & Jan Corfee-Morlot, 2012, "Tracking Climate Finance: What and How?," OECD/IEA Climate Change Expert Group Papers, OECD Publishing, number 2012/1, May, DOI: 10.1787/5k44xwtk9tvk-en.
• Kulcsar Edina & Tarnoczi Tibor, 2012, "The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 720-727, July.
• Trenca Ioan & Plesoianu Anita & Capusan Razvan, 2012, "Multifractal Structure Of Central And Eastern European Foreign Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 784-790, July.
• Kulcsár Edina & Tarnóczi Tibor, 2012, "The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 564-570, December.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012, "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-01, Jan.
• Roman Horvath & Dragan Petrovski, 2012, "International Stock Market Integration : Central and South Eastern Europe Compared," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 317, Jul.
• Dritan Gjika & Roman Horváth, 2012, "Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 322, Sep.
• Bas Karreman & Bert van der Knaap, 2012, "The geography of equity listing and financial centre competition in mainland China and Hong Kong," Journal of Economic Geography, Oxford University Press, volume 12, issue 4, pages 899-922, July.
• Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2012, "The World Price of Credit Risk," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 112-152.
• Thierry Foucault & Laurent Frésard, 2012, "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 11, pages 3305-3350.
• Roxana Angela Calistru, 2012, "Interactions of Derivatives with Central Bank Issues," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1300-1305, May.
• Cosma Sorinel, 2012, "Historical Perspective on International Financial Centers," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 479-483, May.
• Ionescu Gr. Ion, 2012, "A Financial Instability’s Theory in the Global Economy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 61-64, May.
• Voicu-Doroban?u Roxana, 2012, "Innovation in Financial Systems. The Quest For Sustainability," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1413-1418, Decembre.
• Ciobanu Gheorghe & ªarlea Mihaela & Manþa ªtefan George, 2012, "The Threat of Non-Performing Loans in China in Lights of the Recent Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 21-26, Decembre.
• Birãu Felicia Ramona, 2012, "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-61, Decembre.
• Karlygash Kurlbayeva & Samuel Malone, 2012, "The determinants of extreme commodity prices," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 096, Sep.
• Michael M Hutchison & Gurnain Kaur Pasricha & Nirvikar Singh, 2012, "Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 60, issue 3, pages 395-438, September.
• Djordje Cuzovic, 2012, "Sovereign wealth funds in the globalization of financial markets," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 10, issue 1, pages 5-13, May.
• Danuta Dziawgo, 2012, "Investor Relations & Importance In The Global Financial Market," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 7, issue 2, pages 59-76, June, DOI: 10.12775/EQUIL.2012.011.
• Joanna Zuchewicz, 2012, "Dilemmas Of Financial Reporting As The Reliable Information Source Of An Entity Performance Results," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 7, issue 2, pages 77-95, June, DOI: 10.12775/EQUIL.2012.012.
• Zsolnai, Alíz, 2012, "The Features, Background and Difficulties of Bank Regulatory Capital Requirements," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 2, pages 200-212.
• Szegedi, László, 2012, "Challenges of Direct European Supervision of Financial Markets," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 3, pages 347-357.
• Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012, "Evolvement of Uniformity and Volatility in the Stressed Global Financial Village," PLOS ONE, Public Library of Science, volume 7, issue 2, pages 1-8, February, DOI: 10.1371/journal.pone.0031144.
• Doojav, Gan-Ochir & Gotovsuren, Borkhuu & Dorjpurev, Tsenddorj, 2012, "Financial Contagion and Volatile Capital Flows," MPRA Paper, University Library of Munich, Germany, number 110015, Dec.
• Dagher, Leila & El Hariri, Sadika, 2012, "The impact of global oil price shocks on the Lebanese stock market," MPRA Paper, University Library of Munich, Germany, number 116123.
• Adesoye, A. Bolaji & Atanda, Akinwande AbdulMaliq, 2012, "Monetary Policy and Share Pricing Business in Nigeria," MPRA Paper, University Library of Munich, Germany, number 35846.
• Situngkir, Hokky, 2012, "Indonesian Stock Market Crisis Observation with Spectral and Composite Index," MPRA Paper, University Library of Munich, Germany, number 35961, Jan.
• Köksal, Bülent, 2012, "An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 35968, Jan.
• Hacihasanoglu, Erk & Turhan, Ibrahim M. & Soytas, Ugur, 2012, "Oil prices and emerging market exchange rates," MPRA Paper, University Library of Munich, Germany, number 36477, Jan.
• Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012, "Do Socially Responsible Investment Indexes Outperform Conventional Indexes?," MPRA Paper, University Library of Munich, Germany, number 36662, Feb.
• Jeon, Bang Nam & Ji, Philip & Zhang, Hongfang, 2012, "International linkages of Japanese bond markets: an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 36929, Jan, revised 01 Jan 2012.
• Neal, Larry & Garcia-Iglesias, Concepcion, 2012, "The economy of Spain in the eurozone before and after the crisis of 2008," MPRA Paper, University Library of Munich, Germany, number 37008, Feb.
• Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012, "EMU sovereign spreads and macroeconomic news," MPRA Paper, University Library of Munich, Germany, number 37200, Mar.
• Demir, Firat & Caglayan, Mustafa & Dahi, Omar S., 2012, "Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries," MPRA Paper, University Library of Munich, Germany, number 37400, Jan.
• Kohonen, Anssi, 2012, "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper, University Library of Munich, Germany, number 37504, Mar.
• Stolbov, Mikhail, 2012, "International credit cycles: a regional perspective," MPRA Paper, University Library of Munich, Germany, number 37773, Mar.
• Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012, "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper, University Library of Munich, Germany, number 37801, Mar.
• Fischer, Justina A.V., 2012, "The choice of domestic policies in a globalized economy: Extended Version," MPRA Paper, University Library of Munich, Germany, number 37816, Apr.
• Antonakakis, Nikolaos, 2012, "Exchange return co-movements and volatility spillovers before and after the introduction of Euro," MPRA Paper, University Library of Munich, Germany, number 37869, Apr.
• Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," MPRA Paper, University Library of Munich, Germany, number 37954, May.
• Saha, Malayendu & Bhunia, Amalendu, 2012, "How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis," MPRA Paper, University Library of Munich, Germany, number 38731, Apr.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2012, "Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011," MPRA Paper, University Library of Munich, Germany, number 38751, May.
• Nath, Golaka, 2012, "Indian corporate bonds market –an analytical prospective," MPRA Paper, University Library of Munich, Germany, number 38992, May.
• Sirucek, Martin, 2012, "Macroeconomic variables and stock market: US review," MPRA Paper, University Library of Munich, Germany, number 39094, Aug.
• Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012, "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper, University Library of Munich, Germany, number 39294, Jun.
• Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2012, "Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers," MPRA Paper, University Library of Munich, Germany, number 40003.
• Angyal (Apolzan), Carmen-Maria & Aniş, Cecilia–Nicoleta, 2012, "Stock Market Cycles and Future Trend Estimation," MPRA Paper, University Library of Munich, Germany, number 40332.
• Akdoğu, Serpil Kahraman, 2012, "CDS, bond spread and sovereign debt crisis in peripherial EU," MPRA Paper, University Library of Munich, Germany, number 40340.
• Sági, Judit, 2012, "Debt trap - monetary indicators of Hungary's indebtedness," MPRA Paper, University Library of Munich, Germany, number 40343.
• Gábor, Tamás, 2012, "China's monetary sterilization and it's economical relationship with the European Union," MPRA Paper, University Library of Munich, Germany, number 40362.
• D'Agostino, Antonello & Ehrmann, Michael, 2012, "The pricing of G7 sovereign bond spreads – the times, they are a-changin," MPRA Paper, University Library of Munich, Germany, number 40604, Aug.
• Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi, 2012, "Performances of Socially Responsible Investment and Environmentally Friendly Funds," MPRA Paper, University Library of Munich, Germany, number 40654, Aug.
• Pallegedara, Asankha, 2012, "Dynamic relationships between stock market performance and short term interest rate Empirical evidence from Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 40773, Aug.
• Georgescu, George, 2012, "Fluxurile ISD in contextul crizei globale
  [The FDI flows under the global crisis effects]," MPRA Paper, University Library of Munich, Germany, number 40842, Jul.
• Antonakakis, Nikolaos & Darby, Julia, 2012, "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper, University Library of Munich, Germany, number 40875, Aug.
• Kalaichelvan, Mohandass & Lim Kai Jie, Shawn, 2012, "A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law," MPRA Paper, University Library of Munich, Germany, number 40960, Aug.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "The Halloween effect during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41539, May, revised 25 Sep 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "Holiday effects during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41625, Mar, revised 07 Mar 2012.
• Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei, 2012, "Dynamic Price Integration in the Global Gold Market," MPRA Paper, University Library of Munich, Germany, number 41627, Sep.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Cinquegrana, Giuseppe & De Rita, Paola, 2012, "“Financial constraints to enterprise investments: an international analysis on financial accounts of OECD countries”," MPRA Paper, University Library of Munich, Germany, number 42133, Sep.
• Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012, "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper, University Library of Munich, Germany, number 42474, Nov.
• Gajewski, Krzysztof & Olszewski, Krzysztof & Pawłowska, Małgorzata & Rogowski, Wojciech & Tchorek, Grzegorz & Zięba, Jolanta, 2012, "Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury
  [Financial integration in Europe after the introduction of the euro. A literature overview]," MPRA Paper, University Library of Munich, Germany, number 42482, Oct.
• Nistor, Costel & Dumitriu, Ramona & Stefanescu, Razvan, 2012, "Impact of the global crisis on the linkages between CAC 40 and indexes from CEE countries," MPRA Paper, University Library of Munich, Germany, number 42511, Apr, revised 18 Sep 2012.
• Dimitriou, Dimitrios & Simos, Theodore, 2012, "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 42825, Nov.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2012, "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 43284, Dec.
• Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012, "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper, University Library of Munich, Germany, number 43306, Dec.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2012, "Stock returns and real activity: the dynamic conditional lagged correlation approach," MPRA Paper, University Library of Munich, Germany, number 43307, Dec.
• Rossi, Francesco, 2012, "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 43312, Nov, revised Nov 2012.
• Lyócsa, Štefan & Baumöhl, Eduard, 2012, "Testing the covariance stationarity of CEE stocks," MPRA Paper, University Library of Munich, Germany, number 43432, Dec.
• Ratti, Ronald A & Vespignani, Joaquin L., 2012, "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper, University Library of Munich, Germany, number 44049, Nov.
• Guidi, Francesco & Ugur, Mehmet, 2012, "Are South East Europe stock markets integrated with regional and global stock markets?," MPRA Paper, University Library of Munich, Germany, number 44133, Oct, revised Dec 2012.
• Panait, Iulian & Diaconescu, Tiberiu, 2012, "Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
  [Particularities of applying Modern Portfolio Theory on the Romanian capital market]," MPRA Paper, University Library of Munich, Germany, number 44248, Dec.
• Panait, Iulian & Constantinescu, Alexandru, 2012, "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper, University Library of Munich, Germany, number 44249, Aug.
• Girardi, Daniele, 2012, "A brief essay on the financialization of agricultural commodity markets," MPRA Paper, University Library of Munich, Germany, number 44771, Oct.
• Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012, "On the epidemic of financial crises," MPRA Paper, University Library of Munich, Germany, number 46693, Nov.
• Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2012, "Why are U.S. Stocks More Volatile?," MPRA Paper, University Library of Munich, Germany, number 47341.
• Huang, Huichou & MacDonald, Ronald, 2012, "Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia," MPRA Paper, University Library of Munich, Germany, number 47987, Jan, revised 28 Jan 2013.
• Kozmenko, Olha & Kuzmenko, Olha, 2012, "The integration of the banking, insurance and reinsurance markets in Russia and Ukraine," MPRA Paper, University Library of Munich, Germany, number 50842, Oct.
• Reinhart, Carmen, 2012, "Capital Inflows, Credit Booms and Their Risks," MPRA Paper, University Library of Munich, Germany, number 50981, Mar.
• Wagner, Helmut & Matanovic, Eva, 2012, "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper, University Library of Munich, Germany, number 51204.
• Mina, Wasseem, 2012, "Beyond FDI: The Influence of Bilateral Investment Treaties on Debt," MPRA Paper, University Library of Munich, Germany, number 51920, Oct.
• Michael, Bryane & Apostoloski, Nenad, 2012, "The Middle Eastern Wealth Management Industry: Boon or Bust?," MPRA Paper, University Library of Munich, Germany, number 52069.
• Gurgul, Henryk & Lach, Łukasz, 2012, "The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies," MPRA Paper, University Library of Munich, Germany, number 52238.
• Kazemi, Hossein S. & Ogus, Ayla, 2012, "Was There a Contagion during the Asian Crises?," MPRA Paper, University Library of Munich, Germany, number 54186, Nov, revised 01 Nov 2012.
• Ghassan, Hassan B. & Alhajhoj, Hassan R., 2012, "أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
  [Effect of Capital Market Liberalization on Volatility of TASI]," MPRA Paper, University Library of Munich, Germany, number 54470, revised 2012.
• Erten, Irem & Tuncel, Murat B. & Okay, Nesrin, 2012, "Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach," MPRA Paper, University Library of Munich, Germany, number 56190, May.
• Erten, Irem & Okay, Nesrin, 2012, "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper, University Library of Munich, Germany, number 56191, Oct.
• Ozkok, Zeynep, 2012, "Financial Harmonization and Industrial Growth: Evidence from Europe," MPRA Paper, University Library of Munich, Germany, number 58875, Dec, revised 25 Sep 2014.
• Sysoyeva, Larysa, 2012, "The influence of globalization and integration process on the activities of the bankaing system of Ukraine," MPRA Paper, University Library of Munich, Germany, number 60609, Apr.
• Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran, 2012, "Factors Affecting Investment Decision Making of Equity Fund Managers," MPRA Paper, University Library of Munich, Germany, number 60783, Oct.
• Trabelsi, Mohamed Ali, 2012, "The Impact of The Sovereign Debt Crisis on The Eurozone Countries," MPRA Paper, University Library of Munich, Germany, number 76974, revised 2012.
• Salles, Andre Assis de, 2012, "The Relationship between Crude Oil Prices and Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 98515, revised 2019.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012, "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2012, issue 1, pages 19-37.
• Petra Buzková & Petr Teplý, 2012, "Collateralized Debt Obligations' Valuation Using the One Factor Gaussian Copula Model," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 30-49, DOI: 10.18267/j.pep.409.
• Filip Novotný, 2012, "The Link Between the Brent Crude Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 2, pages 220-232, DOI: 10.18267/j.pep.420.
• Anita Radman Peša & Mejra Festić, 2012, "Testing the "EU Announcement Effect" on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 4, pages 450-469, DOI: 10.18267/j.pep.434.
• Ladislav Krištoufek & Miloslav Vošvrda, 2012, "Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
  [Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 2, pages 208-221, DOI: 10.18267/j.polek.838.
• Lamia Jaidane-Mazigh, 2012, "La gestion alternative des fonds souverains altérée par les crises ?," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 327-341.
• Marcin Fałdziński & Magdalena Osińska & Tomasz Zdanowicz, 2012, "Detecting Risk Transfer in Financial Markets using Different Risk Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 1, pages 45-64, March.
• Katarzyna Bień-Barkowska, 2012, "A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 117-142, June.
• Georgios Kouretas & Manolis Syllignakis, 2012, "Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 65-93, June.
• Chris GROSE & Theodoros KARGIDIS, 2012, "Persistence In Performance For Mutual Funds In Periods Of Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 1, pages 85-98.
• Emilia Clipici, 2012, "Solvency Ii – The New Eu Solvency Regime On The Insurance Market," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 2, pages 112-119.
• António Rua & Luís Catela Nunes, 2012, "A wavelet-based assessment of market risk: The emerging markets case," Working Papers, Banco de Portugal, Economics and Research Department, number w201203.
• Francis Breedon & Angelo Ranaldo, 2012, "Intraday Patterns in FX Returns and Order Flow," Working Papers, Queen Mary University of London, School of Economics and Finance, number 694, Apr.
• Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, , "What Works in Securities Laws?," Working Paper, Harvard University OpenScholar, number 19491.
• Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio, 2012, "Respuestas de política a la crisis financiera global: ¿Qué hicieron diferente las economías emergentes?," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 27-43.
• Filippo Coro & Alfonso Dufour & Simone Varotto, 2012, "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-06, Feb.
• Carol Alexander & Dimitris Korovilas, 2012, "Diversification of Equity with VIX Futures: Personal Views and Skewness Preference," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-07, Mar.
• Matteo Maggiori, 2012, "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers, Society for Economic Dynamics, number 146.
• Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis, 2012, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," 2012 Meeting Papers, Society for Economic Dynamics, number 297.
• Panayiotis Papakyriacou & George Nishiotis & Andreas Milidonis & Alex Michaelides, 2012, "Sovereign Debt Rating Changes and the Stock Market," 2012 Meeting Papers, Society for Economic Dynamics, number 522.
• Edith Liu & Karen Lewis, 2012, "International Consumption Risk Is Shared After All: An Asset Return View," 2012 Meeting Papers, Society for Economic Dynamics, number 643.
• Nikolai Roussanov & Robert Ready, 2012, "Commodity Trade and the Carry Trade: a Tale of Two Countries," 2012 Meeting Papers, Society for Economic Dynamics, number 817.
• Andreas Stathopoulos & Andrea Vedolin & Philippe Mueller, 2012, "International Correlation Risk," 2012 Meeting Papers, Society for Economic Dynamics, number 818.
• Alexandru Constantinescu, 2012, "The business cycles and the influence of economic confidence indicators in the European region," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 201-224, June.
• Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali, 2012, "Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 45, pages 289-324, September.
• Mejra Festic & Alenka Kavkler & Silvo Dajcman, 2012, "Long memory in the Croatian and Hungarian stock market returns," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 1, pages 115-139.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012, "Currency Momentum Strategies," Working Paper series, Rimini Centre for Economic Analysis, number 09_12, Mar.
• Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series, Rimini Centre for Economic Analysis, number 34_12, Jun.
• Juthathip Jongwanich & Archanun Kohpaiboon, 2012, "Effectiveness of Capital Controls: Evidence from Thailand," Asian Development Review, Asian Development Bank, volume 29, issue 2, pages 50-93.
• Hyun-Hoon Lee & Cyn-Young Park & Hyung-suk Byun, 2012, "Do Contagion Effects Exist in Capital Flow Volatility?," ADB Economics Working Paper Series, Asian Development Bank, number 302, Sep.
• 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," ADBI Working Papers, Asian Development Bank Institute, number 386, Oct.
• Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012, "Financial Globalization in Emerging Countries: Diversification vs. Offshoring," ADBI Working Papers, Asian Development Bank Institute, number 389, Oct.
• Ilhan Meric & Joe H. Kim & Linguo Gong & Gulser Meric, 2012, "Co-movements of and Linkages between Asian Stock Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-1.
• Razzaque H. Bhatti, 2012, "Does Speculation Play any Role in Determining CIS Exchange Rates? - La speculazione gioca un ruolo nella determinazione dei tassi di cambio nella CSI?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 513-529.
• Imad A. Moosa & Pashaar Halteh, 2012, "The Profitability of Carry Trade Relative to a Forecasting-Based Strategy - La profittabilità del carry trade comparata ad una strategia basata sulle previsioni," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 605-621.
• Francesco Rossi, 2012, "UK cross-sectional equity data: The case for robust investability filters," European Economic Letters, European Economics Letters Group, volume 1, issue 1, pages 6-13.
• Istemi Berk & Berna Aydogan, 2012, "Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-15, Oct.
• Theologos Dergiades & Reinhard Madlener & Georgia Christofidou, 2012, "The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 17/2012, Dec.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2012, "Stock Market Integration Between Three CEECs," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 115-122.
• 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," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 134-166.
• James J. Kung & Andrew P. Carverhill, 2012, "A Bootstrap Analysis of the Nikkei 225," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 487-504.
• Inci Otker-Robe & Jiri Podpiera, 2012, "Explaining Credit Default Swaps Pricing for Large Banks," Journal of Financial Transformation, Capco Institute, volume 34, pages 63-75.
• Jorge Víctor Alcaraz Vera & Rubén Chávez Rivera, 2012, "Derivates Agricultural Commodity Markets: A Brief Analysis of Their Structure and Operation," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 47-88.
• Mohd. Shamim Ansari, 2012, "Indian Capital Market Review: Issues, Dimensions And Performance Analysis," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 3, issue 2, pages 181-191.
• Todea, Alexandru & Platon, Diana, 2012, "Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 38-51, June.
• Dajcman, Silvio & Festic, Mejra, 2012, "The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 163-180, December.
• Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI, 2012, "The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 2, issue 3, pages 63-76, September.
• Cristian PAUN, 2012, "International Financing Decision: A Managerial Perspective," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 13, issue 3, pages 411-425, July.
• Katarzyna Anna Czech, & Adam Waszkowski, 2012, "Foreign Exchange Market Efficiency. Empirical Results For The Usd/Eur Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 3, pages 1-9, October.
• Sylwester Kozak & Olga Teplova, 2012, "Securitization As A Tool Of Bank Liquidity And Funding Management Before And After The Crisis: The Case Of The Eu," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 4, pages 30-43, February.
• Leszek Michalczyk, 2012, "The Role Of Accounting Engineering In Shaping The Balance Policy Of A Company," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 4, pages 44-52, February.
• Nabamita Dutta, 2012, "Effect of the Political Regime on Asset Returns in Emerging Markets: An Empirical Investigation," South Asian Journal of Macroeconomics and Public Finance, , volume 1, issue 1, pages 135-156, June, DOI: 10.1177/227797871200100107.
• Thushari Vidanage & O.G. Dayaratna-Banda, 2012, "Does Past Information Help Predict Future Price Movements in Emerging Capital Markets? Evidence from the Colombo Securities Exchange," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 13, issue 2, pages 241-264, September, DOI: 10.1177/1391561412457236.
• Sabine Artmann & Philipp Finter & Alexander Kempf & Stefan Koch & Erik Theissen, 2012, "The Cross-Section of German Stock Returns: New Data and New Evidence," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 64, issue 1, pages 20-43, January.
• Victor Pontines & Reza Y. Siregar, 2012, "How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies," Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number occ54, ISBN: ARRAY(0x685d4da8), June.
• Gan-Ochir Doojav & Borkhuu Gotovsuren & Tsenddorj Dorjpurev, 2012, "Financial Contagion and Volatile Capital Flows," Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number occ56, ISBN: ARRAY(0x68c613e8), June.
• Alex Frino & Vito Mollica & Maria Grazia Romano, 2012, "Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_225, Nov.
• Rodríguez Benavides, Domingo & Ortíz Calisto, Edgar & López Herrera, Francisco, 2012, "¿Se desvanece el efecto-enero en las bolsas de valores del continente americano? / Does the January effect fade in the Americas´ stock markets?," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 2, issue 2, pages 101-121, julio-dic.
• Janusz Sawicki, 2012, "Preserving EMU Depends on Success of ESM in Solving the Debt Crisis," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 1-22.
• Bernadeta Baran, 2012, "Znaczenie państwowych funduszy majątkowych na globalnym rynku kapitałowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 9, pages 39-59.
• Marcus Davidsson, 2012, "Trend Following Trading," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 1 (March), pages 51-68.
• Thomas Nitschka, 2012, "Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe," Working Papers, Swiss National Bank, number 2012-04.
• Thomas Nitschka, 2012, "Global and country-specific business cycle risk in time-varying excess returns on asset markets," Working Papers, Swiss National Bank, number 2012-10.
• Raphael A. Auer, 2012, "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers, Swiss National Bank, number 2012-15.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012, "No contagion, only globalization and flight to quality," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-010, Mar.
• Nils Holinski & Robert Vermeulen, 2012, "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, volume 43, issue 3, pages 985-1010, December, DOI: 10.1007/s00181-011-0514-8.
• Christos Kollias & Nikolaos Mylonidis & Suzanna-Maria Paleologou, 2012, "The nexus between exchange rates and stock markets: evidence from the euro-dollar rate and composite European stock indices using rolling analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 136-147, January, DOI: 10.1007/s12197-010-9129-8.
• Finbarr Murphy & Bernard Murphy, 2012, "A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 2, pages 351-370, April, DOI: 10.1007/s12197-010-9122-2.
• Richard Fu & Marco Pagani, 2012, "On the cointegration of international stock indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 2, pages 463-480, April, DOI: 10.1007/s12197-010-9136-9.
• Omar Esqueda & Dave Jackson, 2012, "Currency depreciation effects on ADR returns: evidence from Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 691-711, July, DOI: 10.1007/s12197-010-9144-9.
• Vivek Bhargava & Akash Dania, 2012, "Information dynamics effects from major world markets to SAARC nations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 4, pages 850-867, October, DOI: 10.1007/s12197-010-9157-4.
• Eleftherios Thalassinos & Dimitrios Maditinos & Athanasios Paschalidis, 2012, "Observing evidence of insider trading in the Athens Stock Exchange," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 1, issue 1, pages 1-26, December, DOI: 10.1186/2193-2409-1-8.
• Roberto Dieci & Frank Westerhoff, 2012, "A simple model of a speculative housing market," Journal of Evolutionary Economics, Springer, volume 22, issue 2, pages 303-329, April, DOI: 10.1007/s00191-011-0259-8.
• Christian Dreger & Hans-Eggert Reimers, 2012, "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 1, pages 21-34, April, DOI: 10.1007/s10258-011-0075-y.
• Aurea Grané & Helena Veiga, 2012, "Asymmetry, realised volatility and stock return risk estimates," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 2, pages 147-164, August, DOI: 10.1007/s10258-012-0081-8.
• In-Mu Haw & Bingbing Hu & Jay Junghun Lee & Woody Wu, 2012, "Investor protection and price informativeness about future earnings: international evidence," Review of Accounting Studies, Springer, volume 17, issue 2, pages 389-419, June, DOI: 10.1007/s11142-012-9181-z.