Research classified by Journal of Economic Literature (JEL) codes

2013

• Martinez, Lisana B. & Terceño, Antonio & Teruel, Mercedes, 2013, "Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis," Emerging Markets Review, Elsevier, volume 17, issue C, pages 60-75, DOI: 10.1016/j.ememar.2013.08.004.
• Jeong, Jinho, 2013, "Determinants of dividend smoothing in emerging market: The case of Korea," Emerging Markets Review, Elsevier, volume 17, issue C, pages 76-88, DOI: 10.1016/j.ememar.2013.08.007.
• Bowe, Michael & Hyde, Stuart & McFarlane, Lavern, 2013, "Duration, trading volume and the price impact of trades in an emerging futures market," Emerging Markets Review, Elsevier, volume 17, issue C, pages 89-105, DOI: 10.1016/j.ememar.2013.08.002.
• Chakravarty, Sugato & Xiang, Meifang, 2013, "The international evidence on discouraged small businesses," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 63-82, DOI: 10.1016/j.jempfin.2012.09.001.
• Zinna, Gabriele, 2013, "Sovereign default risk premia: Evidence from the default swap market," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 15-35, DOI: 10.1016/j.jempfin.2012.12.006.
• Kohonen, Anssi, 2013, "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 140-158, DOI: 10.1016/j.jempfin.2013.04.005.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance risk premiums in foreign exchange markets," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2013.04.006.
• Korczak, Adriana & Korczak, Piotr, 2013, "The development of emerging stock markets and the demand for cross-listing," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 63-77, DOI: 10.1016/j.jempfin.2013.08.002.
• Mollick, André Varella & Assefa, Tibebe Abebe, 2013, "U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis," Energy Economics, Elsevier, volume 36, issue C, pages 1-18, DOI: 10.1016/j.eneco.2012.11.021.
• Hache, Emmanuel & Lantz, Frédéric, 2013, "Speculative trading and oil price dynamic: A study of the WTI market," Energy Economics, Elsevier, volume 36, issue C, pages 334-340, DOI: 10.1016/j.eneco.2012.09.002.
• Conlon, Thomas & Cotter, John, 2013, "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, volume 36, issue C, pages 371-379, DOI: 10.1016/j.eneco.2012.09.012.
• Kalantzis, Fotis G. & Milonas, Nikolaos T., 2013, "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany," Energy Economics, Elsevier, volume 36, issue C, pages 454-463, DOI: 10.1016/j.eneco.2012.09.017.
• Reboredo, Juan C., 2013, "Modeling EU allowances and oil market interdependence. Implications for portfolio management," Energy Economics, Elsevier, volume 36, issue C, pages 471-480, DOI: 10.1016/j.eneco.2012.10.004.
• Ramos, Sofia B. & Veiga, Helena, 2013, "Oil price asymmetric effects: Answering the puzzle in international stock markets," Energy Economics, Elsevier, volume 38, issue C, pages 136-145, DOI: 10.1016/j.eneco.2013.03.011.
• Asteriou, Dimitrios & Bashmakova, Yuliya, 2013, "Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries," Energy Economics, Elsevier, volume 38, issue C, pages 204-211, DOI: 10.1016/j.eneco.2013.02.011.
• Herrera, Rodrigo, 2013, "Energy risk management through self-exciting marked point process," Energy Economics, Elsevier, volume 38, issue C, pages 64-76, DOI: 10.1016/j.eneco.2013.03.003.
• Ratti, Ronald A. & Vespignani, Joaquin L., 2013, "Crude oil prices and liquidity, the BRIC and G3 countries," Energy Economics, Elsevier, volume 39, issue C, pages 28-38, DOI: 10.1016/j.eneco.2013.04.003.
• Byun, Suk Joon & Cho, Hangjun, 2013, "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, volume 40, issue C, pages 207-221, DOI: 10.1016/j.eneco.2013.06.017.
• Souček, Michael & Todorova, Neda, 2013, "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 586-597, DOI: 10.1016/j.eneco.2013.08.011.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?," Energy Economics, Elsevier, volume 40, issue C, pages 665-678, DOI: 10.1016/j.eneco.2013.08.007.
• Dagher, Leila & El Hariri, Sadika, 2013, "The impact of global oil price shocks on the Lebanese stock market," Energy, Elsevier, volume 63, issue C, pages 366-374, DOI: 10.1016/j.energy.2013.10.012.
• Fung, Hung-Gay & Tse, Yiuman & Yau, Jot & Zhao, Lin, 2013, "A leader of the world commodity futures markets in the making? The case of China's commodity futures," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 103-114, DOI: 10.1016/j.irfa.2013.01.001.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 21-33, DOI: 10.1016/j.irfa.2012.06.001.
• Urquhart, Andrew & Hudson, Robert, 2013, "Efficient or adaptive markets? Evidence from major stock markets using very long run historic data," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 130-142, DOI: 10.1016/j.irfa.2013.03.005.
• Su, Chen & Brookfield, David, 2013, "An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 20-33, DOI: 10.1016/j.irfa.2013.01.006.
• Kaeck, Andreas & Alexander, Carol, 2013, "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.01.008.
• Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne, 2013, "Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 70-78, DOI: 10.1016/j.irfa.2013.01.009.
• Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe, 2013, "Equity risk premium and regional integration," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 79-85, DOI: 10.1016/j.irfa.2013.02.009.
• Hanousek, Jan & Kopřiva, František, 2013, "Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 86-92, DOI: 10.1016/j.irfa.2013.02.015.
• Hearn, Bruce & Piesse, Jenifer, 2013, "Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 93-111, DOI: 10.1016/j.irfa.2013.02.004.
• Chelley-Steeley, Patricia L. & Tsorakidis, Nikos, 2013, "Bid-ask spread dynamics in foreign exchange markets," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 119-131, DOI: 10.1016/j.irfa.2013.02.003.
• Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013, "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 303-316, DOI: 10.1016/j.irfa.2012.08.005.
• Goyal, Abhinav & Muckley, Cal, 2013, "Cash dividends and investor protection in Asia," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 31-43, DOI: 10.1016/j.irfa.2013.03.009.
• Ülkü, Numan & Prodan, Eugeniu, 2013, "Drivers of technical trend-following rules' profitability in world stock markets," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 214-229, DOI: 10.1016/j.irfa.2013.08.005.
• Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2013, "Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.05.008.
• La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2013, "Law and Finance After a Decade of Research," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-453594-8.00006-9.
• Huang, Alex YiHou & Cheng, Chiao-Ming, 2013, "Information risk and credit contagion," Finance Research Letters, Elsevier, volume 10, issue 3, pages 116-123, DOI: 10.1016/j.frl.2013.06.002.
• Tse, Yiuman & Wald, John K., 2013, "Insured uncovered interest parity," Finance Research Letters, Elsevier, volume 10, issue 4, pages 175-183, DOI: 10.1016/j.frl.2013.06.004.
• Kalaitzoglou, Iordanis & Ibrahim, Boulis M., 2013, "Does order flow in the European Carbon Futures Market reveal information?," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 604-635, DOI: 10.1016/j.finmar.2012.11.002.
• Minoiu, Camelia & Reyes, Javier A., 2013, "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, volume 9, issue 2, pages 168-184, DOI: 10.1016/j.jfs.2013.03.001.
• Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L., 2013, "Are short sellers positive feedback traders? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 337-346, DOI: 10.1016/j.jfs.2012.11.004.
• Iannotta, Giuliano & Nocera, Giacomo & Resti, Andrea, 2013, "Do investors care about credit ratings? An analysis through the cycle," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 545-555, DOI: 10.1016/j.jfs.2012.11.006.
• French, Joseph J. & Naka, Atsuyuki, 2013, "Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India," Global Finance Journal, Elsevier, volume 24, issue 1, pages 13-29, DOI: 10.1016/j.gfj.2013.03.005.
• Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai, 2013, "The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets," Global Finance Journal, Elsevier, volume 24, issue 1, pages 30-43, DOI: 10.1016/j.gfj.2013.03.001.
• Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2013, "Government intervention and institutional trading strategy: Evidence from a transition country," Global Finance Journal, Elsevier, volume 24, issue 1, pages 44-68, DOI: 10.1016/j.gfj.2013.03.003.
• You, Leyuan & Lucey, Brian M. & Shu, Yan, 2013, "An empirical study of multiple direct international listings," Global Finance Journal, Elsevier, volume 24, issue 1, pages 69-84, DOI: 10.1016/j.gfj.2013.03.004.
• Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen, 2013, "Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets," Global Finance Journal, Elsevier, volume 24, issue 2, pages 114-118, DOI: 10.1016/j.gfj.2013.07.005.
• Aktug, R. Erdem & Nayar, Nandkumar (Nandu) & Vasconcellos, Geraldo M., 2013, "Is sovereign risk related to the banking sector?," Global Finance Journal, Elsevier, volume 24, issue 3, pages 222-249, DOI: 10.1016/j.gfj.2013.10.001.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013, "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-041.
• Ludwig, Alexander, 2013, "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 02/13.
• Zabel, Michael & Böninghausen, Benjamin, 2013, "Credit Ratings and Cross-Border Bond Market Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79724.
• Hornuf, Lars & Engert, Andreas, 2013, "Can Network Effects Impede Optimal Contracting in Debt Securities?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79867.
• Strohsal, Till & Weber, Enzo, 2013, "Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79903.
• Posch, Peter N & Kalteier, Eva-Maria, 2013, "Sovereign Asset Values and Implications for the Credit Market," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79986.
• Lang, Gunnar & Schäfer, Henry, 2013, "What is the wind behind the sails to go abroad? Empirical evidence from the mutual fund industry," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-022.
• Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner, 2013, "Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 22 / 2013, Nov, revised Nov 2013.
• Christian Fieberg & Armin Varmaz & Jörg Prokop & Finn Marten Körner, 2013, "The News Content of Bank Rating Changes - Evidence from a Global Event Study," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 24 / 2013, Dec, revised Dec 2013.
• Mathias Hoffmann & Rahel Suter, 2013, "Systematic consumption risk in currency returns," ECON - Working Papers, Department of Economics - University of Zurich, number 124, Jun.
• M. Fr Mmel & X. Han & F. Van Gysegem, 2013, "News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/848, Aug.
• J. W.B. Bos & M. Fr Mmel & M. Lamers, 2013, "FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/850, Sep.
• Messiha, Jean & Teulon, Frédéric, 2013, "Le plan de sauvetage de Chypre : frein ou accélérateur du risque systémique en Europe ?," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 13.
• Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri, 2013, "Movements and co-movements across the European asset classes: portfolio allocations and policy implications," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.
• Robert Faff & Sirimon Treepongkaruna, 2013, "A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 333-352, August, DOI: 10.1177/0312896212443691.
• Thomas O’Connor, 2011, "Financial Development, Internationalisation and Firm Value," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 21-71, April, DOI: 10.1177/097265271101000102.
• Ebru ÇaÄŸlayan, 2011, "The Impact of Stock Index Futures on the Turkish Spot Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 73-91, April, DOI: 10.1177/097265271101000103.
• Paulo Ferreira, 2011, "Monetary Integration in the European Union," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 93-120, April, DOI: 10.1177/097265271101000104.
• Christopher Balding, 2011, "CDS Pricing and Elections in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 121-173, August, DOI: 10.1177/097265271101000201.
• S. Maheswaran & G. Balasubramanian & C.A. Yoonus, 2011, "Post-colonial Finance," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 175-196, August, DOI: 10.1177/097265271101000202.
• Javed Iqbal, 2012, "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 61-91, April, DOI: 10.1177/097265271101100103.
• Hamish D. Anderson & Christopher B. Malone & Ben R. Marshall, 2012, "Time Diversification in Developed and Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 2, pages 115-144, August, DOI: 10.1177/0972652712454512.
• Canela Miguel-Angel & Pedreira Eduardo, 2012, "Modelling Dependence in Latin American Markets Using Copula Functions," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 3, pages 231-270, December, DOI: 10.1177/0972652712466493.
• Aimao Zhang, 2012, "An Examination of the Effects of Corruption on Financial Market Volatility," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 3, pages 301-322, December, DOI: 10.1177/0972652712466501.
• Chris Grose, 2013, "Diversification Opportunities through Fixed-income Managed Funds in Eastern Europe," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 1, pages 1-29, April, DOI: 10.1177/0972652712473395.
• Christos Floros & Yong Tan, 2013, "Moon Phases, Mood and Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 1, pages 107-127, April, DOI: 10.1177/0972652712473405.
• Bassam Fattouh & Lutz Kilian & Lavan Mahadeva, 2013, "The Role of Speculation in Oil Markets: What Have We Learned So Far?," The Energy Journal, , volume 34, issue 3, pages 7-33, July, DOI: 10.5547/01956574.34.3.2.
• Jan Babecký & LuboÅ¡ Komárek & ZlatuÅ¡e Komárková, 2013, "Convergence of Returns on Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue 1, pages 16-34, February.
• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2013, "Does Uncovered Interest Rate Parity Hold After All?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 57, Mar.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 345, Oct.
• Katarzyna Sum, 2013, "The Impact of Banking Regulation on the Economic Performance of EU Countries in 2007-2009," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-19.
• Iulia Bulacu, 2013, "Case Study On The Main Sources For Social Security Institutionally Granted By The Capital City Hall During 1864-1916," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 185-194.
• Christian Grisse & Thomas Nitschka, 2013, "On financial risk and the safe haven characteristics of Swiss franc exchange rates," Working Papers, Swiss National Bank, number 2013-04.
• Victoria Galsband & Thomas Nitschka, 2013, "Currency excess returns and global downside market risk," Working Papers, Swiss National Bank, number 2013-07.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Kim Oosterlinck & Loredana Ureche-Rangau & Jacques-Marie Vaslin, 2013, "Waterloo: a Godsend for French Public Finances?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-028, Jul.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-031, Sep.
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short Selling and Inside Information," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_06, May, revised 28 Jul 2016.
• Vitor Castro, 2013, "The duration of business cycle expansions and contractions: are there change-points in duration dependence?," Empirical Economics, Springer, volume 44, issue 2, pages 511-544, April, DOI: 10.1007/s00181-011-0544-2.
• Marcel Gorenflo, 2013, "Futures price dynamics of CO 2 emission allowances," Empirical Economics, Springer, volume 45, issue 3, pages 1025-1047, December, DOI: 10.1007/s00181-012-0645-6.
• Julien Chevallier, 2013, "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 15, issue 2, pages 133-170, April, DOI: 10.1007/s10018-012-0045-3.
• Yertai Tanai & Kuan-Pin Lin, 2013, "Mongolian and World Equity Markets: Volatilities and Correlations," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 3, issue 2, pages 136-164, December, DOI: 10.14208/eer.2013.03.02.003.
• Heeho Kim, 2013, "Uncertainty and risk premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 1, pages 62-79, January, DOI: 10.1007/s12197-010-9170-7.
• Chiao-Yi Chang, 2013, "Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 253-273, April, DOI: 10.1007/s12197-011-9182-y.
• Yaseen Alhaj-Yaseen, 2013, "Cross-listing in the home market after going public in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 274-292, April, DOI: 10.1007/s12197-011-9183-x.
• Valeria Martinez & Yiuman Tse & Jullavut Kittiakarasakun, 2013, "Volatility, trade size, and order imbalance in China and Japan exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 293-307, April, DOI: 10.1007/s12197-011-9184-9.
• Mohsen Bahmani-Oskooee & Shady Kholdy & Ahmad Sohrabian, 2013, "Do MNCs spur financial markets in corrupt host countries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 308-317, April, DOI: 10.1007/s12197-011-9199-2.
• Małgorzata Doman & Ryszard Doman, 2013, "Dynamic linkages between stock markets: the effects of crises and globalization," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 12, issue 2, pages 87-112, August, DOI: 10.1007/s10258-013-0091-1.
• Peter Hostak & Thomas Lys & Yong George Yang & Emre Carr, 2013, "An examination of the impact of the Sarbanes–Oxley Act on the attractiveness of U.S. capital markets for foreign firms," Review of Accounting Studies, Springer, volume 18, issue 2, pages 522-559, June, DOI: 10.1007/s11142-013-9222-2.
• Pau Castells & Francesc Trillas, 2013, "The effects of surprise political events on quoted firms: the March 2004 election in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 83-112, March, DOI: 10.1007/s13209-011-0080-5.
• Mouna Abbes, 2013, "Does Overconfidence Bias Explain Volatility During the Global Financial Crisis?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 291-312, February, DOI: 10.1007/s11300-012-0234-6.
• Edward Sandoyan & Gagik Grigoryan, 2013, "Regulatory Problems of Commercial Banks in the Context of the European Sovereign Crisis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 339-346, February, DOI: 10.1007/s11300-012-0254-2.
• Saeed Armin & Saifuzzaman Ibrahim & W. Azman-Saini, 2013, "The Impact of European Monetary Union on Finance-Growth Nexus," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 347-356, February, DOI: 10.1007/s11300-012-0249-z.
• Rubens Pauluzzo & Enrico Geretto, 2013, "Stock Exchange Markets in Hong Kong: Structure and Main Problems," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 1, pages 33-48, April, DOI: 10.1007/s11300-013-0268-4.
• Lu Yang & Shigeyuki Hamori, 2013, "EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 2, pages 179-189, October, DOI: 10.1007/s11300-013-0276-4.
• Stephan Paul & Thomas Paul, 2013, "Eindämmung von Finanzmarktkrisen durch erhöhte Regulierungsintensität? Ein Update," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 6, pages 384-389, June, DOI: 10.1007/s10273-013-1538-9.
• Raphael A. Auer, 2013, "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers, Swiss National Bank, Study Center Gerzensee, number 13.03, Mar.
• Brian M. Lucey & Charles Larkin & Fergal A. O'Connor, 2013, "London or New York: where and when does the gold price originate?," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 813-817, May, DOI: 10.1080/13504851.2012.748175.
• N. Antonakakis & J. Darby, 2013, "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 21, pages 1675-1691, November, DOI: 10.1080/09603107.2013.844323.
• Thomas Nitschka, 2013, "Momentum in stock market returns: implications for risk premia on foreign currencies," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 7, pages 551-560, April, DOI: 10.1080/09603107.2012.732686.
• Vadym Volosovych, 2013, "Risk sharing from international factor income: explaining cross-country differences," Applied Economics, Taylor & Francis Journals, volume 45, issue 11, pages 1435-1459, April, DOI: 10.1080/00036846.2011.617703.
• C. Hopp & A. Dreher, 2013, "Do differences in institutional and legal environments explain cross-country variations in IPO underpricing?," Applied Economics, Taylor & Francis Journals, volume 45, issue 4, pages 435-454, February, DOI: 10.1080/00036846.2011.605760.
• Gilbert Cette & Marielle de Jong, 2013, "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, volume 45, issue 18, pages 2579-2585, June, DOI: 10.1080/00036846.2012.671924.
• Bernd Hayo & Matthias Neuenkirch, 2013, "Does the currency board matter? US news and Argentine financial market reaction," Applied Economics, Taylor & Francis Journals, volume 45, issue 28, pages 4034-4040, October, DOI: 10.1080/00036846.2012.748177.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2013, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 11, pages 2480-2494, November, DOI: 10.1080/02664763.2013.818624.
• Dimitrios Dimitriou & Theodore Simos, 2013, "International portfolio diversification: an ICAPM approach with currency risk," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 6, issue 2, pages 177-189, September, DOI: 10.1080/17520843.2012.736400.
• Romain Cuchet & Pascal François & Georges Hübner, 2013, "Currency total return swaps: valuation and risk factor analysis," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 7, pages 1135-1148, February, DOI: 10.1080/14697688.2013.775475.
• Mustafa Okur & Emrah Cevik, 2013, "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 3, pages 99-116, January, DOI: 10.1080/1331677X.2013.11517624.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," Financial Analysts Journal, Taylor & Francis Journals, volume 69, issue 4, pages 10-42, July, DOI: 10.2469/faj.v69.n4.1.
• Ratti, Ronald A & Vespignani, Joaquin L., 2013, "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17096, Jan, revised 09 Jan 2013.
• Pham, Thu Phuong & Westerholm, P. Joakim, 2013, "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17210, Oct, revised 16 Oct 2013.
• Pham, Thu Phuong, 2013, "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17211, Oct, revised 16 Oct 2013.
• Pham, Thu Phuong & Westerholm, P. Joakim, 2013, "A survey of research into broker identity and limit order book," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17212, Oct, revised 16 Oct 2013.
• Alexeev, Vitali & Tapon, Francis, 2013, "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-16, Nov, revised 20 Nov 2013.
• Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick, 2013, "Measuring the performance of hedge funds using two-stage peer group benchmarks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-18, Jun, revised 01 Jun 2013.
• Ekaterina Dorodnykh, 2013, "What Drives Stock Exchange Integration?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 2, pages 47-79, September.
• Beniamino Moro, 2013, "The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 2, issue 1, pages 41-77, January.
• David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013, "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-009/III, Jan, revised 01 Feb 2013.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-021/III, Jan.
• Sweder van Wijnbergen & Sajjad Zaheer, 2013, "Sukuk Defaults: On Distress Resolution in Islamic Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-087/VI/DSF57, Jul.
• David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-092/III, Jul.
• Hooi Hooi Lean & Michael McAleer, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-132/III, Sep.
• Marius A. Zoican & Lucyna A. Górnicka, 2013, "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-184/VI, Nov, revised 16 May 2014.
• Amelia Pais & Philip A. Stork, 2013, "Short-Selling, Leverage and Systemic Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-186/IV/DSF68, Nov.
• Kenjiro Hirayama & Yoshiro Tsutsui, 2013, "International Stock Price Co-movement," Asian Economic Papers, MIT Press, volume 12, issue 3, pages 157-191, Fall.
• Yu-chin Chen & Kwok Ping Tsang, 2013, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 185-205, March.
• Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2013, "Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World," The Review of Economics and Statistics, MIT Press, volume 95, issue 5, pages 1562-1583, December.
• Josh Stillwagon, 2013, "The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward," Working Papers, Trinity College, Department of Economics, number 1313, Dec.
• Josh Stillwagon, 2013, "Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets," Working Papers, Trinity College, Department of Economics, number 1314, Dec.
• Josh Stillwagon, 2013, "Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values," Working Papers, Trinity College, Department of Economics, number 1315, Dec.
• Josh Stillwagon, 2013, "Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends," Working Papers, Trinity College, Department of Economics, number 1318, Dec.
• Valentina Feroldi & Edoardo Gaffeo, 2013, "At the core of the international financial system," DEM Discussion Papers, Department of Economics and Management, number 2013/05.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-03, Jan.
• Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Javier Sosvilla Rivero, 2013, "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-19.
• David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized volatility risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-26.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-31, revised Aug 2013.
• Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-36, Jun.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 119-166, DOI: 10.1086/669585.
• Elena Andreou & Maria Matsi & Andreas Savvides, 2013, "Stock and Foreign Exchange Market Linkages in Emerging Economies," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 01-2013, Jan.
• Mario Bergara & Leandro Zipitría, 2013, "Sobre el gobierno corporativo de los organismos multilaterales de crédito," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1413, Dec.
• Marie Briere & Ariane Szafarz, 2008, "Crisis-Robust Bond Portfolios," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14150.
• Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Mar.
• Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013, "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 047, Jan, DOI: 10.26481/umagsb.2013047.
• Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura, 2013, "Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1372, Jun, revised Nov 2013.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2013, "Banks, government bonds, and default: what do the data say?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1378, Jul, revised Jul 2017.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1304, Apr.
• Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013, "Understanding FX Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1315, Sep, revised Apr 2015.
• Weigert, Florian, 2013, "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance, University of St. Gallen, School of Finance, number 1325, Mar, revised Nov 2015.
• Alesia Kalbaska, 2013, "From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)," Department of Economics University of Siena, Department of Economics, University of Siena, number 680, Aug.
• Lo Prete, Anna, 2013, "Sharing Risk Within and Across Countries: The Role of Labor Market Institutions," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201328, May.
• Dirk G Baur & Isaac Miyakawa, 2013, "International Investors, Exchange Rates and Equity Prices," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 178, Dec.
• D. Richard WINCOTT, 2013, "An Alternative Sales Analysis Approach for Vacant Land Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 8, issue 1, pages 26-41.
• Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013, "Bayesian Markov Switching Stochastic Correlation Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:11.
• Loriana Pelizzon & Domenico Sartore, 2013, "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013: 14.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:17, revised 2014.
• POPA, Viorica, 2013, "The Access To Finance In Moldova - Banking Compared To Microfinance Organizations," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 17, issue 4, pages 22-34.
• Yiannis Kitromilides & Ana Rosa González, 2013, "The EU Financial Transactions Tax: Antecedents and Current Debate," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 3, pages 311-321.
• Nikola Gradojević & Eldin Dobardžić, 2013, "Causality between Regional Stock Markets: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 5, pages 633-647.
• Silvo Dajcman, 2013, "Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 775-789.
• Chrabonszczewska Elżbieta, 2013, "Bitcoin - Nowa Wirtualna Globalna Waluta?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 40, issue 1, pages 50-71, December, DOI: 10.2478/ijme-2014-0028.
• Patricia McGrath, 2013, "Impact of Financial Deregulation on Monetary and Economic Policy in the Czech Republic, Hungary and Poland: 1990-2003," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1049, May.
• Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013, "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1050, Jun.
• Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013, "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1059, Sep.
• Abigail S. Hornstein, 2013, "The Impact of Local Governance Institutions on Foreign Market Listings: The Case of Chinese Firms," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2013-006, Sep.
• Amit Bhaduri, 2013, "What Remains of the Theory of Demand Management in a Globalising World?," wiiw Policy Notes, The Vienna Institute for International Economic Studies, wiiw, number 12, Dec.
• Gianfranco Battisti, 2013, "Offshoring And Financial Markets," ERSA conference papers, European Regional Science Association, number ersa13p903, Nov.
• Martin Schmitz, 2013, "Financial Markets And International Risk Sharing In Emerging Market Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 3, pages 266-277, July.
• Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013, "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 12, pages 1167-1190, December.
• Francis Breedon & Angelo Ranaldo, 2013, "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 953-965, August, DOI: 10.1111/jmcb.12032.
• Nathan Foley‐Fisher & Bernardo Guimaraes, 2013, "U.S. Real Interest Rates and Default Risk in Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 967-975, August, DOI: 10.1111/jmcb.12033.
• Mohammad R. Jahan‐Parvar & Xuan Liu & Philip Rothman, 2013, "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 1117-1146, September, DOI: 10.1111/jmcb.12046.
• Eva‐Maria Kalteier & Peter N. Posch, 2013, "Sovereign asset values and implications for the credit market," Review of Financial Economics, John Wiley & Sons, volume 22, issue 2, pages 53-60, April, DOI: 10.1016/j.rfe.2013.02.001.
• Thomas Nitschka, 2013, "The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization," Review of Financial Economics, John Wiley & Sons, volume 22, issue 3, pages 118-124, September, DOI: 10.1016/j.rfe.2013.04.003.