Research classified by Journal of Economic Literature (JEL) codes

2013

• Mustafa Caglayan & Omar S. Dahi & Firat Demir, 2013, "Trade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries," Southern Economic Journal, John Wiley & Sons, volume 79, issue 4, pages 905-927, April, DOI: 10.4284/0038-4038-2011.174.
• Josephine Sudiman & David Allen & Robert Powell, 2013, "A Closer Look At The Characteristics Of Stock Holdings Of Foreign And Local Investors In The Indonesian Stock Exchange (Idx)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-22, DOI: 10.1142/S2010495213500024.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013, "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-27, DOI: 10.1142/S2010495213500036.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013, "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-24, DOI: 10.1142/S2010495213500085.
• Brian M. Francis & Kimberly Waithe, 2013, "Financial Liberalisation in Trinidad and Tobago," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03n04, pages 371-390, December, DOI: 10.1515/GEJ-2013-0034.
• Ravi Balakrishnan & Sylwia Nowak & Sanjaya Panth & Yiqun Wu, 2013, "Surging Capital Flows To Emerging Asia: Facts, Impacts And Responses," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-24, DOI: 10.1142/S1793993313500075.
• Stefan Collignon & Piero Esposito & Hanna Lierse, 2013, "European Sovereign Bailouts, Political Risk And The Economic Consequences Of Mrs. Merkel," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-25, DOI: 10.1142/S1793993313500105.
• Robert Heath, 2013, "Why Are The G-20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-24, DOI: 10.1142/S179399331350018X.
• Emmanuel Morales-Camargo, 2013, "Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-57, DOI: 10.1142/S2010139213500183.
• Daekeun Park & Inseok Shin, 2013, "What Hinders Cross-Border Portfolio Investment In East Asia?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 02, pages 1-22, DOI: 10.1142/S0217590813500124.
• Hahn Shik Lee & Soo In Kim, 2013, "Common Features In East Asian Stock Markets: Long-Term And Short-Term Comovements Between China And Korea," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 03, pages 1-22, DOI: 10.1142/S0217590813500185.
• Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori (ed.), 2013, "Global Linkages and Economic Rebalancing in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8532, ISBN: ARRAY(0x7c8a6cc8), March.
• Hiroshi Tsubouchi & Hideaki Matsuoka, 2013, "Decoupling — A Re-Examination," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Fumihide Takeuchi, 2013, "Business Cycle Synchronization And Production Fragmentation In East Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Kyosuke Shiotani & Yoichi Matsubayashi, 2013, "Financial Market Linkage In East Asian Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Hikari Ban, 2013, "The Impact Of East Asian Ftas On The Structure Of Demand," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Takeshi Inoue & Yuki Toyoshima & Shigeyuki Hamori, 2013, "Inflation Targeting In South Korea, Indonesia, The Philippines And Thailand: The Impact On Business Cycle Synchronization Between Each Country And The World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Fengbao Yin & Shigeyuki Hamori, 2013, "Globalization And Economic Growth In East Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Shigesaburo Kabe, 2013, "Can South-South Trade Be A Driving Force For Future Economic Growth?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Guifu Chen, 2013, "An Empirical Analysis Of The Determinants Of Household Saving (Consumption) In China: A Panel Analysis Of Provincial Data, 1995–2010," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Long Ke, 2013, "Financing Infrastructure Construction In China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Takuji Kinkyo, 2013, "Is The Renminbi Appreciating Fast Enough?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2013.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2013.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013, "Institutional development and stock price synchronicity: Evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2013.
• Kirsch, Florian & Rühmkorf, Ronald, 2013, "Sovereign Borrowing, Financial Assistance and Debt Repudiation," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 01/2013.
• Gündüz, Yalin & Kaya, Orcun, 2013, "Sovereign default swap market efficiency and country risk in the eurozone," Discussion Papers, Deutsche Bundesbank, number 08/2013.
• Düwel, Cornelia, 2013, "Repo funding and internal capital markets in the financial crisis," Discussion Papers, Deutsche Bundesbank, number 16/2013.
• Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013, "Real financial market exchange rates and capital flows," Discussion Papers, Deutsche Bundesbank, number 50/2013.
• Trapp, Monika & Wewel, Claudio, 2013, "Transatlantic systemic risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-10 [rev.].
• Baumeister, Christiane & Kilian, Lutz, 2013, "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/09.
• Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan, 2013, "What Drives the Stock Market Integration in the CEE-3?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 61, issue 1, pages 67-81.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-52.
• Lee, Bong Soo & Ryu, Doojin, 2013, "Stock returns and implied volatility: A new VAR approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2013-.
• Khemiri, Rim & Ali, Mohamed Sami Ben, 2013, "Exchange rate pass-through and inflation dynamics in Tunisia: A Markov-switching approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2013-.
• Jochem, Axel & Reitz, Stefan, 2013, "International comparison of stock market valuation: Evidence from a new index," Kiel Policy Briefs, Kiel Institute for the World Economy, number 61.
• Reitz, Stefan & Taylor, Mark P., 2013, "Exchange rates in target zones: Evidence from the Danish Krone," Kiel Working Papers, Kiel Institute for the World Economy, number 1827.
• Segnon, Mawuli & Lux, Thomas, 2013, "Multifractal models in finance: Their origin, properties, and applications," Kiel Working Papers, Kiel Institute for the World Economy, number 1860.
• de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers, Kiel Institute for the World Economy, number 1865.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 431, DOI: 10.4419/86788487.

2012

• 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.
• Roula Inglesi-Lotz & WiZelle Kritzinger & Vutomi Nkuna & Tania Nqosa, 2026, "Power, People, and Productivity: Skills Development for South Africa’s Just Energy Transition," ERSA Working Paper Series, Economic Research Southern Africa, number 305, Apr.
• 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(0x69f19118), April.
• 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(0x6a899338), April.
• 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.
• Hans B. Christensen, 2012, "Why do firms rarely adopt IFRS voluntarily? Academics find significant benefits and the costs appear to be low," Review of Accounting Studies, Springer, volume 17, issue 3, pages 518-525, September, DOI: 10.1007/s11142-012-9202-y.
• Enrico Geretto & Rubens Pauluzzo, 2012, "Stock Exchange Markets in China: Structure and Main Problems," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 1, pages 89-106, September, DOI: 10.1007/s11300-012-0232-8.
• Julie Ansidei & Elias Bengtsson & Daniele Frison & Giles Ward, 2012, "Money market funds in Europe and financial stability," ESRB Occasional Paper Series, European Systemic Risk Board, number 01, Jun.
• Simplice A ASONGU, 2012, "Globalization Financial Crisis And Contagion Time Dynamic Evidence From Financial Markets Of Developing Countries," Journal of Advanced Studies in Finance, ASERS Publishing, volume 3, issue 2, pages 131-139.
• David C Broadstock & Hong Cao & Dayong Zhang, 2012, "Oil Shocks and their Impact on Energy Related Stocks in China," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 137, Jun.
• Apostolos Thomadakis, 2012, "Measuring Financial Contagion with Extreme Coexceedances," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1112, Sep.
• Qian Chen & David E. Giles & Hui Feng, 2012, "The extreme-value dependence between the Chinese and other international stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 14, pages 1147-1160, July, DOI: 10.1080/09603107.2011.631890.
• Shunsuke Managi & Tatsuyoshi Okimoto & Akimi Matsuda, 2012, "Do socially responsible investment indexes outperform conventional indexes?," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 18, pages 1511-1527, September, DOI: 10.1080/09603107.2012.665593.
• Shehu Usman Rano Aliyu, 2012, "Does inflation have an impact on stock returns and volatility? Evidence from Nigeria and Ghana," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 6, pages 427-435, March, DOI: 10.1080/09603107.2011.617691.
• D Büttner & B. Hayo, 2012, "EMU-related news and financial markets in the Czech Republic, Hungary and Poland," Applied Economics, Taylor & Francis Journals, volume 44, issue 31, pages 4037-4053, November, DOI: 10.1080/00036846.2011.587775.
• Paolo Vitale, 2012, "Optimal informed trading in the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 10, pages 989-1013, November, DOI: 10.1080/1351847X.2011.601650.
• John Cotter & Jim Hanly, 2012, "Hedging effectiveness under conditions of asymmetry," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 2, pages 135-147, February, DOI: 10.1080/1351847X.2011.574977.
• Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012, "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 6, pages 893-905, March, DOI: 10.1080/14697681003792237.
• Woochan Kim, 2012, "Korea investment corporation: its origin and evolution," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 17, issue 2, pages 208-235, DOI: 10.1080/13547860.2012.668022.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2012, "Emerging Local Currency Bond Markets," Financial Analysts Journal, Taylor & Francis Journals, volume 68, issue 4, pages 73-93, July, DOI: 10.2469/faj.v68.n4.4.
• Ratti, Ronald A & Vespignani, Joaquin L., 2012, "Crude Oil Prices and Liquidity, the BRIC and G3 countries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15727, Dec, revised 17 Dec 2012.
• Parlapiano, Fabio & Alexeev, Vitali, 2012, "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2012-09, Nov, revised 20 Nov 2012.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2012, "Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 12, issue 1, pages 63-74.
• Doruk Kucuksarac & Pinar Ozlu & Deren Unalmis, 2012, "Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi (Global Crisis, European Debt Crisis and Contagion in Emerging Markets)," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 12, issue 2, pages 25-35.
• Yavuz Arslan & Gursu Keles & Mustafa Kilinc, 2012, "Trend Shocks, Risk Sharing and Cross-Country Portfolio Holdings," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1205.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2012, "Common Movement of the Emerging Market Currencies," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1207.
• Bulent Koksal, 2012, "An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1226.
• Dani Rodrik, 2012, "The Turkish Economy after the Global Financial Crisis," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 1, issue 1, pages 41-61, January.
• Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2012, "Determinants of Banking System Fragility : A Regional Perspective," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-015.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012, "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-002.
• Marsch, I. & Wagner, W.B., 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-006.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012, "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2012-001.
• Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2012, "Determinants of Banking System Fragility : A Regional Perspective," Other publications TiSEM, Tilburg University, School of Economics and Management, number 15e03b14-3a9b-4ce8-9c1f-4.
• Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2012, "Determinants of Banking System Fragility : A Regional Perspective," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1e72ac2e-21f6-423e-8612-c.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012, "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 26dea7a6-a424-4e88-b2e4-1.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012, "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3744cb8d-b4ce-47a1-9abd-f.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012, "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4868ad92-6fe6-42ed-8886-a.
• Maria Socorro Gochoco-Bautista & Juthathip Jongwanich & Jong-Wha Lee, 2012, "How Effective Are Capital Controls in Asia?," Asian Economic Papers, MIT Press, volume 11, issue 2, pages 122-143, Summer.
• Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 100-115, February.
• Thomas Conlon & John Cotter, 2012, "Downside risk and the energy hedger's horizon," Working Papers, Geary Institute, University College Dublin, number 201219, Sep.
• Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-08, 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," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-13, Jun.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2012, "Volatility Spillovers from the US to Australia and China across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-30, Dec.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012, "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/149092.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012, "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/239873.
• Francis Bismans & Olivier Damette, 2012, "La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2012-09.
• Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012, "Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 22/12, Dec.
• Sergio Mayordomo & Juan Ignacio Peña & María Rodríguez-Moreno, 2012, "Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 23/12, Dec.
• Alberto Martin & Jaume Ventura, 2012, "Financial reforms and capital flows: Insights from general equilibrium," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1340, Sep.
• Luca Fornaro, 2012, "International debt deleveraging," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1401, Nov, revised Sep 2016.
• Paula – Angela VIDRASCU & Oana Camelia IACOB & Ana-Maria VOLINTIRU & Aurel MARIN, 2012, "THE IMPACT OF THE APPLICATION OF INTERNATIONAL STANDARDS FOR INTELLECTUAL PROPERTY RIGHTS - A NEW CHALLENGE OF THE KNOWLEDGE ERA Abstract: The Anti-Counterfeiting Trade Agreement (ACTA) is a multinational agreement for the purpose of establishing int," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 3, issue 2, pages 66-72, July - De.
• Rajmund MIRDALA, 2012, "Financial Deepening And Economic Growth In The European Transition Economies," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 6(18)/ Su, pages 177-194.
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• Leonhard KNOLL & Jan HOCKER, 2012, "The Equity Risk Premium in Developed Capital Markets: Starting Signal for a New Modesty?," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 7, issue 1, pages 4-31.
• Roberto Casarin & Flaminio Squazzoni, 2012, "Financial press and stock markets in times of crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_04.
• Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012, "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_09.
• Marcella Lucchetta & Michael Donadelli, 2012, "Emerging Stock Premia: Do Industries Matter?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_22.
• LUPU, Iulia, 2012, "The Theory Of International Financial Contagion," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 16, issue 4, pages 35-42.
• Ho-don Yan & Cheng-lang Yang, 2012, "Does an Undervalued Currency Merit Economic Growth? – Evidence from Taiwan," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 1, pages 37-57.
• Makram El-Shagi, 2012, "Initial Evidence from a New Database on Capital Market Restrictions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 3, pages 283-292.
• Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012, "Investment strategies beating the market. What can we squeeze from the market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-04, Feb.
• Raddatz, Claudio & Schmukler, Sergio L., 2012, "On the international transmission of shocks : micro-evidence from mutual fund portfolios," Policy Research Working Paper Series, The World Bank, number 6072, May.
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• Roman Horvath & Dragan Petrovski, 2012, "International Stock Market Integration: Central and South Eastern Europe Compared," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1028, Feb.
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• Mathias Hoffmann & Thomas Nitschka, 2012, "Securitization of mortgage debt, domestic lending, and international risk sharing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 45, issue 2, pages 493-508, May, DOI: 10.1111/j.1540-5982.2012.01701.x.
• Robert Kollmann, 2012, "Limited asset market participation and the consumption‐real exchange rate anomaly," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 45, issue 2, pages 566-584, May, DOI: 10.1111/j.1540-5982.2012.01705.x.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012, "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 956-977, September.
• Aaron Tornell & Chunming Yuan, 2012, "Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 2, pages 122-151, February.
• Lucjan T. Orlowski, 2012, "Financial crisis and extreme market risks: Evidence from Europe," Review of Financial Economics, John Wiley & Sons, volume 21, issue 3, pages 120-130, September, DOI: 10.1016/j.rfe.2012.06.006.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2012, "Federal Reserve Communications and Emerging Equity Markets," Southern Economic Journal, John Wiley & Sons, volume 78, issue 3, pages 1041-1056, January, DOI: 10.4284/0038-4038-78.3.1041.
• Juthathip Jongwanich & Archanun Kohpaiboon, 2012, "Effectiveness of Capital Controls: Evidence from Thailand," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 50-93, December, DOI: 10.1142/S0116110512500114.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2012, "Stochastic Dominance And Behavior Towards Risk: The Market For Ishares," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 1-20, DOI: 10.1142/S2010495212500054.
• Andrew K. Rose & Mark M. Spiegel, 2012, "Central Bank Swaps And International Dollar Illiquidity," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S2251361212500024.
• Thomas D. Willett & Jeff (Yongbok) Kim & Isriya Nitithanprapas Bunyasiri, 2012, "Measuring Exchange Rate Flexiblity: A Two-Parameter Exchange Market Pressure Approach," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-28, DOI: 10.1142/S2251361212500073.
• Swati R. Ghosh & Naotaka Sugawara & Juan Zalduendo, 2012, "Banking Flows And Financial Crisis Financial Interconnectedness And Basel Iii Effects," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-32, DOI: 10.1142/S1793993312400017.
• Rong Ma & Susan Pozo, 2012, "International Labor Migration And Foreign Bank Penetration In Developing Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-17, DOI: 10.1142/S1793993312400042.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2012, "The Impacts Of The Imf-Supported Structural Reform Program On Asian Stock Market Efficiency," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 04, pages 1-21, DOI: 10.1142/S0217590812500294.
• Edwin J Elton & Martin J Gruber (ed.), 2010, "Investments and Portfolio Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8034, ISBN: ARRAY(0x7ce07238), March.
• Fred Espen Benth & Jūratė Šaltytė Benth, 2012, "Modeling and Pricing in Financial Markets for Weather Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8457, ISBN: ARRAY(0x7ca88dc0), March.
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• Diana DEZSI & Emil SCARLAT, 2012, "A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 17, pages 23-32.
• Bohm, Thomas & Waldvogel, Felix, 2012, "Etablierung eines außerbörslichen Kapitalmarktes für das Langlebigkeitsrisiko," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking, number 2012-02.
• Babecký, Jan & Komárek, Lubos & Komárková, Zlatuse, 2012, "Integration of Chinese and Russian stock markets with world markets: National and sectoral Perspectives," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2012.
• Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2012, "Government intervention and institutional trading strategy: Evidence from a transition country," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2012.
• Marsh, Ian W. & Wagner, Wolf, 2012, "Why is price discovery in credit default swap markets news-specific?," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2012.
• Francis, Bill & Hasan, Iftekhar & Song, Liang & Yeung, Bernard, 2012, "What determines bank stock price synchronicity? Global evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2012.
• Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2012, "The cross-section of conditional mutual fund performance in European stock markets," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-03 [rev.].
• Trapp, Monika & Wewel, Claudio, 2012, "Transatlantic systemic risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-10.
• Tinschert, Jonas & Cremers, Heinz, 2012, "Fixed income strategies for trading and for asset management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 191.
• Ghosh, Saurabh & Reitz, Stefan, 2012, "Capital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 461.
• Mili, Mehdi, 2012, "Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-33.
• Khemiri, Rim & Ali, Mohamed Sami Ben, 2012, "Exchange rate pass-through and inflation dynamics in Tunisia: A Markov-Switching approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-39.
• Lee, Bong Soo & Ryu, Doojin, 2012, "Stock returns and implied volatility: A new VAR approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-51.
• Raddant, Matthias, 2012, "Structure in the Italian overnight loan market," Kiel Working Papers, Kiel Institute for the World Economy, number 1772.
• Körner, Finn Marten & Zemanek, Holger, 2012, "On the brink? Intra-euro area imbalances and the sustainability of foreign debt," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 109.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," EcoMod2012, EcoMod, number 3720, Jul.