Research classified by Journal of Economic Literature (JEL) codes

2012

• 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 multinati," 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.
• Erik Schlogl & Yang Chang, 2012, "Carry Trade and Liquidity Risk: Evidence from Forward and Cross-Currency Swap Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 310, Aug.
• Dirk G Baur & Isaac Miyakawa, 2012, "No Puzzle: The Foreign Exchange Exposure of Australian Firms," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 168, Aug.
• 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.
• 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.
• Ceballos, Francisco & Didier, Tatiana & Schmukler, Sergio L., 2012, "Financial globalization in emerging countries : diversification vs. offshoring," Policy Research Working Paper Series, The World Bank, number 6105, Jun.
• Gozzi, Juan Carlos & Levine, Ross & Peria, Maria Soledad Martinez & Schmukler, Sergio L., 2012, "How firms use domestic and international corporate bond markets," Policy Research Working Paper Series, The World Bank, number 6209, Sep.
• 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.
• Dritan Gjika & Roman Horvath, 2012, "Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1035, Aug.
• 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(0x61783e70), September.
• 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(0x60c9a398), September.
• William T Ziemba, 2012, "Calendar Anomalies and Arbitrage," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8467, ISBN: ARRAY(0x5ffacb38), September.
• Nikolaos Antonakakis, 2012, "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro," FIW Working Paper series, FIW, number 080, May.
• 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.
• Strohsal, Till & Weber, Enzo, 2012, "The signal of volatility," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-043.
• Dimpfl, Thomas & Peter, Franziska J., 2012, "Using transfer entropy to measure information flows between financial markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-051.
• Tam, Pui Sun & Tam, Pui I., 2012, "Rethinking stock market integration: Globalization, valuation and convergence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-052.
• Härdle, Wolfgang Karl & Silyakova, Elena, 2012, "Implied basket correlation dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-066.
• Ritter, Matthias, 2012, "Can the market forecast the weather better than meteorologists?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-067.
• Wolff, Dominik & Bessler, Wolfgang & Opfer, Heiko, 2012, "Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62020.
• Schröder, David & Esterer, Florian, 2012, "A new measure of equity duration: The duration-based explanation of the value premium revisited," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62077.
• Dick, Christian D. & Menkhoff, Lukas, 2012, "Exchange rate expectations of chartists and fundamentalists," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-026.
• Peter Zweifel & Dieter Pfaff & Jochen Kühn, 2012, "Why solvency regulation of banks fails to reach its objective," Working Papers, University of Zurich, Department of Business Administration (IBW), number 303, May.

2011

• Hao-Chen Liu, 2011, "Timing of price clustering and trader behavior in the foreign exchange market: evidence from Taiwan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 198-210, April, DOI: 10.1007/s12197-009-9096-0.
• Emmanuel Anoruo & Luis Gil-Alana, 2011, "Mean reversion and long memory in African stock market prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 296-308, July, DOI: 10.1007/s12197-010-9124-0.
• Haigang Zhou & John Zhu, 2011, "Jump risk and cross section of stock returns: evidence from China’s stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 309-331, July, DOI: 10.1007/s12197-009-9097-z.
• Markus Demary, 2011, "Transaction taxes, greed and risk aversion in an agent-based financial market model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 6, issue 1, pages 1-28, May, DOI: 10.1007/s11403-010-0071-9.
• Maria Gonzalez-Perez & Alfonso Novales, 2011, "The information content in a volatility index for Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 2, issue 2, pages 185-216, June, DOI: 10.1007/s13209-010-0031-6.
• Demeh Daradkah & Stefano Miani, 2011, "The Banking Industry in Egypt," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 1, pages 65-84, September, DOI: 10.1007/s11300-011-0192-4.
• Anis Omri & Mohamed Frikha, 2011, "No Contagion, Only Interdependence During the US Sub-Primes Crisis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 286-298, December, DOI: 10.1007/s11300-011-0210-6.
• Saifuzzaman Ibrahim, 2011, "The Progress of Financial Market Integration in East Asia," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 458-470, December, DOI: 10.1007/s11300-011-0199-x.
• Rajmund Mirdala, 2011, "Financial Integration And Economic Growth In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, volume 2, issue 2, pages 116-137.
• Dick van Dijk & Haris Munandar & Christian Hafner, 2011, "The euro introduction and noneuro currencies," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 95-116, DOI: 10.1080/09603107.2011.523197.
• Ajay Shah & Ila Patnaik, 2011, "Foreign shareholding: a decomposition analysis," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 10, pages 743-746, DOI: 10.1080/09603107.2010.535783.
• Maria Rosa Borges, 2011, "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, volume 43, issue 5, pages 631-639, DOI: 10.1080/00036840802584935.
• Julien Idier, 2011, "Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 1, pages 27-48, DOI: 10.1080/13518470903448440.
• Shu-Ling Chen & Hyeongwoo Kim, 2011, "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," International Economic Journal, Taylor & Francis Journals, volume 25, issue 2, pages 239-250, DOI: 10.1080/10168737.2011.580569.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011, "Causal relationship between stock prices and exchange rates," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 20, issue 1, pages 67-86, DOI: 10.1080/09638199.2011.538186.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "Global crisis and financial destabilization in ASEAN countries: a microstructural perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 16, issue 3, pages 294-312, DOI: 10.1080/13547860.2011.589622.
• Momtchil Pojarliev & Richard M. Levich, 2011, "Detecting Crowded Trades in Currency Funds," Financial Analysts Journal, Taylor & Francis Journals, volume 67, issue 1, pages 26-39, January, DOI: 10.2469/faj.v67.n1.2.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2011, "Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1106.
• Ibrahim Burak Kanli & Yasemin Barlas, 2011, "Esigi Asinca : Kredi Notunun �Yatirim Yapilabilir� Seviyeye Yukselmesinin Etkileri," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1123.
• Christos Grose, 2011, "The Determinants of Cash Flows in Greek Bond Mutual Funds," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 1, pages 55-77, March.
• Vadym Volosovych, 2011, "Measuring Financial Market Integration over the Long Run: Is there a U-Shape?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-018/2, Jan.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011, "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-069.
• Jan Antell & Mika Vaihekoski, 2011, "Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009," Discussion Papers, Aboa Centre for Economics, number 63, Jan.
• Christian Bauer & Bernhard Herz & Alexandra Hild, 2011, "Structured Eurobonds," Research Papers in Economics, University of Trier, Department of Economics, number 2011-09.
• Marcelo Bianconi & Joe A. Yoshino & Mariana O. Machado de Sousa, 2011, "BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0764.
• Sergio Andenmatten & Felix Brill, 2011, "Measuring Co-Movements of CDS Premia during the Greek Debt Crisis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1104, Jul.
• Forslund, Kristine & Lima, Lycia & Panizza, Ugo, 2011, "The determinants of the composition of public debt in developing and emerging market countries," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 156, Jun.
• Don Bredin & John Cotter, 2011, "Volatility and Irish Exports," Working Papers, Geary Institute, University College Dublin, number 200416, Jun.
• John Cotter, 2011, "Tail Behaviour of the Euro," Working Papers, Geary Institute, University College Dublin, number 200417, 07.
• John Cotter, 2011, "Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach," Working Papers, Geary Institute, University College Dublin, number 200515, Jun.
• John Cotter & Kevin Dowd, 2011, "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Working Papers, Geary Institute, University College Dublin, number 200516, Jun.
• John Cotter & Jim Hanly, 2011, "Re-evaluating Hedging Performance," Working Papers, Geary Institute, University College Dublin, number 200518, Jun.
• John Cotter & Francois Longin, 2011, "Margin Requirements with Intraday Dynamics," Working Papers, Geary Institute, University College Dublin, number 200519, Jun.
• John Cotter & Kevin Dowd, 2011, "Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach," Working Papers, Geary Institute, University College Dublin, number 200613, Jun.
• John Cotter & Kevin Dowd, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Working Papers, Geary Institute, University College Dublin, number 200616, Jun.
• Kevin Dowd & John Cotter, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Working Papers, Geary Institute, University College Dublin, number 200742, Jun.
• John Cotter & Kevin Dowd, 2011, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Working Papers, Geary Institute, University College Dublin, number 200743, Jun.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200744, Jun.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200745, Jun.
• Kevin Dowd & John Cotter, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200746, Jun.
• John Cotter & Jim Hanly, 2011, "Hedging Effectiveness under Conditions of Asymmetry," Working Papers, Geary Institute, University College Dublin, number 200843, 07.
• Abhinav Goyal & Cal Muckley, 2011, "Corporate Payout Policy in Japan," Working Papers, Geary Institute, University College Dublin, number 201105, Mar.
• John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Working Papers, Geary Institute, University College Dublin, number 201106, Mar.
• Stephen Kinsella & Thomas O'Connor & Vincent O'Sullivan, 2011, "Legal protection of investors, corporate governance, and investable premia in emerging markets," Working Papers, Geary Institute, University College Dublin, number 201117, Aug.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2011, "The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1107.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1108.
• Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1110.
• Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011, "Financial Cycles: What? How? When?," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 303-344, DOI: 10.1086/658308.
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011, "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 357-388, DOI: 10.1086/658309.
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," Journal of Human Capital, University of Chicago Press, volume 5, issue 3, pages 255-301, DOI: 10.1086/662546.
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgo soberano: el caso uruguayo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2111, Aug.
• Eduardo Levy-Yeyati & Tomas Williams, 2011, "Financial globalization in emerging economies:Much ado about nothing?," Business School Working Papers, Universidad Torcuato Di Tella, number 2011-01.
• Anika Sedyaning Wikanti, 2011, "Contagion Effects Of Us Financial Crisis On Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 3, issue 2, pages 125-137.
• Yosandi Yulius, 2011, "Determinants Of Ori001 Type Government Bond," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 3, issue 2, pages 179-188.
• Paramita Mukherjee, 2011, "An exploration on volatility across India and some developed and emerging equity markets," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 18, issue 2, pages 79-103, December.
• Maurizio Drelichman & Joachim Voth, 2011, "Risk sharing with the monarch: Excusable defaults and contingent debt in the age of Philip II, 1556-1598," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1284, Jun, revised Oct 2013.
• Marek SPIÅ Ã K & Roman Å PERKA, 2011, "Financial Market Simulation Based On Intelligent Agents €“ Case Study," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 3(17)/ Fa, pages 249-256.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2011, "Time lags in processing market-sensitive information. A case study," Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena, number 0811, Dec.
• Eylem Ersal Kiziler, 2011, "Growth Shocks and Portfolio Flows," Working Papers, UW-Whitewater, Department of Economics, number 11-02, May.
• Constantin Gurdgiev & Brian M. Lucey & Ciarán Mac an Bhaird & Lorcan Roche-Kelly, 2011, "The Irish Economy: Three Strikes and You’re Out?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 1, pages 19-41.