Research classified by Journal of Economic Literature (JEL) codes

2011

• Miloš Božović & Branko Urošević & Boško Živković, 2011, "Credit Rating Agencies and Moral Hazard," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 2, pages 219-227.
• Miroslava Filipović, 2011, "Exigency Politics or New World Order?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 3, pages 373-391.
• Cristiana Tudor, 2011, "Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 4, pages 525-543.
• Didier, Tatiana & Rigobon, Roberto & Schmukler, Sergio L., 2011, "Unexploited gains from international diversification : patterns of portfolio holdings around the world," Policy Research Working Paper Series, The World Bank, number 5524, Jan.
• Yeyati, Eduardo Levy & Williams, Tomas, 2011, "Financial globalization in emerging economies : much ado about nothing ?," Policy Research Working Paper Series, The World Bank, number 5624, Apr.
• Anginer, Deniz & Demirguc-Kunt, Asli, 2011, "Has the global banking system become more fragile over time ?," Policy Research Working Paper Series, The World Bank, number 5849, Oct.
• Evzen Kocenda & Vit Bubak & Filip Zikes, 2011, "Volatility Transmission in Emerging European Foreign Exchange Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1020, Jul.
• Carol Osler & Thang Nguyen & Tanseli Savaser, 2011, "Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks," Department of Economics Working Papers, Department of Economics, Williams College, number 2011-09, Jun.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 172-188, April.
• Andreas Röthig & Carl Chiarella, 2011, "Small traders in currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 9, pages 898-914, September.
• Katarzyna Bien, 2011, "Informed and Uninformed Trading in the EUR/PLN Spot Market," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 53, May.
• Jianxin Wang, 2011, "Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 02, pages 32-57, December, DOI: 10.1142/S0116110511500090.
• En-Te Chen & John Nowland, 2011, "The Effectiveness Of Corporate Governance Codes: Long-Term Analysis From East Asia," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 229-250, DOI: 10.1142/S1793993311000294.
• Renu Kohli, 2011, "Managing Capital Flows In Intermediate Regimes: The Case Of India," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 351-371, DOI: 10.1142/S1793993311000348.
• Hooi Hooi Lean & Paresh Narayan & Russell Smyth, 2011, "Exchange Rate And Stock Price Interaction In Major Asian Markets: Evidence For Individual Countries And Panels Allowing For Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 02, pages 255-277, DOI: 10.1142/S0217590811004250.
• Asli Demirgüç-Kunt & Douglas D Evanoff & George G Kaufman (ed.), 2011, "The International Financial Crisis:Have the Rules of Finance Changed?," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7865, ISBN: ARRAY(0x60acccd8), September.
• Ralph D Christy & Vicki L Bogan (ed.), 2011, "Financial Inclusion, Innovation, and Investments:Biotechnology and Capital Markets Working for the Poor," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8019, ISBN: ARRAY(0x6069c830), September.
• Masayuki Susai & Shigeru Uchida (ed.), 2011, "Studies on Financial Markets in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8107, ISBN: ARRAY(0x5ffdff48), September.
• Angelo M Venardos, 2011, "Islamic Banking and Finance in South-East Asia:Its Development and Future," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8149, ISBN: ARRAY(0x609cd1f8), September.
• William A. Barnett & Chang Ho Kwag, 2011, "Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Aggregation And Index Number Theory".
• Marlène Isoré, 2011, "International Propagation of Financial Shocks in a Search and Matching Environment," FIW Working Paper series, FIW, number 068, Apr.
• Franke, Reiner & Westerhoff, Frank, 2011, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 78.
• Franke, Reiner & Westerhoff, Frank, 2011, "Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 83.
• Hanauer, Matthias & Kaserer, Christoph & Rapp, Marc Steffen, 2011, "Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2011-01.
• Moretti, Laura, 2011, "Transparency and emerging market bond spreads," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/14.
• Smeets, Heinz-Dieter, 2011, "Staatsschuldenkrise in Europa: Ist die Finanzierung der Schuldnerländer alternativlos?," DICE Ordnungspolitische Perspektiven, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 20.
• Eger, Thomas, 2011, "Solidarität und Wettbewerb in der Europäischen Union in Zeiten der Finanz- und Verschuldungskrise," Discussion Papers, Europa-Kolleg Hamburg, Institute for European Integration, number 1/11.
• Dreger, Christian & Fidrmuc, Jarko, 2011, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 47, issue 4, pages 49-58.
• Dreger, Christian & Reimers, Hans-Eggert, 2011, "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 295.
• Körner, Finn Marten, 2011, "An equilibrium model of 'global imbalances' revisited," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung", University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk, number 33/2011, Jul.
• Merrbach, Martin, 2011, "Globale Ungleichgewichte: Sind sie für die Finanzmarktkrise (mit-) verantwortlich?," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 09/2011.
• Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011, "Evolvement of uniformity and volatility in the stressed global financial village," Kiel Working Papers, Kiel Institute for the World Economy, number 1739.
• Buscher, Herbert S. & Gabrisch, Hubert, 2011, "What Might Central Banks Lose or Gain in Case of Euro Adoption – A GARCH-Analysis of Money Market Rates for Sweden, Denmark and the UK," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2011.
• El-Shagi, Makram, 2011, "IWH-Indikatoren zur Kapitalmarktregulierung: Hinweise auf eine Renaissance der Kapitalverkehrskontrollen," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 17, issue 6, pages 226-232.
• Beckmann, Joscha, 2011, "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 272.
• Broll, Udo & Eckwert, Bernhard, 2011, "Information value, export and hedging," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 03/11.
• Schindler, Felix & Kröncke, Tim-Alexander, 2011, "International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48705.
• Kroencke, Tim Alexander & Schindler, Felix, 2011, "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-012.
• Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011, "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-028.
• van Aarle, Bas & Kappler, Marcus, 2011, "Fiscal adjustment in Greece: In search for sustainable public finances," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-080.
• Lang, Gunnar & Köhler, Matthias, 2011, "How does the domiciliation decision affect mutual fund fees?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-085.
• Joseph J. French & Nazneen Ahmad, 2011, "Returns or valuation? Foreign equity investment in the United States," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 3, pages 196-216, August, DOI: 10.1108/10867371111141963.
• Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley (ed.), 2011, "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3, ISBN: ARRAY(0x843d6ee0), May.
• Dimitrios Subeniotis & Dimitrios Papadopoulos & Ioannis Tampakoudis & Athina Tampakoudi, 2011, "How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 105-120.
• Eleftherios J. Thalassinos & Evagelos D. Politis, 2011, "International Stock Markets: A Co-integration Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 113-130.
• Peter S. Schmidt & Andreas Schrimpf & Urs von Arx & Alexander F. Wagner & Andreas Ziegler, 2011, "On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 11/141, Feb.
• Borys, Magdalena Morgese Borys, 2011, "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 118-139, June.
• Renatas Kizys & Christian Pierdzioch, 2011, "The Financial Crisis and the Stock Markets of the CEE Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 153-172, June.
• Jan Hanousek & František Kopøiva, 2011, "Detecting Information-Driven Trading in a Dealers Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 204-229, July.
• Numan Ülkü, 2011, "Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 277-304, July.
• António Afonso & Jaromír Baxa & Michal Slavík, 2011, "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/16, Aug, revised Aug 2011.
• Jozef Barunik & Lukas Vacha & Ladislav Krištoufek, 2011, "Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/22, Jun, revised Jun 2011.
• Raúl de Jesús, Edgar Ortiz, 2011, "Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 49-88, October.
• Niko Dotz & Christoph Fischer, 2011, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 69.
• Karen K. Lewis, 2011, "Global asset pricing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 88.
• J. Scott Davis, 2011, "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 89.
• Jianfeng Yu, 2011, "A sentiment-based explanation of the forward premium puzzle," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 90.
• Andrew K. Rose & Mark M. Spiegel, 2011, "Dollar illiquidity and central bank swap arrangements during the global financial crisis," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-18.
• Christopher J. Neely & Paul A. Weller, 2011, "Lessons from the evolution of foreign exchange trading strategies," Working Papers, Federal Reserve Bank of St. Louis, number 2011-021, DOI: 10.20955/wp.2011.021.
• Nicola Cetorelli & Linda S. Goldberg, 2011, "Liquidity management of U.S. global banks: internal capital markets in the Great Recession," Staff Reports, Federal Reserve Bank of New York, number 511.
• Elyas Elyasiani & Loretta J. Mester & Michael S. Pagano, 2011, "Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 11-46.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2011, "How far do shocks move across borders?: Examining volatility transmission in major agricultural futures markets," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1109.
• Yuliya S. Evlakhova, 2011, "Financial Market Concept within the Modern Finance Theory Framework," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 81-92, July.
• Brotons, José M. & Terceño, Antonio, 2011, "Return risk map in a fuzzy environment," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 33-57, November.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1103.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "A closer look at financial development and income distribution," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1104.
• Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011, "The reform of European securities settlement systems: Towards an integrated financial market," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1129.
• Marc Flandreau, Stefano Ugolini, 2011, "Where It All Began: Lending of Last Resort and the Bank of England during the Overend, Gurney Panic of 1866," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2011, Feb.
• Rahul Mukherjee, 2011, "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2011, Apr.
• Tommaso Trani, 2011, "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2011, Oct.
• Marc Flandreau & Juan Flores & Norbert Gaillard & Sebastian Nieto-Parra, 2011, "The Changing Role of Global Financial Brands in the Underwriting of Foreign Government Debt (1815-2010)," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2011, Dec.
• Ana Rita Gonzaga & Helder Sebastião, 2012, "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-02, Jan.
• Gupta, Rakesh & Guidi, Francesco, 2011, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7277, Sep.
• Jason West, 2011, "Policies Convertible Bonds and Stock Liquidity," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201103, Mar.
• Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo, 2011, "Are Euro exchange rates markets efficient? New evidence from a large panel," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201109, Sep.
• Abdulnasser Hatemi-J & Eduardo Roca, 2011, "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201111, Nov.
• Mai Hassan & Christian Kalhoefer, 2011, "Regulation of Credit Rating Agencies - Evidence from Recent Crisis," Working Papers, The German University in Cairo, Faculty of Management Technology, number 26, Feb.
• Olena Havrylchyk & Emilia Jurzyk, 2011, "Inherited or earned? Performance of foreign banks in Central and Eastern Europe," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03201982, May, DOI: 10.1016/j.jbankfin.2010.10.007.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577854.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577859, Jun.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577862, Mar.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577866, Mar.
• David Thesmar & Mathias Thoenig, 2011, "Contrasting Trends in Firm Volatility," Post-Print, HAL, number hal-00635987, Oct, DOI: 10.1257/mac.3.4.143.
• Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2011, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print, HAL, number hal-00658200, Jul.
• R. Beaupain & J. Joliet, 2011, "Corporate drivers of market liquidity on the Warsaw Stock Exchange," Post-Print, HAL, number hal-00675972.
• Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2011, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print, HAL, number hal-00714071, May.
• Bernd Hayo & David Buettner, 2011, "EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland," Post-Print, HAL, number hal-00716632, Jul, DOI: 10.1080/00036846.2011.587775.
• Christian Hopp & Axel Dreher, 2011, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," Post-Print, HAL, number hal-00737933, Oct, DOI: 10.1080/00036846.2011.605760.
• Anne-Laure Delatte & A. López & Mathieu Gex, 2011, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis," Post-Print, HAL, number hal-00756115, Dec.
• Vadym Volosovych, 2011, "Risk sharing from international factor income: explaining cross-country differences," Post-Print, HAL, number hal-00768584, Dec, DOI: 10.1080/00036846.2011.617703.
• Olena Havrylchyk & Emilia Jurzyk, 2011, "Inherited or earned? Performance of foreign banks in Central and Eastern Europe," Post-Print, HAL, number hal-03201982, May, DOI: 10.1016/j.jbankfin.2010.10.007.
• Nicolas Coeurdacier & Stéphane Guibaud, 2011, "International portfolio diversification is better than you think," Post-Print, HAL, number hal-03602483, Mar, DOI: 10.1016/j.jimonfin.2010.10.003.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective," Post-Print, HAL, number halshs-00560218.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "A closer look at financial development and income distribution," Post-Print, HAL, number halshs-00564641, DOI: 10.1016/j.jbankfin.2010.11.011.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print, HAL, number halshs-00595338, May, DOI: 10.3917/reco.623.0461.
• Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011, "The reform of European securities settlement systems : Towards an integrated financial market," Post-Print, HAL, number halshs-00639957.
• Céline Gimet, 2011, "Global crisis and financial destabilization in the Asean countries. A microstructural perspective," Post-Print, HAL, number halshs-00666066.
• Nicolas Coeurdacier & Stéphane Guibaud, 2011, "International portfolio diversification is better than you think," Sciences Po Economics Publications (main), HAL, number hal-03602483, Mar, DOI: 10.1016/j.jimonfin.2010.10.003.
• Art Durnev & Sergei Guriev, 2011, "Resource Curse: A Corporate Transparency Channel," Working Papers, HAL, number hal-03473798, May.
• Khaled Guesmi & Duc Khuong Nguyen, 2011, "How strong is the global integration of emerging market regions? An empirical assessment," Working Papers, HAL, number hal-04141010.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers, HAL, number halshs-00587460, Apr.
• Karthik Ramanna, 2011, "The international politics of IFRS harmonization," Harvard Business School Working Papers, Harvard Business School, number 11-132, Jun, revised Oct 2012.
• Vassilis Monastiriotis & Yiannis Psycharis, 2011, "Without purpose and strategy? A spatio-functional analysis of the regional allocation of public investment in Greece," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 49, Aug.
• Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz, 2011, "A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 50, Sep.
• Marc Flandreau & Stefano Ugolini, 2011, "Where It All Began: Lending of Last Resort and the Bank of England During the Overend, Gurney Panic of 1866," Working Papers, European Historical Economics Society (EHES), number 0007, Feb.
• Bjuggren, Per-Olof & Eklund, Johan E, 2011, "The Cost of Insecure Property Rights: R2 Revisited," Ratio Working Papers, The Ratio Institute, number 174, Sep.
• Soultanaeva, Albina, 2011, "Back on the Map - Essays on Financial Markets in the Baltic States," Umeå Economic Studies, Umeå University, Department of Economics, number 820, Jan.
• Yu-chin Chen & Kwok Ping Tsang, 2011, "A Macro-Finance Approach to Exchange Rate Determination," Working Papers, Hong Kong Institute for Monetary Research, number 012011, Jan.
• Richard C. K. Burdekin & Pierre L. Siklos, 2011, "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," Working Papers, Hong Kong Institute for Monetary Research, number 232011, Jul.
• Shigeru Iwata & Han Li, 2011, "Why are Trend Cycle Decompositions of Alternative Models So Different?," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-171, Mar.
• Sercu, Piet & Vanpée, Rosanne, 2011, "The Value of Clean Hands: How to Appeal to International Equity Investors," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2011/26, Sep.
• De Moor, Lieven & Sercu, Piet, 2011, "The smallest stocks are not just smaller: US and international evidence," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2011/28, Sep.
• Viet Hoang Nguyen & Yongcheol Shin, 2011, "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n14, Jun.
• ZhengXiong Chen & Ayse Yuce, 2011, "Optimal Investment For Institutional Investors Under Value-At-Risk Constraints In Chinese Stock Markets," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 1, pages 15-32.
• Bernardo Quintanilla & Jesús Téllez & L. A. Wolfskill, 2011, "Bank Risk Fundamentals And Regulatory Discipline In The Mexican Banking Sector," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 2, pages 85-95.
• Uzma Ashraf & Irfan Munawar Gill & Douglas W. Arner, 2011, "A Road To Financial Stability," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 5, pages 71-79.
• Melita Charitou, 2011, "The Role Of Long Returns In Security Valuation: International Empirical Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 3, pages 101-110.
• Joseph J. French, 2011, "The Dynamic Interaction Between Foreign Equity Flows And Returns: Evidence From The Johannesburg Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 4, pages 45-56.
• Eduardo Sandoval & Paula Urrutia, 2011, "El Efecto De La Crisis Financiera Subprime En Los Mercados Accionarios Desarrollados. Estimaciones Aparentemente No Relacionadas Sur Versus Garch (1,1)," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-17.
• Moch. Doddy Ariefianto & Soenartomo Soepomo, 2011, "Analisa Sovereign Risk Negara Berkembang: Temuan dari Perilaku Premi Credit Default Swap," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 31-50, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Moch. Doddy Ariefianto & Soenartomo Soepomo, 2011, "Sovereign Risk Analysis Of Developing Countries: Findings From Credit Default Swap Premium Behaviour," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 31-49, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Katharina Diekmann, 2011, "Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 89, Dec.
• Jón Daníelsson & Francisco Peñaranda, 2011, "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 3, pages 621-638, August, DOI: j.1468-2354.2011.00642.x.
• Antonio Diez de los Rios & Enrique Sentana, 2011, "Testing Uncovered Interest Parity: A Continuous‐Time Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 4, pages 1215-1251, November, DOI: j.1468-2354.2011.00665.x.
• Nicholas Lardy & Patrick Douglass, 2011, "Capital Account Liberalization and the Role of the Renminbi," Working Paper Series, Peterson Institute for International Economics, number WP11-6, Feb.
• Yongyang SU & Chi Keung Marco LAU & Mehmet Hüseyin BİLGİN, 2011, "Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 304, pages 57-78.
• Saygın ŞAHİNÖZ & Rauf GÖNENÇ, 2011, "Determinants of credit ratings, sovereign bond spreads and real interest rates in emerging markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 305, pages 09-35.
• Rasim ÖZCAN, 2011, "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 306, pages 53-67.
• Mert Hakan HEKİMOĞLU & Başak TANYERİ, 2011, "Türk şirket birleşmelerinin satın alınan şirketlerin hisse senedi fiyatları üzerindeki etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 308, pages 53-70.
• Vahagn Galstyan & Philip Lane, 2011, "Bilateral Portfolio Dynamics During the Global Financial Crisis," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp366, Aug.
• Eduardo Lopez E. & Lorena Palomeque S., 2011, "Desalineamiento del precio del cobre," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 26, issue 1, pages 83-105, Junio.
• Hong Bum Jang, 2011, "Financial Integration and Cooperation in East Asia: Assessment of Recent Developments and Their Implications," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-05, Feb.
• Ila Patnaik & Ajay Shah, 2011, "India's Financial Globalisation," IMF Working Papers, International Monetary Fund, number 2011/007, Jan.
• Yishay Yafeh & Mr. Stijn Claessens, 2011, "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers, International Monetary Fund, number 2011/047, Mar.
• Bertrand Candelon & Mr. Amadou N Sy & Mr. Rabah Arezki, 2011, "Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis," IMF Working Papers, International Monetary Fund, number 2011/068, Mar.
• Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011, "Financial Cycles: What? How? When?," IMF Working Papers, International Monetary Fund, number 2011/076, Apr.
• Mr. Joshua Charap & Mr. Serhan Cevik, 2011, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers, International Monetary Fund, number 2011/156, Jul.
• Mr. Eugenio M Cerutti & Mr. Patrick M. McGuire & Mr. Stijn Claessens, 2011, "Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?," IMF Working Papers, International Monetary Fund, number 2011/222, Sep.
• Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011, "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 29-53, Julio-Dic.
• Roberto J. Santillán-Salgado, 2011, "Is the Mexican Stock Market Becoming More Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 87-102, Julio-Dic.
• John M. Fry & Baoying Lai & Mark Rhodes, 2011, "The interdependence of Coffee spot and futures market," Working Papers, International Network for Economic Research - INFER, number 2011.1.
• Victoria Dobrynskaya, 2011, "Downside risk and flight to quality in the currency market," Working Papers, International Network for Economic Research - INFER, number 2011.5.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201116, Sep, revised Sep 2011.
• Cândida Ferreira, 2011, "European integration and banking efficiency: a panel cost frontier approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/04, Feb.
• António Afonso & Jaromír Baxa & Michal Slavík, 2011, "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/11, Mar.
• António Afonso & Davide Furceri & Pedro Gomes, 2011, "Sovereign credit ratings and financial markets linkages: application to European data," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/14, Jul.
• Qiang Gong & Ming Liu & Qianqiu Liu, 2011, "Is Momentum Really Momentum? International Evidence," Working Papers, Research Institute, International University of Japan, number EMS_2011_22, Oct.
• Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers, IZA Network @ LISER, number 6060, Oct.
• Chen Su & Kenbata Bangassa, 2011, "Underpricing and long-run performance of Chinese IPOs: the role of underwriter reputation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 1, pages 53-74, March, DOI: 10.1007/s11408-010-0152-8.
• Kaspar Dardas & Andre Güttler, 2011, "Are directors’ dealings informative? Evidence from European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 111-148, June, DOI: 10.1007/s11408-011-0156-z.
• Michael Chlistalla & Marco Lutat, 2011, "Competition in securities markets: the impact on liquidity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 149-172, June, DOI: 10.1007/s11408-011-0155-0.
• Levan Efremidze & Akinori Tomohara, 2011, "Have the Implications of Twin Deficits Changed?: Sudden Stops over Decades," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 1, pages 66-76, February, DOI: 10.1007/s11294-010-9285-9.
• Aleksandra Matuszewska-Janica, 2011, "Long-run Relationships between Selected Central European Indexes," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 157-168, May, DOI: 10.1007/s11294-011-9300-9.
• Heeho Kim, 2011, "Market Instability and Revision Error in Risk Premium," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 169-180, May, DOI: 10.1007/s11294-011-9299-y.
• Nikolaos Sariannidis, 2011, "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 181-192, May, DOI: 10.1007/s11294-011-9298-z.
• Nicholas Apergis & Emmanuel Mamatzakis & Christos Staikouras, 2011, "Testing for Regime Changes in Greek Sovereign Debt Crisis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 3, pages 258-273, August, DOI: 10.1007/s11294-011-9311-6.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011, "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 4, pages 397-412, November, DOI: 10.1007/s11294-011-9315-2.
• Francisco Climent & Pilar Soriano, 2011, "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, volume 103, issue 2, pages 275-287, October, DOI: 10.1007/s10551-011-0865-2.
• Robert Edelstein & Wenlan Qian & Desmond Tsang, 2011, "How Do Institutional Factors Affect International Real Estate Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 1, pages 130-151, July, DOI: 10.1007/s11146-010-9245-4.
• Horst Entorf & Jochen Moebert & Katja Sonderhof, 2011, "The Foreign Exchange Rate Exposure of Nations," Open Economies Review, Springer, volume 22, issue 2, pages 339-353, April, DOI: 10.1007/s11079-009-9128-6.
• Lawrence Kryzanowski & Skander Lazrak, 2011, "Informed traders of cross-listed shares trade more in the domestic market around earnings releases," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 1, pages 1-31, January, DOI: 10.1007/s11156-010-0169-0.
• Chanwit Phengpis & Peggy Swanson, 2011, "Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 269-286, February, DOI: 10.1007/s11156-010-0174-3.
• Anil Mishra, 2011, "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 223-244, August, DOI: 10.1007/s11156-010-0202-3.
• William Dimovski & Simmala Philavanh & Robert Brooks, 2011, "Underwriter reputation and underpricing: evidence from the Australian IPO market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 4, pages 409-426, November, DOI: 10.1007/s11156-010-0211-2.