Research classified by Journal of Economic Literature (JEL) codes

2012

• Bian, Jiangze & Wang, Jun & Zhang, Ge, 2012, "Chinese block transactions and the market reaction," China Economic Review, Elsevier, volume 23, issue 1, pages 181-189, DOI: 10.1016/j.chieco.2011.10.001.
• Knill, April & Lee, Bong-Soo & Mauck, Nathan, 2012, "Bilateral political relations and sovereign wealth fund investment," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 108-123, DOI: 10.1016/j.jcorpfin.2011.11.002.
• Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012, "The power of weather," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3793-3807, DOI: 10.1016/j.csda.2010.06.021.
• Boschi, Melisso & Goenka, Aditya, 2012, "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 85-99, DOI: 10.1016/j.jedc.2011.07.005.
• Dmitriev, Alexandre & Roberts, Ivan, 2012, "International business cycles with complete markets," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 862-875, DOI: 10.1016/j.jedc.2011.12.006.
• Franke, Reiner & Westerhoff, Frank, 2012, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1193-1211, DOI: 10.1016/j.jedc.2011.10.004.
• Arouri, Mohamed El Hedi & Foulquier, Philippe, 2012, "Financial market integration: Theory and empirical results," Economic Modelling, Elsevier, volume 29, issue 2, pages 382-394, DOI: 10.1016/j.econmod.2011.11.009.
• Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin, 2012, "Dynamic modelling of real estate investment trusts and stock markets," Economic Modelling, Elsevier, volume 29, issue 2, pages 395-407, DOI: 10.1016/j.econmod.2011.11.008.
• Celık, Sibel, 2012, "The more contagion effect on emerging markets: The evidence of DCC-GARCH model," Economic Modelling, Elsevier, volume 29, issue 5, pages 1946-1959, DOI: 10.1016/j.econmod.2012.06.011.
• Dufrénot, Gilles & Malik, Sheheryar, 2012, "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, volume 29, issue 5, pages 1960-1967, DOI: 10.1016/j.econmod.2012.05.029.
• Haughton, Andre Yone & Iglesias, Emma M., 2012, "Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia," Economic Modelling, Elsevier, volume 29, issue 6, pages 2071-2089, DOI: 10.1016/j.econmod.2012.06.034.
• Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen, 2012, "Assessing the impacts of oil price fluctuations on stock returns in emerging markets," Economic Modelling, Elsevier, volume 29, issue 6, pages 2686-2695, DOI: 10.1016/j.econmod.2012.08.010.
• Liu, Hsiang-Hsi, 2012, "Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model," Economic Modelling, Elsevier, volume 29, issue 6, pages 2724-2733, DOI: 10.1016/j.econmod.2012.08.014.
• Bracke, Thierry & Fidora, Michael, 2012, "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 185-202, DOI: 10.1016/j.najef.2012.01.001.
• Wu, Thomas, 2012, "Order flow in the South: Anatomy of the Brazilian FX market," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 3, pages 310-324, DOI: 10.1016/j.najef.2012.03.004.
• Hayo, Bernd & Neuenkirch, Matthias, 2012, "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, volume 115, issue 3, pages 369-372, DOI: 10.1016/j.econlet.2011.12.086.
• Eichler, Stefan, 2012, "Limited investor attention and the mispricing of American Depositary Receipts," Economics Letters, Elsevier, volume 115, issue 3, pages 490-492, DOI: 10.1016/j.econlet.2011.12.111.
• Fong, Tom Pak Wing & Wong, Alfred Y-T., 2012, "Gauging potential sovereign risk contagion in Europe," Economics Letters, Elsevier, volume 115, issue 3, pages 496-499, DOI: 10.1016/j.econlet.2011.12.112.
• Kim, Daehwan, 2012, "Is currency hedging necessary for emerging-market equity investment?," Economics Letters, Elsevier, volume 116, issue 1, pages 67-71, DOI: 10.1016/j.econlet.2012.01.008.
• Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr, 2012, "Another look at the uncovered interest rate parity: Have we missed the fundamentals?," Economics Letters, Elsevier, volume 116, issue 3, pages 476-479, DOI: 10.1016/j.econlet.2012.04.032.
• Alagidede, Paul & Panagiotidis, Theodore, 2012, "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, volume 117, issue 1, pages 283-286, DOI: 10.1016/j.econlet.2012.04.043.
• Metiu, Norbert, 2012, "Sovereign risk contagion in the Eurozone," Economics Letters, Elsevier, volume 117, issue 1, pages 35-38, DOI: 10.1016/j.econlet.2012.04.074.
• Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012, "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 301-309, DOI: 10.1016/j.jeconom.2012.01.019.
• Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012, "International market links and volatility transmission," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 117-141, DOI: 10.1016/j.jeconom.2012.03.003.
• West, Kenneth D., 2012, "Econometric analysis of present value models when the discount factor is near one," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 86-97, DOI: 10.1016/j.jeconom.2012.07.002.
• Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012, "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, volume 36, issue 3, pages 338-350, DOI: 10.1016/j.ecosys.2012.02.002.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012, "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, volume 56, issue 1, pages 72-83, DOI: 10.1016/j.euroecorev.2011.06.002.
• Mun, Melissa & Brooks, Robert, 2012, "The roles of news and volatility in stock market correlations during the global financial crisis," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 1-7, DOI: 10.1016/j.ememar.2011.09.001.
• Kaya, Ilker & Lyubimov, Konstantin & Miletkov, Mihail, 2012, "To liberalize or not to liberalize: Political and economic determinants of financial liberalization," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 78-99, DOI: 10.1016/j.ememar.2011.10.002.
• Hanousek, Jan & Novotný, Jan, 2012, "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 184-201, DOI: 10.1016/j.ememar.2012.01.005.
• Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012, "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 230-252, DOI: 10.1016/j.ememar.2012.03.003.
• Neaime, Simon, 2012, "The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 268-282, DOI: 10.1016/j.ememar.2012.01.006.
• Gimet, Céline & Lagoarde-Segot, Thomas, 2012, "Financial sector development and access to finance. Does size say it all?," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 316-337, DOI: 10.1016/j.ememar.2011.11.002.
• Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J., 2012, "The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 465-477, DOI: 10.1016/j.ememar.2012.07.004.
• Karolyi, G. Andrew, 2012, "Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 516-547, DOI: 10.1016/j.ememar.2012.08.001.
• Bai, Ye & Green, Christopher J. & Leger, Lawrence, 2012, "Industry and country factors in emerging market returns: Did the Asian crisis make a difference?," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 559-580, DOI: 10.1016/j.ememar.2012.09.006.
• Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012, "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
• Wang, Lanfang & Wang, Susheng, 2012, "Economic freedom and cross-border venture capital performance," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 26-50, DOI: 10.1016/j.jempfin.2011.10.002.
• Chen, Haiqiang & Choi, Paul Moon Sub, 2012, "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 175-199, DOI: 10.1016/j.jempfin.2012.01.001.
• You, Leyuan & Parhizgari, Ali M. & Srivastava, Suresh, 2012, "Cross-listing and subsequent delisting in foreign markets," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 200-216, DOI: 10.1016/j.jempfin.2011.11.005.
• Chao, Hsiao-Ying & Collver, Charles & Limthanakom, Natcha, 2012, "Global style momentum," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 319-333, DOI: 10.1016/j.jempfin.2012.02.001.
• Turtle, H.J. & Zhang, Chengping, 2012, "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 334-348, DOI: 10.1016/j.jempfin.2012.03.003.
• Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 548-557, DOI: 10.1016/j.jempfin.2012.04.003.
• de Groot, Wilma & Pang, Juan & Swinkels, Laurens, 2012, "The cross-section of stock returns in frontier emerging markets," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 796-818, DOI: 10.1016/j.jempfin.2012.08.007.
• Kao, Chung-Wei & Wan, Jer-Yuh, 2012, "Price discount, inventories and the distortion of WTI benchmark," Energy Economics, Elsevier, volume 34, issue 1, pages 117-124, DOI: 10.1016/j.eneco.2011.03.004.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2012, "Oil prices, exchange rates and emerging stock markets," Energy Economics, Elsevier, volume 34, issue 1, pages 227-240, DOI: 10.1016/j.eneco.2011.10.005.
• Chang, Kuang-Liang, 2012, "Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market," Energy Economics, Elsevier, volume 34, issue 1, pages 294-306, DOI: 10.1016/j.eneco.2011.11.009.
• Cotter, John & Hanly, Jim, 2012, "A utility based approach to energy hedging," Energy Economics, Elsevier, volume 34, issue 3, pages 817-827, DOI: 10.1016/j.eneco.2011.07.009.
• Scholtens, Bert & Yurtsever, Cenk, 2012, "Oil price shocks and European industries," Energy Economics, Elsevier, volume 34, issue 4, pages 1187-1195, DOI: 10.1016/j.eneco.2011.10.012.
• Broadstock, David C. & Cao, Hong & Zhang, Dayong, 2012, "Oil shocks and their impact on energy related stocks in China," Energy Economics, Elsevier, volume 34, issue 6, pages 1888-1895, DOI: 10.1016/j.eneco.2012.08.008.
• Kawashima, Shingo & Takeda, Fumiko, 2012, "The effect of the Fukushima nuclear accident on stock prices of electric power utilities in Japan," Energy Economics, Elsevier, volume 34, issue 6, pages 2029-2038, DOI: 10.1016/j.eneco.2012.08.005.
• Gupta, Rakesh & Guidi, Francesco, 2012, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 10-22, DOI: 10.1016/j.irfa.2011.09.001.
• Goddard, John & Onali, Enrico, 2012, "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.irfa.2012.06.004.
• Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff, 2012, "Mutual fund managers stock preferences in Latin America," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.07.003.
• Juneja, Januj, 2012, "Common factors, principal components analysis, and the term structure of interest rates," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 48-56, DOI: 10.1016/j.irfa.2012.07.004.
• Calice, Giovanni & Ioannidis, Christos, 2012, "An empirical analysis of the impact of the credit default swap index market on large complex financial institutions," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 117-130, DOI: 10.1016/j.irfa.2012.06.006.
• Cai, Fang & Warnock, Francis E., 2012, "Foreign exposure through domestic equities," Finance Research Letters, Elsevier, volume 9, issue 1, pages 8-20, DOI: 10.1016/j.frl.2011.12.001.
• Rieger, Marc Oliver & Wang, Mei, 2012, "Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data," Finance Research Letters, Elsevier, volume 9, issue 2, pages 63-72, DOI: 10.1016/j.frl.2012.02.001.
• Xue, Yi & He, Yin & Shao, Xinjian, 2012, "Butterfly effect: The US real estate market downturn and the Asian recession," Finance Research Letters, Elsevier, volume 9, issue 2, pages 92-102, DOI: 10.1016/j.frl.2012.02.003.
• Pu, Xiaoling & Zhang, Jianing, 2012, "Can dual-currency sovereign CDS predict exchange rate returns?," Finance Research Letters, Elsevier, volume 9, issue 3, pages 157-166, DOI: 10.1016/j.frl.2012.01.001.
• Bick, Avi, 2012, "The relationship between reciprocal currency futures prices," Finance Research Letters, Elsevier, volume 9, issue 4, pages 194-201, DOI: 10.1016/j.frl.2012.03.001.
• Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012, "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, volume 9, issue 4, pages 202-212, DOI: 10.1016/j.frl.2012.05.002.
• Simonato, Jean-Guy, 2012, "GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case," Finance Research Letters, Elsevier, volume 9, issue 4, pages 213-219, DOI: 10.1016/j.frl.2012.06.002.
• Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E., 2012, "Stock option contract adjustments: The case of special dividends," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 233-257, DOI: 10.1016/j.finmar.2011.10.001.
• Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012, "A macro stress test model of credit risk for the Brazilian banking sector," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 69-83, DOI: 10.1016/j.jfs.2011.05.002.
• Graham, Michael & Kiviaho, Jarno & Nikkinen, Jussi, 2012, "Integration of 22 emerging stock markets: A three-dimensional analysis," Global Finance Journal, Elsevier, volume 23, issue 1, pages 34-47, DOI: 10.1016/j.gfj.2012.01.003.
• Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2012, "Risk appetite, carry trade and exchange rates," Global Finance Journal, Elsevier, volume 23, issue 1, pages 48-63, DOI: 10.1016/j.gfj.2012.01.004.
• Jory, Surendranath R. & Ngo, Thanh N., 2012, "The effect of foreign segment location on the geographical diversification discount," Global Finance Journal, Elsevier, volume 23, issue 2, pages 108-124, DOI: 10.1016/j.gfj.2012.06.001.
• Siriopoulos, Costas & Fassas, Athanasios, 2012, "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, volume 23, issue 2, pages 77-93, DOI: 10.1016/j.gfj.2012.03.001.
• Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012, "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, volume 87, issue 1, pages 162-177, DOI: 10.1016/j.jinteco.2011.12.001.
• Habib, Maurizio M. & Stracca, Livio, 2012, "Getting beyond carry trade: What makes a safe haven currency?," Journal of International Economics, Elsevier, volume 87, issue 1, pages 50-64, DOI: 10.1016/j.jinteco.2011.12.005.
• Jordà, Òscar & Taylor, Alan M., 2012, "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, volume 88, issue 1, pages 74-90, DOI: 10.1016/j.jinteco.2012.03.001.
• Rose, Andrew K. & Spiegel, Mark M., 2012, "Dollar illiquidity and central bank swap arrangements during the global financial crisis," Journal of International Economics, Elsevier, volume 88, issue 2, pages 326-340, DOI: 10.1016/j.jinteco.2012.02.014.
• Raddatz, Claudio & Schmukler, Sergio L., 2012, "On the international transmission of shocks: Micro-evidence from mutual fund portfolios," Journal of International Economics, Elsevier, volume 88, issue 2, pages 357-374, DOI: 10.1016/j.jinteco.2012.05.006.
• Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J., 2012, "Modeling dependence dynamics through copulas with regime switching," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 3, pages 346-356, DOI: 10.1016/j.insmatheco.2012.01.001.
• L. Randall Wray, 2012, "Imbalances? What Imbalances? A Dissenting View," Economics Working Paper Archive, Levy Economics Institute, number wp_704, Jan.
• Attiya Yasmin Javid & Qaisar Imad, 2012, "A Decomposition Analysis of Capital Structure: Evidence from Pakistan’s Manufacturing Sector," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 17, issue 1, pages 1-31, Jan-June.
• Sinn, Hans-Werner, 2012, "Target losses in case of a Euro breakup," Munich Reprints in Economics, University of Munich, Department of Economics, number 19622.
• Enderlein, Henrik & Trebesch, Christoph & Daniels, Laura von, 2012, "Sovereign debt disputes: A database on government coerciveness during debt crises," Munich Reprints in Economics, University of Munich, Department of Economics, number 20555.
• Yoichi Otsubo, 2012, "Price Discovery of Tokyo-New York Cross-listed Stocks," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-5.
• Frank Schmielewski, 2012, "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 229, Jan.
• Frank Schmielewski & Thomas Wein, 2012, "Are private banks the better banks? An insight into the principal-agent structure and risk-taking behavior of German banks," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 236, Apr.
• Michael Donadelli & Lorenzo Prosperi, 2012, "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1201.
• Smeets Heinz-Dieter, 2012, "Staatsschuldenkrise in Europa," Review of Economics, De Gruyter, volume 63, issue 2, pages 125-169, August, DOI: 10.1515/roe-2012-0203.
• Jean-Claude Cosset & Charles Martineau & Anis Samet, 2012, "Do Political Institutions Affect the Choice of the U.S. Cross-Listing Venue?," Cahiers de recherche, CIRPEE, number 1210.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012, "Risk Sharing in an Asymmetric Environment," Cahiers de recherche, CIRPEE, number 1236.
• Melanie-Kristin Beck & Bernd Hayo & Matthias Neuenkirch, 2012, "Central Bank Communication and Correlation between Financial Markets: Canada and the United States," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201201.
• Gregory Connor & Anita Suurlaht, 2012, "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n222-12.pdf.
• Thomas O'Connor, 2012, "Investability, Corporate Governance and Firm Value," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n223-12.pdf.
• Thomas O'Connor & Julie Byrne, 2012, "Shareholder and creditor legal rights and the outcome model of dividends," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n225-12.pdf.
• Thomas O'Connor, 2012, "Legal bonding, investor recognition, and cross-listing premia in emerging markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n226-12.pdf.
• Thomas O'Connor & Stephen Kinsella & Vincent O’Sullivan, 2012, "Legal protection of investors, corporate governance, and investable premia in emerging markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n229-12.pdf.
• Thomas O'Connor, 2012, "Equity market liberalization and firm growth," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n231-12.pdf.
• Paul Alagidede & Theodore Panagiotidis, 2012, "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_04, Apr, revised Apr 2012.
• Michael Frömmel & Frederick Van Gysegem, 2012, "Spread Components in the Hungarian Forint-Euro Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 3, pages 52-69, May.
• José Eduardo Gómez-González & Andrés F. García-Suaza, 2012, "A Simple Test of Momentum in Foreign Exchange Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 5, pages 66-77, September.
• M. Fatih Oztek & Nadir Ocal, 2012, "Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1209, Dec, revised Dec 2012.
• Olga Dodd & Christodoulos Louca, 2012, "International Cross-Listing and Shareholders’ Wealth," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 49-86, March - J.
• Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012, "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 155-188, September.
• Stephen Matteo Miller, 2012, "Booms and Busts as Exchange Options," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 189-223, September.
• Luisa ANDERLONI & Daniela VANDONE, 2012, "Sovereign Wealth Fund Investments in the Banking Industry," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-24, Dec.
• Norbert Kiss M. & Zoltán Molnár, 2012, "How do FX market participants affect the forint exchange rate?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 7, issue 1, pages 7-17, February.
• Robert N. McCauley, 2012, "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 8, issue 3, pages 281-298, August.
• R. Krishnan & Vinod Mishra, 2012, "Intraday Liquidity Patterns in Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 34-12, Sep.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12009, Feb.
• Weihong HUANG & Zhenxi CHEN, 2012, "Regional Financial Markets With Common Currency," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1210, Oct.
• Weihong HUANG & Zhenxi CHEN, 2012, "Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1211, Nov.
• Bartosz Gębka & Dobromił Serwa, 2012, "Liquidity needs, private information, feedback trading: verifying motives to trade," NBP Working Papers, Narodowy Bank Polski, number 119.
• Janusz Brzeszczynski & Martin T. Bohl & Dobromił Serwa, 2012, "Large capital inflows and stock returns in a thin market," NBP Working Papers, Narodowy Bank Polski, number 120.
• Charles Engel & Kristin Forbes & Jeffrey Frankel, 2012, "Global Financial Crisis," NBER Books, National Bureau of Economic Research, Inc, number enge11-2.
• Eugenio Cerutti & Stijn Claessens & Patrick McGuire, 2012, "Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Topography: Systemic Risk and Macro Modeling".
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2012".
• Juan Carlos Gozzi & Ross Levine & Maria Soledad Martinez Peria & Sergio L. Schmukler, 2012, "How Firms Use Domestic and International Corporate Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17763, Jan.
• Karen K. Lewis & Edith X. Liu, 2012, "International Consumption Risk Is Shared After All: An Asset Return View," NBER Working Papers, National Bureau of Economic Research, Inc, number 17872, Feb.
• Paul R. Bergin & Ju Hyun Pyun, 2012, "International Portfolio Diversification and Multilateral Effects of Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 17907, Mar.
• Joshua Aizenman & Yothin Jinjarak & Minsoo Lee & Donghyun Park, 2012, "Developing countries' financial vulnerability to the euro crisis: An event study of equity and bond markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18028, May.
• Tarek Alexander Hassan, 2012, "Country Size, Currency Unions, and International Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18057, May.
• Kenneth D. West, 2012, "Econometric Analysis of Present Value Models When the Discount Factor Is near One," NBER Working Papers, National Bureau of Economic Research, Inc, number 18247, Jul.
• Richard M. Levich, 2012, "FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18256, Jul.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 18362, Sep.
• Julien Bengui & Enrique G. Mendoza & Vincenzo Quadrini, 2012, "Capital Mobility and International Sharing of Cyclical Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 18372, Sep.
• Alberto Martin & Jaume Ventura, 2012, "Financial Reforms and Capital Flows: Insights from General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 18454, Oct.
• Kristin Forbes, 2012, "The "Big C": Identifying Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 18465, Oct.
• Eugenio Cerutti & Stijn Claessens & Patrick McGuire, 2012, "Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18531, Nov.
• Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012, "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18541, Nov.
• Karen K. Lewis & Sandy Lai, 2012, "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 18627, Dec.
• Ricardo J. Caballero & Joseph B. Doyle, 2012, "Carry Trade and Systemic Risk: Why are FX Options so Cheap?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18644, Dec.
• A. Craig Burnside & Jeremy J. Graveline, 2012, "On the Asset Market View of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18646, Dec.
• Otavio Ribeiro de Medeiros and Vitor Leone, 2012, "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/02, Apr.
• Fedorova, Ye. & Lukasevich, I., 2012, "Index of Exchange Market Pressure (EMP): Specifics of Emerging Markets," Journal of the New Economic Association, New Economic Association, volume 14, issue 2, pages 51-66.
• Hans Jørgen Tranvåg & Dagfinn Rime, 2012, "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 12412, Jan.
• Christopher Kaminker & Fiona Stewart, 2012, "The Role of Institutional Investors in Financing Clean Energy," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 23, Sep, DOI: 10.1787/5k9312v21l6f-en.
• Georg Inderst & Christopher Kaminker & Fiona Stewart, 2012, "Defining and Measuring Green Investments: Implications for Institutional Investors' Asset Allocations," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 24, Sep, DOI: 10.1787/5k9312twnn44-en.
• Fiona Stewart & Juan Yermo, 2012, "Infrastructure Investment in New Markets: Challenges and Opportunities for Pension Funds," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 26, Dec, DOI: 10.1787/5k8xff424vln-en.
• Raffaele Della Croce, 2012, "Trends in Large Pension Fund Investment in Infrastructure," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 29, Dec, DOI: 10.1787/5k8xd1p1p7r3-en.
• Clara Severinson & Juan Yermo, 2012, "The Effect of Solvency Regulations and Accounting Standards on Long-Term Investing: Implications for Insurers and Pension Funds," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 30, Dec, DOI: 10.1787/5k8xd1nm3d9n-en.
• Rudiger Ahrend & Antoine Goujard, 2012, "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial Crisis," OECD Economics Department Working Papers, OECD Publishing, number 969, Jun, DOI: 10.1787/5k97b0lbdq40-en.
• Christa Clapp & Jane Ellis & Julia Benn & Jan Corfee-Morlot, 2012, "Tracking Climate Finance: What and How?," OECD/IEA Climate Change Expert Group Papers, OECD Publishing, number 2012/1, May, DOI: 10.1787/5k44xwtk9tvk-en.
• Kulcsar Edina & Tarnoczi Tibor, 2012, "The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 720-727, July.
• Trenca Ioan & Plesoianu Anita & Capusan Razvan, 2012, "Multifractal Structure Of Central And Eastern European Foreign Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 784-790, July.
• Kulcsár Edina & Tarnóczi Tibor, 2012, "The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 564-570, December.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012, "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-01, Jan.
• Roman Horvath & Dragan Petrovski, 2012, "International Stock Market Integration : Central and South Eastern Europe Compared," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 317, Jul.
• Dritan Gjika & Roman Horváth, 2012, "Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 322, Sep.
• Bas Karreman & Bert van der Knaap, 2012, "The geography of equity listing and financial centre competition in mainland China and Hong Kong," Journal of Economic Geography, Oxford University Press, volume 12, issue 4, pages 899-922, July.
• Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2012, "The World Price of Credit Risk," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 112-152.
• Thierry Foucault & Laurent Frésard, 2012, "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 11, pages 3305-3350.
• Roxana Angela Calistru, 2012, "Interactions of Derivatives with Central Bank Issues," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1300-1305, May.
• Cosma Sorinel, 2012, "Historical Perspective on International Financial Centers," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 479-483, May.
• Ionescu Gr. Ion, 2012, "A Financial Instability’s Theory in the Global Economy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 61-64, May.
• Voicu-Doroban?u Roxana, 2012, "Innovation in Financial Systems. The Quest For Sustainability," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1413-1418, Decembre.
• Ciobanu Gheorghe & ªarlea Mihaela & Manþa ªtefan George, 2012, "The Threat of Non-Performing Loans in China in Lights of the Recent Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 21-26, Decembre.
• Birãu Felicia Ramona, 2012, "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-61, Decembre.
• Karlygash Kurlbayeva & Samuel Malone, 2012, "The determinants of extreme commodity prices," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 096, Sep.
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• Djordje Cuzovic, 2012, "Sovereign wealth funds in the globalization of financial markets," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 10, issue 1, pages 5-13, May.
• Danuta Dziawgo, 2012, "Investor Relations & Importance In The Global Financial Market," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 7, issue 2, pages 59-76, June, DOI: 10.12775/EQUIL.2012.011.
• Joanna Zuchewicz, 2012, "Dilemmas Of Financial Reporting As The Reliable Information Source Of An Entity Performance Results," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 7, issue 2, pages 77-95, June, DOI: 10.12775/EQUIL.2012.012.
• Zsolnai, Alíz, 2012, "The Features, Background and Difficulties of Bank Regulatory Capital Requirements," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 2, pages 200-212.
• Szegedi, László, 2012, "Challenges of Direct European Supervision of Financial Markets," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 3, pages 347-357.
• Dror Y Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob, 2012, "Evolvement of Uniformity and Volatility in the Stressed Global Financial Village," PLOS ONE, Public Library of Science, volume 7, issue 2, pages 1-8, February, DOI: 10.1371/journal.pone.0031144.
• Doojav, Gan-Ochir & Gotovsuren, Borkhuu & Dorjpurev, Tsenddorj, 2012, "Financial Contagion and Volatile Capital Flows," MPRA Paper, University Library of Munich, Germany, number 110015, Dec.
• Dagher, Leila & El Hariri, Sadika, 2012, "The impact of global oil price shocks on the Lebanese stock market," MPRA Paper, University Library of Munich, Germany, number 116123.
• Adesoye, A. Bolaji & Atanda, Akinwande AbdulMaliq, 2012, "Monetary Policy and Share Pricing Business in Nigeria," MPRA Paper, University Library of Munich, Germany, number 35846.
• Situngkir, Hokky, 2012, "Indonesian Stock Market Crisis Observation with Spectral and Composite Index," MPRA Paper, University Library of Munich, Germany, number 35961, Jan.
• Köksal, Bülent, 2012, "An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 35968, Jan.
• Hacihasanoglu, Erk & Turhan, Ibrahim M. & Soytas, Ugur, 2012, "Oil prices and emerging market exchange rates," MPRA Paper, University Library of Munich, Germany, number 36477, Jan.
• Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012, "Do Socially Responsible Investment Indexes Outperform Conventional Indexes?," MPRA Paper, University Library of Munich, Germany, number 36662, Feb.
• Jeon, Bang Nam & Ji, Philip & Zhang, Hongfang, 2012, "International linkages of Japanese bond markets: an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 36929, Jan, revised 01 Jan 2012.
• Neal, Larry & Garcia-Iglesias, Concepcion, 2012, "The economy of Spain in the eurozone before and after the crisis of 2008," MPRA Paper, University Library of Munich, Germany, number 37008, Feb.
• Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012, "EMU sovereign spreads and macroeconomic news," MPRA Paper, University Library of Munich, Germany, number 37200, Mar.
• Demir, Firat & Caglayan, Mustafa & Dahi, Omar S., 2012, "Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries," MPRA Paper, University Library of Munich, Germany, number 37400, Jan.
• Kohonen, Anssi, 2012, "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper, University Library of Munich, Germany, number 37504, Mar.
• Stolbov, Mikhail, 2012, "International credit cycles: a regional perspective," MPRA Paper, University Library of Munich, Germany, number 37773, Mar.
• Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012, "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper, University Library of Munich, Germany, number 37801, Mar.
• Fischer, Justina A.V., 2012, "The choice of domestic policies in a globalized economy: Extended Version," MPRA Paper, University Library of Munich, Germany, number 37816, Apr.
• Antonakakis, Nikolaos, 2012, "Exchange return co-movements and volatility spillovers before and after the introduction of Euro," MPRA Paper, University Library of Munich, Germany, number 37869, Apr.
• Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," MPRA Paper, University Library of Munich, Germany, number 37954, May.
• Saha, Malayendu & Bhunia, Amalendu, 2012, "How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis," MPRA Paper, University Library of Munich, Germany, number 38731, Apr.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2012, "Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011," MPRA Paper, University Library of Munich, Germany, number 38751, May.
• Nath, Golaka, 2012, "Indian corporate bonds market –an analytical prospective," MPRA Paper, University Library of Munich, Germany, number 38992, May.
• Sirucek, Martin, 2012, "Macroeconomic variables and stock market: US review," MPRA Paper, University Library of Munich, Germany, number 39094, Aug.
• Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012, "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper, University Library of Munich, Germany, number 39294, Jun.
• Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2012, "Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers," MPRA Paper, University Library of Munich, Germany, number 40003.
• Angyal (Apolzan), Carmen-Maria & Aniş, Cecilia–Nicoleta, 2012, "Stock Market Cycles and Future Trend Estimation," MPRA Paper, University Library of Munich, Germany, number 40332.
• Akdoğu, Serpil Kahraman, 2012, "CDS, bond spread and sovereign debt crisis in peripherial EU," MPRA Paper, University Library of Munich, Germany, number 40340.
• Sági, Judit, 2012, "Debt trap - monetary indicators of Hungary's indebtedness," MPRA Paper, University Library of Munich, Germany, number 40343.
• Gábor, Tamás, 2012, "China's monetary sterilization and it's economical relationship with the European Union," MPRA Paper, University Library of Munich, Germany, number 40362.
• D'Agostino, Antonello & Ehrmann, Michael, 2012, "The pricing of G7 sovereign bond spreads – the times, they are a-changin," MPRA Paper, University Library of Munich, Germany, number 40604, Aug.
• Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi, 2012, "Performances of Socially Responsible Investment and Environmentally Friendly Funds," MPRA Paper, University Library of Munich, Germany, number 40654, Aug.
• Pallegedara, Asankha, 2012, "Dynamic relationships between stock market performance and short term interest rate Empirical evidence from Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 40773, Aug.
• Georgescu, George, 2012, "Fluxurile ISD in contextul crizei globale
  [The FDI flows under the global crisis effects]," MPRA Paper, University Library of Munich, Germany, number 40842, Jul.
• Antonakakis, Nikolaos & Darby, Julia, 2012, "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper, University Library of Munich, Germany, number 40875, Aug.
• Kalaichelvan, Mohandass & Lim Kai Jie, Shawn, 2012, "A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law," MPRA Paper, University Library of Munich, Germany, number 40960, Aug.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "The Halloween effect during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41539, May, revised 25 Sep 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "Holiday effects during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41625, Mar, revised 07 Mar 2012.
• Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei, 2012, "Dynamic Price Integration in the Global Gold Market," MPRA Paper, University Library of Munich, Germany, number 41627, Sep.