Research classified by Journal of Economic Literature (JEL) codes

2011

• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1117, Jul.
• S. Meral Cakici, 2011, "Default Risk Premium and Aggregate Fluctuations in a Small Open Economy," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1131, Nov.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1135, Dec.
• Berlinger, Edina & Szenes, Márk & Michaletzky, Márton, 2011, "A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után
  [Examination of the network dynamics of the uncovered interbank forint market before the liquidity crisis and after]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 229-252.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2011, "Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance," KIER Working Papers, Kyoto University, Institute of Economic Research, number 755, Jan.
• Werner Kristjanpoller & Mauricio Morales, 2011, "Arbitrage Pricing Theory Applied to the Chilean Stock Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 74, pages 37-59.
• Jorge Uribe, 2011, "Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 29-57.
• Charle Londoño & Yaneth Cuan, 2011, "Asset Pricing Models: A Comparative Exercise Using Neural Networks to the Colombian Stock Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 59-87.
• Shieldvie Halim & Rayenda Brahmana & Aldrin Herwany, 2011, "The Seasonality of Market Integration: The Case of Indonesia’s Stock Markets," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 59, pages 177-190, August.
• Kiki Verico, 2011, "The Impact of Direct Bilateral Free Trade Agreement (BFTA) to ASEAN’s Intra-Regional Trade & Individual Country’s Investment Creation : The Case of Indonesia, Malaysia & Thailand 1988-2008," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 59, pages 191-214, August.
• Augusto Ruperez Micola & Francisco Penaranda, 2011, "On the divers of commodity co-movement: Evidence from biofuels," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-14.
• Romain Cuchet & Pascal François & Georges Hübner, 2011, "Currency Total Return Swaps: Valuation and Risk Factor Analysis," Cahiers de recherche, CIRPEE, number 1128.
• Madhuri Malhotra & M. Thenmozhi & Arun Kumar Gopalaswamy, 2011, "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers, Madras School of Economics,Chennai,India, number 2011-061, Sep.
• Bernd Hayo & Britta Niehof, 2011, "Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201124.
• Ingo Fender & Bernd Hayo & Matthias Neuenkirch, 2011, "Daily CDS pricing in emerging markets before and during the global financial crisis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201139.
• Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2011, "Real Interest Parity: A note on Asian countries using panel stationarity tests," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_06, May, revised May 2011.
• Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2011, "PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_17, Nov, revised Nov 2011.
• 中田 勇人, 2011, "資本市場の国際統合と経済厚生," Discussion Papers, Meisei University, School of Economics, number 20, Jul.
• Christian Dreger & Jarko Fidrmuc, 2011, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 4, pages 49-58, July.
• Manolis G. Kavussanos & Ilias D. Visvikis, 2011, "The Predictability of Non-Overlapping Forecasts: Evidence from a New Market," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 1-2, pages 125-156, March - J.
• Éva G. Fekete, 2011, "Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 7, issue 01, pages 17-27.
• Zalán Kocsis & Dénes Nagy, 2011, "Variance decomposition of sovereign CDS spreads," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 6, issue 3, pages 36-50, October.
• Judit Páles & Dániel Homolya, 2011, "Developments in the costs of external funds of the Hungarian banking sector," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 6, issue 3, pages 61-69, October.
• Umar Burkhanov, 2011, "The Big Failure: Lehman Brothers’ Effects On Global Markets," European Journal of Business and Economics, Central Bohemia University, volume 2, issue 0, pages 17-201:2, September, DOI: 10.12955/ejbe.v2i0.93.
• Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011, "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-10, Mar.
• Charlotte Christiansen, 2011, "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-20, May.
• Carol Wang & James E. Larsen & Fall M. Ainina & Marlena L. Akhbari & Nicolas Gressis, 2011, "Why the Dogs of the Dow Bark Loudly in China," American Journal of Economics and Business Administration, Science Publications, volume 3, issue 3, pages 560-568, November, DOI: 10.3844/ajebasp.2011.560.568.
• Bong-Han Kim & Hyeongwoo Kim, 2011, "Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-04, Apr.
• Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min, 2011, "Reassessing the Link between the Japanese Yen and Emerging Asian Currencies," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-05, Apr.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011, "US International Equity Investment and Past and Prospective Returns," American Economic Review, American Economic Association, volume 101, issue 7, pages 3440-3455, December.
• Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011, "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 2, pages 75-103, April.
• David Thesmar & Mathias Thoenig, 2011, "Contrasting Trends in Firm Volatility," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 143-180, October.
• Stephen Gilmore & Fumio Hayashi, 2011, "Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 85-111, October.
• 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, Asociación Española de Economía y Finanzas Internacionales, number 11-01, Mar.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: A dynamic approach," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-06, Oct.
• Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-08, Nov.
• Asongu Simplice, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/003, Apr.
• Asongu Simplice, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/004, Apr.
• Asongu Simplice, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/006, May.
• Abou-Zaid, Ahmed S., 2011, "Volatility Spillover Effects in Emerging MENA Stock Markets," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 7, issue 01-2, pages 1-21, March, DOI: 10.22004/ag.econ.143429.
• Laura Raisa Miloş & Carmen Corduneanu, 2011, "Diversity Of The Pension Systems In The European Union Countries"," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 58, pages 145-155, november.
• Sorin Gabriel Anton, 2011, "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 58, pages 41-52, november.
• Claudiu Tiberiu Albulescu & Daniel Goyeau, 2011, "Financial Volatility And Derivatives Products: A Bidirectional Relationship," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 57-69, july.
• Hsien-Yi LEE, 2011, "Contagion in International Stock Markets During the sub Prime Mortgage Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 141-158, December.
• Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC, 2011, "The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 87-98, December.
• Oana Resceanu, 2011, "Do We Identify Synergies In Public Mergers/Acqusitions: Before And During The Economic Crisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 110-117.
• Cosmin Durac, 2011, "The Monetary Policy Of The Central European Bank," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 222-227.
• Assoc. Prof. Roxana Angela Calistru Ph. D, Assoc. Prof. Carmen Costuleanu Ph. D, 2011, "The Impact Of Derivatives On Market Functioning," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 4, issue 39, pages 138-141, May.
• Prof. Marcel Drăcea Ph. D, Assist. Nicoleta Mihaela Drăcea Ph. D Student, 2011, "The Impact Of Consumption Taxation On The Budgetary Revenues In The Eu Member States," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 4, issue 39, pages 89-93, May.
• Ph. D Student Loredana-Ioana Pribac, 2011, "A Parallel Between The Romanian And European Investment Funds," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 162-168, November.
• Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011, "The Euro-introduction and non-Euro currencies," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011052, Jan.
• M. Y. L. Li & S. M. F. Yen, 2011, "Re-examining covariance risk dynamics in international stock markets using quantile regression analysis," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 61, issue 1, pages 33-59, March.
• Victor-Octavian MULLER, 2011, "Value Relevance of Consolidated Versus Parent Company Financial Statements: Evidence from the Largest Three European Capital Markets," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 10, issue 3, pages 326-350, September.
• Stafano Caiazza & Alberto Franco Pozzolo & Giovanni Trovato, 2011, "Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 52, Jun.
• Mustafa Ibicioglu & Ayhan Kapusuzoglu, 2011, "An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 85-102, September.
• Karen K. Lewis, 2011, "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 435-466, December.
• John Cotter & Kevin Dowd, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Papers, arXiv.org, number 1103.5408, Mar.
• john cotter & kevin dowd, 2011, "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," Papers, arXiv.org, number 1103.5661, Mar.
• Kevin Dowd & John Cotter, 2011, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Papers, arXiv.org, number 1103.5665, Mar.
• kevin dowd & john cotter, 2011, "Spectral Risk Measures and the Choice of Risk Aversion Function," Papers, arXiv.org, number 1103.5668, Mar.
• Martin Hoesli & Kustrim Reka, 2011, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2011_63, Jan.
• Francesco Germini & Pasqualina Porretta & Massimo Proietti, 2011, "Otc derivatives and counterparty risk management," BANCARIA, Bancaria Editrice, volume 1, pages 45-62, January.
• Pierpaolo Ferrari & Roberto Ruozi, 2011, "A turnaround in banking globalization?," BANCARIA, Bancaria Editrice, volume 4, pages 02-16, April.
• Bahram Adrangi & Mary Allender & Kambiz Raffiee, 2011, "An Ex-Post Empirical Investigation of the Efficacy of Central Bank Interventions in Currency Markets: Bilateral Exchange Rate of the Dollar," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 19-34, August.
• Ülkü, Numan & Weber, Enzo, 2011, "Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 451, Jan.
• Cornelia Pop, 2011, "Bucharest Stock Exchange Position Within The Central And Eastern European Region," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Joshua Aizenman & Gurnain Pasricha, 2011, "Determinants of Financial Stress and Recovery during the Great Recession," Staff Working Papers, Bank of Canada, number 11-24, DOI: 10.34989/swp-2011-24.
• Michael Hutchison & Gurnain Pasricha & Nirvikar Singh, 2011, "Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market," Staff Working Papers, Bank of Canada, number 11-29, DOI: 10.34989/swp-2011-29.
• Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk, 2011, "Is foreign-bank efficiency in financial centers driven by homecountry characteristics?," BCL working papers, Central Bank of Luxembourg, number 68, Oct.
• Pablo Gluzmann & Martín Guzman, 2011, "Financial Reforms and Financial Instability," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 61-62, pages 35-73, January -.
• Güven SAYILGAN & Cemil SÜSLÜ, 2011, "The Effect of Macroeconomic Factors on Stock Returns: A Study of Turkey and Emerging Markets," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 73-96.
• Emidio Cocozza & Paolo Piselli, 2011, "Testing for East-West contagion in the European banking sector during the financial crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 790, Feb.
• Michele Manna, 2011, "Home bias in interbank lending and banks� resolution regimes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 816, Jul.
• Hernández Manuel A. & Ibarra-Ramírez Raúl & Trupkin Danilo R., 2011, "How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets," Working Papers, Banco de México, number 2011-15, Dec.
• Charle Augusto Londoño, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 62-109, July, DOI: 10.32468/Espe.6403.
• Della Corte, P. & Sarno, L. & Sestieri, G., 2011, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers, Banque de France, number 313.
• Le Roux, J., 2011, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2010," Bulletin de la Banque de France, Banque de France, issue 184, pages 93-100.
• Kurt Brannas & Albina Soultanaeva, 2011, "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 11, issue 1, pages 109-124, July.
• José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011, "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• María Rodríguez-Moreno & Juan Ignacio Peña, 2011, "Systemic risk measures: the simpler the better?," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Robert McCauley & Michela Scatigna, 2011, "Foreign exchange trading in emerging currencies: more financial, more offshore," BIS Quarterly Review, Bank for International Settlements, March.
• Jacob Gyntelberg & Andreas Schrimpf, 2011, "FX strategies in periods of distress," BIS Quarterly Review, Bank for International Settlements, December.
• Dietrich Domanski & Ingo Fender & Patrick McGuire, 2011, "Assessing global liquidity," BIS Quarterly Review, Bank for International Settlements, December.
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgos soberano. El caso uruguayo," Documentos de trabajo, Banco Central del Uruguay, number 2011003, Aug.
• Cyn‐Young PARK & Jong‐Wha LEE, 2011, "Financial Integration in Emerging Asia: Challenges and Prospects," Asian Economic Policy Review, Japan Center for Economic Research, volume 6, issue 2, pages 176-198, December, DOI: j.1748-3131.2011.01193.x.
• Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011, "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, volume 87, issue 276, pages 37-44, March.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011, "Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 137-157, February.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2011, "Stock Market Integration between Three CEECs, Russia, and the UK," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 158-169, February.
• Jan Hanousek & Evžen Kočenda, 2011, "Foreign News and Spillovers in Emerging European Stock Markets," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 170-188, February.
• Byung‐Joo Lee, 2011, "Uncovered Interest Parity: Cross‐Sectional Evidence," Review of International Economics, Wiley Blackwell, volume 19, issue 2, pages 219-231, May.
• Alexander D. Rothenberg & Francis E. Warnock, 2011, "Sudden Flight and True Sudden Stops," Review of International Economics, Wiley Blackwell, volume 19, issue 3, pages 509-524, August.
• Anders C. Johansson, 2011, "Financial Markets in East Asia and Europe during the Global Financial Crisis," The World Economy, Wiley Blackwell, volume 34, issue , pages 1088-1105, July.
• Michael R. King & Carol Osler & Dagfinn Rime, 2011, "Foreign exchange market structure, players and evolution," Working Paper, Norges Bank, number 2011/10, Aug.
• Sergi Lanau, 2011, "Domestic financial regulation and external borrowing," Bank of England working papers, Bank of England, number 429, May.
• Pragyan Deb & Mark Manning & Gareth Murphy & Adrian Penalver & Aron Toth, 2011, "Financial Stability Paper No 9: Whither the Credit Ratings Industry?," Bank of England Financial Stability Papers, Bank of England, number 9, Mar.
• Alan Ball & Edward Denbee & Mark Manning & Anne Wetherilt, 2011, "Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation," Bank of England Financial Stability Papers, Bank of England, number 11, Jun.
• William Speller & Gregory Thwaites & Michelle Wright, 2011, "Financial Stability Paper No 12: The Future of International Capital Flows," Bank of England Financial Stability Papers, Bank of England, number 12, Dec.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2011, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns," Working Papers, Bank of Greece, number 134, Jul.
• Hausmann Ricardo & Panizza Ugo, 2011, "Redemption or Abstinence? Original Sin, Currency Mismatches and Counter Cyclical Policies in the New Millennium," Journal of Globalization and Development, De Gruyter, volume 2, issue 1, pages 1-35, August, DOI: 10.2202/1948-1837.1127.
• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011, "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 335-363.
• Paulo Rogério Faustino Matos & Christiano Modesto Penna & Maria Nazareth Landim, 2011, "Performance Convergence Analysis of Stock Exchanges: the Situation of the Ibovespa in the World Scenario," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 437-459.
• Regis Augusto Ely, 2011, "Returns Predictability and Stock Market Efficiency in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 4, pages 571-584.
• Kamel Malik Bensafta & Semedo Gervasio, 2011, "Chocs, chocs de volatilité et contagion entre les marchés boursiers. Application d'un modèle icss-mgarch," Revue économique, Presses de Sciences-Po, volume 62, issue 2, pages 277-311.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011, "L'impact des crises financières globales sur les marchés des changes des pays émergents," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 451-460.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 461-470.
• António Afonso & Pedro Gomes, 2011, "Do Fiscal Imbalances Deteriorate Sovereign Debt Ratings ?," Revue économique, Presses de Sciences-Po, volume 62, issue 6, pages 1123-1134.
• Valère Fourel & Julien Idier, 2011, "Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 53-72.
• Norbert Gaillard, 2011, "Quelles réformes pour l'industrie de la notation financière ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 73-86.
• Sabrina Khanniche, 2011, "Les hedge funds : quelles implications en termes de risque systémique ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 87-104.
• Virginie Coudert & Valérie Mignon, 2011, "Quelques éléments empiriques sur la crise financière récente," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 21-40.
• Lulu Gu & W. Robert Reed, 2011, "One For All or All For One? Using Multiple-listing Information in Event Studies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/33, Nov.
• David C. Allan & Philippe Bergevin, 2011, "Better Braking for ABS: Reform Proposals for the Asset-Backed Securities Market," e-briefs, C.D. Howe Institute, number 123, Sep.
• Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011, "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt6mq0x1jz, Jul.
• Fatum, Rasmus & Hutchison, Michael M., 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt02c028gr, May.
• Aizenman, Joshua & Pasricha, Gurnain, 2009, "Selective Swap Arrangements and the Global Financial Crisis: Analysis and Interpretation," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt2vw7s14s, Mar.
• Aizenman, Joshua & Pasricha, Gurnain Kaur, 2010, "Determinants of Financial Stress and Recovery during the Great Recession," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt5cf9t5cd, Sep.
• Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011, "The Identification of Price Jumps," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp434, Mar.
• Spiros Bougheas & Rod Falvey, 2011, "The Impact of Financial Market Frictions on Trade Flows, Capital Flows and Economic Development," CESifo Working Paper Series, CESifo, number 3321.
• Rabah Arezki & Bertrand Candelon & Amadou Sy, 2011, "Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis," CESifo Working Paper Series, CESifo, number 3411.
• Keith E. Maskus & Rebecca Neumann & Tobias Seidel, 2011, "How National and International Financial Development Affect Industrial R&D," CESifo Working Paper Series, CESifo, number 3480.
• Juan J. Cruces & Christoph Trebesch, 2011, "Sovereign Defaults: The Price of Haircuts," CESifo Working Paper Series, CESifo, number 3604.
• Wim Marneffe & Bas Van Aarle & Wouter van der Wielen & Lode Vereeck, 2011, "The Impact of Fiscal Rules on Public Finances in the Euro Area," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 9, issue 03, pages 18-26, October.
• Oliver Landmann & Gunther Schnabl & David Iselin & Michael J. Lamla & Rudolf Minsch, 2011, "Mindestkurs für den Schweizer Franken: Gefährlicher Interventionismus der SNB?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 64, issue 19, pages 03-16, October.
• Virginie Coudert & Mathieu Gex, 2011, "The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil," Working Papers, CEPII research center, number 2011-02, Feb.
• Virginie Coudert & Valérie Mignon, 2011, "The “Forward Premium Puzzle” and the Sovereign Default Risk," Working Papers, CEPII research center, number 2011-17, Jul.
• Shu-Chen Chang, 2011, "The interrelationship between exchange-rate uncertainty and unemployment for South Korea and Taiwan: Evidence from a vector autoregressive approach," International Economics, CEPII research center, issue 125, pages 65-82.
• Renaud Beaupain & Robert Joliet, 2011, "Corporate drivers of market liquidity on the Warsaw stock exchange," International Economics, CEPII research center, issue 125, pages 83-104.
• Valérie Mignon, 2011, "Recent developments on commodity, energy and carbon markets: an introduction," International Economics, CEPII research center, issue 126-127, pages 5-12.
• Yannick Le Pen & Benoît Sévi, 2011, "Macro factors in oil futures returns," International Economics, CEPII research center, issue 126-127, pages 13-38.
• Anna Creti & Maria-Eugenia Sanin, 2011, "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Luis García-Álvarez & Richard Luger, 2011, "Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis," Working Papers, CEMFI, number wp2011_1103, Apr, revised Sep 2011.
• Jairo Andr√©s Rend√≥n, 2011, "The Carry Trade Risk Factor on U.S. Stock Returns," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9255, Nov.
• Santiago Alberto Camargo & Samuel Jaramillo GonzÔøΩlez, 2011, "La intervenci√≥n estatal en el mercado del suelo urbano. La reconstrucci√≥n del eje cafetero: El caso de Armenia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9299, Nov.
• Andres Felipe Garc√≠a-Suaza & Jos√© E. G√≥mez Gonz√°lez, 2011, "A simple test of momentum in foreign exchange markets," Documentos de Trabajo, Universidad del Rosario, number 8170, Mar.
• Andres Felipe Garcia-Suaza & Jose Eduardo G�mez, 2011, "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia, Banco de la Republica, number 8230, Mar.
• Charle Augusto Llondono, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAVIAR para el mercado de valores colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 62-109, DOI: 10.32468/Espe.6403.
• Diego Alonso Agudelo Rueda & Milena Casta�o, 2011, "Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10663, Dec.
• Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo, 2011, "Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 11086, Nov.
• Werner Kristjanpoller Rodríguez & Mauricio Morales Jure, 2011, "Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Mario Uribe Gil, 2011, "Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Charle Augusto Londono Henao & Yaneth María Cuan Jaramillo, 2011, "Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Nicolás Acevedo & Daniela Fleisman & Angélica Montoya & Andrés Mauricio Mora, 2011, "Arbitraje con ADRs: un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile," Revista Ecos de Economía, Universidad EAFIT.
• Rigobon, Roberto & Pavlova, Anna, 2011, "International Macro-Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8218, Jan.
• Albuquerque, Rui & Watugala, Sumudu, 2011, "Trade Credit and International Return Comovement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8222, Feb.
• Tornell, Aaron & Rancière, Romain & Vamvakidis, Athanasios, 2011, "A New Index of Currency Mismatch and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8250, Feb.
• Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2011, "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8291, Mar.
• Foucault, Thierry & Frésard, Laurent, 2011, "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8331, Apr.
• Flandreau, Marc & Ugolini, Stefano, 2011, "Where It All Began: Lending of Last Resort and the Bank of England during the Overend, Gurney Panic of 1866," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8362, Apr.
• Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011, "Financial Cycles: What? How? When?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8379, May.
• Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011, "Global crises and equity market contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8438, Jun.
• Obstfeld, Maurice & Gourinchas, Pierre-Olivier, 2011, "Stories of the Twentieth Century for the Twenty-First," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8518, Aug.
• Rose, Andrew & Spiegel, Mark, 2011, "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8557, Sep.
• de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011, "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8630, Nov.
• Portes, Richard & Palladini, Giorgia, 2011, "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8651, Nov.
• Obstfeld, Maurice, 2011, "The International Monetary System: Living with Asymmetry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8703, Dec.
• Vittorio, Corbo & Jorge, Desormeaux M. & Klaus, Schmidt-Hebbel, 2011, "La gran crisis financiera de 2007-2009," Estudios Públicos, Centro de Estudios Públicos, volume 0, issue 123, pages 7-67.
• Gerrit Reher & Bernd Wilfling, 2011, "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1711, Jan.
• Augusto Ruperez Micola & Francisco Penaranda, 2011, "On the divers of commodity co-movement: Evidence from biofuels," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-14.
• Masahiro Inoguchi, 2011, "Stock Prices Of Domestic Banking Sector And External Shocks In East Asia," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 393.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011, "The dollar squeeze of the financial crisis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1139, Dec.
• Juncal Cuñado & Marta Gómez-Puig, 2011, "La diversificación del riesgo en los mercados de deuda pública de la zona euro," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 34, issue 94, pages 1-8, Enero-Abr.
• Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011, "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 1107-1125, August.
• Mihaela-Carmen MUNTEAN & Costel NISTOR & Rozalia NISTOR & Paolo PANICO, 2011, "Propagation of Financial Tensions from Developed Economies to Emerging Economies," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 81-90.
• Razvan STEFANESCU & Ramona DUMITRIU, 2011, "Interactions between the Exchange Rates and the Differential of the Stock Returns between Romania and US during the Global Crisis," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 61-66.
• Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011, "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110304, Mar.
• Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011, "The January and turn-of-the-month effect on firm returns and return volatility," Working Papers, Deakin University, Department of Economics, number fe_2011_01, Jan.
• Susan Sunila Sharma & Paresh Kumar Narayan & Xinwei Zheng, 2011, "An analysis of firm and market volatility," Working Papers, Deakin University, Department of Economics, number 2011_02, Aug.
• Paresh Kumar Narayan & Seema Narayan, 2011, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number 2011_10, Aug.