Research classified by Journal of Economic Literature (JEL) codes

2012

• Andrew K. Rose & Mark M. Spiegel, 2012, "Central Bank Swaps And International Dollar Illiquidity," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S2251361212500024.
• Thomas D. Willett & Jeff (Yongbok) Kim & Isriya Nitithanprapas Bunyasiri, 2012, "Measuring Exchange Rate Flexiblity: A Two-Parameter Exchange Market Pressure Approach," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-28, DOI: 10.1142/S2251361212500073.
• Swati R. Ghosh & Naotaka Sugawara & Juan Zalduendo, 2012, "Banking Flows And Financial Crisis Financial Interconnectedness And Basel Iii Effects," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-32, DOI: 10.1142/S1793993312400017.
• Rong Ma & Susan Pozo, 2012, "International Labor Migration And Foreign Bank Penetration In Developing Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-17, DOI: 10.1142/S1793993312400042.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2012, "The Impacts Of The Imf-Supported Structural Reform Program On Asian Stock Market Efficiency," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 04, pages 1-21, DOI: 10.1142/S0217590812500294.
• Edwin J Elton & Martin J Gruber (ed.), 2010, "Investments and Portfolio Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8034, ISBN: ARRAY(0x53983ba0).
• Fred Espen Benth & Jūratė Šaltytė Benth, 2012, "Modeling and Pricing in Financial Markets for Weather Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8457, ISBN: ARRAY(0x54c4a360).
• William T Ziemba, 2012, "Calendar Anomalies and Arbitrage," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8467, ISBN: ARRAY(0x54c3ca88).
• Nikolaos Antonakakis, 2012, "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro," FIW Working Paper series, FIW, number 080, May.
• Diana DEZSI & Emil SCARLAT, 2012, "A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 17, pages 23-32.
• Bohm, Thomas & Waldvogel, Felix, 2012, "Etablierung eines außerbörslichen Kapitalmarktes für das Langlebigkeitsrisiko," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking, number 2012-02.
• Babecký, Jan & Komárek, Lubos & Komárková, Zlatuse, 2012, "Integration of Chinese and Russian stock markets with world markets: National and sectoral Perspectives," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2012.
• Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2012, "Government intervention and institutional trading strategy: Evidence from a transition country," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2012.
• Marsh, Ian W. & Wagner, Wolf, 2012, "Why is price discovery in credit default swap markets news-specific?," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2012.
• Francis, Bill & Hasan, Iftekhar & Song, Liang & Yeung, Bernard, 2012, "What determines bank stock price synchronicity? Global evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2012.
• Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2012, "The cross-section of conditional mutual fund performance in European stock markets," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-03 [rev.].
• Trapp, Monika & Wewel, Claudio, 2012, "Transatlantic systemic risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-10.
• Tinschert, Jonas & Cremers, Heinz, 2012, "Fixed income strategies for trading and for asset management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 191.
• Ghosh, Saurabh & Reitz, Stefan, 2012, "Capital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 461.
• Mili, Mehdi, 2012, "Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-33.
• Khemiri, Rim & Ali, Mohamed Sami Ben, 2012, "Exchange rate pass-through and inflation dynamics in Tunisia: A Markov-Switching approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-39.
• Lee, Bong Soo & Ryu, Doojin, 2012, "Stock returns and implied volatility: A new VAR approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-51.
• Raddant, Matthias, 2012, "Structure in the Italian overnight loan market," Kiel Working Papers, Kiel Institute for the World Economy, number 1772.
• Körner, Finn Marten & Zemanek, Holger, 2012, "On the brink? Intra-euro area imbalances and the sustainability of foreign debt," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 109.
• Strohsal, Till & Weber, Enzo, 2012, "The signal of volatility," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-043.
• Dimpfl, Thomas & Peter, Franziska J., 2012, "Using transfer entropy to measure information flows between financial markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-051.
• Tam, Pui Sun & Tam, Pui I., 2012, "Rethinking stock market integration: Globalization, valuation and convergence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-052.
• Härdle, Wolfgang Karl & Silyakova, Elena, 2012, "Implied basket correlation dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-066.
• Ritter, Matthias, 2012, "Can the market forecast the weather better than meteorologists?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-067.
• Wolff, Dominik & Bessler, Wolfgang & Opfer, Heiko, 2012, "Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62020.
• Schröder, David & Esterer, Florian, 2012, "A new measure of equity duration: The duration-based explanation of the value premium revisited," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62077.
• Dick, Christian D. & Menkhoff, Lukas, 2012, "Exchange rate expectations of chartists and fundamentalists," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-026.
• Peter Zweifel & Dieter Pfaff & Jochen Kühn, 2012, "Why solvency regulation of banks fails to reach its objective," Working Papers, University of Zurich, Department of Business Administration (IBW), number 303, May.

2011

• Sergio Andenmatten & Felix Brill, 2011, "Did the CDS Market Push up Risk Premia for Sovereign Credit?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 147, issue 3, pages 275-302, September.
• Victoria Galsband & Thomas Nitschka, 2011, "Foreign currency returns and systematic risks," Working Papers, Swiss National Bank, number 2011-03.
• Francis Breedon & Angelo Ranaldo, 2011, "Intraday patterns in FX returns and order flow," Working Papers, Swiss National Bank, number 2011-04.
• Marie Briere & Ariane Szafarz, 2011, "Investment in Microfinance Equity: Risk, Return, and Diversification Benefits," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 11-050, Oct.
• Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & Erik Wallerstein, 2011, "Assessing the Performance of Funds of Hedge Funds," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 11-041, Sep.
• Balázs Égert & Evžen Kočenda, 2011, "Time-varying synchronization of European stock markets," Empirical Economics, Springer, volume 40, issue 2, pages 393-407, April, DOI: 10.1007/s00181-010-0341-3.
• Alessandra Dal Colle, 2011, "Finance–growth nexus: does causality withstand financial liberalization? Evidence from cointegrated VAR," Empirical Economics, Springer, volume 41, issue 1, pages 127-154, August, DOI: 10.1007/s00181-010-0439-7.
• Michail Karoglou & Panicos Demetriades & Siong Law, 2011, "One date, one break?," Empirical Economics, Springer, volume 41, issue 1, pages 7-24, August, DOI: 10.1007/s00181-010-0436-x.
• Ye Bai & Christopher Green, 2011, "Determinants of cross-sectional stock return variations in emerging markets," Empirical Economics, Springer, volume 41, issue 1, pages 81-102, August, DOI: 10.1007/s00181-010-0437-9.
• Hao-Chen Liu, 2011, "Timing of price clustering and trader behavior in the foreign exchange market: evidence from Taiwan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 198-210, April, DOI: 10.1007/s12197-009-9096-0.
• Emmanuel Anoruo & Luis Gil-Alana, 2011, "Mean reversion and long memory in African stock market prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 296-308, July, DOI: 10.1007/s12197-010-9124-0.
• Haigang Zhou & John Zhu, 2011, "Jump risk and cross section of stock returns: evidence from China’s stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 309-331, July, DOI: 10.1007/s12197-009-9097-z.
• Markus Demary, 2011, "Transaction taxes, greed and risk aversion in an agent-based financial market model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 6, issue 1, pages 1-28, May, DOI: 10.1007/s11403-010-0071-9.
• Maria Gonzalez-Perez & Alfonso Novales, 2011, "The information content in a volatility index for Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 2, issue 2, pages 185-216, June, DOI: 10.1007/s13209-010-0031-6.
• Demeh Daradkah & Stefano Miani, 2011, "The Banking Industry in Egypt," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 1, pages 65-84, September, DOI: 10.1007/s11300-011-0192-4.
• Anis Omri & Mohamed Frikha, 2011, "No Contagion, Only Interdependence During the US Sub-Primes Crisis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 286-298, December, DOI: 10.1007/s11300-011-0210-6.
• Saifuzzaman Ibrahim, 2011, "The Progress of Financial Market Integration in East Asia," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 458-470, December, DOI: 10.1007/s11300-011-0199-x.
• Rajmund Mirdala, 2011, "Financial Integration And Economic Growth In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, volume 2, issue 2, pages 116-137.
• Dick van Dijk & Haris Munandar & Christian Hafner, 2011, "The euro introduction and noneuro currencies," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 95-116, DOI: 10.1080/09603107.2011.523197.
• Ajay Shah & Ila Patnaik, 2011, "Foreign shareholding: a decomposition analysis," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 10, pages 743-746, DOI: 10.1080/09603107.2010.535783.
• Maria Rosa Borges, 2011, "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, volume 43, issue 5, pages 631-639, DOI: 10.1080/00036840802584935.
• Julien Idier, 2011, "Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 1, pages 27-48, DOI: 10.1080/13518470903448440.
• Shu-Ling Chen & Hyeongwoo Kim, 2011, "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," International Economic Journal, Taylor & Francis Journals, volume 25, issue 2, pages 239-250, DOI: 10.1080/10168737.2011.580569.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011, "Causal relationship between stock prices and exchange rates," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 20, issue 1, pages 67-86, DOI: 10.1080/09638199.2011.538186.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "Global crisis and financial destabilization in ASEAN countries: a microstructural perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 16, issue 3, pages 294-312, DOI: 10.1080/13547860.2011.589622.
• Momtchil Pojarliev & Richard M. Levich, 2011, "Detecting Crowded Trades in Currency Funds," Financial Analysts Journal, Taylor & Francis Journals, volume 67, issue 1, pages 26-39, January, DOI: 10.2469/faj.v67.n1.2.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2011, "Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1106.
• Ibrahim Burak Kanli & Yasemin Barlas, 2011, "Esigi Asinca : Kredi Notunun �Yatirim Yapilabilir� Seviyeye Yukselmesinin Etkileri," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1123.
• Christos Grose, 2011, "The Determinants of Cash Flows in Greek Bond Mutual Funds," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 1, pages 55-77, March.
• Vadym Volosovych, 2011, "Measuring Financial Market Integration over the Long Run: Is there a U-Shape?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-018/2, Jan.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011, "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-069.
• Jan Antell & Mika Vaihekoski, 2011, "Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009," Discussion Papers, Aboa Centre for Economics, number 63, Jan.
• Christian Bauer & Bernhard Herz & Alexandra Hild, 2011, "Structured Eurobonds," Research Papers in Economics, University of Trier, Department of Economics, number 2011-09.
• Marcelo Bianconi & Joe A. Yoshino & Mariana O. Machado de Sousa, 2011, "BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0764.
• Sergio Andenmatten & Felix Brill, 2011, "Measuring Co-Movements of CDS Premia during the Greek Debt Crisis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1104, Jul.
• Forslund, Kristine & Lima, Lycia & Panizza, Ugo, 2011, "The determinants of the composition of public debt in developing and emerging market countries," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 156, Jun.
• Don Bredin & John Cotter, 2011, "Volatility and Irish Exports," Working Papers, Geary Institute, University College Dublin, number 200416, Jun.
• John Cotter, 2011, "Tail Behaviour of the Euro," Working Papers, Geary Institute, University College Dublin, number 200417, 07.
• John Cotter, 2011, "Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach," Working Papers, Geary Institute, University College Dublin, number 200515, Jun.
• John Cotter & Kevin Dowd, 2011, "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Working Papers, Geary Institute, University College Dublin, number 200516, Jun.
• John Cotter & Jim Hanly, 2011, "Re-evaluating Hedging Performance," Working Papers, Geary Institute, University College Dublin, number 200518, Jun.
• John Cotter & Francois Longin, 2011, "Margin Requirements with Intraday Dynamics," Working Papers, Geary Institute, University College Dublin, number 200519, Jun.
• John Cotter & Kevin Dowd, 2011, "Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach," Working Papers, Geary Institute, University College Dublin, number 200613, Jun.
• John Cotter & Kevin Dowd, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Working Papers, Geary Institute, University College Dublin, number 200616, Jun.
• Kevin Dowd & John Cotter, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Working Papers, Geary Institute, University College Dublin, number 200742, Jun.
• John Cotter & Kevin Dowd, 2011, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Working Papers, Geary Institute, University College Dublin, number 200743, Jun.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200744, Jun.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200745, Jun.
• Kevin Dowd & John Cotter, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200746, Jun.
• John Cotter & Jim Hanly, 2011, "Hedging Effectiveness under Conditions of Asymmetry," Working Papers, Geary Institute, University College Dublin, number 200843, 07.
• Abhinav Goyal & Cal Muckley, 2011, "Corporate Payout Policy in Japan," Working Papers, Geary Institute, University College Dublin, number 201105, Mar.
• John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Working Papers, Geary Institute, University College Dublin, number 201106, Mar.
• Stephen Kinsella & Thomas O'Connor & Vincent O'Sullivan, 2011, "Legal protection of investors, corporate governance, and investable premia in emerging markets," Working Papers, Geary Institute, University College Dublin, number 201117, Aug.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2011, "The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1107.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1108.
• Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1110.
• Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011, "Financial Cycles: What? How? When?," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 303-344, DOI: 10.1086/658308.
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011, "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 357-388, DOI: 10.1086/658309.
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," Journal of Human Capital, University of Chicago Press, volume 5, issue 3, pages 255-301, DOI: 10.1086/662546.
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgo soberano: el caso uruguayo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2111, Aug.
• Eduardo Levy-Yeyati & Tomas Williams, 2011, "Financial globalization in emerging economies:Much ado about nothing?," Business School Working Papers, Universidad Torcuato Di Tella, number 2011-01.
• Anika Sedyaning Wikanti, 2011, "Contagion Effects Of Us Financial Crisis On Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 3, issue 2, pages 125-137.
• Yosandi Yulius, 2011, "Determinants Of Ori001 Type Government Bond," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 3, issue 2, pages 179-188.
• Paramita Mukherjee, 2011, "An exploration on volatility across India and some developed and emerging equity markets," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 18, issue 2, pages 79-103, December.
• Maurizio Drelichman & Joachim Voth, 2011, "Risk sharing with the monarch: Excusable defaults and contingent debt in the age of Philip II, 1556-1598," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1284, Jun, revised Oct 2013.
• Marek SPIÅ Ã K & Roman Å PERKA, 2011, "Financial Market Simulation Based On Intelligent Agents €“ Case Study," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 3(17)/ Fa, pages 249-256.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2011, "Time lags in processing market-sensitive information. A case study," Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena, number 0811, Dec.
• Eylem Ersal Kiziler, 2011, "Growth Shocks and Portfolio Flows," Working Papers, UW-Whitewater, Department of Economics, number 11-02, May.
• Constantin Gurdgiev & Brian M. Lucey & Ciarán Mac an Bhaird & Lorcan Roche-Kelly, 2011, "The Irish Economy: Three Strikes and You’re Out?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 1, pages 19-41.
• 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(0x530d0500).
• 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(0x556f19b8).
• 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(0x54cd2ab0).
• 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(0x54629c58).
• 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.
• Bruce Hearn, 2011, "Development strategy in offshore markets: evidence from the Channel Islands," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 1, pages 30-51, January, DOI: 10.1108/01443581111096132.
• Yuqin Zhang & Abdol S. Soofi & Shouyang Wang, 2011, "Testing for nonlinearity of exchange rates: an information‐theoretic approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 6, pages 637-657, November, DOI: 10.1108/01443581111177367.
• Levan Efremidze & Samuel M. Schreyer & Ozan Sula, 2011, "Sudden stops and currency crises," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 4, pages 304-321, November, DOI: 10.1108/17576381111182891.
• Puspa Amri & Apanard P. Angkinand & Clas Wihlborg, 2011, "International comparisons of bank regulation, liberalization, and banking crises," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 4, pages 322-339, November, DOI: 10.1108/17576381111182909.
• Mohamed Ali Trabelsi, 2011, "The impact of the financial crisis on the global economy: can the Islamic financial system help?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 12, issue 1, pages 15-25, January, DOI: 10.1108/15265941111100049.
• 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(0x89e1c580), October.
• 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.