Research classified by Journal of Economic Literature (JEL) codes

2012

• Bae, Kee-Hong & Baek, Jae-Seung & Kang, Jun-Koo & Liu, Wei-Lin, 2012, "Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 412-435, DOI: 10.1016/j.jfineco.2012.02.007.
• Berger, Dave & Pukthuanthong, Kuntara, 2012, "Market fragility and international market crashes," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 565-580, DOI: 10.1016/j.jfineco.2012.03.009.
• Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012, "Currency momentum strategies," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 660-684, DOI: 10.1016/j.jfineco.2012.06.009.
• Kandel, Eugene & Rindi, Barbara & Bosetti, Luisella, 2012, "The effect of a closing call auction on market quality and trading strategies," Journal of Financial Intermediation, Elsevier, volume 21, issue 1, pages 23-49, DOI: 10.1016/j.jfi.2011.03.002.
• Knill, April M. & Lee, Bong Soo & Mauck, Nathan, 2012, "Sovereign wealth fund investment and the return-to-risk performance of target firms," Journal of Financial Intermediation, Elsevier, volume 21, issue 2, pages 315-340, DOI: 10.1016/j.jfi.2011.10.001.
• Tong, Wilson H.S. & Yu, Wayne W., 2012, "A corporate governance explanation of the A-B share discount in China," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 125-147, DOI: 10.1016/j.jimonfin.2011.09.006.
• Thapa, Chandra & Poshakwale, Sunil S., 2012, "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 189-211, DOI: 10.1016/j.jimonfin.2011.10.011.
• Spierdijk, Laura & Bikker, Jacob A. & van den Hoek, Pieter, 2012, "Mean reversion in international stock markets: An empirical analysis of the 20th century," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 228-249, DOI: 10.1016/j.jimonfin.2011.11.008.
• Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura, 2012, "Sovereign debt disputes: A database on government coerciveness during debt crises," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 250-266, DOI: 10.1016/j.jimonfin.2011.11.011.
• Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012, "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 267-291, DOI: 10.1016/j.jimonfin.2011.11.010.
• Resnick, Bruce G., 2012, "Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 445-463, DOI: 10.1016/j.jimonfin.2011.12.005.
• Delatte, Anne-Laure & Gex, Mathieu & López-Villavicencio, Antonia, 2012, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 481-497, DOI: 10.1016/j.jimonfin.2011.10.008.
• Grammatikos, Theoharry & Vermeulen, Robert, 2012, "Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 517-533, DOI: 10.1016/j.jimonfin.2011.10.004.
• Afonso, António & Furceri, Davide & Gomes, Pedro, 2012, "Sovereign credit ratings and financial markets linkages: Application to European data," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 606-638, DOI: 10.1016/j.jimonfin.2012.01.016.
• Chan, Kalok & Covrig, Vicentiu, 2012, "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 793-817, DOI: 10.1016/j.jimonfin.2012.01.003.
• Alsakka, Rasha & ap Gwilym, Owain, 2012, "Foreign exchange market reactions to sovereign credit news," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 845-864, DOI: 10.1016/j.jimonfin.2012.01.007.
• Eichler, Stefan, 2012, "Equity home bias and corporate disclosure," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1008-1032, DOI: 10.1016/j.jimonfin.2011.12.008.
• Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A., 2012, "International portfolio diversification: Currency, industry and country effects revisited," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1249-1278, DOI: 10.1016/j.jimonfin.2012.01.015.
• Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng, 2012, "Foreign exchange market efficiency under recent crises: Asia-Pacific focus," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1574-1592, DOI: 10.1016/j.jimonfin.2012.02.016.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1607-1626, DOI: 10.1016/j.jimonfin.2012.03.003.
• Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan, 2012, "The impact of international portfolio composition on consumption risk sharing," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1715-1728, DOI: 10.1016/j.jimonfin.2012.03.008.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012, "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1729-1744, DOI: 10.1016/j.jimonfin.2012.03.010.
• Kroencke, Tim A. & Schindler, Felix, 2012, "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, volume 31, issue 7, pages 1851-1866, DOI: 10.1016/j.jimonfin.2012.05.018.
• Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L., 2012, "How resilient and countercyclical were emerging economies during the global financial crisis?," Journal of International Money and Finance, Elsevier, volume 31, issue 8, pages 2052-2077, DOI: 10.1016/j.jimonfin.2012.05.007.
• Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012, "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 4, pages 542-560, DOI: 10.1016/j.jjie.2012.08.004.
• Malliaris, M.E., 2012, "Comparison Of Currency Movement Before And After October 2008," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 45-57, DOI: 10.1016/j.jeca.2012.02.003.
• Xanthopoulos, Apostolos, 2012, "The Entrenched Kurtosis in Current Portfolio Returns," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 77-97, DOI: 10.1016/j.jeca.2012.02.005.
• Reboredo, Juan C., 2012, "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, volume 34, issue 3, pages 419-440, DOI: 10.1016/j.jpolmod.2011.10.005.
• Kenourgios, Dimitris & Padhi, Puja, 2012, "Emerging markets and financial crises: Regional, global or isolated shocks?," Journal of Multinational Financial Management, Elsevier, volume 22, issue 1, pages 24-38, DOI: 10.1016/j.mulfin.2012.01.002.
• Sarwar, Ghulam, 2012, "Is VIX an investor fear gauge in BRIC equity markets?," Journal of Multinational Financial Management, Elsevier, volume 22, issue 3, pages 55-65, DOI: 10.1016/j.mulfin.2012.01.003.
• Seifert, Bruce & Gonenc, Halit, 2012, "Issuing and repurchasing: The influence of mispricing, corporate life cycle and financing waves," Journal of Multinational Financial Management, Elsevier, volume 22, issue 3, pages 66-81, DOI: 10.1016/j.mulfin.2012.02.001.
• Luo, Yongli & Fang, Fang & Esqueda, Omar A., 2012, "The overseas listing puzzle: Post-IPO performance of Chinese stocks and ADRs in the U.S. market," Journal of Multinational Financial Management, Elsevier, volume 22, issue 5, pages 193-211, DOI: 10.1016/j.mulfin.2012.06.008.
• Georgieva, Dobrina & Jandik, Tomas, 2012, "Alternative paths of convergence toward U.S. market and legal regulations: Cross-listing vs. merging with U.S. bidders," Journal of Multinational Financial Management, Elsevier, volume 22, issue 5, pages 230-251, DOI: 10.1016/j.mulfin.2012.06.006.
• Zhou, Xiangyi & Zhang, Weijin & Zhang, Jie, 2012, "Volatility spillovers between the Chinese and world equity markets," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 247-270, DOI: 10.1016/j.pacfin.2011.08.002.
• Chang, Kiyoung & Kim, Yong-Cheol & Kim, Young Sang & Thornton, John H., 2012, "Unintended regulatory consequences: Evidence from the Korean IPOs," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 292-309, DOI: 10.1016/j.pacfin.2011.10.002.
• Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi, 2012, "How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 349-362, DOI: 10.1016/j.pacfin.2011.11.003.
• Burdekin, Richard C.K. & Siklos, Pierre L., 2012, "Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 521-541, DOI: 10.1016/j.pacfin.2011.12.004.
• Fernández-Macho, Javier, 2012, "Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 4, pages 1097-1104, DOI: 10.1016/j.physa.2011.11.002.
• Madura, Jeff & Ngo, Thanh & Viale, Ariel M., 2012, "Why do merger premiums vary across industries and over time?," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 49-62, DOI: 10.1016/j.qref.2012.01.001.
• Rua, António & Nunes, Luis C., 2012, "A wavelet-based assessment of market risk: The emerging markets case," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 84-92, DOI: 10.1016/j.qref.2011.12.001.
• Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012, "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 173-182, DOI: 10.1016/j.qref.2012.03.001.
• Byrne, Julie & O’Connor, Thomas, 2012, "Creditor rights and the outcome model of dividends," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 227-242, DOI: 10.1016/j.qref.2012.04.002.
• Mabrouk, Samir & Saadi, Samir, 2012, "Parametric Value-at-Risk analysis: Evidence from stock indices," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 305-321, DOI: 10.1016/j.qref.2012.04.006.
• Li, Hong, 2012, "The impact of China's stock market reforms on its international stock market linkages," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 358-368, DOI: 10.1016/j.qref.2012.10.003.
• Wahab, Mahmoud, 2012, "Asymmetric effects of U.S. stock returns on European equities," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 156-172, DOI: 10.1016/j.iref.2011.05.007.
• Mulder, Christian & Perrelli, Roberto & Rocha, Manuel Duarte, 2012, "External vulnerability, balance sheet effects, and the institutional framework — Lessons from the Asian crisis," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 16-28, DOI: 10.1016/j.iref.2011.04.002.
• Kao, Erin H. & Fung, Hung-Gay, 2012, "Intraday trading activities and volatility in round-the-clock futures markets," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 195-209, DOI: 10.1016/j.iref.2011.06.003.
• Cakici, S. Meral, 2012, "Technology shocks under varying degrees of financial openness," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 232-245, DOI: 10.1016/j.iref.2011.06.005.
• Ding, Liang, 2012, "The Thursday effect of the forward premium puzzle," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 302-318, DOI: 10.1016/j.iref.2011.08.005.
• Khan, Walayet & Vieito, João Paulo, 2012, "Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 173-189, DOI: 10.1016/j.iref.2011.09.005.
• Chen, Sichong, 2012, "The predictability of aggregate Japanese stock returns: Implications of dividend yield," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 284-304, DOI: 10.1016/j.iref.2011.10.009.
• Wang, Zi-Mei & Chiao, Chaoshin & Chang, Ya-Ting, 2012, "Technical analyses and order submission behaviors: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 109-128, DOI: 10.1016/j.iref.2011.12.002.
• Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2012, "Measuring the risk premium in uncovered interest parity using the component GARCH-M model," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 167-176, DOI: 10.1016/j.iref.2012.02.001.
• Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas, 2012, "Asymmetric and threshold effects on comovements among Germanic cross-listed equities," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 327-342, DOI: 10.1016/j.iref.2011.11.001.
• Liu, Shinhua & Stowe, John D. & Hung, Ken, 2012, "Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 62-70, DOI: 10.1016/j.iref.2011.12.001.
• Kodongo, Odongo & Ojah, Kalu, 2012, "The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 71-87, DOI: 10.1016/j.iref.2012.01.004.
• Walkshäusl, Christian & Lobe, Sebastian, 2012, "Islamic investing," Review of Financial Economics, Elsevier, volume 21, issue 2, pages 53-62, DOI: 10.1016/j.rfe.2012.03.002.
• Orlowski, Lucjan T., 2012, "Financial crisis and extreme market risks: Evidence from Europe," Review of Financial Economics, Elsevier, volume 21, issue 3, pages 120-130, DOI: 10.1016/j.rfe.2012.06.006.
• Claus, Edda & Lucey, Brian M., 2012, "Equity market integration in the Asia Pacific region: Evidence from discount factors," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 137-163, DOI: 10.1016/j.ribaf.2011.09.002.
• Hatemi-J, Abdulnasser, 2012, "Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 273-280, DOI: 10.1016/j.ribaf.2012.01.002.
• Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 317-333, DOI: 10.1016/j.ribaf.2012.01.003.
• Victor Pontines & Reza Siregar, 2012, "How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-04, Feb.
• Mark Fedenia & Sherrill Shaffer & Hilla Skiba, 2012, "Information Immobility, Industry Concentration, and Institutional Investors' Performance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-24, Jun.
• Paul De Grauwe & Yuemei Ji, 2012, "Self-Fulfilling Crises in the Eurozone. An Empirical Test," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-37, Aug.
• 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.
• Bruce Seifert & Olubunmi Faleye & Halit Gonenc, 2012, "Creditor Rights, Country Governance, and Corporate Cash Holdings," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1214, May.
• Michael McAleer & Shawkat Hammoudeh, 2012, "Risk Management and Financial Derivatives:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 816, Apr.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012, "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers, Kyoto University, Institute of Economic Research, number 820, Jun.
• David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012, "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers, Kyoto University, Institute of Economic Research, number 838, Dec.
• Masayuki Susai & Yushi Yoshida, 2012, "Central bank interventions and limit order behavior in the foreign exchange market," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 56, Jul.
• Jorge Uribe & Inés Ulloa, 2012, "Risk measurement under extreme events. An in-context methodological review," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 76, pages 87-117, DOI: 10.17533/udea.le.n76a12812.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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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.
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• 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.