Research classified by Journal of Economic Literature (JEL) codes

2011

• Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2011, "Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market," Working Papers, Deakin University, Department of Economics, number fe_2011_11, Jan, DOI: 10.1080/1540496X.2015.1061799.
• Narayan, Seema & Narayan, Paresh Kumar, 2011, "Did the US macroeconomic conditions affect Asian stock markets?," Working Papers, Deakin University, Department of Economics, number fe_2011_13, Jan, DOI: 10.1016/j.asieco.2012.05.001.
• Thai-Ha Le & Youngho Chang, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 114.
• Khaled Guesmi & Duc Khuong Nguyen, 2011, "How strong is the global integration of emerging market regions? An empirical assessment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-9.
• Ashish Garg & B. S. Bodla, 2011, "Impact of the Foreign Institutional Investments on Stock Market: Evidence from India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 2, pages 303-322.
• Peter Benczur & Cosmin Ilut, 2011, "Evidence for Dynamic Contracts in Sovereign Bank Lending," Working Papers, Duke University, Department of Economics, number 11-06.
• Abhijit Sen Gupta, 2011, "The Current State of Financial and Regulatory Frameworks in Asian Economies : The Case of India," Finance Working Papers, East Asian Bureau of Economic Research, number 23233, Aug.
• Biswa Nath Bhattacharyay, 2011, "Bond Market Development in Asia : An Empirical Analysis of Major Determinants," Finance Working Papers, East Asian Bureau of Economic Research, number 23236, Jun.
• Dietrich Domanski & Philip Turner, 2011, "The Great Liquidity Freeze : What Does It Mean for International Banking?," Finance Working Papers, East Asian Bureau of Economic Research, number 23245, Jun.
• Yung Chul Park, 2011, "The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies," Finance Working Papers, East Asian Bureau of Economic Research, number 23252, May.
• Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011, "Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises," Finance Working Papers, East Asian Bureau of Economic Research, number 23273, Feb.
• Alfred Hannig & Stefan Jansen, 2011, "Financial Inclusion and Financial Stability : Current Policy Issues," Finance Working Papers, East Asian Bureau of Economic Research, number 23278, Dec.
• Abhijit Sen Gupta, 2011, "The Current State of Financial and Regulatory Frameworks in Asian Economies : The Case of India," Governance Working Papers, East Asian Bureau of Economic Research, number 23233, Aug.
• Biswa Nath Bhattacharyay, 2011, "Bond Market Development in Asia : An Empirical Analysis of Major Determinants," Governance Working Papers, East Asian Bureau of Economic Research, number 23236, Jun.
• Yung Chul Park, 2011, "The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies," Governance Working Papers, East Asian Bureau of Economic Research, number 23252, May.
• Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011, "Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises," Governance Working Papers, East Asian Bureau of Economic Research, number 23273, Feb.
• Dietrich Domanski & Philip Turner, 2011, "The Great Liquidity Freeze : What Does It Mean for International Banking?," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23245, Jun.
• Yung Chul Park, 2011, "The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23252, May.
• Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011, "Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23273, Feb.
• Alfred Hannig & Stefan Jansen, 2011, "Financial Inclusion and Financial Stability : Current Policy Issues," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23278, Dec.
• Dorrucci, Ettore & McKay, Julie, 2011, "The international monetary system after the financial crisis," Occasional Paper Series, European Central Bank, number 123, Feb.
• Mauricio Drelichman & Hans‐Joachim Voth, 2011, "Lending to the Borrower from Hell: Debt and Default in the Age of Philip II," Economic Journal, Royal Economic Society, volume 121, issue 557, pages 1205-1227, December, DOI: j.1468-0297.2011.02442.x.
• Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2011, "Why Are U.S. Stocks More Volatile?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-6, Feb.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 413-437, DOI: 10.1016/j.ijforecast.2009.10.008.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 413-437, April.
• Lang, Mark & Maffett, Mark, 2011, "Transparency and liquidity uncertainty in crisis periods," Journal of Accounting and Economics, Elsevier, volume 52, issue 2, pages 101-125, DOI: 10.1016/j.jacceco.2011.07.001.
• Hong, Gwangheon & Lee, Bong Soo, 2011, "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 273-287, DOI: 10.1016/j.japwor.2011.10.002.
• Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema, 2011, "Do market capitalization and stocks traded converge? New global evidence," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2771-2781, October.
• Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011, "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2829-2841, November.
• Fortin, Ines & Hlouskova, Jaroslava, 2011, "Optimal asset allocation under linear loss aversion," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2974-2990, November.
• Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2011, "Exchange rate volatility across financial crises," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3010-3018, November.
• Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011, "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3188-3201, DOI: 10.1016/j.jbankfin.2011.05.003.
• Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011, "New evidence on oil price and firm returns," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3253-3262, DOI: 10.1016/j.jbankfin.2011.05.010.
• van Dijk, Mathijs A., 2011, "Is size dead? A review of the size effect in equity returns," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3263-3274, DOI: 10.1016/j.jbankfin.2011.05.009.
• Popov, Alexander & Ongena, Steven, 2011, "Interbank market integration, loan rates, and firm leverage," Journal of Banking & Finance, Elsevier, volume 35, issue 3, pages 544-559, March.
• Bredin, Don & Hyde, Stuart, 2011, "Investigating sources of unanticipated exposure in industry stock returns," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1128-1142, May.
• Havrylchyk, Olena & Jurzyk, Emilia, 2011, "Inherited or earned? Performance of foreign banks in Central and Eastern Europe," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1291-1302, May.
• Gimet, Céline & Lagoarde-Segot, Thomas, 2011, "A closer look at financial development and income distribution," Journal of Banking & Finance, Elsevier, volume 35, issue 7, pages 1698-1713, July.
• Garcia, René & Tsafack, Georges, 2011, "Dependence structure and extreme comovements in international equity and bond markets," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 1954-1970, August.
• Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011, "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2330-2340, September.
• Althammer, Wilhelm & Haselmann, Rainer, 2011, "Explaining foreign bank entrance in emerging markets," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 486-498, DOI: 10.1016/j.jce.2011.03.002.
• Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel, 2011, "Market microstructure matters when imposing a Tobin tax—Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 3, pages 586-602, DOI: 10.1016/j.jebo.2011.06.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, DOI: 10.1016/j.jeconbus.2010.09.001.
• Balli, Faruk & Balli, Hatice O., 2011, "Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 89-106, DOI: 10.1016/j.jeconbus.2010.11.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, March.
• Balli, Faruk & Balli, Hatice O., 2011, "Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 89-106, March.
• Leoni, Patrick & Luchini, Stéphane, 2011, "Designing the financial tools to promote universal access to AIDS care," Journal of Health Economics, Elsevier, volume 30, issue 1, pages 181-188, January.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2011, "International portfolio diversification is better than you think," Journal of International Money and Finance, Elsevier, volume 30, issue 2, pages 289-308, March.
• Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011, "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 605-622, June.
• Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 692-707, June.
• Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2011, "What drives international equity correlations? Volatility or market direction?," Journal of International Money and Finance, Elsevier, volume 30, issue 6, pages 1234-1263, October.
• Cakici, S. Meral, 2011, "Financial integration and business cycles in a small open economy," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1280-1302, DOI: 10.1016/j.jimonfin.2011.06.011.
• Ichiue, Hibiki & Koyama, Kentaro, 2011, "Regime switches in exchange rate volatility and uncovered interest parity," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1436-1450, DOI: 10.1016/j.jimonfin.2011.07.003.
• Astudillo, Alfonso & Braun, Matías & Castañeda, Pablo, 2011, "The going public decision and the structure of equity markets," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1451-1470, DOI: 10.1016/j.jimonfin.2011.06.019.
• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011, "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1696-1718, DOI: 10.1016/j.jimonfin.2011.08.004.
• Catte, Pietro & Cova, Pietro & Pagano, Patrizio & Visco, Ignazio, 2011, "The role of macroeconomic policies in the global crisis," Journal of Policy Modeling, Elsevier, volume 33, issue 6, pages 787-803, DOI: 10.1016/j.jpolmod.2011.06.001.
• Ferreira, Miguel A. & Miguel, Antonio F., 2011, "The determinants of domestic and foreign bond bias," Journal of Multinational Financial Management, Elsevier, volume 21, issue 5, pages 279-300, DOI: 10.1016/j.mulfin.2011.07.004.
• Diyarbakirlioglu, Erkin, 2011, "Domestic and foreign country bias in international equity portfolios," Journal of Multinational Financial Management, Elsevier, volume 21, issue 5, pages 301-329, DOI: 10.1016/j.mulfin.2011.07.002.
• Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal, 2011, "International diversification with American Depository Receipts (ADRs)," Pacific-Basin Finance Journal, Elsevier, volume 19, issue 1, pages 98-114, January.
• Bastos, João A. & Caiado, Jorge, 2011, "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 7, pages 1315-1325, DOI: 10.1016/j.physa.2010.12.008.
• von Hagen, Jürgen & Schuknecht, Ludger & Wolswijk, Guido, 2011, "Government bond risk premiums in the EU revisited: The impact of the financial crisis," European Journal of Political Economy, Elsevier, volume 27, issue 1, pages 36-43, March.
• Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011, "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 679-689, October.
• Fugazza, Carolina & Giofré, Maela & Nicodano, Giovanna, 2011, "International diversification and industry-related labor income risk," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 764-783, October.
• Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2011, "Financial Openness and Productivity," World Development, Elsevier, volume 39, issue 1, pages 1-19, January.
• Richard C. K. Burdekin & Pierre L. Siklos, 2011, "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-35, Oct.
• Humberto Valencia Herrera, 2011, "Value at Risk and Return from the Use of Bayesian Methods for Stress Testing in a World Asset Allocation and the 2008-2009 Crisis," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 5, issue 1, pages 33-49.
• Peñaranda, Francisco & Micola, Augusto, 2011, "On the drivers of commodity co-movement: evidence from biofuels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119057, Dec.
• Moloney, Niamh, 2011, "The European Securities and Markets Authority and institutional design for the EU financial market – a tale of two competences: Part (2) rules in action," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 37168.
• Monastiriotis, Vassilis & Psycharis, Yiannis, 2011, "Without purpose and strategy?: a spatio-functional analysis of the regional allocation of public investment in Greece," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 38377, Aug.
• Christodoulaki, Olga & Cho, Haeran & Fryzlewicz, Piotr, 2011, "A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 38378, Sep.
• Nieto Domenech, Belén & Orbe Mandaluniz, Susan & Zárraga Alonso, Ainhoa, 2011, "Time-Varying Beta Estimators in the Mexican Emerging Market," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984.
• Fernández Macho, Francisco Javier, 2011, "Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Jun.
• Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011, "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011, EcoMod, number 3038, Jul.
• Flavio Vilela Vieira, 2011, "The new international financial crisis: causes, consequences and perspectives," Brazilian Journal of Political Economy, Center of Political Economy, volume 31, issue 2, pages 217-237.
• Gerard Caprio, 2011, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, Edward Elgar Publishing, chapter 14, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".
• 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.
• Manuel Hernandez & Raul Ibarra & Danilo Trupkin, 2011, "How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets," Documentos de Trabajo/Working Papers, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo., number 1109.
• Gulamhussen, M. A. & Piheiro, Carlos & Pozzolo, Alberto Franco, 2011, "Do multinational banks create or destroy economic value?," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11057, Feb.
• Caiazza, Stefano & Clare, Andrew & Pozzolo, Alberto Franco, 2011, "What do foreigners want? Evidence from targets in bank cross-border M&As," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11058, Feb.
• Caiazza, Stefano & Pozzolo, Alberto Franco & Trovato, Giovanni, 2011, "Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11061, May.
• Hooi Hooi Lean & Russell Smyth, 2011, "REITs, interest rates and stock prices in Malaysia," Monash Economics Working Papers, Monash University, Department of Economics, number 01-11, Jun.
• Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011, "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/11, Aug.
• Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
• Beniamino Moro, 2012, "The Theoretical Debate on Recent Great Crisis," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 3-42.
• Domenico Piatti, 2011, "The cost of banking regulation: A comparison among Italy, France and Spain," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 9-48.
• Gianfranco Forte & Marco Mauri & Federica Miglietta, 2011, "Islamic asset management," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 261-296.
• Thai-Ha LE & Youngho CHANG, 2011, "The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1103, Mar.
• Richard Clarida & Francesco Giavazzi, 2011, "NBER International Seminar on Macroeconomics 2010," NBER Books, National Bureau of Economic Research, Inc, number clar10-1, January.
• Nicola Cetorelli & Linda S. Goldberg, 2011, "Liquidity Management of US Global Banks: Internal Capital Markets in the Great Recession," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Andrew K. Rose & Mark M. Spiegel, 2011, "Dollar Illiquidity and Central Bank Swap Arrangements during the Global Financial Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011, "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16677, Jan.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2011, "Differences of Opinion and International Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16726, Jan.
• Hans B. Christensen & Luzi Hail & Christian Leuz, 2011, "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," NBER Working Papers, National Bureau of Economic Research, Inc, number 16737, Jan.
• Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2011, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 16975, Apr.
• Andrew Ang & Francis A. Longstaff, 2011, "Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 16982, Apr.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011, "Global Crises and Equity Market Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 17121, Jun.
• Pierre-Olivier Gourinchas & Maurice Obstfeld, 2011, "Stories of the Twentieth Century for the Twenty-First," NBER Working Papers, National Bureau of Economic Research, Inc, number 17252, Jul.
• Karen K. Lewis, 2011, "Global Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 17261, Jul.
• Robert J. Barro & José F. Ursua, 2011, "Rare Macroeconomic Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 17328, Aug.
• Nicola Cetorelli & Linda S. Goldberg, 2011, "Liquidity management of U.S. global banks: Internal capital markets in the great recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 17355, Aug.
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 17358, Aug.
• Andrew K. Rose & Mark M. Spiegel, 2011, "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17359, Aug.
• Ian Martin, 2011, "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers, National Bureau of Economic Research, Inc, number 17564, Nov.
• Giorgia Palladini & Richard Portes, 2011, "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," NBER Working Papers, National Bureau of Economic Research, Inc, number 17586, Nov.
• Maurice Obstfeld, 2011, "The International Monetary System: Living with Asymmetry," NBER Working Papers, National Bureau of Economic Research, Inc, number 17641, Dec.
• Nicolas E. Magud & Carmen M. Reinhart & Esteban R. Vesperoni, 2011, "Capital Inflows, Exchange Rate Flexibility, and Credit Booms," NBER Working Papers, National Bureau of Economic Research, Inc, number 17670, Dec.
• M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011, "Determinants of Credit Default Swaps in International Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-01, Feb.
• M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011, "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-03, Mar.
• M. Kabir Hassan & Eric Girard, 2011, "Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-05, Apr.
• Shah, Ajay & Patnaik, Ila, 2011, "India's financial globalisation," Working Papers, National Institute of Public Finance and Policy, number 11/79, Jan.
• John Beirne & Guiglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2011, "Volatility spillovers and contagion from mature and emerging stock markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2011, Nov.
• Raffaele Della Croce & Christopher Kaminker & Fiona Stewart, 2011, "The Role of Pension Funds in Financing Green Growth Initiatives," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 10, Sep, DOI: 10.1787/5kg58j1lwdjd-en.
• Raffaele Della Croce, 2011, "Pension Funds Investment in Infrastructure: Policy Actions," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 13, Sep, DOI: 10.1787/5kg272f9bnmx-en.
• Oecd, 2011, "Regulatory Reform of OTC Derivatives and Its Implications for Sovereign Debt Management Practices," OECD Working Papers on Sovereign Borrowing and Public Debt Management, OECD Publishing, number 1, Sep, DOI: 10.1787/5k9gz2n0sgq2-en.
• Barbara Buchner & Jessica Brown & Jan Corfee-Morlot, 2011, "Monitoring and Tracking Long-Term Finance to Support Climate Action," OECD/IEA Climate Change Expert Group Papers, OECD Publishing, number 2011/3, May, DOI: 10.1787/5k44zcqbbj42-en.
• Mathias Lahnsteiner, 2011, "The Refinancing Structure of Banks in Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 44-69.
• Sandu Carmen, 2011, "The Implications Of Varying Exchange Rates For The International Trade," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 524-529, July.
• DEDU Vasile & Turcan Ciprian Sebastian & Turcan Radu, 2011, "A Behavioral Approach To The Global Financial Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 340-346, December.
• Numan Ülkü & Enzo Weber, 2011, "Bigger Fish in Small Pond : The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 294, Jan.
• Fernando Broner & Jaume Ventura, 2011, "Globalization and Risk Sharing," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 1, pages 49-82.
• Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2011, "Investor Overconfidence and the Forward Premium Puzzle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 2, pages 523-558.
• H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011, "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, volume 15, issue 1, pages 173-206.
• Pedro A. C. Saffi & Kari Sigurdsson, 2011, "Price Efficiency and Short Selling," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 3, pages 821-852.
• Anton Sorin Gabriel & Diaconasu Delia-Elena, 2011, "Development of Exchange-Traded Derivatives Markets in Selective Central and Eastern European Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 104-109, May.
• Juscu Nicolae Cristian, 2011, "Methodology of Economic Assessment of Corporate Finance Management Effectiveness," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1117-1119, May.
• Murgea Aurora, 2011, "Derivatives Market in the Aftermath of the Lessons Learned from the Crises," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1456-1460, May.
• Orãºtean Ramona, 2011, "Sovereign Debt Crisis in Europe – Romania’ Vulnerabilities," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1574-1577, May.
• Voinea Gheorghe & Avãdanei Andreea, 2011, "Optimum Currency Areas Theory: Economic Foundation for Monetary Unification," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2315-2320, May.
• Cosma Sorinel, 2011, "Offshore Financial Centers – A Recent and Debatable Reality in World Finance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 268-272, May.
• Juscu Nicolae Cristian, 2011, "Conceptual Approach to Economic Efficiency Assessment of Finance Management System of Joint Stock Companies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 682-686, May.
• Juscu Nicolae Cristian & Calotã George, 2011, "Evaluation of Existing Methods for Determination the Economic Efficiency of Management and Control of Joint Stock Companies’ Finance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 687-691, May.
• Murgea Aurora, 2011, "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-889, May.
• Orãºtean Ramona, 2011, "Financial Regulatory Reform – National and International Actions and Proposals," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 977-982, May.
• Rui Esteves, 2011, "The Belle Epoque of International Finance. French Capital Exports, 1880-1914," Economics Series Working Papers, University of Oxford, Department of Economics, number 534, Feb.
• Ron Bird & Lorenzo Casavecchia, 2011, "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 6, pages 375-390, February, DOI: 10.1057/jam.2009.34.
• Nicola Cetorelli & Linda S Goldberg, 2011, "Global Banks and International Shock Transmission: Evidence from the Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 1, pages 41-76, April.
• N Blasco & P Corredor & S Ferreruela, 2011, "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 6, pages 1056-1066, June, DOI: 10.1057/jors.2010.34.
• Jorge Rojas, 2011, "Financial Crisis, the International Monetary System and the Challenge of the Emerging Economies," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 34, issue 68, pages 9-32.
• Slobodan Cerovic & Marina Pepic, 2011, "Interest Rate Derivatives In Developing Countries In Europe," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 9, issue 3, pages 38-42, August.
• Ali Fatemi & Iraj Fooladi & Nargess Kayhani, 2011, "Sovereign Wealth Funds: An Exploratory Study of Their Behavior," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 15, issue 2, pages 64-90, Winter.
• Jaroslaw Pawlowski, 2011, "Derivatives – Benefaction Or Curse Of Contemporary Economy," Oeconomia Copernicana, Institute of Economic Research, volume 2, issue 2, pages 47-60, June, DOI: 10.12775/OeC.2011.007.
• Attiya Y. Javid & Eatzaz Ahmad, 2011, "Asset Pricing Behaviour with Dual-Beta in Case of Pakistani Stock Market," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 2, pages 95-118.
• Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011, "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper, University Library of Munich, Germany, number 27927, Jan.
• Cifarelli, Giulio & Paladino, Giovanna, 2011, "Hedging vs. speculative pressures on commodity futures returns," MPRA Paper, University Library of Munich, Germany, number 28229, Jan.
• Avadanei, Andreea, 2011, "Indicatori de măsurare a integrării financiare europene. Literature review
  [Measuring European financial market integration. A literature review]," MPRA Paper, University Library of Munich, Germany, number 28737, Feb.
• Estrada, Fernando, 2011, "Theory of financial risk," MPRA Paper, University Library of Munich, Germany, number 29665, Mar.
• Simplice A, Asongu, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper, University Library of Munich, Germany, number 30120, Apr.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2011, "Oil prices, exchange rates and emerging stock markets," MPRA Paper, University Library of Munich, Germany, number 30140, Apr.
• Konchyn, Vadym, 2011, "European countries with a diagnosis of financial default: expectancy and fear of its announcement in Ukraine," MPRA Paper, University Library of Munich, Germany, number 30157, Mar, revised 08 Apr 2011.
• Petrushchak, Bohdan, 2011, "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
  [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper, University Library of Munich, Germany, number 30367, revised 2011.
• Simplice A., Asongu, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 30391, Apr.
• Petrushchak, Bohdan, 2011, "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper, University Library of Munich, Germany, number 31115, revised 2011.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 31174, May.
• Pontines, Victor & Siregar, Reza Yamora, 2011, "Cross-border bank lending to selected SEACEN economies: an integrative report," MPRA Paper, University Library of Munich, Germany, number 31455, Jun.
• Dasgupta, Dipak & Dubey, R.N. & Sathish, R, 2011, "Domestic Wheat Price Formation and Food Inflation in India," MPRA Paper, University Library of Munich, Germany, number 31564, May.
• Le, Thai-Ha & Chang, Youngho, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 31753, Jun.
• Zaman, Gheorghe & Georgescu, George, 2011, "Sovereign risk and debt sustainability: warning levels for Romania," MPRA Paper, University Library of Munich, Germany, number 32924, Mar.
• Kablan, S & Yousfi, O, 2011, "Efficiency of islamic and conventional banks in countries with islamic banking," MPRA Paper, University Library of Munich, Germany, number 32951, Jul.
• Abdala Rioja, Yamile E, 2011, "All Things Considered: The Interaction of the Reasons for the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 33408, Sep.
• Mukherjee, Dr. Kedar nath, 2011, "Commodity investments: opportunities for Indian institutional investors," MPRA Paper, University Library of Munich, Germany, number 33510, Sep.
• Mirdala, Rajmund, 2011, "Financial Deepening and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 33609, Jun.
• Mamoru, Nagano, 2011, "Who issues debt securities in emerging countries?," MPRA Paper, University Library of Munich, Germany, number 33623, Jul.
• Orth, Walter, 2011, "Default probability estimation in small samples - with an application to sovereign bonds," MPRA Paper, University Library of Munich, Germany, number 33778, Sep.
• Stavarek, Daniel & Repkova, Iveta & Gajdosova, Katarina, 2011, "Theory of financial integration and achievements in the European Union," MPRA Paper, University Library of Munich, Germany, number 34393, Jul.
• Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Mehar, Dr. Ayub & Osman, Ms. Amber, 2011, "Are the Major South Asian Equity Markets Co-Integrated?," MPRA Paper, University Library of Munich, Germany, number 34737, revised 2011.
• Petrushchak, Bohdan, 2011, "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
  [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper, University Library of Munich, Germany, number 34948.
• Malliaris, A.G. & Malliaris, Mary, 2011, "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper, University Library of Munich, Germany, number 35266, Nov.
• Yousfi, Ouidad, 2011, "Islamic private equity: what is new?," MPRA Paper, University Library of Munich, Germany, number 35952, Dec.
• Muñoz, Mª Pilar & Márquez, María Dolores & Sánchez, Josep A., 2011, "Contagion between United States and european markets during the recent crises," MPRA Paper, University Library of Munich, Germany, number 35993, Jul.
• Modena, Matteo, 2011, "Agricultural commodities and financial markets," MPRA Paper, University Library of Munich, Germany, number 36416, Jul, revised 30 Sep 2011.
• Dumitriu, Ramona & Stefanescu, Razvan, 2011, "Shocks on the Romanian foreign exchange market before and after the global crisis," MPRA Paper, University Library of Munich, Germany, number 36560, Jun, revised 09 Feb 2012.
• Mirdala, Rajmund, 2011, "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 36695, Oct.
• Coskun, Yener, 2011, "Does Power of Political Economy and Regulation Make Istanbul a Financial Center? (Ekonomi Politik ve Düzenlemenin Gücü Istanbul’u Finans Merkezi Yapabilir Mi?)
  [Does Power of Political Economy and Regulation Make Istanbul a Financial Center?]," MPRA Paper, University Library of Munich, Germany, number 36847, Nov.
• Demir, Firat, 2011, "Growth under Exchange Rate Volatility: Does Access to Foreign or Domestic Equity Markets Matter?," MPRA Paper, University Library of Munich, Germany, number 37398, Sep.
• Simplice A, Asongu, 2011, "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 37459, Jul.
• Dimitriou, Dimitrios & Simos, Theodore, 2011, "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 37477, Nov.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo, 2011, "The Going Public Decision and the Structure of Equity Markets," MPRA Paper, University Library of Munich, Germany, number 38640, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 39630, May.
• duqi, andi & mirti, riccardo & torluccio, giuseppe, 2011, "An analysis of the R&D effect on stock returns for European listed firms," MPRA Paper, University Library of Munich, Germany, number 40012.
• Arash, Aloosh, 2011, "Variance Risk Premium Differentials and Foreign Exchange Returns," MPRA Paper, University Library of Munich, Germany, number 40829, Nov, revised 18 Aug 2012.
• Sirucek, Martin, 2011, "Impact of monetary policy on US stock market," MPRA Paper, University Library of Munich, Germany, number 40943, Sep.
• Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41602, Mar, revised 20 Mar 2011.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2011, "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper, University Library of Munich, Germany, number 41786, Oct.
• Çankaya, Serkan & Ulusoy, Veysel & Eken, Hasan/M., 2011, "The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 43656, Apr.