Research classified by Journal of Economic Literature (JEL) codes

2011

• Numan Ülkü, 2011, "Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 277-304, July.
• António Afonso & Jaromír Baxa & Michal Slavík, 2011, "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/16, Aug, revised Aug 2011.
• Jozef Barunik & Lukas Vacha & Ladislav Krištoufek, 2011, "Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/22, Jun, revised Jun 2011.
• Raúl de Jesús, Edgar Ortiz, 2011, "Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 49-88, October.
• Niko Dotz & Christoph Fischer, 2011, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 69.
• Karen K. Lewis, 2011, "Global asset pricing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 88.
• J. Scott Davis, 2011, "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 89.
• Jianfeng Yu, 2011, "A sentiment-based explanation of the forward premium puzzle," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 90.
• Andrew K. Rose & Mark M. Spiegel, 2011, "Dollar illiquidity and central bank swap arrangements during the global financial crisis," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-18.
• Christopher J. Neely & Paul A. Weller, 2011, "Lessons from the evolution of foreign exchange trading strategies," Working Papers, Federal Reserve Bank of St. Louis, number 2011-021, DOI: 10.20955/wp.2011.021.
• Nicola Cetorelli & Linda S. Goldberg, 2011, "Liquidity management of U.S. global banks: internal capital markets in the Great Recession," Staff Reports, Federal Reserve Bank of New York, number 511.
• Elyas Elyasiani & Loretta J. Mester & Michael S. Pagano, 2011, "Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 11-46.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2011, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1109.
• Yuliya S. Evlakhova, 2011, "Financial Market Concept within the Modern Finance Theory Framework," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 81-92, July.
• Brotons, José M. & Terceño, Antonio, 2011, "Return risk map in a fuzzy environment," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 33-57, November.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1103.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "A closer look at financial development and income distribution," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1104.
• Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011, "The reform of European securities settlement systems: Towards an integrated financial market," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1129.
• Marc Flandreau, Stefano Ugolini, 2011, "Where It All Began: Lending of Last Resort and the Bank of England during the Overend, Gurney Panic of 1866," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2011, Feb.
• Rahul Mukherjee, 2011, "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2011, Apr.
• Tommaso Trani, 2011, "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2011, Oct.
• Marc Flandreau & Juan Flores & Norbert Gaillard & Sebastian Nieto-Parra, 2011, "The Changing Role of Global Financial Brands in the Underwriting of Foreign Government Debt (1815-2010)," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2011, Dec.
• Ana Rita Gonzaga & Helder Sebastião, 2012, "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-02, Jan.
• Gupta, Rakesh & Guidi, Francesco, 2011, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7277, Sep.
• Jason West, 2011, "Policies Convertible Bonds and Stock Liquidity," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201103, Mar.
• Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo, 2011, "Are Euro exchange rates markets efficient? New evidence from a large panel," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201109, Sep.
• Abdulnasser Hatemi-J & Eduardo Roca, 2011, "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201111, Nov.
• Mai Hassan & Christian Kalhoefer, 2011, "Regulation of Credit Rating Agencies - Evidence from Recent Crisis," Working Papers, The German University in Cairo, Faculty of Management Technology, number 26, Feb.
• Olena Havrylchyk & Emilia Jurzyk, 2011, "Inherited or earned? Performance of foreign banks in Central and Eastern Europe," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03201982, May, DOI: 10.1016/j.jbankfin.2010.10.007.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577854.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577859, Jun.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577862, Mar.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577866, Mar.
• David Thesmar & Mathias Thoenig, 2011, "Contrasting Trends in Firm Volatility," Post-Print, HAL, number hal-00635987, Oct, DOI: 10.1257/mac.3.4.143.
• Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2011, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print, HAL, number hal-00658200, Jul.
• R. Beaupain & J. Joliet, 2011, "Corporate drivers of market liquidity on the Warsaw Stock Exchange," Post-Print, HAL, number hal-00675972.
• Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2011, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print, HAL, number hal-00714071, May.
• Bernd Hayo & David Buettner, 2011, "EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland," Post-Print, HAL, number hal-00716632, Jul, DOI: 10.1080/00036846.2011.587775.
• Christian Hopp & Axel Dreher, 2011, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," Post-Print, HAL, number hal-00737933, Oct, DOI: 10.1080/00036846.2011.605760.
• Anne-Laure Delatte & A. López & Mathieu Gex, 2011, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis," Post-Print, HAL, number hal-00756115, Dec.
• Vadym Volosovych, 2011, "Risk sharing from international factor income: explaining cross-country differences," Post-Print, HAL, number hal-00768584, Dec, DOI: 10.1080/00036846.2011.617703.
• Olena Havrylchyk & Emilia Jurzyk, 2011, "Inherited or earned? Performance of foreign banks in Central and Eastern Europe," Post-Print, HAL, number hal-03201982, May, DOI: 10.1016/j.jbankfin.2010.10.007.
• Nicolas Coeurdacier & Stéphane Guibaud, 2011, "International portfolio diversification is better than you think," Post-Print, HAL, number hal-03602483, Mar, DOI: 10.1016/j.jimonfin.2010.10.003.
• Céline Gimet & Thomas Lagoarde-Ségot, 2011, "Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective," Post-Print, HAL, number halshs-00560218.
• Céline Gimet & Thomas Lagoarde-Ségot, 2011, "A closer look at financial development and income distribution," Post-Print, HAL, number halshs-00564641, DOI: 10.1016/j.jbankfin.2010.11.011.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print, HAL, number halshs-00595338, May, DOI: 10.3917/reco.623.0461.
• Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011, "The reform of European securities settlement systems : Towards an integrated financial market," Post-Print, HAL, number halshs-00639957.
• Céline Gimet, 2011, "Global crisis and financial destabilization in the Asean countries. A microstructural perspective," Post-Print, HAL, number halshs-00666066.
• Nicolas Coeurdacier & Stéphane Guibaud, 2011, "International portfolio diversification is better than you think," Sciences Po Economics Publications (main), HAL, number hal-03602483, Mar, DOI: 10.1016/j.jimonfin.2010.10.003.
• Art Durnev & Sergei Guriev, 2011, "Resource Curse: A Corporate Transparency Channel," Working Papers, HAL, number hal-03473798, May.
• Khaled Guesmi & Duc Khuong Nguyen, 2011, "How strong is the global integration of emerging market regions? An empirical assessment," Working Papers, HAL, number hal-04141010.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers, HAL, number halshs-00587460, Apr.
• Karthik Ramanna, 2011, "The international politics of IFRS harmonization," Harvard Business School Working Papers, Harvard Business School, number 11-132, Jun, revised Oct 2012.
• Vassilis Monastiriotis & Yiannis Psycharis, 2011, "Without purpose and strategy? A spatio-functional analysis of the regional allocation of public investment in Greece," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 49, Aug.
• Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz, 2011, "A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 50, Sep.
• Marc Flandreau & Stefano Ugolini, 2011, "Where It All Began: Lending of Last Resort and the Bank of England During the Overend, Gurney Panic of 1866," Working Papers, European Historical Economics Society (EHES), number 0007, Feb.
• Bjuggren, Per-Olof & Eklund, Johan E, 2011, "The Cost of Insecure Property Rights: R2 Revisited," Ratio Working Papers, The Ratio Institute, number 174, Sep.
• Soultanaeva, Albina, 2011, "Back on the Map - Essays on Financial Markets in the Baltic States," Umeå Economic Studies, Umeå University, Department of Economics, number 820, Jan.
• Yu-chin Chen & Kwok Ping Tsang, 2011, "A Macro-Finance Approach to Exchange Rate Determination," Working Papers, Hong Kong Institute for Monetary Research, number 012011, Jan.
• Richard C. K. Burdekin & Pierre L. Siklos, 2011, "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," Working Papers, Hong Kong Institute for Monetary Research, number 232011, Jul.
• Shigeru Iwata & Han Li, 2011, "Why are Trend Cycle Decompositions of Alternative Models So Different?," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-171, Mar.
• Sercu, Piet & Vanpée, Rosanne, 2011, "The Value of Clean Hands: How to Appeal to International Equity Investors," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2011/26, Sep.
• De Moor, Lieven & Sercu, Piet, 2011, "The smallest stocks are not just smaller: US and international evidence," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2011/28, Sep.
• Viet Hoang Nguyen & Yongcheol Shin, 2011, "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n14, Jun.
• ZhengXiong Chen & Ayse Yuce, 2011, "Optimal Investment For Institutional Investors Under Value-At-Risk Constraints In Chinese Stock Markets," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 1, pages 15-32.
• Bernardo Quintanilla & Jesús Téllez & L. A. Wolfskill, 2011, "Bank Risk Fundamentals And Regulatory Discipline In The Mexican Banking Sector," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 2, pages 85-95.
• Uzma Ashraf & Irfan Munawar Gill & Douglas W. Arner, 2011, "A Road To Financial Stability," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 5, pages 71-79.
• Melita Charitou, 2011, "The Role Of Long Returns In Security Valuation: International Empirical Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 3, pages 101-110.
• Joseph J. French, 2011, "The Dynamic Interaction Between Foreign Equity Flows And Returns: Evidence From The Johannesburg Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 4, pages 45-56.
• Eduardo Sandoval & Paula Urrutia, 2011, "El Efecto De La Crisis Financiera Subprime En Los Mercados Accionarios Desarrollados. Estimaciones Aparentemente No Relacionadas Sur Versus Garch (1,1)," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-17.
• Moch. Doddy Ariefianto & Soenartomo Soepomo, 2011, "Analisa Sovereign Risk Negara Berkembang: Temuan dari Perilaku Premi Credit Default Swap," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 31-50, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Moch. Doddy Ariefianto & Soenartomo Soepomo, 2011, "Sovereign Risk Analysis of Developing Countries: Findings from Credit Default SWAP Premium Behaviour," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 31-49, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Katharina Diekmann, 2011, "Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 89, Dec.
• Jón Daníelsson & Francisco Peñaranda, 2011, "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 3, pages 621-638, August, DOI: j.1468-2354.2011.00642.x.
• Antonio Diez de los Rios & Enrique Sentana, 2011, "Testing Uncovered Interest Parity: A Continuous‐Time Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 4, pages 1215-1251, November, DOI: j.1468-2354.2011.00665.x.
• Nicholas Lardy & Patrick Douglass, 2011, "Capital Account Liberalization and the Role of the Renminbi," Working Paper Series, Peterson Institute for International Economics, number WP11-6, Feb.
• Yongyang SU & Chi Keung Marco LAU & Mehmet Hüseyin BİLGİN, 2011, "Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 304, pages 57-78.
• Saygın ŞAHİNÖZ & Rauf GÖNENÇ, 2011, "Determinants of credit ratings, sovereign bond spreads and real interest rates in emerging markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 305, pages 09-35.
• Rasim ÖZCAN, 2011, "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 306, pages 53-67.
• Mert Hakan HEKİMOĞLU & Başak TANYERİ, 2011, "Türk şirket birleşmelerinin satın alınan şirketlerin hisse senedi fiyatları üzerindeki etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 308, pages 53-70.
• Vahagn Galstyan & Philip Lane, 2011, "Bilateral Portfolio Dynamics During the Global Financial Crisis," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp366, Aug.
• Eduardo Lopez E. & Lorena Palomeque S., 2011, "Desalineamiento del precio del cobre," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 26, issue 1, pages 83-105, Junio.
• Hong Bum Jang, 2011, "Financial Integration and Cooperation in East Asia: Assessment of Recent Developments and Their Implications," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-05, Feb.
• Ila Patnaik & Ajay Shah, 2011, "India's Financial Globalisation," IMF Working Papers, International Monetary Fund, number 2011/007, Jan.
• Yishay Yafeh & Mr. Stijn Claessens, 2011, "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers, International Monetary Fund, number 2011/047, Mar.
• Bertrand Candelon & Mr. Amadou N Sy & Mr. Rabah Arezki, 2011, "Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis," IMF Working Papers, International Monetary Fund, number 2011/068, Mar.
• Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011, "Financial Cycles: What? How? When?," IMF Working Papers, International Monetary Fund, number 2011/076, Apr.
• Mr. Joshua Charap & Mr. Serhan Cevik, 2011, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers, International Monetary Fund, number 2011/156, Jul.
• Mr. Eugenio M Cerutti & Mr. Patrick M. McGuire & Mr. Stijn Claessens, 2011, "Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?," IMF Working Papers, International Monetary Fund, number 2011/222, Sep.
• Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011, "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 29-53, Julio-Dic.
• Roberto J. Santillán-Salgado, 2011, "Is the Mexican Stock Market Becoming More Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 87-102, Julio-Dic.
• John M. Fry & Baoying Lai & Mark Rhodes, 2011, "The interdependence of Coffee spot and futures market," Working Papers, International Network for Economic Research - INFER, number 2011.1.
• Victoria Dobrynskaya, 2011, "Downside risk and flight to quality in the currency market," Working Papers, International Network for Economic Research - INFER, number 2011.5.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201116, Sep, revised Sep 2011.
• Cândida Ferreira, 2011, "European integration and banking efficiency: a panel cost frontier approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/04, Feb.
• António Afonso & Jaromír Baxa & Michal Slavík, 2011, "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/11, Mar.
• António Afonso & Davide Furceri & Pedro Gomes, 2011, "Sovereign credit ratings and financial markets linkages: application to European data," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/14, Jul.
• Qiang Gong & Ming Liu & Qianqiu Liu, 2011, "Is Momentum Really Momentum? International Evidence," Working Papers, Research Institute, International University of Japan, number EMS_2011_22, Oct.
• Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers, IZA Network @ LISER, number 6060, Oct.
• Chen Su & Kenbata Bangassa, 2011, "Underpricing and long-run performance of Chinese IPOs: the role of underwriter reputation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 1, pages 53-74, March, DOI: 10.1007/s11408-010-0152-8.
• Kaspar Dardas & Andre Güttler, 2011, "Are directors’ dealings informative? Evidence from European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 111-148, June, DOI: 10.1007/s11408-011-0156-z.
• Michael Chlistalla & Marco Lutat, 2011, "Competition in securities markets: the impact on liquidity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 149-172, June, DOI: 10.1007/s11408-011-0155-0.
• Levan Efremidze & Akinori Tomohara, 2011, "Have the Implications of Twin Deficits Changed?: Sudden Stops over Decades," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 1, pages 66-76, February, DOI: 10.1007/s11294-010-9285-9.
• Aleksandra Matuszewska-Janica, 2011, "Long-run Relationships between Selected Central European Indexes," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 157-168, May, DOI: 10.1007/s11294-011-9300-9.
• Heeho Kim, 2011, "Market Instability and Revision Error in Risk Premium," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 169-180, May, DOI: 10.1007/s11294-011-9299-y.
• Nikolaos Sariannidis, 2011, "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 181-192, May, DOI: 10.1007/s11294-011-9298-z.
• Nicholas Apergis & Emmanuel Mamatzakis & Christos Staikouras, 2011, "Testing for Regime Changes in Greek Sovereign Debt Crisis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 3, pages 258-273, August, DOI: 10.1007/s11294-011-9311-6.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011, "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 4, pages 397-412, November, DOI: 10.1007/s11294-011-9315-2.
• Francisco Climent & Pilar Soriano, 2011, "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, volume 103, issue 2, pages 275-287, October, DOI: 10.1007/s10551-011-0865-2.
• Robert Edelstein & Wenlan Qian & Desmond Tsang, 2011, "How Do Institutional Factors Affect International Real Estate Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 1, pages 130-151, July, DOI: 10.1007/s11146-010-9245-4.
• Horst Entorf & Jochen Moebert & Katja Sonderhof, 2011, "The Foreign Exchange Rate Exposure of Nations," Open Economies Review, Springer, volume 22, issue 2, pages 339-353, April, DOI: 10.1007/s11079-009-9128-6.
• Lawrence Kryzanowski & Skander Lazrak, 2011, "Informed traders of cross-listed shares trade more in the domestic market around earnings releases," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 1, pages 1-31, January, DOI: 10.1007/s11156-010-0169-0.
• Chanwit Phengpis & Peggy Swanson, 2011, "Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 269-286, February, DOI: 10.1007/s11156-010-0174-3.
• Anil Mishra, 2011, "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 223-244, August, DOI: 10.1007/s11156-010-0202-3.
• William Dimovski & Simmala Philavanh & Robert Brooks, 2011, "Underwriter reputation and underpricing: evidence from the Australian IPO market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 4, pages 409-426, November, DOI: 10.1007/s11156-010-0211-2.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1117, Jul.
• S. Meral Cakici, 2011, "Default Risk Premium and Aggregate Fluctuations in a Small Open Economy," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1131, Nov.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1135, Dec.
• Berlinger, Edina & Szenes, Márk & Michaletzky, Márton, 2011, "A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után
  [Examination of the network dynamics of the uncovered interbank forint market before the liquidity crisis and after]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 229-252.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2011, "Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance," KIER Working Papers, Kyoto University, Institute of Economic Research, number 755, Jan.
• Werner Kristjanpoller & Mauricio Morales, 2011, "Arbitrage Pricing Theory Applied to the Chilean Stock Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 74, pages 37-59.
• Jorge Uribe, 2011, "Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 29-57.
• Charle Londoño & Yaneth Cuan, 2011, "Asset Pricing Models: A Comparative Exercise Using Neural Networks to the Colombian Stock Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 59-87.
• Umar Burkhanov, 2011, "The Big Failure: Lehman Brothers’ Effects On Global Markets," European Journal of Business and Economics, Central Bohemia University, volume 2, issue 0, pages 17-201:2, September, DOI: 10.12955/ejbe.v2i0.93.
• Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011, "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-10, Mar.
• Charlotte Christiansen, 2011, "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-20, May.
• Carol Wang & James E. Larsen & Fall M. Ainina & Marlena L. Akhbari & Nicolas Gressis, 2011, "Why the Dogs of the Dow Bark Loudly in China," American Journal of Economics and Business Administration, Science Publications, volume 3, issue 3, pages 560-568, November, DOI: 10.3844/ajebasp.2011.560.568.
• Bong-Han Kim & Hyeongwoo Kim, 2011, "Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-04, Apr.
• Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min, 2011, "Reassessing the Link between the Japanese Yen and Emerging Asian Currencies," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-05, Apr.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011, "US International Equity Investment and Past and Prospective Returns," American Economic Review, American Economic Association, volume 101, issue 7, pages 3440-3455, December.
• Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011, "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 2, pages 75-103, April.
• David Thesmar & Mathias Thoenig, 2011, "Contrasting Trends in Firm Volatility," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 143-180, October.
• Stephen Gilmore & Fumio Hayashi, 2011, "Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 85-111, October.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2011, "The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-01, Mar.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: A dynamic approach," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-06, Oct.
• Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-08, Nov.
• Asongu Simplice, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/003, Apr.
• Asongu Simplice, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/004, Apr.
• Asongu Simplice, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/006, May.
• Abou-Zaid, Ahmed S., 2011, "Volatility Spillover Effects in Emerging MENA Stock Markets," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 7, issue 01-2, pages 1-21, March, DOI: 10.22004/ag.econ.143429.
• Laura Raisa Miloş & Carmen Corduneanu, 2011, "Diversity Of The Pension Systems In The European Union Countries"," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 58, pages 145-155, november.
• Sorin Gabriel Anton, 2011, "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 58, pages 41-52, november.
• Claudiu Tiberiu Albulescu & Daniel Goyeau, 2011, "Financial Volatility And Derivatives Products: A Bidirectional Relationship," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 57-69, july.
• Hsien-Yi LEE, 2011, "Contagion in International Stock Markets During the sub Prime Mortgage Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 141-158, December.
• Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC, 2011, "The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 87-98, December.
• Oana Resceanu, 2011, "Do We Identify Synergies In Public Mergers/Acqusitions: Before And During The Economic Crisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 110-117.
• Cosmin Durac, 2011, "The Monetary Policy Of The Central European Bank," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 222-227.
• Assoc. Prof. Roxana Angela Calistru Ph. D, Assoc. Prof. Carmen Costuleanu Ph. D, 2011, "The Impact Of Derivatives On Market Functioning," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 4, issue 39, pages 138-141, May.
• Prof. Marcel Drăcea Ph. D, Assist. Nicoleta Mihaela Drăcea Ph. D Student, 2011, "The Impact Of Consumption Taxation On The Budgetary Revenues In The Eu Member States," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 4, issue 39, pages 89-93, May.
• Ph. D Student Loredana-Ioana Pribac, 2011, "A Parallel Between The Romanian And European Investment Funds," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 162-168, November.
• Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011, "The Euro-introduction and non-Euro currencies," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011052, Jan.
• M. Y. L. Li & S. M. F. Yen, 2011, "Re-examining covariance risk dynamics in international stock markets using quantile regression analysis," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 61, issue 1, pages 33-59, March.
• Victor-Octavian MULLER, 2011, "Value Relevance of Consolidated Versus Parent Company Financial Statements: Evidence from the Largest Three European Capital Markets," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 10, issue 3, pages 326-350, September.
• Stafano Caiazza & Alberto Franco Pozzolo & Giovanni Trovato, 2011, "Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 52, Jun.
• Mustafa Ibicioglu & Ayhan Kapusuzoglu, 2011, "An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 85-102, September.
• Karen K. Lewis, 2011, "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 435-466, December.
• John Cotter & Kevin Dowd, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Papers, arXiv.org, number 1103.5408, Mar.
• john cotter & kevin dowd, 2011, "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," Papers, arXiv.org, number 1103.5661, Mar.
• Kevin Dowd & John Cotter, 2011, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Papers, arXiv.org, number 1103.5665, Mar.
• kevin dowd & john cotter, 2011, "Spectral Risk Measures and the Choice of Risk Aversion Function," Papers, arXiv.org, number 1103.5668, Mar.
• Martin Hoesli & Kustrim Reka, 2011, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2011_63, Jan.
• Francesco Germini & Pasqualina Porretta & Massimo Proietti, 2011, "Otc derivatives and counterparty risk management," BANCARIA, Bancaria Editrice, volume 1, pages 45-62, January.
• Pierpaolo Ferrari & Roberto Ruozi, 2011, "A turnaround in banking globalization?," BANCARIA, Bancaria Editrice, volume 4, pages 02-16, April.
• Bahram Adrangi & Mary Allender & Kambiz Raffiee, 2011, "An Ex-Post Empirical Investigation of the Efficacy of Central Bank Interventions in Currency Markets: Bilateral Exchange Rate of the Dollar," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 19-34, August.
• Ülkü, Numan & Weber, Enzo, 2011, "Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 451, Jan.
• Cornelia Pop, 2011, "Bucharest Stock Exchange Position Within The Central And Eastern European Region," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Joshua Aizenman & Gurnain Pasricha, 2011, "Determinants of Financial Stress and Recovery during the Great Recession," Staff Working Papers, Bank of Canada, number 11-24, DOI: 10.34989/swp-2011-24.
• Michael Hutchison & Gurnain Pasricha & Nirvikar Singh, 2011, "Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market," Staff Working Papers, Bank of Canada, number 11-29, DOI: 10.34989/swp-2011-29.
• Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk, 2011, "Is foreign-bank efficiency in financial centers driven by homecountry characteristics?," BCL working papers, Central Bank of Luxembourg, number 68, Oct.
• Pablo Gluzmann & Martín Guzman, 2011, "Financial Reforms and Financial Instability," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 61-62, pages 35-73, January -.
• Güven SAYILGAN & Cemil SÜSLÜ, 2011, "The Effect of Macroeconomic Factors on Stock Returns: A Study of Turkey and Emerging Markets," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 73-96.
• Emidio Cocozza & Paolo Piselli, 2011, "Testing for East-West contagion in the European banking sector during the financial crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 790, Feb.
• Michele Manna, 2011, "Home bias in interbank lending and banks� resolution regimes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 816, Jul.
• Hernández Manuel A. & Ibarra-Ramírez Raúl & Trupkin Danilo R., 2011, "How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets," Working Papers, Banco de México, number 2011-15, Dec.
• Charle Augusto Londoño, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 62-109, July, DOI: 10.32468/Espe.6403.
• Della Corte, P. & Sarno, L. & Sestieri, G., 2011, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers, Banque de France, number 313.