Research classified by Journal of Economic Literature (JEL) codes

2012

• Georgescu, George, 2012, "Fluxurile ISD in contextul crizei globale
  [The FDI flows under the global crisis effects]," MPRA Paper, University Library of Munich, Germany, number 40842, Jul.
• Antonakakis, Nikolaos & Darby, Julia, 2012, "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper, University Library of Munich, Germany, number 40875, Aug.
• Kalaichelvan, Mohandass & Lim Kai Jie, Shawn, 2012, "A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law," MPRA Paper, University Library of Munich, Germany, number 40960, Aug.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "The Halloween effect during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41539, May, revised 25 Sep 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "Holiday effects during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41625, Mar, revised 07 Mar 2012.
• Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei, 2012, "Dynamic Price Integration in the Global Gold Market," MPRA Paper, University Library of Munich, Germany, number 41627, Sep.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Cinquegrana, Giuseppe & De Rita, Paola, 2012, "“Financial constraints to enterprise investments: an international analysis on financial accounts of OECD countries”," MPRA Paper, University Library of Munich, Germany, number 42133, Sep.
• Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012, "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper, University Library of Munich, Germany, number 42474, Nov.
• Gajewski, Krzysztof & Olszewski, Krzysztof & Pawłowska, Małgorzata & Rogowski, Wojciech & Tchorek, Grzegorz & Zięba, Jolanta, 2012, "Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury
  [Financial integration in Europe after the introduction of the euro. A literature overview]," MPRA Paper, University Library of Munich, Germany, number 42482, Oct.
• Nistor, Costel & Dumitriu, Ramona & Stefanescu, Razvan, 2012, "Impact of the global crisis on the linkages between CAC 40 and indexes from CEE countries," MPRA Paper, University Library of Munich, Germany, number 42511, Apr, revised 18 Sep 2012.
• Dimitriou, Dimitrios & Simos, Theodore, 2012, "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 42825, Nov.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2012, "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 43284, Dec.
• Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012, "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper, University Library of Munich, Germany, number 43306, Dec.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2012, "Stock returns and real activity: the dynamic conditional lagged correlation approach," MPRA Paper, University Library of Munich, Germany, number 43307, Dec.
• Rossi, Francesco, 2012, "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 43312, Nov, revised Nov 2012.
• Lyócsa, Štefan & Baumöhl, Eduard, 2012, "Testing the covariance stationarity of CEE stocks," MPRA Paper, University Library of Munich, Germany, number 43432, Dec.
• Ratti, Ronald A & Vespignani, Joaquin L., 2012, "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper, University Library of Munich, Germany, number 44049, Nov.
• Guidi, Francesco & Ugur, Mehmet, 2012, "Are South East Europe stock markets integrated with regional and global stock markets?," MPRA Paper, University Library of Munich, Germany, number 44133, Oct, revised Dec 2012.
• Panait, Iulian & Diaconescu, Tiberiu, 2012, "Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
  [Particularities of applying Modern Portfolio Theory on the Romanian capital market]," MPRA Paper, University Library of Munich, Germany, number 44248, Dec.
• Panait, Iulian & Constantinescu, Alexandru, 2012, "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper, University Library of Munich, Germany, number 44249, Aug.
• Girardi, Daniele, 2012, "A brief essay on the financialization of agricultural commodity markets," MPRA Paper, University Library of Munich, Germany, number 44771, Oct.
• Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012, "On the epidemic of financial crises," MPRA Paper, University Library of Munich, Germany, number 46693, Nov.
• Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2012, "Why are U.S. Stocks More Volatile?," MPRA Paper, University Library of Munich, Germany, number 47341.
• Huang, Huichou & MacDonald, Ronald, 2012, "Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia," MPRA Paper, University Library of Munich, Germany, number 47987, Jan, revised 28 Jan 2013.
• Kozmenko, Olha & Kuzmenko, Olha, 2012, "The integration of the banking, insurance and reinsurance markets in Russia and Ukraine," MPRA Paper, University Library of Munich, Germany, number 50842, Oct.
• Reinhart, Carmen, 2012, "Capital Inflows, Credit Booms and Their Risks," MPRA Paper, University Library of Munich, Germany, number 50981, Mar.
• Wagner, Helmut & Matanovic, Eva, 2012, "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper, University Library of Munich, Germany, number 51204.
• Mina, Wasseem, 2012, "Beyond FDI: The Influence of Bilateral Investment Treaties on Debt," MPRA Paper, University Library of Munich, Germany, number 51920, Oct.
• Michael, Bryane & Apostoloski, Nenad, 2012, "The Middle Eastern Wealth Management Industry: Boon or Bust?," MPRA Paper, University Library of Munich, Germany, number 52069.
• Gurgul, Henryk & Lach, Łukasz, 2012, "The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies," MPRA Paper, University Library of Munich, Germany, number 52238.
• Kazemi, Hossein S. & Ogus, Ayla, 2012, "Was There a Contagion during the Asian Crises?," MPRA Paper, University Library of Munich, Germany, number 54186, Nov, revised 01 Nov 2012.
• Ghassan, Hassan B. & Alhajhoj, Hassan R., 2012, "أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
  [Effect of Capital Market Liberalization on Volatility of TASI]," MPRA Paper, University Library of Munich, Germany, number 54470, revised 2012.
• Erten, Irem & Tuncel, Murat B. & Okay, Nesrin, 2012, "Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach," MPRA Paper, University Library of Munich, Germany, number 56190, May.
• Erten, Irem & Okay, Nesrin, 2012, "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper, University Library of Munich, Germany, number 56191, Oct.
• Ozkok, Zeynep, 2012, "Financial Harmonization and Industrial Growth: Evidence from Europe," MPRA Paper, University Library of Munich, Germany, number 58875, Dec, revised 25 Sep 2014.
• Sysoyeva, Larysa, 2012, "The influence of globalization and integration process on the activities of the bankaing system of Ukraine," MPRA Paper, University Library of Munich, Germany, number 60609, Apr.
• Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran, 2012, "Factors Affecting Investment Decision Making of Equity Fund Managers," MPRA Paper, University Library of Munich, Germany, number 60783, Oct.
• Trabelsi, Mohamed Ali, 2012, "The Impact of The Sovereign Debt Crisis on The Eurozone Countries," MPRA Paper, University Library of Munich, Germany, number 76974, revised 2012.
• Salles, Andre Assis de, 2012, "The Relationship between Crude Oil Prices and Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 98515, revised 2019.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012, "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2012, issue 1, pages 19-37.
• Petra Buzková & Petr Teplý, 2012, "Collateralized Debt Obligations' Valuation Using the One Factor Gaussian Copula Model," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 30-49, DOI: 10.18267/j.pep.409.
• Filip Novotný, 2012, "The Link Between the Brent Crude Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 2, pages 220-232, DOI: 10.18267/j.pep.420.
• Anita Radman Peša & Mejra Festić, 2012, "Testing the "EU Announcement Effect" on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 4, pages 450-469, DOI: 10.18267/j.pep.434.
• Ladislav Krištoufek & Miloslav Vošvrda, 2012, "Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
  [Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 2, pages 208-221, DOI: 10.18267/j.polek.838.
• Lamia Jaidane-Mazigh, 2012, "La gestion alternative des fonds souverains altérée par les crises ?," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 327-341.
• Marcin Fałdziński & Magdalena Osińska & Tomasz Zdanowicz, 2012, "Detecting Risk Transfer in Financial Markets using Different Risk Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 1, pages 45-64, March.
• Katarzyna Bień-Barkowska, 2012, "A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 117-142, June.
• Georgios Kouretas & Manolis Syllignakis, 2012, "Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 65-93, June.
• Chris GROSE & Theodoros KARGIDIS, 2012, "Persistence In Performance For Mutual Funds In Periods Of Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 1, pages 85-98.
• Emilia Clipici, 2012, "Solvency Ii – The New Eu Solvency Regime On The Insurance Market," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 2, pages 112-119.
• António Rua & Luís Catela Nunes, 2012, "A wavelet-based assessment of market risk: The emerging markets case," Working Papers, Banco de Portugal, Economics and Research Department, number w201203.
• Francis Breedon & Angelo Ranaldo, 2012, "Intraday Patterns in FX Returns and Order Flow," Working Papers, Queen Mary University of London, School of Economics and Finance, number 694, Apr.
• Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, undated, "What Works in Securities Laws?," Working Paper, Harvard University OpenScholar, number 19491.
• Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio, 2012, "Respuestas de política a la crisis financiera global: ¿Qué hicieron diferente las economías emergentes?," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 27-43.
• Filippo Coro & Alfonso Dufour & Simone Varotto, 2012, "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-06, Feb.
• Carol Alexander & Dimitris Korovilas, 2012, "Diversification of Equity with VIX Futures: Personal Views and Skewness Preference," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-07, Mar.
• Matteo Maggiori, 2012, "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers, Society for Economic Dynamics, number 146.
• Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis, 2012, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," 2012 Meeting Papers, Society for Economic Dynamics, number 297.
• Panayiotis Papakyriacou & George Nishiotis & Andreas Milidonis & Alex Michaelides, 2012, "Sovereign Debt Rating Changes and the Stock Market," 2012 Meeting Papers, Society for Economic Dynamics, number 522.
• Edith Liu & Karen Lewis, 2012, "International Consumption Risk Is Shared After All: An Asset Return View," 2012 Meeting Papers, Society for Economic Dynamics, number 643.
• Nikolai Roussanov & Robert Ready, 2012, "Commodity Trade and the Carry Trade: a Tale of Two Countries," 2012 Meeting Papers, Society for Economic Dynamics, number 817.
• Andreas Stathopoulos & Andrea Vedolin & Philippe Mueller, 2012, "International Correlation Risk," 2012 Meeting Papers, Society for Economic Dynamics, number 818.
• Alexandru Constantinescu, 2012, "The business cycles and the influence of economic confidence indicators in the European region," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 201-224, June.
• Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali, 2012, "Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 45, pages 289-324, September.
• Mejra Festić & Alenka Kavkler & Silvo Dajčman, 2012, "Long memory in the Croatian and Hungarian stock market returns," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 1, pages 115-139.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012, "Currency Momentum Strategies," Working Paper series, Rimini Centre for Economic Analysis, number 09_12, Mar.
• Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series, Rimini Centre for Economic Analysis, number 34_12, Jun.
• Juthathip Jongwanich & Archanun Kohpaiboon, 2012, "Effectiveness of Capital Controls: Evidence from Thailand," Asian Development Review, Asian Development Bank, volume 29, issue 2, pages 50-93.
• Hyun-Hoon Lee & Cyn-Young Park & Hyung-suk Byun, 2012, "Do Contagion Effects Exist in Capital Flow Volatility?," ADB Economics Working Paper Series, Asian Development Bank, number 302, Sep.
• Victor Pontines & Reza Y. Siregar, 2012, "How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies," ADBI Working Papers, Asian Development Bank Institute, number 386, Oct.
• Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012, "Financial Globalization in Emerging Countries: Diversification vs. Offshoring," ADBI Working Papers, Asian Development Bank Institute, number 389, Oct.
• Ilhan Meric & Joe H. Kim & Linguo Gong & Gulser Meric, 2012, "Co-movements of and Linkages between Asian Stock Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-1.
• Razzaque H. Bhatti, 2012, "Does Speculation Play any Role in Determining CIS Exchange Rates? - La speculazione gioca un ruolo nella determinazione dei tassi di cambio nella CSI?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 513-529.
• Imad A. Moosa & Pashaar Halteh, 2012, "The Profitability of Carry Trade Relative to a Forecasting-Based Strategy - La profittabilità del carry trade comparata ad una strategia basata sulle previsioni," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 605-621.
• Francesco Rossi, 2012, "UK cross-sectional equity data: The case for robust investability filters," European Economic Letters, European Economics Letters Group, volume 1, issue 1, pages 6-13.
• Istemi Berk & Berna Aydogan, 2012, "Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-15, Oct.
• Theologos Dergiades & Reinhard Madlener & Georgia Christofidou, 2012, "The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 17/2012, Dec.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2012, "Stock Market Integration Between Three CEECs," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 115-122.
• Wajih Khallouli & René Sandretto, 2012, "Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 134-166.
• James J. Kung & Andrew P. Carverhill, 2012, "A Bootstrap Analysis of the Nikkei 225," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 487-504.
• Inci Otker-Robe & Jiri Podpiera, 2012, "Explaining Credit Default Swaps Pricing for Large Banks," Journal of Financial Transformation, Capco Institute, volume 34, pages 63-75.
• Jorge Víctor Alcaraz Vera & Rubén Chávez Rivera, 2012, "Derivates Agricultural Commodity Markets: A Brief Analysis of Their Structure and Operation," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 47-88.
• Mohd. Shamim Ansari, 2012, "Indian Capital Market Review: Issues, Dimensions And Performance Analysis," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 3, issue 2, pages 181-191.
• Todea, Alexandru & Platon, Diana, 2012, "Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 38-51, June.
• Dajcman, Silvio & Festic, Mejra, 2012, "The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 163-180, December.
• Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI, 2012, "The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 2, issue 3, pages 63-76, September.
• Chabi-Yo, Fousseni & Song, Zhaogang, 2012, "Probability Weighting of Rare Events and Currency Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-24, Nov.
• Allen, Franklin & Ngai, Victor, 2012, "In What Form Will the Eurozone Emerge from the Crisis?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 12-13, Aug.
• Hsien-Yi Lee, 2012, "Contagion in International Stock Markets during the Sub Prime Mortgage Crisis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 1, pages 41-53.
• Seyyed Ali Paytakhti Oskooe, 2012, "Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 2, pages 179-183.
• Abdallah, Abed AL-Nasser & Abdallah, Wissam & Ismail, Ahmad, 2012, "Do accounting standards matter to financial analysts? An empirical analysis of the effect of cross-listing from different accounting standards regimes on analyst following and forecast error," The International Journal of Accounting, Elsevier, volume 47, issue 2, pages 168-197, DOI: 10.1016/j.intacc.2012.03.002.
• Isidro, Helena & Raonic, Ivana, 2012, "Firm incentives, institutional complexity and the quality of “harmonized” accounting numbers," The International Journal of Accounting, Elsevier, volume 47, issue 4, pages 407-436, DOI: 10.1016/j.intacc.2012.10.007.
• Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012, "A reexamination of capital controls’ effectiveness: Recent experience of Thailand," Journal of Asian Economics, Elsevier, volume 23, issue 1, pages 26-38, DOI: 10.1016/j.asieco.2011.11.004.
• Xu, Haifeng & Hamori, Shigeyuki, 2012, "Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 344-352, DOI: 10.1016/j.asieco.2012.04.002.
• Narayan, Seema & Narayan, Paresh Kumar, 2012, "Do US macroeconomic conditions affect Asian stock markets?," Journal of Asian Economics, Elsevier, volume 23, issue 6, pages 669-679, DOI: 10.1016/j.asieco.2012.05.001.
• Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012, "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, volume 44, issue 3, pages 133-143, DOI: 10.1016/j.bar.2012.07.003.
• Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2012, "The impact of state ownership on share price informativeness: The case of the Split Share Structure Reform in China," The British Accounting Review, Elsevier, volume 44, issue 4, pages 248-261, DOI: 10.1016/j.bar.2012.09.003.
• Bian, Jiangze & Wang, Jun & Zhang, Ge, 2012, "Chinese block transactions and the market reaction," China Economic Review, Elsevier, volume 23, issue 1, pages 181-189, DOI: 10.1016/j.chieco.2011.10.001.
• Knill, April & Lee, Bong-Soo & Mauck, Nathan, 2012, "Bilateral political relations and sovereign wealth fund investment," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 108-123, DOI: 10.1016/j.jcorpfin.2011.11.002.
• Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012, "The power of weather," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3793-3807, DOI: 10.1016/j.csda.2010.06.021.
• Boschi, Melisso & Goenka, Aditya, 2012, "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 85-99, DOI: 10.1016/j.jedc.2011.07.005.
• Dmitriev, Alexandre & Roberts, Ivan, 2012, "International business cycles with complete markets," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 862-875, DOI: 10.1016/j.jedc.2011.12.006.
• Franke, Reiner & Westerhoff, Frank, 2012, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1193-1211, DOI: 10.1016/j.jedc.2011.10.004.
• Arouri, Mohamed El Hedi & Foulquier, Philippe, 2012, "Financial market integration: Theory and empirical results," Economic Modelling, Elsevier, volume 29, issue 2, pages 382-394, DOI: 10.1016/j.econmod.2011.11.009.
• Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin, 2012, "Dynamic modelling of real estate investment trusts and stock markets," Economic Modelling, Elsevier, volume 29, issue 2, pages 395-407, DOI: 10.1016/j.econmod.2011.11.008.
• Celık, Sibel, 2012, "The more contagion effect on emerging markets: The evidence of DCC-GARCH model," Economic Modelling, Elsevier, volume 29, issue 5, pages 1946-1959, DOI: 10.1016/j.econmod.2012.06.011.
• Dufrénot, Gilles & Malik, Sheheryar, 2012, "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, volume 29, issue 5, pages 1960-1967, DOI: 10.1016/j.econmod.2012.05.029.
• Haughton, Andre Yone & Iglesias, Emma M., 2012, "Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia," Economic Modelling, Elsevier, volume 29, issue 6, pages 2071-2089, DOI: 10.1016/j.econmod.2012.06.034.
• Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen, 2012, "Assessing the impacts of oil price fluctuations on stock returns in emerging markets," Economic Modelling, Elsevier, volume 29, issue 6, pages 2686-2695, DOI: 10.1016/j.econmod.2012.08.010.
• Liu, Hsiang-Hsi, 2012, "Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model," Economic Modelling, Elsevier, volume 29, issue 6, pages 2724-2733, DOI: 10.1016/j.econmod.2012.08.014.
• Bracke, Thierry & Fidora, Michael, 2012, "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 185-202, DOI: 10.1016/j.najef.2012.01.001.
• Wu, Thomas, 2012, "Order flow in the South: Anatomy of the Brazilian FX market," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 3, pages 310-324, DOI: 10.1016/j.najef.2012.03.004.
• Hayo, Bernd & Neuenkirch, Matthias, 2012, "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, volume 115, issue 3, pages 369-372, DOI: 10.1016/j.econlet.2011.12.086.
• Eichler, Stefan, 2012, "Limited investor attention and the mispricing of American Depositary Receipts," Economics Letters, Elsevier, volume 115, issue 3, pages 490-492, DOI: 10.1016/j.econlet.2011.12.111.
• Fong, Tom Pak Wing & Wong, Alfred Y-T., 2012, "Gauging potential sovereign risk contagion in Europe," Economics Letters, Elsevier, volume 115, issue 3, pages 496-499, DOI: 10.1016/j.econlet.2011.12.112.
• Kim, Daehwan, 2012, "Is currency hedging necessary for emerging-market equity investment?," Economics Letters, Elsevier, volume 116, issue 1, pages 67-71, DOI: 10.1016/j.econlet.2012.01.008.
• Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr, 2012, "Another look at the uncovered interest rate parity: Have we missed the fundamentals?," Economics Letters, Elsevier, volume 116, issue 3, pages 476-479, DOI: 10.1016/j.econlet.2012.04.032.
• Alagidede, Paul & Panagiotidis, Theodore, 2012, "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, volume 117, issue 1, pages 283-286, DOI: 10.1016/j.econlet.2012.04.043.
• Metiu, Norbert, 2012, "Sovereign risk contagion in the Eurozone," Economics Letters, Elsevier, volume 117, issue 1, pages 35-38, DOI: 10.1016/j.econlet.2012.04.074.
• Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012, "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 301-309, DOI: 10.1016/j.jeconom.2012.01.019.
• Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012, "International market links and volatility transmission," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 117-141, DOI: 10.1016/j.jeconom.2012.03.003.
• West, Kenneth D., 2012, "Econometric analysis of present value models when the discount factor is near one," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 86-97, DOI: 10.1016/j.jeconom.2012.07.002.
• Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012, "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, volume 36, issue 3, pages 338-350, DOI: 10.1016/j.ecosys.2012.02.002.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012, "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, volume 56, issue 1, pages 72-83, DOI: 10.1016/j.euroecorev.2011.06.002.
• Mun, Melissa & Brooks, Robert, 2012, "The roles of news and volatility in stock market correlations during the global financial crisis," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 1-7, DOI: 10.1016/j.ememar.2011.09.001.
• Kaya, Ilker & Lyubimov, Konstantin & Miletkov, Mihail, 2012, "To liberalize or not to liberalize: Political and economic determinants of financial liberalization," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 78-99, DOI: 10.1016/j.ememar.2011.10.002.
• Hanousek, Jan & Novotný, Jan, 2012, "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 184-201, DOI: 10.1016/j.ememar.2012.01.005.
• Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012, "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 230-252, DOI: 10.1016/j.ememar.2012.03.003.
• Neaime, Simon, 2012, "The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 268-282, DOI: 10.1016/j.ememar.2012.01.006.
• Gimet, Céline & Lagoarde-Segot, Thomas, 2012, "Financial sector development and access to finance. Does size say it all?," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 316-337, DOI: 10.1016/j.ememar.2011.11.002.
• Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J., 2012, "The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 465-477, DOI: 10.1016/j.ememar.2012.07.004.
• Karolyi, G. Andrew, 2012, "Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 516-547, DOI: 10.1016/j.ememar.2012.08.001.
• Bai, Ye & Green, Christopher J. & Leger, Lawrence, 2012, "Industry and country factors in emerging market returns: Did the Asian crisis make a difference?," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 559-580, DOI: 10.1016/j.ememar.2012.09.006.
• Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012, "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
• Wang, Lanfang & Wang, Susheng, 2012, "Economic freedom and cross-border venture capital performance," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 26-50, DOI: 10.1016/j.jempfin.2011.10.002.
• Chen, Haiqiang & Choi, Paul Moon Sub, 2012, "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 175-199, DOI: 10.1016/j.jempfin.2012.01.001.
• You, Leyuan & Parhizgari, Ali M. & Srivastava, Suresh, 2012, "Cross-listing and subsequent delisting in foreign markets," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 200-216, DOI: 10.1016/j.jempfin.2011.11.005.
• Chao, Hsiao-Ying & Collver, Charles & Limthanakom, Natcha, 2012, "Global style momentum," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 319-333, DOI: 10.1016/j.jempfin.2012.02.001.
• Turtle, H.J. & Zhang, Chengping, 2012, "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 334-348, DOI: 10.1016/j.jempfin.2012.03.003.
• Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 548-557, DOI: 10.1016/j.jempfin.2012.04.003.
• de Groot, Wilma & Pang, Juan & Swinkels, Laurens, 2012, "The cross-section of stock returns in frontier emerging markets," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 796-818, DOI: 10.1016/j.jempfin.2012.08.007.
• Kao, Chung-Wei & Wan, Jer-Yuh, 2012, "Price discount, inventories and the distortion of WTI benchmark," Energy Economics, Elsevier, volume 34, issue 1, pages 117-124, DOI: 10.1016/j.eneco.2011.03.004.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2012, "Oil prices, exchange rates and emerging stock markets," Energy Economics, Elsevier, volume 34, issue 1, pages 227-240, DOI: 10.1016/j.eneco.2011.10.005.
• Chang, Kuang-Liang, 2012, "Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market," Energy Economics, Elsevier, volume 34, issue 1, pages 294-306, DOI: 10.1016/j.eneco.2011.11.009.
• Cotter, John & Hanly, Jim, 2012, "A utility based approach to energy hedging," Energy Economics, Elsevier, volume 34, issue 3, pages 817-827, DOI: 10.1016/j.eneco.2011.07.009.
• Scholtens, Bert & Yurtsever, Cenk, 2012, "Oil price shocks and European industries," Energy Economics, Elsevier, volume 34, issue 4, pages 1187-1195, DOI: 10.1016/j.eneco.2011.10.012.
• Broadstock, David C. & Cao, Hong & Zhang, Dayong, 2012, "Oil shocks and their impact on energy related stocks in China," Energy Economics, Elsevier, volume 34, issue 6, pages 1888-1895, DOI: 10.1016/j.eneco.2012.08.008.
• Kawashima, Shingo & Takeda, Fumiko, 2012, "The effect of the Fukushima nuclear accident on stock prices of electric power utilities in Japan," Energy Economics, Elsevier, volume 34, issue 6, pages 2029-2038, DOI: 10.1016/j.eneco.2012.08.005.
• Gupta, Rakesh & Guidi, Francesco, 2012, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 10-22, DOI: 10.1016/j.irfa.2011.09.001.
• Goddard, John & Onali, Enrico, 2012, "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.irfa.2012.06.004.
• Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff, 2012, "Mutual fund managers stock preferences in Latin America," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.07.003.
• Juneja, Januj, 2012, "Common factors, principal components analysis, and the term structure of interest rates," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 48-56, DOI: 10.1016/j.irfa.2012.07.004.
• Calice, Giovanni & Ioannidis, Christos, 2012, "An empirical analysis of the impact of the credit default swap index market on large complex financial institutions," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 117-130, DOI: 10.1016/j.irfa.2012.06.006.
• Cai, Fang & Warnock, Francis E., 2012, "Foreign exposure through domestic equities," Finance Research Letters, Elsevier, volume 9, issue 1, pages 8-20, DOI: 10.1016/j.frl.2011.12.001.
• Rieger, Marc Oliver & Wang, Mei, 2012, "Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data," Finance Research Letters, Elsevier, volume 9, issue 2, pages 63-72, DOI: 10.1016/j.frl.2012.02.001.
• Xue, Yi & He, Yin & Shao, Xinjian, 2012, "Butterfly effect: The US real estate market downturn and the Asian recession," Finance Research Letters, Elsevier, volume 9, issue 2, pages 92-102, DOI: 10.1016/j.frl.2012.02.003.
• Pu, Xiaoling & Zhang, Jianing, 2012, "Can dual-currency sovereign CDS predict exchange rate returns?," Finance Research Letters, Elsevier, volume 9, issue 3, pages 157-166, DOI: 10.1016/j.frl.2012.01.001.
• Bick, Avi, 2012, "The relationship between reciprocal currency futures prices," Finance Research Letters, Elsevier, volume 9, issue 4, pages 194-201, DOI: 10.1016/j.frl.2012.03.001.
• Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012, "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, volume 9, issue 4, pages 202-212, DOI: 10.1016/j.frl.2012.05.002.
• Simonato, Jean-Guy, 2012, "GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case," Finance Research Letters, Elsevier, volume 9, issue 4, pages 213-219, DOI: 10.1016/j.frl.2012.06.002.
• Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E., 2012, "Stock option contract adjustments: The case of special dividends," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 233-257, DOI: 10.1016/j.finmar.2011.10.001.
• Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012, "A macro stress test model of credit risk for the Brazilian banking sector," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 69-83, DOI: 10.1016/j.jfs.2011.05.002.
• Graham, Michael & Kiviaho, Jarno & Nikkinen, Jussi, 2012, "Integration of 22 emerging stock markets: A three-dimensional analysis," Global Finance Journal, Elsevier, volume 23, issue 1, pages 34-47, DOI: 10.1016/j.gfj.2012.01.003.
• Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2012, "Risk appetite, carry trade and exchange rates," Global Finance Journal, Elsevier, volume 23, issue 1, pages 48-63, DOI: 10.1016/j.gfj.2012.01.004.
• Jory, Surendranath R. & Ngo, Thanh N., 2012, "The effect of foreign segment location on the geographical diversification discount," Global Finance Journal, Elsevier, volume 23, issue 2, pages 108-124, DOI: 10.1016/j.gfj.2012.06.001.
• Siriopoulos, Costas & Fassas, Athanasios, 2012, "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, volume 23, issue 2, pages 77-93, DOI: 10.1016/j.gfj.2012.03.001.

2011

• 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.
• Banegas, Ayelen & Timmermann, Allan & Gillen, Ben & Wermers, Russ, 2011, "Mutual Fund Return Predictability in Partially Segmented Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-14, Jan.
• Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S., 2011, "Large Capital Infusions, Investor Reactions, and the Return and Risk Performance of Financial Institutions over the Business Cycle and Recent Financial Crisis," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-51, Sep.
• Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011, "Real interest parity: A note on Asian countries using panel stationarity tests," Journal of Asian Economics, Elsevier, volume 22, issue 6, pages 550-557, DOI: 10.1016/j.asieco.2011.04.002.
• Banerjee, Suman & Dai, Lili & Shrestha, Keshab, 2011, "Cross-country IPOs: What explains differences in underpricing?," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1289-1305, DOI: 10.1016/j.jcorpfin.2011.06.004.
• Lee, Bong Soo & Suh, Jungwon, 2011, "Cash holdings and share repurchases: International evidence," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1306-1329, DOI: 10.1016/j.jcorpfin.2011.06.006.
• Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011, "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 526-539, January.
• Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011, "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, volume 28, issue 1, pages 526-539, DOI: 10.1016/j.econmod.2010.07.001.
• Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011, "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, volume 28, issue 5, pages 2342-2357, September.
• Guesmi, Khaled & Nguyen, Duc Khuong, 2011, "How strong is the global integration of emerging market regions? An empirical assessment," Economic Modelling, Elsevier, volume 28, issue 6, pages 2517-2527, DOI: 10.1016/j.econmod.2011.07.006.
• Hatemi-J, Abdulnasser & Roca, Eduardo, 2011, "How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test," Economic Modelling, Elsevier, volume 28, issue 6, pages 2560-2565, DOI: 10.1016/j.econmod.2011.07.017.
• Chevallier, Julien, 2011, "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, volume 28, issue 6, pages 2634-2656, DOI: 10.1016/j.econmod.2011.08.003.
• Uctum, Merih & Uctum, Remzi, 2011, "Crises, portfolio flows, and foreign direct investment: An application to Turkey," Economic Systems, Elsevier, volume 35, issue 4, pages 462-480, DOI: 10.1016/j.ecosys.2010.10.005.
• Büttner, David & Hayo, Bernd, 2011, "Determinants of European stock market integration," Economic Systems, Elsevier, volume 35, issue 4, pages 574-585, DOI: 10.1016/j.ecosys.2010.10.004.
• Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Peltomäki, Jarkko, 2011, "Geographical focus in emerging markets and hedge fund performance," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 309-320, DOI: 10.1016/j.ememar.2011.05.001.
• Espinoza, Raphael & Prasad, Ananthakrishnan & Williams, Oral, 2011, "Regional financial integration in the GCC," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 354-370, DOI: 10.1016/j.ememar.2011.04.005.
• Jayasuriya, Shamila A., 2011, "Stock market correlations between China and its emerging market neighbors," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 418-431, DOI: 10.1016/j.ememar.2011.06.005.
• Wong, Alfred Y-T. & Fong, Tom Pak Wing, 2011, "Analysing interconnectivity among economies," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 432-442, DOI: 10.1016/j.ememar.2011.06.004.
• Chevallier, Julien, 2011, "Nonparametric modeling of carbon prices," Energy Economics, Elsevier, volume 33, issue 6, pages 1267-1282, DOI: 10.1016/j.eneco.2011.03.003.
• Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 20, issue 3, pages 152-164, June.
• Skinner, Frank S. & Mason, Andrew, 2011, "Covered interest rate parity in emerging markets," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 355-363, DOI: 10.1016/j.irfa.2011.06.008.
• Poshakwale, Sunil S. & Thapa, Chandra, 2011, "Investor protection and international equity portfolio investments," Global Finance Journal, Elsevier, volume 22, issue 2, pages 116-129, DOI: 10.1016/j.gfj.2011.10.003.
• Durand, Robert B. & Lan, Yihui & Ng, Andrew, 2011, "Conditional beta: Evidence from Asian emerging markets," Global Finance Journal, Elsevier, volume 22, issue 2, pages 130-153, DOI: 10.1016/j.gfj.2011.10.004.
• Sabbaghi, Omid, 2011, "Asymmetric volatility and trading volume: The G5 evidence," Global Finance Journal, Elsevier, volume 22, issue 2, pages 169-181, DOI: 10.1016/j.gfj.2011.10.006.
• Siklos, Pierre L., 2011, "Emerging market yield spreads: Domestic, external determinants, and volatility spillovers," Global Finance Journal, Elsevier, volume 22, issue 2, pages 83-100, DOI: 10.1016/j.gfj.2011.10.001.
• 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.