Research classified by Journal of Economic Literature (JEL) codes

2011

• Le Roux, J., 2011, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2010," Bulletin de la Banque de France, Banque de France, issue 184, pages 93-100.
• Kurt Brannas & Albina Soultanaeva, 2011, "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 11, issue 1, pages 109-124, July.
• José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011, "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• María Rodríguez-Moreno & Juan Ignacio Peña, 2011, "Systemic risk measures: the simpler the better?," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Robert McCauley & Michela Scatigna, 2011, "Foreign exchange trading in emerging currencies: more financial, more offshore," BIS Quarterly Review, Bank for International Settlements, March.
• Jacob Gyntelberg & Andreas Schrimpf, 2011, "FX strategies in periods of distress," BIS Quarterly Review, Bank for International Settlements, December.
• Dietrich Domanski & Ingo Fender & Patrick McGuire, 2011, "Assessing global liquidity," BIS Quarterly Review, Bank for International Settlements, December.
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgos soberano. El caso uruguayo," Documentos de trabajo, Banco Central del Uruguay, number 2011003, Aug.
• Cyn‐Young PARK & Jong‐Wha LEE, 2011, "Financial Integration in Emerging Asia: Challenges and Prospects," Asian Economic Policy Review, Japan Center for Economic Research, volume 6, issue 2, pages 176-198, December, DOI: j.1748-3131.2011.01193.x.
• Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011, "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, volume 87, issue 276, pages 37-44, March.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011, "Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 137-157, February.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2011, "Stock Market Integration between Three CEECs, Russia, and the UK," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 158-169, February.
• Jan Hanousek & Evžen Kočenda, 2011, "Foreign News and Spillovers in Emerging European Stock Markets," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 170-188, February.
• Byung‐Joo Lee, 2011, "Uncovered Interest Parity: Cross‐Sectional Evidence," Review of International Economics, Wiley Blackwell, volume 19, issue 2, pages 219-231, May.
• Alexander D. Rothenberg & Francis E. Warnock, 2011, "Sudden Flight and True Sudden Stops," Review of International Economics, Wiley Blackwell, volume 19, issue 3, pages 509-524, August.
• Anders C. Johansson, 2011, "Financial Markets in East Asia and Europe during the Global Financial Crisis," The World Economy, Wiley Blackwell, volume 34, issue , pages 1088-1105, July.
• Michael R. King & Carol Osler & Dagfinn Rime, 2011, "Foreign exchange market structure, players and evolution," Working Paper, Norges Bank, number 2011/10, Aug.
• Sergi Lanau, 2011, "Domestic financial regulation and external borrowing," Bank of England Staff Working Paper series, Bank of England, number 429, May.
• Pragyan Deb & Mark Manning & Gareth Murphy & Adrian Penalver & Aron Toth, 2011, "Financial Stability Paper No 9: Whither the Credit Ratings Industry?," Bank of England Financial Stability Papers, Bank of England, number 9, Mar.
• Alan Ball & Edward Denbee & Mark Manning & Anne Wetherilt, 2011, "Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation," Bank of England Financial Stability Papers, Bank of England, number 11, Jun.
• William Speller & Gregory Thwaites & Michelle Wright, 2011, "Financial Stability Paper No 12: The Future of International Capital Flows," Bank of England Financial Stability Papers, Bank of England, number 12, Dec.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2011, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns," Working Papers, Bank of Greece, number 134, Jul.
• Hausmann Ricardo & Panizza Ugo, 2011, "Redemption or Abstinence? Original Sin, Currency Mismatches and Counter Cyclical Policies in the New Millennium," Journal of Globalization and Development, De Gruyter, volume 2, issue 1, pages 1-35, August, DOI: 10.2202/1948-1837.1127.
• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011, "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 335-363.
• Paulo Rogério Faustino Matos & Christiano Modesto Penna & Maria Nazareth Landim, 2011, "Performance Convergence Analysis of Stock Exchanges: the Situation of the Ibovespa in the World Scenario," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 437-459.
• Regis Augusto Ely, 2011, "Returns Predictability and Stock Market Efficiency in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 4, pages 571-584.
• Kamel Malik Bensafta & Semedo Gervasio, 2011, "Chocs, chocs de volatilité et contagion entre les marchés boursiers. Application d'un modèle icss-mgarch," Revue économique, Presses de Sciences-Po, volume 62, issue 2, pages 277-311.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011, "L'impact des crises financières globales sur les marchés des changes des pays émergents," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 451-460.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 461-470.
• António Afonso & Pedro Gomes, 2011, "Do Fiscal Imbalances Deteriorate Sovereign Debt Ratings ?," Revue économique, Presses de Sciences-Po, volume 62, issue 6, pages 1123-1134.
• Valère Fourel & Julien Idier, 2011, "Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 53-72.
• Norbert Gaillard, 2011, "Quelles réformes pour l'industrie de la notation financière ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 73-86.
• Sabrina Khanniche, 2011, "Les hedge funds : quelles implications en termes de risque systémique ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 87-104.
• Virginie Coudert & Valérie Mignon, 2011, "Quelques éléments empiriques sur la crise financière récente," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 21-40.
• Lulu Gu & W. Robert Reed, 2011, "One For All or All For One? Using Multiple-listing Information in Event Studies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/33, Nov.
• David C. Allan & Philippe Bergevin, 2011, "Better Braking for ABS: Reform Proposals for the Asset-Backed Securities Market," e-briefs, C.D. Howe Institute, number 123, Sep.
• Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011, "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt6mq0x1jz, Jul.
• Fatum, Rasmus & Hutchison, Michael M., 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt02c028gr, May.
• Aizenman, Joshua & Pasricha, Gurnain, 2009, "Selective Swap Arrangements and the Global Financial Crisis: Analysis and Interpretation," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt2vw7s14s, Mar.
• Aizenman, Joshua & Pasricha, Gurnain Kaur, 2010, "Determinants of Financial Stress and Recovery during the Great Recession," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt5cf9t5cd, Sep.
• Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011, "The Identification of Price Jumps," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp434, Mar.
• Spiros Bougheas & Rod Falvey, 2011, "The Impact of Financial Market Frictions on Trade Flows, Capital Flows and Economic Development," CESifo Working Paper Series, CESifo, number 3321.
• Rabah Arezki & Bertrand Candelon & Amadou Sy, 2011, "Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis," CESifo Working Paper Series, CESifo, number 3411.
• Keith E. Maskus & Rebecca Neumann & Tobias Seidel, 2011, "How National and International Financial Development Affect Industrial R&D," CESifo Working Paper Series, CESifo, number 3480.
• Juan J. Cruces & Christoph Trebesch, 2011, "Sovereign Defaults: The Price of Haircuts," CESifo Working Paper Series, CESifo, number 3604.
• Wim Marneffe & Bas Van Aarle & Wouter van der Wielen & Lode Vereeck, 2011, "The Impact of Fiscal Rules on Public Finances in the Euro Area," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 9, issue 03, pages 18-26, October.
• Oliver Landmann & Gunther Schnabl & David Iselin & Michael J. Lamla & Rudolf Minsch, 2011, "Mindestkurs für den Schweizer Franken: Gefährlicher Interventionismus der SNB?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 64, issue 19, pages 03-16, October.
• Virginie Coudert & Mathieu Gex, 2011, "The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil," Working Papers, CEPII research center, number 2011-02, Feb.
• Virginie Coudert & Valérie Mignon, 2011, "The “Forward Premium Puzzle” and the Sovereign Default Risk," Working Papers, CEPII research center, number 2011-17, Jul.
• Shu-Chen Chang, 2011, "The interrelationship between exchange-rate uncertainty and unemployment for South Korea and Taiwan: Evidence from a vector autoregressive approach," International Economics, CEPII research center, issue 125, pages 65-82.
• Renaud Beaupain & Robert Joliet, 2011, "Corporate drivers of market liquidity on the Warsaw stock exchange," International Economics, CEPII research center, issue 125, pages 83-104.
• Valérie Mignon, 2011, "Recent developments on commodity, energy and carbon markets: an introduction," International Economics, CEPII research center, issue 126-127, pages 5-12.
• Yannick Le Pen & Benoît Sévi, 2011, "Macro factors in oil futures returns," International Economics, CEPII research center, issue 126-127, pages 13-38.
• Anna Creti & Maria-Eugenia Sanin, 2011, "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Luis García-Álvarez & Richard Luger, 2011, "Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis," Working Papers, CEMFI, number wp2011_1103, Apr, revised Sep 2011.
• Jairo Andr√©s Rend√≥n, 2011, "The Carry Trade Risk Factor on U.S. Stock Returns," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9255, Nov.
• Santiago Alberto Camargo & Samuel Jaramillo GonzÔøΩlez, 2011, "La intervenci√≥n estatal en el mercado del suelo urbano. La reconstrucci√≥n del eje cafetero: El caso de Armenia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9299, Nov.
• Andres Felipe Garc√≠a-Suaza & Jos√© E. G√≥mez Gonz√°lez, 2011, "A simple test of momentum in foreign exchange markets," Documentos de Trabajo, Universidad del Rosario, number 8170, Mar.
• Andres Felipe Garcia-Suaza & Jose Eduardo G�mez, 2011, "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia, Banco de la Republica, number 8230, Mar.
• Charle Augusto Llondono, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAVIAR para el mercado de valores colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 62-109, DOI: 10.32468/Espe.6403.
• Diego Alonso Agudelo Rueda & Milena Casta�o, 2011, "Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10663, Dec.
• Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo, 2011, "Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 11086, Nov.
• Werner Kristjanpoller Rodríguez & Mauricio Morales Jure, 2011, "Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Mario Uribe Gil, 2011, "Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Charle Augusto Londono Henao & Yaneth María Cuan Jaramillo, 2011, "Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Nicolás Acevedo & Daniela Fleisman & Angélica Montoya & Andrés Mauricio Mora, 2011, "Arbitraje con ADRs: un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile," Revista Ecos de Economía, Universidad EAFIT.
• Rigobon, Roberto & Pavlova, Anna, 2011, "International Macro-Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 8218, Jan.
• Albuquerque, Rui & Watugala, Sumudu, 2011, "Trade Credit and International Return Comovement," CEPR Discussion Papers, Centre for Economic Policy Research, number 8222, Feb.
• Tornell, Aaron & Rancière, Romain & Vamvakidis, Athanasios, 2011, "A New Index of Currency Mismatch and Systemic Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 8250, Feb.
• Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2011, "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 8291, Mar.
• Foucault, Thierry & Frésard, Laurent, 2011, "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers, Centre for Economic Policy Research, number 8331, Apr.
• Flandreau, Marc & Ugolini, Stefano, 2011, "Where It All Began: Lending of Last Resort and the Bank of England during the Overend, Gurney Panic of 1866," CEPR Discussion Papers, Centre for Economic Policy Research, number 8362, Apr.
• Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011, "Financial Cycles: What? How? When?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8379, May.
• Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011, "Global crises and equity market contagion," CEPR Discussion Papers, Centre for Economic Policy Research, number 8438, Jun.
• Obstfeld, Maurice & Gourinchas, Pierre-Olivier, 2011, "Stories of the Twentieth Century for the Twenty-First," CEPR Discussion Papers, Centre for Economic Policy Research, number 8518, Aug.
• Rose, Andrew & Spiegel, Mark, 2011, "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 8557, Sep.
• de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011, "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers, Centre for Economic Policy Research, number 8630, Nov.
• Portes, Richard & Palladini, Giorgia, 2011, "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," CEPR Discussion Papers, Centre for Economic Policy Research, number 8651, Nov.
• Obstfeld, Maurice, 2011, "The International Monetary System: Living with Asymmetry," CEPR Discussion Papers, Centre for Economic Policy Research, number 8703, Dec.
• Vittorio, Corbo & Jorge, Desormeaux M. & Klaus, Schmidt-Hebbel, 2011, "La gran crisis financiera de 2007-2009," Estudios Públicos, Centro de Estudios Públicos, volume 0, issue 123, pages 7-67.
• Gerrit Reher & Bernd Wilfling, 2011, "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1711, Jan.
• Augusto Ruperez Micola & Francisco Penaranda, 2011, "On the divers of commodity co-movement: Evidence from biofuels," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-14.
• Masahiro Inoguchi, 2011, "Stock Prices Of Domestic Banking Sector And External Shocks In East Asia," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 393.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011, "The dollar squeeze of the financial crisis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1139, Dec.
• Juncal Cuñado & Marta Gómez-Puig, 2011, "La diversificación del riesgo en los mercados de deuda pública de la zona euro," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 34, issue 94, pages 1-8, Enero-Abr.
• Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011, "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 1107-1125, August.
• Mihaela-Carmen MUNTEAN & Costel NISTOR & Rozalia NISTOR & Paolo PANICO, 2011, "Propagation of Financial Tensions from Developed Economies to Emerging Economies," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 81-90.
• Razvan STEFANESCU & Ramona DUMITRIU, 2011, "Interactions between the Exchange Rates and the Differential of the Stock Returns between Romania and US during the Global Crisis," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 61-66.
• Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011, "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110304, Mar.
• Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011, "The January and turn-of-the-month effect on firm returns and return volatility," Working Papers, Deakin University, Department of Economics, number fe_2011_01, Jan.
• Susan Sunila Sharma & Paresh Kumar Narayan & Xinwei Zheng, 2011, "An analysis of firm and market volatility," Working Papers, Deakin University, Department of Economics, number 2011_02, Aug.
• Paresh Kumar Narayan & Seema Narayan, 2011, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number 2011_10, Aug.
• 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.
• Charlotte, Christiansen, 2011, "Intertemporal risk-return trade-off in foreign exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 4, pages 535-549, October.
• Truong, Cameron, 2011, "Post-earnings announcement abnormal return in the Chinese equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 637-661, DOI: 10.1016/j.intfin.2011.04.002.
• Samarakoon, Lalith P., 2011, "Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 724-742, DOI: 10.1016/j.intfin.2011.05.001.
• Zagorchev, Andrey & Vasconcellos, Geraldo & Bae, Youngsoo, 2011, "Financial development, technology, growth and performance: Evidence from the accession to the EU," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 743-759, DOI: 10.1016/j.intfin.2011.05.005.
• Su, Chen & Bangassa, Kenbata, 2011, "The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 760-791, DOI: 10.1016/j.intfin.2011.06.002.
• Korkeamäki, Timo, 2011, "Interest rate sensitivity of the European stock markets before and after the euro introduction," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 811-831, DOI: 10.1016/j.intfin.2011.06.005.
• Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu, 2011, "Is trading on earnings surprises a profitable strategy? Canadian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 832-850, DOI: 10.1016/j.intfin.2011.06.004.
• King, Alan, 2011, "Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 867-873, DOI: 10.1016/j.intfin.2011.09.003.
• 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.