Research classified by Journal of Economic Literature (JEL) codes

2010

• Lukas Menkhoff, 2010, "High‐Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 1, pages 85-112, February, DOI: 10.1111/j.1467-6419.2009.00582.x.
• Adrien Verdelhan, 2010, "A Habit‐Based Explanation of the Exchange Rate Risk Premium," Journal of Finance, American Finance Association, volume 65, issue 1, pages 123-146, February, DOI: 10.1111/j.1540-6261.2009.01525.x.
• John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010, "Global Currency Hedging," Journal of Finance, American Finance Association, volume 65, issue 1, pages 87-121, February, DOI: 10.1111/j.1540-6261.2009.01524.x.
• Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2010, "Why Do Foreign Firms Leave U.S. Equity Markets?," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1507-1553, August, DOI: 10.1111/j.1540-6261.2010.01577.x.
• Jan Piplack & Stefan Straetmans, 2010, "Comovements Of Different Asset Classes During Market Stress," Pacific Economic Review, Wiley Blackwell, volume 15, issue 3, pages 385-400, August, DOI: 10.1111/j.1468-0106.2010.00509.x.
• Thomas J. Flavin & Ekaterini Panopoulou, 2010, "Detecting Shift And Pure Contagion In East Asian Equity Markets: A Unified Approach," Pacific Economic Review, Wiley Blackwell, volume 15, issue 3, pages 401-421, August, DOI: 10.1111/j.1468-0106.2010.00510.x.
• Yin‐Wong Cheung & XingWang Qian, 2010, "Capital Flight: China's Experience," Review of Development Economics, Wiley Blackwell, volume 14, issue 2, pages 227-247, May, DOI: 10.1111/j.1467-9361.2010.00549.x.
• Luis Carranza & Jose E. Galdon‐Sanchez & Javier Gomez‐Biscarri, 2010, "Understanding the Relationship between Financial Development and Monetary Policy," Review of International Economics, Wiley Blackwell, volume 18, issue 5, pages 849-864, November, DOI: 10.1111/j.1467-9396.2010.00926.x.
• Francis Breedon & Dagfinn Rime & Paolo Vital, 2010, "A Transaction Data Study of the Forward Bias Puzzle," Working Paper, Norges Bank, number 2010/26, Dec.
• Glenn Hoggarth & Lavan Mahadeva & Jeremy Martin, 2010, "Financial Stability Paper No 8: Understanding International Bank Capital Flows during the Recent Financial Crisis," Bank of England Financial Stability Papers, Bank of England, number 8, Sep.
• Junghoon Seon & Seung Hyun Oh, 2010, "The Efficiency of Price Discovery in the Korean Government Bond Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 3, pages 42-77, September.
• Junghoon Seon & Kyong Shik Eom, 2010, "Microstructure Approach to Private Information in the Won/Dollar FX Market: The Influence of Domestic and Foreign Dealers' Order Flows (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 4, pages 116-149, December.
• Guluzar Kurt Gumus, 2010, "The Effect of Foreign Investors on Security Markets: The Case of Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 44, pages 58-85.
• Carol Osler & Alexander Mende & Lukas Menkhoff, 2010, "Price Discovery in Currency Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 03, Jun.
• José Luiz Rossi Jr. & Marcelo Marotta, 2010, "Equity Market Timing: Testing Using Brazilian IPOs," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 1, pages 85-101.
• Dimitris Kugiuntzis & Efthimia Bora-Senta, 2010, "Gaussian Analysis of Non-Gaussian Time Series," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 295-322.
• Yannick Le Pen & Benoît Sévi, 2010, "Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 407-419.
• Chai, D.H., 2010, "Foreign Corporate Ownership and Dividends," Working Papers, Centre for Business Research, University of Cambridge, number wp401, Jun.
• Singh, A., 2010, "Globalisation, Openness and Economic Nationalism: Conceptual Issues and Asian Practice," Working Papers, Centre for Business Research, University of Cambridge, number wp404, Jun.
• Arestis, P. & Singh, A., 2010, "Financial Globalisation and Crisis, Institutional Transformation and Equity," Working Papers, Centre for Business Research, University of Cambridge, number wp405, Jun.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/18, Apr.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/22, May.
• David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/26, May.
• Carolina Fugazza & Maela Giofre & Giovanna Nicodano, 2010, "International diversification and industry-related labor income risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 192.
• Oscar Jorda, 2010, "Carry Trade," Working Papers, University of California, Davis, Department of Economics, number 196, Nov.
• Jan Novotny, 2010, "Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp412, Aug.
• Nargiza Maksudova, 2010, "Macroeconomics of Microfinance: How Do the Channels Work?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp423, Oct.
• Yin-Wong Cheung & Xingwang Qian, 2010, "Capital Flight: China's Experience," CESifo Working Paper Series, CESifo, number 2931.
• Piotr Wdowinski & Marta Malecka, 2010, "Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets," CESifo Working Paper Series, CESifo, number 2974.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2010, "Stock Market Integration between three CEECs, Russia and the UK," CESifo Working Paper Series, CESifo, number 2978.
• Vít Bubák & Evžen Kocenda & Filip Zikes & Evžen Kočenda, 2010, "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series, CESifo, number 3063.
• Maela Giofré, 2010, "Investor Protection and Foreign Stakeholders," CESifo Working Paper Series, CESifo, number 3102.
• António Afonso & Christophe Rault, 2010, "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," CESifo Working Paper Series, CESifo, number 3249.
• Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series, CESifo, number 3281.
• Wim Marneffe & Bas Van Aarle & Wouter Van Der Wielen & Lode Vereeck, 2010, "The Impact of Fiscal Rules on Public Finances: Theory and Empirical Evidence for the Euro Area," CESifo Working Paper Series, CESifo, number 3303.
• Phoebus Athanassiou, 2010, "The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 8-13, April.
• Shin-ichi Fukuda, 2010, "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-229, Sep.
• Ricardo Hausmann & Ugo Panizza, 2010, "Redemption or Abstinence? Original Sin, Currency Mismatches and Counter-Cyclical Policies in the New Millenium," CID Working Papers, Center for International Development at Harvard University, number 194, Feb.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility Across Financial Crises," Working Papers, CEPII research center, number 2010-08, Apr.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010, "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers, CEPII research center, number 2010-11, Jul.
• Virginie Coudert & Hélène Raymond, 2010, "Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?," Working Papers, CEPII research center, number 2010-13, Jul.
• Virginie Coudert & Mathieu Gex, 2010, "The Credit Default Swap Market and the Settlement of Large Defaults," Working Papers, CEPII research center, number 2010-17, Aug.
• Virginie Coudert & Mathieu Gex, 2010, "The Credit Default Swap Market and the Settlement of Large Defaults," International Economics, CEPII research center, issue 123, pages 91-120.
• Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2010, "The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs," CIRANO Working Papers, CIRANO, number 2010s-01, Jan.
• Leo Michelis & Cathy Ning, 2010, "The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 3, pages 1016-1039, August, DOI: 10.1111/j.1540-5982.2010.01604.x.
• Joao A. Bastos & Jorge Caiado, 2010, "The structure of international stock market returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1002, Jul.
• Joao A. Bastos & Jorge Caiado, 2010, "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1006, Dec.
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2010, "Financial Integration at Times of Financial (In)Stability," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 0, "CNB Financial Stability Report 2009/2010".
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2010, "Financial Integration at Times of Financial Instability," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/09, Dec.
• Ramiro Losada López, 2010, "On the role of transparency in the ABS secondary market," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 3.
• Christian Espinosa Méndez, 2010, "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010, "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Juan José Echavarría & Diego V�squez & Mauricio Villamizar, 2010, "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 28, issue 62, pages 12-69, DOI: 10.32468/Espe.6201.
• Charle Londono & Mauricio Lopera & Sergio Restrepo, 2010, "Teoría de precios de arbitraje. Evidencia empírica para Colombia a través de redes neuronales," Revista de Economía del Rosario, Universidad del Rosario.
• Werner Kristjanpoller Rodríguez, 2010, "Análisis del efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Yenny Catalina Aguirre Botero & Ram�n Javier Mesa Callejas, 2010, "Lecciones de la crisis financiera internacional," Revista Semestre Económico, Universidad de Medellín.
• Stella del Pilar Venegas Calle, 2010, "La Crisis Económica De 2008.Algunas Reflexiones Teóricas A Partir De J.M. Keynes Y H. P. Minsky," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Carlos Aldana & Felipe Aristizabal & Claudia Echavarría, 2010, "Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Ana Maria Prieto, 2010, "Ventas en Corto: discusión regulatoria y propuesta para Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Angelo Gutiérrez & Nazly Múnera, 2010, "Ventas en Corto: Analisis comparativo y propuesta para su implementación en el mercado de valores colombiano," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Andrea Patricia Alba & Nidia Remolina, 2010, "Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequenas y medianas empresas," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• Abelardo Marina Flores & Giannina Ninnette Torres Ramírez, 2010, "Gestación y desarrollo de la hegemonía de las formas y mecanismos de valorización financiero y especulativo: desde la época de 1970 hasta la crisis ac," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8794, Nov.
• John Parsons, 2010, "Black Gold and Fool’s Gold: Speculation in the Oil Futures Market," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 81-116.
• Andrés Mauricio Mora & Daniela Fleisman & Angélica Montoya & Nicolás Acevedo, 2010, "Generalidades de los ADRS: Un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile," Revista Ecos de Economía, Universidad EAFIT.
• Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010, "Learning and Complementarities: Implications for Speculative Attacks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7651, Jan.
• Flandreau, Marc & Panizza, Ugo & Gaillard, Norbert, 2010, "Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7705, Feb.
• Vitale, Paolo & Rime, Dagfinn & Breedon, Francis, 2010, "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7791, Apr.
• Gennaioli, Nicola & Rossi, Stefano & Martín, Alberto, 2010, "Sovereign Default, Domestic Banks and Financial Institutions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7955, Aug.
• Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8045, Oct.
• Bekaert, Geert & Engstrom, Eric, 2010, "Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8150, Dec.
• Ventura, Jaume & Broner, Fernando, 2010, "Rethinking the Effects of Financial Liberalization," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8171, Dec.
• Gerrit Reher & Bernd Wilfling, 2010, "An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1010, Jan.
• Theoharry Grammatikos & Robert Vermeulen, 2010, "Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-13.
• Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a money market perspective," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 102, Nov.
• Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010, "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers, Center for Research in Economics and Statistics, number 2010-16.
• Giorgio Barba Navaretti & Giacomo Calzolari & Alberto Franco Pozzolo & Micol Levi, 2010, "Multinational Banking in Europe: Financial Stability and Regulatory Implications. Lessons from the Financial Crisis," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 292, Apr, revised 30 Apr 2010.
• Rodríguez-Moreno, María & Peña, Juan Ignacio, 2010, "Systemic risk measures: the simpler the better," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9291, Sep.
• Marta Felis-Rota, 2010, "Social Capital and Climate A First Statistical Approach," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 33, issue 93, pages 19-34, Octubre-D.
• Natàlia Valls Ruiz & Helena Chuliá Soler, 2010, "Análisis de volatilidad y correlación entre Estados Unidos y Asia," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 33, issue 93, pages 35-56, Octubre-D.
• Gaowang Wang & Heng-fu Zou, 2010, "Multiple Equilibria and Indeterminacy in an Optimal Growth Model with Endogenous Capital Depreciation," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 392, May.
• Francis, Bill B. & Hasan, Iftekhar & Lothian, James R. & Sun, Xian, 2010, "The Signaling Hypothesis Revisited: Evidence from Foreign IPOs," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 1, pages 81-106, February.
• Costel NISTOR & Paolo PANICO & Rozalia NISTOR & Mihaela-Carmen MUNTEAN, 2010, "The American Mortgage Crisis Implications on the international economics evolutions," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 299-310.
• Nicoleta CRISTACHE & Adrian MICU & Angela-Eliza MICU & Irina SUSANU, 2010, "The analysis of the customers’ perception on CSR – tridimensional approach – cultural, economical and social," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 311-316.
• Rozalia NISTOR & Costel NISTOR & Mihaela-Carmen MUNTEAN, 2010, "The Relationship between the Current World Crisis and Global Imbalances," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 155-166.
• Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1080.
• Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010, "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers, Deakin University, Department of Economics, number eco_2010_10, Jan, DOI: 10.1080/1540496X.2015.1061799.
• Mishra, Sagarika & Narayan, Paresh, 2010, "Do market capitalisation and stocks traded converge? New global evidence," Working Papers, Deakin University, Department of Economics, number eco_2010_11, Jan, DOI: 10.1016/j.jbankfin.2011.03.010.
• Patrice Fontaine & Cuong Le Van, 2011, "Equilibrium on International Financial Assets and Goods Markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 109.
• Ouidad Yousfi, 2010, "Exit routes in LBO projects," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-6.
• A. Craig Burnside & Bing Han & David A. Hirshleifer & Tracy Yue Wang, 2010, "Investor Overconfidence and the Forward Premium Puzzle," Working Papers, Duke University, Department of Economics, number 10-46.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Development Economics Working Papers, East Asian Bureau of Economic Research, number 23279, Dec.
• Matthieu Stigler & Ajay Shah & Ila Patnaik, 2010, "Understanding the ADR premium under market segmentation," Finance Working Papers, East Asian Bureau of Economic Research, number 21850, Jan.
• Winnie P. H. Poon & Kam C. Chan, 2010, "Solicited and Unsolicited Credit Ratings : A Global Perspective," Finance Working Papers, East Asian Bureau of Economic Research, number 22815, Jan.
• Joshua Aizenman, 2010, "International Reserves and Swap Lines in Times of Financial Distress : Overview and Interpretations," Finance Working Papers, East Asian Bureau of Economic Research, number 23008, Jan.
• Alfred Hannig & Stefan Jansen, 2010, "Financial Inclusion and Financial Stability : Current Policy Issues," Finance Working Papers, East Asian Bureau of Economic Research, number 23124, Jan.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Finance Working Papers, East Asian Bureau of Economic Research, number 23127, Jan.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Finance Working Papers, East Asian Bureau of Economic Research, number 23279, Dec.
• Chalongphob Sussangkarn, 2010, "The Chiang Mai Initiative Multilateralization : Origin, Development and Outlook," Governance Working Papers, East Asian Bureau of Economic Research, number 22821, Jan.
• Rakesh Mohan & Muneesh Kapur, 2010, "Liberalization and Regulation of Capital Flows : Lessons for Emerging Market Economies," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22877, Jan.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23279, Dec.
• Hess, Patrick, 2010, "Securities clearing and settlement in China: markets, infrastructures and policy-making," Occasional Paper Series, European Central Bank, number 116, Jul.
• Bing Zhang & Xindan Li, 2010, "Currency appreciation and stock market performance: Evidence from China," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 3, pages 393-411, September, DOI: 10.1007/s11459-010-0104-2.
• Stéphane Yen & Ming-Hsiang Chen, 2010, "Open interest, volume, and volatility: evidence from Taiwan futures markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 113-141, April, DOI: 10.1007/s12197-009-9089-z.
• William Bertin & Paul Fowler & David Michayluk & Laurie Prather, 2010, "An analysis of Australian exchange traded options and warrants," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 150-172, April, DOI: 10.1007/s12197-008-9052-4.
• Leyuan You & Robert Daigler, 2010, "The strength and source of asymmetric international diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 3, pages 349-364, July, DOI: 10.1007/s12197-009-9081-7.
• Pantisa Pavabutr & Piyamas Chaihetphon, 2010, "Price discovery in the Indian gold futures market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 455-467, October, DOI: 10.1007/s12197-008-9068-9.
• Paulo Ferreira & Andreia Dionísio & Cesaltina Pires, 2010, "Adopt the euro? The GME approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 5, issue 2, pages 231-247, December, DOI: 10.1007/s11403-010-0062-x.
• Paulo Horta & Carlos Mendes & Isabel Vieira, 2010, "Contagion effects of the subprime crisis in the European NYSE Euronext markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 9, issue 2, pages 115-140, August, DOI: 10.1007/s10258-010-0056-6.
• Eli Amir & Yanling Guan & Dennis Oswald, 2010, "The effect of pension accounting on corporate pension asset allocation," Review of Accounting Studies, Springer, volume 15, issue 2, pages 345-366, June, DOI: 10.1007/s11142-009-9102-y.
• Joanne Horton & George Serafeim, 2010, "Market reaction to and valuation of IFRS reconciliation adjustments: first evidence from the UK," Review of Accounting Studies, Springer, volume 15, issue 4, pages 725-751, December, DOI: 10.1007/s11142-009-9108-5.
• Fariz Huseynov, 2010, "Review of CIS Stock Markets: Future Perspectives," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 17, issue 1, pages 63-79, May, DOI: 10.1007/s11300-010-0136-4.
• Lieven Baele & Pilar Soriano, 2010, "The determinants of increasing equity market comovement: economic or financial integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 573-589, September, DOI: 10.1007/s10290-010-0060-z.
• Bernardin Akitoby & Thomas Stratmann, 2010, "The value of institutions for financial markets: evidence from emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 4, pages 781-797, December, DOI: 10.1007/s10290-010-0073-7.
• Swee Ling OH & Evan LAU & Chin Hong PUAH & Shazali ABU MANSOR, 2010, "Volatility Co Movement Of Asean 5 Equity Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 23-30.
• Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010, "Causal Relationship between Stock Prices and Exchange Rates," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-05, Feb.
• Alagidede, Paul & Panagiotidis, Theodore, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-07, Apr.
• Nikolaos Antonakakis, 2010, "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1002, Feb.
• Neil McCulloch & Grazia Pacillo, 2010, "The Tobin Tax A Review of the Evidence," Working Paper Series, Department of Economics, University of Sussex Business School, number 1611, Dec.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2010, "The comovements in international stock markets: new evidence from Latin American emerging countries," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 13, pages 1323-1328, DOI: 10.1080/13504850902967449.
• Enzo Weber, 2010, "Volatility and causality in Asia Pacific financial markets," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 16, pages 1269-1292, DOI: 10.1080/09603107.2010.485926.
• Gregory James & Michail Karoglou, 2010, "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 6, pages 477-486, DOI: 10.1080/09603100903459816.
• Maurizio Michael Habib & Mark Joy, 2010, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 8, pages 601-626, DOI: 10.1080/09603100903459949.
• Maria Rosa Borges, 2010, "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 7, pages 711-726, DOI: 10.1080/1351847X.2010.495477.
• Jose Soares da Fonseca, 2010, "The performance of the European stock markets: a time-varying Sharpe ratio approach," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 7, pages 727-741, DOI: 10.1080/1351847X.2010.495479.
• Anders Johansson, 2010, "China's financial market integration with the world," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 8, issue 3, pages 293-314, DOI: 10.1080/14765284.2010.493642.
• Stefano Schiavo & Javier Reyes & Giorgio Fagiolo, 2010, "International trade and financial integration: a weighted network analysis," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 4, pages 389-399, DOI: 10.1080/14697680902882420.
• Dungey, Mardi & Yalama, Abdullah, 2010, "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10447, May, revised 01 May 2010.
• European Commission, 2010, "Innovative Financing at a Global Level," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 23, Apr.
• European Commission, 2010, "Innovative Financing at a Global Level," Taxation Studies, Directorate General Taxation and Customs Union, European Commission, number 0031, Apr.
• Nikolaos Sariannidis, 2010, "The Impact of Stock, Energy and Foreign Exchange Markets on the Sugar Market," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 1, pages 109-117, July.
• Corine Franken & Sweder van Wijnbergen, 2010, "Private Capital Flows to Low Income Countries: Country-Specific Effects and the Lucas Paradox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-003/2, Jan.
• Andrey Lizyayev, 2010, "Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-084/2, Aug.
• Brown, M. & de Haas, R., 2010, "Foreign Currency Lending in Emerging Europe : Bank Level Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-135.
• Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010, "Mandatory Adoption of IFRS and Analysts’ Forecasts Information Properties," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-112.
• Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010, "Mandatory IFRS Reporting and Stock Price Informativeness," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-82.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-705, Jan.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-744, May.
• Shin-ichi Fukuda, 2010, "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-759, Sep.
• Denis Gromb & Dimitri Vayanos, 2010, "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 456-466, 04-05.
• González, Maximiliano & Garay, Urbi, 2010, "Internet-Based Corporate Disclosure and Market Value: Evidence from Latin America," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 028, Oct.
• González, Maximiliano & Molina, Carlos & Pablo, Eduardo, 2010, "Dividend Policy and Ownership Structure in Latin America," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 029, Oct.
• Kevin Dowd & John Cotter & Ghulam Sorwar, 2010, "Spectral Risk Measures: Properties and Limitations," Working Papers, Geary Institute, University College Dublin, number 200839, Apr.
• Don Bredin & Stuart Hyde, 2010, "Investigating Sources of Unanticipated Exposure in Industry Stock Returns," Working Papers, Geary Institute, University College Dublin, number 201001, Jan.
• John Cotter & Jim Hanly, 2010, "Hedging: Scaling and the Investor Horizon," Working Papers, Geary Institute, University College Dublin, number 201002, Jan.
• Don Bredin & Cal Muckley, 2010, "An Analysis of the EU Emission Trading Scheme," Working Papers, Geary Institute, University College Dublin, number 201003, Jan.
• John Cotter & Jim Hanly, 2010, "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers, Geary Institute, University College Dublin, number 201007, Jan.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010, "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 6, issue 1, pages 53-92, DOI: 10.1086/648696.
• Giuseppe Pulitano & Emmanuel Borgucci, 2010, "Spot price and future price for Brent and WTI markers: Behavior and determinants (1998-2008)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 35, issue 29, pages 173-208, January-j.
• Lieven de Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191025, Nov.
• Bastien Drut, 2010, "Sovereign bonds and socially responsible investment," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/192788.
• Luis A. Gil-Alana & Emmanuel Anoruo, 2010, "Mean reversion and long memory in African stock market prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/10, Feb.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.