Research classified by Journal of Economic Literature (JEL) codes

2011

• Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011, "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011, EcoMod, number 3038, Jul.
• Flavio Vilela Vieira, 2011, "A nova crise financeira internacional: causas, consequências e perspectivas," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 2, pages 217-237, April.
• Gerard Caprio, 2011, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, Edward Elgar Publishing, chapter 14, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".
• Shieldvie Halim & Rayenda Brahmana & Aldrin Herwany, 2011, "The Seasonality of Market Integration: The Case of Indonesia’s Stock Markets," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 59, pages 177-190, August.
• Kiki Verico, 2011, "The Impact of Direct Bilateral Free Trade Agreement (BFTA) to ASEAN’s Intra-Regional Trade & Individual Country’s Investment Creation : The Case of Indonesia, Malaysia & Thailand 1988-2008," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 59, pages 191-214, August.
• Luca Marchiori & Olivier Pierrard & Henri R. Sneessens, 2011, "Demography, capital flows and unemployment," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-14.
• Romain Cuchet & Pascal François & Georges Hübner, 2011, "Currency Total Return Swaps: Valuation and Risk Factor Analysis," Cahiers de recherche, CIRPEE, number 1128.
• Madhuri Malhotra & M. Thenmozhi & Arun Kumar Gopalaswamy, 2011, "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers, Madras School of Economics,Chennai,India, number 2011-061, Sep.
• Bernd Hayo & Britta Niehof, 2011, "Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201124.
• Ingo Fender & Bernd Hayo & Matthias Neuenkirch, 2011, "Daily CDS pricing in emerging markets before and during the global financial crisis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201139.
• Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2011, "Real Interest Parity: A note on Asian countries using panel stationarity tests," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_06, May, revised May 2011.
• Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2011, "PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_17, Nov, revised Nov 2011.
• 中田 勇人, 2011, "資本市場の国際統合と経済厚生," Discussion Papers, Meisei University, School of Economics, number 20, Jul.
• Christian Dreger & Jarko Fidrmuc, 2011, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 4, pages 49-58, July.
• Manolis G. Kavussanos & Ilias D. Visvikis, 2011, "The Predictability of Non-Overlapping Forecasts: Evidence from a New Market," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 1-2, pages 125-156, March - J.
• Éva G. Fekete, 2011, "Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 7, issue 01, pages 17-27.
• Zalán Kocsis & Dénes Nagy, 2011, "Variance decomposition of sovereign CDS spreads," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 6, issue 3, pages 36-50, October.
• Judit Páles & Dániel Homolya, 2011, "Developments in the costs of external funds of the Hungarian banking sector," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 6, issue 3, pages 61-69, October.
• Manuel Hernandez & Raul Ibarra & Danilo Trupkin, 2011, "How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets," Documentos de Trabajo/Working Papers, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo., number 1109.
• Gulamhussen, M. A. & Piheiro, Carlos & Pozzolo, Alberto Franco, 2011, "Do multinational banks create or destroy economic value?," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11057, Feb.
• Caiazza, Stefano & Clare, Andrew & Pozzolo, Alberto Franco, 2011, "What do foreigners want? Evidence from targets in bank cross-border M&As," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11058, Feb.
• Caiazza, Stefano & Pozzolo, Alberto Franco & Trovato, Giovanni, 2011, "Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11061, May.
• Hooi Hooi Lean & Russell Smyth, 2011, "REITs, interest rates and stock prices in Malaysia," Monash Economics Working Papers, Monash University, Department of Economics, number 01-11, Jun.
• Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011, "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/11, Aug.
• Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
• Beniamino Moro, 2012, "The Theoretical Debate on Recent Great Crisis," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 3-42.
• Domenico Piatti, 2011, "The cost of banking regulation: A comparison among Italy, France and Spain," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 9-48.
• Gianfranco Forte & Marco Mauri & Federica Miglietta, 2011, "Islamic asset management," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 261-296.
• Thai-Ha LE & Youngho CHANG, 2011, "The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1103, Mar.
• Richard Clarida & Francesco Giavazzi, 2011, "NBER International Seminar on Macroeconomics 2010," NBER Books, National Bureau of Economic Research, Inc, number clar10-1.
• Nicola Cetorelli & Linda S. Goldberg, 2011, "Liquidity Management of US Global Banks: Internal Capital Markets in the Great Recession," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Andrew K. Rose & Mark M. Spiegel, 2011, "Dollar Illiquidity and Central Bank Swap Arrangements during the Global Financial Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011, "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16677, Jan.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2011, "Differences of Opinion and International Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16726, Jan.
• Hans B. Christensen & Luzi Hail & Christian Leuz, 2011, "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," NBER Working Papers, National Bureau of Economic Research, Inc, number 16737, Jan.
• Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2011, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 16975, Apr.
• Andrew Ang & Francis A. Longstaff, 2011, "Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 16982, Apr.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011, "Global Crises and Equity Market Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 17121, Jun.
• Pierre-Olivier Gourinchas & Maurice Obstfeld, 2011, "Stories of the Twentieth Century for the Twenty-First," NBER Working Papers, National Bureau of Economic Research, Inc, number 17252, Jul.
• Karen K. Lewis, 2011, "Global Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 17261, Jul.
• Robert J. Barro & José Ursúa, 2011, "Rare Macroeconomic Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 17328, Aug.
• Nicola Cetorelli & Linda S. Goldberg, 2011, "Liquidity management of U.S. global banks: Internal capital markets in the great recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 17355, Aug.
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 17358, Aug.
• Andrew K. Rose & Mark M. Spiegel, 2011, "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17359, Aug.
• Ian Martin, 2011, "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers, National Bureau of Economic Research, Inc, number 17564, Nov.
• Giorgia Palladini & Richard Portes, 2011, "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," NBER Working Papers, National Bureau of Economic Research, Inc, number 17586, Nov.
• Maurice Obstfeld, 2011, "The International Monetary System: Living with Asymmetry," NBER Working Papers, National Bureau of Economic Research, Inc, number 17641, Dec.
• Nicolas E. Magud & Carmen M. Reinhart & Esteban R. Vesperoni, 2011, "Capital Inflows, Exchange Rate Flexibility, and Credit Booms," NBER Working Papers, National Bureau of Economic Research, Inc, number 17670, Dec.
• M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011, "Determinants of Credit Default Swaps in International Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-01, Feb.
• M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011, "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-03, Mar.
• M. Kabir Hassan & Eric Girard, 2011, "Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-05, Apr.
• Shah, Ajay & Patnaik, Ila, 2011, "India's financial globalisation," Working Papers, National Institute of Public Finance and Policy, number 11/79, Jan.
• John Beirne & Guiglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2011, "Volatility spillovers and contagion from mature and emerging stock markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2011, Nov.
• Raffaele Della Croce & Christopher Kaminker & Fiona Stewart, 2011, "The Role of Pension Funds in Financing Green Growth Initiatives," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 10, Sep, DOI: 10.1787/5kg58j1lwdjd-en.
• Raffaele Della Croce, 2011, "Pension Funds Investment in Infrastructure: Policy Actions," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 13, Sep, DOI: 10.1787/5kg272f9bnmx-en.
• Oecd, 2011, "Regulatory Reform of OTC Derivatives and Its Implications for Sovereign Debt Management Practices," OECD Working Papers on Sovereign Borrowing and Public Debt Management, OECD Publishing, number 1, Sep, DOI: 10.1787/5k9gz2n0sgq2-en.
• Barbara Buchner & Jessica Brown & Jan Corfee-Morlot, 2011, "Monitoring and Tracking Long-Term Finance to Support Climate Action," OECD/IEA Climate Change Expert Group Papers, OECD Publishing, number 2011/3, May, DOI: 10.1787/5k44zcqbbj42-en.
• Mathias Lahnsteiner, 2011, "The Refinancing Structure of Banks in Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 44-69.
• Sandu Carmen, 2011, "The Implications Of Varying Exchange Rates For The International Trade," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 524-529, July.
• DEDU Vasile & Turcan Ciprian Sebastian & Turcan Radu, 2011, "A Behavioral Approach To The Global Financial Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 340-346, December.
• Numan Ülkü & Enzo Weber, 2011, "Bigger Fish in Small Pond : The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 294, Jan.
• Fernando Broner & Jaume Ventura, 2011, "Globalization and Risk Sharing," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 1, pages 49-82.
• Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2011, "Investor Overconfidence and the Forward Premium Puzzle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 2, pages 523-558.
• H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011, "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, volume 15, issue 1, pages 173-206.
• Pedro A. C. Saffi & Kari Sigurdsson, 2011, "Price Efficiency and Short Selling," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 3, pages 821-852.
• Anton Sorin Gabriel & Diaconasu Delia-Elena, 2011, "Development of Exchange-Traded Derivatives Markets in Selective Central and Eastern European Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 104-109, May.
• Juscu Nicolae Cristian, 2011, "Methodology of Economic Assessment of Corporate Finance Management Effectiveness," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1117-1119, May.
• Murgea Aurora, 2011, "Derivatives Market in the Aftermath of the Lessons Learned from the Crises," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1456-1460, May.
• Orãºtean Ramona, 2011, "Sovereign Debt Crisis in Europe – Romania’ Vulnerabilities," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1574-1577, May.
• Voinea Gheorghe & Avãdanei Andreea, 2011, "Optimum Currency Areas Theory: Economic Foundation for Monetary Unification," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2315-2320, May.
• Cosma Sorinel, 2011, "Offshore Financial Centers – A Recent and Debatable Reality in World Finance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 268-272, May.
• Juscu Nicolae Cristian, 2011, "Conceptual Approach to Economic Efficiency Assessment of Finance Management System of Joint Stock Companies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 682-686, May.
• Juscu Nicolae Cristian & Calotã George, 2011, "Evaluation of Existing Methods for Determination the Economic Efficiency of Management and Control of Joint Stock Companies’ Finance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 687-691, May.
• Murgea Aurora, 2011, "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-889, May.
• Orãºtean Ramona, 2011, "Financial Regulatory Reform – National and International Actions and Proposals," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 977-982, May.
• Rui Esteves, 2011, "The Belle Epoque of International Finance. French Capital Exports, 1880-1914," Economics Series Working Papers, University of Oxford, Department of Economics, number 534, Feb.
• Ron Bird & Lorenzo Casavecchia, 2011, "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 6, pages 375-390, February, DOI: 10.1057/jam.2009.34.
• Nicola Cetorelli & Linda S Goldberg, 2011, "Global Banks and International Shock Transmission: Evidence from the Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 1, pages 41-76, April.
• N Blasco & P Corredor & S Ferreruela, 2011, "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 6, pages 1056-1066, June, DOI: 10.1057/jors.2010.34.
• Jorge Rojas, 2011, "Financial Crisis, the International Monetary System and the Challenge of the Emerging Economies," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 34, issue 68, pages 9-32.
• Slobodan Cerovic & Marina Pepic, 2011, "Interest Rate Derivatives In Developing Countries In Europe," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 9, issue 3, pages 38-42, August.
• Ali Fatemi & Iraj Fooladi & Nargess Kayhani, 2011, "Sovereign Wealth Funds: An Exploratory Study of Their Behavior," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 15, issue 2, pages 64-90, Winter.
• Jaroslaw Pawlowski, 2011, "Derivatives – Benefaction Or Curse Of Contemporary Economy," Oeconomia Copernicana, Institute of Economic Research, volume 2, issue 2, pages 47-60, June, DOI: 10.12775/OeC.2011.007.
• Attiya Y. Javid & Eatzaz Ahmad, 2011, "Asset Pricing Behaviour with Dual-Beta in Case of Pakistani Stock Market," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 2, pages 95-118.
• Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011, "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper, University Library of Munich, Germany, number 27927, Jan.
• Cifarelli, Giulio & Paladino, Giovanna, 2011, "Hedging vs. speculative pressures on commodity futures returns," MPRA Paper, University Library of Munich, Germany, number 28229, Jan.
• Avadanei, Andreea, 2011, "Indicatori de măsurare a integrării financiare europene. Literature review
  [Measuring European financial market integration. A literature review]," MPRA Paper, University Library of Munich, Germany, number 28737, Feb.
• Estrada, Fernando, 2011, "Theory of financial risk," MPRA Paper, University Library of Munich, Germany, number 29665, Mar.
• Simplice A, Asongu, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper, University Library of Munich, Germany, number 30120, Apr.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2011, "Oil prices, exchange rates and emerging stock markets," MPRA Paper, University Library of Munich, Germany, number 30140, Apr.
• Konchyn, Vadym, 2011, "European countries with a diagnosis of financial default: expectancy and fear of its announcement in Ukraine," MPRA Paper, University Library of Munich, Germany, number 30157, Mar, revised 08 Apr 2011.
• Petrushchak, Bohdan, 2011, "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
  [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper, University Library of Munich, Germany, number 30367, revised 2011.
• Simplice A., Asongu, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 30391, Apr.
• Petrushchak, Bohdan, 2011, "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper, University Library of Munich, Germany, number 31115, revised 2011.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 31174, May.
• Pontines, Victor & Siregar, Reza Yamora, 2011, "Cross-border bank lending to selected SEACEN economies: an integrative report," MPRA Paper, University Library of Munich, Germany, number 31455, Jun.
• Dasgupta, Dipak & Dubey, R.N. & Sathish, R, 2011, "Domestic Wheat Price Formation and Food Inflation in India," MPRA Paper, University Library of Munich, Germany, number 31564, May.
• Le, Thai-Ha & Chang, Youngho, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 31753, Jun.
• Zaman, Gheorghe & Georgescu, George, 2011, "Sovereign risk and debt sustainability: warning levels for Romania," MPRA Paper, University Library of Munich, Germany, number 32924, Mar.
• Kablan, S & Yousfi, O, 2011, "Efficiency of islamic and conventional banks in countries with islamic banking," MPRA Paper, University Library of Munich, Germany, number 32951, Jul.
• Abdala Rioja, Yamile E, 2011, "All Things Considered: The Interaction of the Reasons for the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 33408, Sep.
• Mukherjee, Dr. Kedar nath, 2011, "Commodity investments: opportunities for Indian institutional investors," MPRA Paper, University Library of Munich, Germany, number 33510, Sep.
• Mirdala, Rajmund, 2011, "Financial Deepening and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 33609, Jun.
• Mamoru, Nagano, 2011, "Who issues debt securities in emerging countries?," MPRA Paper, University Library of Munich, Germany, number 33623, Jul.
• Orth, Walter, 2011, "Default probability estimation in small samples - with an application to sovereign bonds," MPRA Paper, University Library of Munich, Germany, number 33778, Sep.
• Stavarek, Daniel & Repkova, Iveta & Gajdosova, Katarina, 2011, "Theory of financial integration and achievements in the European Union," MPRA Paper, University Library of Munich, Germany, number 34393, Jul.
• Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Mehar, Dr. Ayub & Osman, Ms. Amber, 2011, "Are the Major South Asian Equity Markets Co-Integrated?," MPRA Paper, University Library of Munich, Germany, number 34737, revised 2011.
• Petrushchak, Bohdan, 2011, "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
  [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper, University Library of Munich, Germany, number 34948.
• Malliaris, A.G. & Malliaris, Mary, 2011, "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper, University Library of Munich, Germany, number 35266, Nov.
• Yousfi, Ouidad, 2011, "Islamic private equity: what is new?," MPRA Paper, University Library of Munich, Germany, number 35952, Dec.
• Muñoz, Mª Pilar & Márquez, María Dolores & Sánchez, Josep A., 2011, "Contagion between United States and european markets during the recent crises," MPRA Paper, University Library of Munich, Germany, number 35993, Jul.
• Modena, Matteo, 2011, "Agricultural commodities and financial markets," MPRA Paper, University Library of Munich, Germany, number 36416, Jul, revised 30 Sep 2011.
• Dumitriu, Ramona & Stefanescu, Razvan, 2011, "Shocks on the Romanian foreign exchange market before and after the global crisis," MPRA Paper, University Library of Munich, Germany, number 36560, Jun, revised 09 Feb 2012.
• Mirdala, Rajmund, 2011, "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 36695, Oct.
• Coskun, Yener, 2011, "Does Power of Political Economy and Regulation Make Istanbul a Financial Center? (Ekonomi Politik ve Düzenlemenin Gücü Istanbul’u Finans Merkezi Yapabilir Mi?)
  [Does Power of Political Economy and Regulation Make Istanbul a Financial Center?]," MPRA Paper, University Library of Munich, Germany, number 36847, Nov.
• Demir, Firat, 2011, "Growth under Exchange Rate Volatility: Does Access to Foreign or Domestic Equity Markets Matter?," MPRA Paper, University Library of Munich, Germany, number 37398, Sep.
• Simplice A, Asongu, 2011, "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 37459, Jul.
• Dimitriou, Dimitrios & Simos, Theodore, 2011, "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 37477, Nov.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo, 2011, "The Going Public Decision and the Structure of Equity Markets," MPRA Paper, University Library of Munich, Germany, number 38640, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 39630, May.
• duqi, andi & mirti, riccardo & torluccio, giuseppe, 2011, "An analysis of the R&D effect on stock returns for European listed firms," MPRA Paper, University Library of Munich, Germany, number 40012.
• Arash, Aloosh, 2011, "Variance Risk Premium Differentials and Foreign Exchange Returns," MPRA Paper, University Library of Munich, Germany, number 40829, Nov, revised 18 Aug 2012.
• Sirucek, Martin, 2011, "Impact of monetary policy on US stock market," MPRA Paper, University Library of Munich, Germany, number 40943, Sep.
• Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41602, Mar, revised 20 Mar 2011.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2011, "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper, University Library of Munich, Germany, number 41786, Oct.
• Çankaya, Serkan & Ulusoy, Veysel & Eken, Hasan/M., 2011, "The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 43656, Apr.
• Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011, "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 43658.
• Kim, Woochan, 2011, "Korea investment corporation: its origin and evolution," MPRA Paper, University Library of Munich, Germany, number 44028, Aug.
• Panait, Iulian, 2011, "Stock market diagnosis," MPRA Paper, University Library of Munich, Germany, number 44247.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 47343.
• Gurgul, Henryk & Lach, Łukasz, 2011, "Causality analysis between public expenditure and economic growth of Polish economy in last decade," MPRA Paper, University Library of Munich, Germany, number 52281.
• Thanh, Ngo, 2011, "Effectiveness of the Global Banking System in 2010: A Data Envelopment Analysis approach," MPRA Paper, University Library of Munich, Germany, number 56389, May.
• Schilirò, Daniele, 2011, "Alberto Quadrio Curzio - Valeria Miceli, Sovereign Wealth Funds. A complete guide to state-owned investment funds," MPRA Paper, University Library of Munich, Germany, number 57781, Mar.
• Trabelsi, Mohamed Ali, 2011, "The impact of the financial crisis on the global economy: Can the Islamic financial system help?," MPRA Paper, University Library of Munich, Germany, number 81260, revised 2011.
• Öztürk, Mustafa & Aras, Osman Nuri, 2011, "Foreign Capital Investment and Economic Crises in Turkey," MPRA Paper, University Library of Munich, Germany, number 81855.
• Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 96299.
• Alenka Kavkler & Mejra Festić, 2011, "Modelling Stock Exchange Index Returns in Different GDP Growth Regimes," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 1, pages 3-22, DOI: 10.18267/j.pep.384.
• Svend Reuse & Martin Svoboda, 2011, "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 99-119, DOI: 10.18267/j.pep.391.
• Burcu Kiran, 2011, "Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 177-189, DOI: 10.18267/j.pep.395.
• Zuzana Fungáčová & Jan Hanousek, 2011, "Determinants of Firm Delisting on the Prague Stock Exchange," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 4, pages 348-365, DOI: 10.18267/j.pep.404.
• 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, Programme National Persée, volume 101, issue 1, pages 53-71, DOI: 10.3406/ecofi.2011.5987.
• Norbert Gaillard, 2011, "Quelles réformes pour l’industrie de la notation financière ?," Revue d'Économie Financière, Programme National Persée, volume 101, issue 1, pages 73-86, DOI: 10.3406/ecofi.2011.5988.
• Sabrina Khanniche, 2011, "Les hedge funds : quelles implications en termes de risque systémique ?," Revue d'Économie Financière, Programme National Persée, volume 101, issue 1, pages 87-102, DOI: 10.3406/ecofi.2011.5989.
• Virginie Coudert & Valérie Mignon, 2011, "Quelques éléments empiriques sur la crise financière récente," Revue d'Économie Financière, Programme National Persée, volume 103, issue 3, pages 21-40.
• C. P. Chandrasekhar, 2011, "Rethinking regulation: international banks in Asian emerging markets," PSL Quarterly Review, Economia civile, volume 64, issue 258, pages 249-266.
• Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas, 2011, "Is foreign-bank efficiency in financial centers driven by home-country characteristics?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022011.
• Alexei Kolokolov, 2011, "Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)," Quantile, Quantile, issue 9, pages 61-75, July.
• Armas, Adrián & Vallejos , Lucy & Vega, Marco, 2011, "Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 27-56.
• Dr. Shakill Hassan & Sean Smith, 2011, "The Rand as a Carry Trade Target Risk Returns and Policy Implications," Working Papers, South African Reserve Bank, number 4878, Nov.
• Carol Alexander & Dimitris Korovilas, 2011, "The Hazards of Volatility Diversification," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-04, Feb.
• Carol Alexander & Stamatis Leontsinis, 2011, "Model Risk in Variance Swap Rates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-10, May.
• Frederick Van Gysegem & Michael Frömmel, 2011, "Spread Components in the Hungarian Forint-Euro Market," 2011 Meeting Papers, Society for Economic Dynamics, number 1260.
• Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon & Daniel Paravisini, 2011, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," 2011 Meeting Papers, Society for Economic Dynamics, number 180.
• Yulei Luo & Eric R.Young & Jun Nie, 2011, "Robust Control, Informational Frictions, and International Consumption Correlations," 2011 Meeting Papers, Society for Economic Dynamics, number 209.
• Stephan Siegel & Christian Lundblad & Campbell R. Harvey & Geert Bekaert, 2011, "The European Union, the Euro, and Equity Market Integration," 2011 Meeting Papers, Society for Economic Dynamics, number 468.
• Simona E. Cociuba & Ananth Ramanarayanan, 2011, "International Risk Sharing with Endogenously Segmented Asset Markets," 2011 Meeting Papers, Society for Economic Dynamics, number 853.
• Iulian Panait, 2011, "Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 233-255, March.
• Ioana Moldovan & Claudia Medrega, 2011, "Correlation of International Stock Markets Before and During the Subprime Crisis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 173-193, June.
• Rohit Vishal Kumar & Dhekra Azouzi, 2011, "Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 81-98, June.
• Octavian Ciobănaşu, 2011, "Sovereign debt in the European Union," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 42, pages 247-256, December.
• Pierre L. Siklos, 2011, "Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers," Working Paper series, Rimini Centre for Economic Analysis, number 03_11, Jan.
• N. Apergis & E. Mamatzakis & C. Staikuras, 2011, "The Greek Sovereign Debt Crisis: Testing for Regime Changes," Working Paper series, Rimini Centre for Economic Analysis, number 16_11, Mar.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Working Paper series, Rimini Centre for Economic Analysis, number 23_11, May.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks," Working Paper series, Rimini Centre for Economic Analysis, number 51_11, Nov.
• Jianxin Wamg, 2011, "Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors," Asian Development Review, Asian Development Bank, volume 28, issue 2, pages 32-57.
• Maria Socorro Gochoco-Bautista, & Juthathip Jongwanich & Jong-Wha Lee, 2011, "How Effective are Capital Controls in Asia?," ADB Economics Working Paper Series, Asian Development Bank, number 224, Aug.
• Hyun-Hoon Lee & Hyeon-seung Huh & Donghyun Park, 2011, "Financial Integration in East Asia: An Empirical Investigation," ADB Economics Working Paper Series, Asian Development Bank, number 259, May.
• Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011, "Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises," ADBI Working Papers, Asian Development Bank Institute, number 264, Feb.
• Yung Chul Park, 2011, "The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies," ADBI Working Papers, Asian Development Bank Institute, number 284, May.
• Dietrich Domanski & Philip Turner, 2011, "The Great Liquidity Freeze: What Does It Mean for International Banking?," ADBI Working Papers, Asian Development Bank Institute, number 291, Jun.
• Biswa Nath Bhattacharyay, 2011, "Bond Market Development in Asia: An Empirical Analysis of Major Determinants," ADBI Working Papers, Asian Development Bank Institute, number 300, Jul.
• Abhijit Sen Gupta, 2011, "The Current State of Financial and Regulatory Frameworks in Asian Economies: The Case of India," ADBI Working Papers, Asian Development Bank Institute, number 303, Aug.
• Cyn-Young Park & Jong-Wha Lee, 2011, "Financial Integration in Emerging Asia: Challenges and Prospects," Working Papers on Regional Economic Integration, Asian Development Bank, number 79, May.
• Valentina Galvani & Stuart Landon, 2011, "Riding the Yield Curve: A Spanning Analysis," Working Papers, University of Alberta, Department of Economics, number 2011-19, Nov.
• Ilhan Meric & Herbert E. Gishlick & Leonore S. Taga & Gulser Meric, 2011, "Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 1, pages 1-1.
• Ozlem Yorulmaz, 2011, "Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 4, pages 1-89.
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• Ali Leila, 2011, "Global Crises: A Network Perspective on the Economic Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 197-216.
• G.A. Karathanassis & V.I. Sogiakas, 2011, "The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 433-462.
• Aristeidis Samitas & Ioannis Tsakalos, 2011, "Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 463-476.
• Panagiotis Delimatsis, 2011, "Financial Innovation and Transparency in Turbulent Times," Journal of Financial Transformation, Capco Institute, volume 33, pages 99-112.
• Mariana NEGRUŞ, 2011, "Update And Internationalization Of The Islamic Banking Activity," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 2, issue 1, pages 17-26.
• Mansor, Ibrahim H., 2011, "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-89, December.
• Lupu, Radu, 2011, "Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting, number 101101, Oct.
• Stanica, Cristian, 2011, "Modelarea sectorului administratiei publice in corelatie cu indicatorii cresterii economice - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting, number 101102, Oct.
• Tak ISA, 2011, "Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 5, pages 929-939, December.
• M. Fr Mmel & F. Van Gysegem, 2011, "Spread Components in the Hungarian Forint-Euro Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/709, Feb.
• T. Berger & L. Pozzi, 2011, "A new model-based approach to measuring time-varying financial market integration," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/714, Apr.
• Sean Smith & Shakill Hassan, 2011, "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," ERSA Working Paper Series, Economic Research Southern Africa, number 235, Aug.
• Alain Kabundi & Andrew S. Duncan, 2011, "Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets," ERSA Working Paper Series, Economic Research Southern Africa, number 253, Oct.