Research classified by Journal of Economic Literature (JEL) codes

2010

• Indika Karunanayake & Valadkhani, Abbas & O'Brien, Martin, 2010, "An Empirical Analysis of International Stock Market Volatility Transmission," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp10-09.
• Fernando Broner & Jaume Ventura, 2010, "Rethinking the effects of financial globalization," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1128, Oct, revised Oct 2015.
• Fabio Tramontana & Frank Westerhoff & Laura Gardini, 2010, "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1005, revised 2010.
• Aslanidis, Nektarios & Savva, Christos S., 2010, "Modelling Interbank Relations during the International Financial Crisis," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/148475.
• Melita CHARITOU & Petros LOIS & Adamos VLITTIS, 2010, "Do Capital Markets Value Earnings And Cash Flows Alike? International Empirical Evidence," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 3(13)/Fal, pages 173-183.
• Drama Bedi Guy HERVE & Yao SHEN, 2010, "Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 3(13)/Fal, pages 231-246.
• Ravinder RENA, 2010, "The Global Economic Downturn And African Economy €“ Recent Trends And Future Prospects," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 4(14)/ Wi, pages 383-394.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2010, "Intra-day anomalies in the relationship between U.S. futures and European stock indexes," Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena, number 1210, Dec.
• Carl Chiarella & Andreas Rothig, 2010, "Small Traders in Currency Futures Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 278, May.
• Guido Cazzavillan & Michael Donadelli, 2010, "Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_18.
• Michael Donadelli & Federico Silvestri, 2010, "Why Should Naive Investors Avoid Stock Markets ?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_19.
• David E. Giles, 2010, "Hermite Regression Analysis of Multi-Modal Count Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 1001, Apr.
• David E. Giles, 2010, "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets," Econometrics Working Papers, Department of Economics, University of Victoria, number 1003, Dec.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010, "Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 3, pages 261-282.
• Georgios P. Kouretas & Prodromos Vlamis, 2010, "The Greek Crisis: Causes and Implications," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 4, pages 391-404.
• Ivana Prica & Jelica Petrović Vujačić, 2010, "Financial Services Liberalisation in Transition Countries and the Role of the WTO," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 4, pages 487-501.
• Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk, 2010, "Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-03.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-15.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-16.
• Curto, Stefano, 2010, "Sovereign Wealth Funds in the Next Decade," World Bank - Economic Premise, The World Bank, issue 8, pages 1-5, April.
• Caprio, Gerard, Jr., 2010, "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series, The World Bank, number 5198, Feb.
• Evzen Kocenda & Jan Hanousek, 2010, "Foreign News and Spillovers in Emerging European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp983, May.
• Vladimir Gligorov & Michael Landesmann, 2010, "The Three Debts: A Look from the East," wiiw Policy Notes, The Vienna Institute for International Economic Studies, wiiw, number 4, Jun.
• 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/Revue canadienne d'économique, John Wiley & Sons, volume 43, issue 3, pages 1016-1039, August, DOI: 10.1111/j.1540-5982.2010.01604.x.
• John Cotter & Kevin Dowd, 2010, "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 7, pages 689-703, July.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, volume 19, issue 3, pages 91-100, August, DOI: 10.1016/j.rfe.2010.04.002.
• Andrade, Sandro C. & Kohlscheen, Emanuel, 2010, "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 926.
• Priscilla Liang & Thomas D. Willett & Nan Zhang, 2010, "The Slow Spread Of The Global Crisis," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 33-58, DOI: 10.1142/S1793993310000068.
• Suhas L. Ketkar & Dilip Ratha, 2010, "Diaspora Bonds: Tapping The Diaspora During Difficult Times," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 251-263, DOI: 10.1142/S1793993310000147.
• Lloyd P Blenman & Harold A Black & Edward J Kane (ed.), 2010, "Banking and Capital Markets:New International Perspectives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7307, ISBN: ARRAY(0x60d9b180), September.
• Petra Vujakovic, 2010, "How to Measure Globalisation? A New Globalisation Index (NGI)," FIW Working Paper series, FIW, number 046, Feb.
• Dötz, Niko & Fischer, Christoph, 2010, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,11.
• Frey, Rainer, 2010, "The discontinuous integration of Western Europe's heterogeneous market for corporate control from 1995 to 2007," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,14.
• Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010, "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,24.
• Artmann, Sabine & Finter, Philipp & Kempf, Alexander & Koch, Stefan & Theissen, Erik, 2010, "The cross-Section of German stock returns: New data and new evidence," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-12.
• Maurer, Kai-Oliver & Schäfer, Carsten, 2010, "Analysis of binary trading patterns in Xetra," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/12.
• Ende, Bartholomäus & Lutat, Marco, 2010, "Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/15.
• Juranek, Steffen & Walz, Uwe, 2010, "Vertical integration, competition, and financial exchanges: Is there grain in the silo?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/22.
• Schäfer, Wolf, 2010, "The future of the international exchange rate system," Discussion Papers, Europa-Kolleg Hamburg, Institute for European Integration, number 3/10.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor, 2010, "Investing in times of inflation fears: Diversification properties of investments in liquid real assets," Working Paper Series, Hamburg School of Business Administration (HSBA), number 03/2010.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail, 2010, "Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen," Working Paper Series, Hamburg School of Business Administration (HSBA), number 05/2010.
• Ahrend, Rudiger, 2010, "Monetary ease: A factor behind financial crises? Some evidence from OECD countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2010-.
• Demary, Markus, 2010, "Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-44, DOI: 10.5018/economics-ejournal.ja.2010-.
• Herwartz, Helmut & Morales-Arias, Leonardo, 2010, "An empirical analysis of the relationship between US monetary policy and international asset prices," Kiel Working Papers, Kiel Institute for the World Economy, number 1581.
• Liu, Ruipeng & Lux, Thomas, 2010, "Flexible and robust modelling of volatility comovements: a comparison of two multifractal models," Kiel Working Papers, Kiel Institute for the World Economy, number 1594.
• Fricke, Daniel, 2010, "Contagion between European and US banks: Evidence from equity prices," Kiel Working Papers, Kiel Institute for the World Economy, number 1667.
• Gabrisch, Hubert & Orlowski, Lucjan T., 2010, "The Extreme Risk Problem for Monetary Policies of the Euro-Candidates," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2010.
• Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J., 2010, "Analysis of the intraday effects of economic releases on the currency market," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 3, DOI: 10.5445/IR/1000019772.
• Belke, Ansgar & Beckmann, Joscha & Kühl, Michael, 2010, "Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 174.
• Doluca, Hasan & Klüh, Ulrich & Wagner, Marco & Weder di Mauro, Beatrice, 2010, "Reducing systemic relevance: A proposal," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 04/2010.
• Ehlers, Stefan & Gürtler, Marc & Olboeter, Sven, 2010, "Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF34V1, DOI: 10.2139/ssrn.1585132.
• Broll, Udo & Eckwert, Bernhard & Wong, Kit Pong, 2010, "International trade and the role of market transparency," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 08/10.
• Schindler, Felix, 2010, "Further evidence on the (in-) efficiency of the U.S. housing market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-004.
• Schindler, Felix, 2010, "How efficient is the U.K. housing market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-030.
• Schindler, Felix, 2010, "Market efficiency in the emerging securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-033.
• Kroencke, Tim Alexander & Schindler, Felix, 2010, "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-034.
• Harald Habermann, 2010, "Financial Development in Mexico between 1975 and 2009," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, volume 2, issue 1, pages 62-71, March.
• Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2010, "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-11, Feb.
• Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2010, "Investor preferences for oil spot and futures based on mean-variance and stochastic dominance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-37, May.
• Karreman, B. & van der Knaap, G.A., 2010, "The Geography of Equity Listing and Financial Centre Competition in Mainland China and Hong Kong," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-033-ORG, Aug.
• Cuntz, A.N. & Blind, K., 2010, "Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-044-LIS, Dec.
• Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn (ed.), 2010, "The Quest for Stability: the view of financial institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/3, ISBN: ARRAY(0x8249c250), May.
• Peter Backé, Ernest Gnan and Philipp Hartmann (ed.), 2010, "Contagion and Spillovers: New Insights from the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/5, ISBN: ARRAY(0x85d1c910), May.
• Nikolaos SARIANNIDIS & Grigoris GIANNARAKIS & Nicolaos LITINAS & George KONTEOS, 2010, "Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 129-142.
• Nicolae Marinescu & Monica Raileanu Szeles, 2010, "A Comparative Analysis of Romanian and Greek Exports in the Process of EU-Integration," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 113-124.
• Ioannis N. Kallianiotis, 2010, "Greece’s Interdependence with the European Union and her Loss to Society Function," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 57-84.
• Ajay Shah & Ila Patnaik & Matthieu Stigler, 2010, "Understanding the ADR premium under market segmentation," Working Papers, eSocialSciences, number id:2826, Sep.
• Joshua Aizenman, 2010, "International Reserves and Swap Lines in Times of Financial Distress: Overview and Interpretations," Working Papers, eSocialSciences, number id:3022, Oct.
• Mark M. Spiegel, 2010, "Developing Asian Local Currency Bond Markets: Why and How?," Working Papers, eSocialSciences, number id:3030, Oct.
• Ajay Shah & Ila Patnaik, 2010, "Foreign Shareholding: A Decomposition Analysis," Working Papers, eSocialSciences, number id:3176, Nov.
• Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia., 2010, "Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 32, issue 1, pages 55-82, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/322010/Tellez.
• Rossella Calvi, 2010, "Assessing financial integration: a comparison between Europe and East Asia," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 423, Sep.
• Staffan Linden, 2010, "The Price and Risk Effects of Option Introductions on the Nordic Markets," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 434, Dec.
• Ladislav Krištoufek, 2010, "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 315-329, November.
• Evžen Koèenda & Tigran Poghosyan, 2010, "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 22-39, February.
• Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad, 2010, "Co-Integration between Mortgage Markets in the Monetary Union: 1995–2008," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 40-57, February.
• Mehmet Umutlu & Aslihan Altay-Salih, 2010, "Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 2, pages 122-137, May.
• Jeong-Gil Choi & Pat Obi & Shomir Sil, 2010, "A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 5, pages 400-413, December.
• Eduard Baumöhl & Tomáš Výrost, 2010, "Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 5, pages 414-425, December.
• Elena Fedorova & Kashif Saleem, 2010, "Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 519-533, December.
• Ladislav Kristoufek, 2010, "Long-range dependence in returns and volatility of Central European Stock Indices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/03, Feb, revised Feb 2010.
• Michael Princ, 2010, "Relationship between Czech and European developed stock markets: DCC MVGARCH analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/09, May, revised May 2010.
• Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010, "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-34, Nov.
• Bing Zhang & Xindan Li, 2010, "Currency Appreciation and Stock Market Performance: Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 3, pages 393-411, September.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Financial Innovation and Financial Fragility," Working Papers, Fondazione Eni Enrico Mattei, number 2010.114, Sep.
• Gordon L. Clark & Ashby H. B. Monk, 2010, "Sovereign Wealth Funds: Form and Function in the 21st Century," Working Papers, Fondazione Eni Enrico Mattei, number 2010.140, Oct.
• G. Andrew Karolyi & Rose C. Liao, 2010, "What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions?," Working Papers, Fondazione Eni Enrico Mattei, number 2010.38, Apr.
• Walid Saleh, 2010, "Size, Book-to-Market, Volatility and Stock Returns: Evidence from Amman Stock Exchange (ASE)," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 90-124, October.
• Robert Kollmann, 2010, "Limited asset market participation and the consumption-real exchange rate anomaly," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 41.
• Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010, "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 49.
• Rasmus Fatum & Jesper Pedersen & Peter Norman Sorensen, 2010, "Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 59.
• Joshua Aizenman, 2010, "Hoarding international reserves versus a Pigovian tax-cum-subsidy scheme: Reflections on the deleveraging crisis of 2008-9, and a cost benefit analysis," Proceedings, Federal Reserve Bank of San Francisco, issue oct.
• Yulei Luo & Jun Nie & Eric Young, 2010, "Robust control, informational frictions, and international consumption correlations," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-16.
• Nicola Cetorelli & Linda S. Goldberg, 2010, "Global banks and international shock transmission: evidence from the crisis," Staff Reports, Federal Reserve Bank of New York, number 446.
• Giulio Cifarelli & Giovanna Paladino, 2010, "Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2010_13.rdf.
• Pavel Trunin, 2010, "Monetary Policy in the Crisis Period," Published Papers, Gaidar Institute for Economic Policy, number 18, revised 2012.
• Sergey Drobyshevsky & Elizaveta Khudko & Elena Velikova, 2010, "Prospects for International Financial Center in the Russian Federation," Research Paper Series, Gaidar Institute for Economic Policy, issue 139P.
• Wajih Khallouli & Modibo René Sandretto, 2010, "Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1022.
• Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010, "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," Working Papers, Business School - Economics, University of Glasgow, number 2010_10, Mar.
• Mario Cerrato & Alexander Kadow & Ronald MacDonald, 2010, "Does the euro dominate Central and Eastern European money markets?," Working Papers, Business School - Economics, University of Glasgow, number 2010_21, Jun.
• Ricardo Hausmann & Ugo Panizza, 2010, "Redemption or Abstinence? Original Sin, Currency Mismatches and Counter-Cyclical Policies in the New Millenium," Growth Lab Working Papers, Harvard's Growth Lab, number 23, Feb.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010, "Exchange Rate Target Zones: A Survey of the Literature," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-14, Jul.
• Vitor Castro, 2010, "The duration of business cycle expansions and contractions: Are there change-points in duration dependence?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-18, Aug.
• Mirela Malin & Graham Bornholt, 2010, "Enhancing Contrarian Strategies: Evidence from Developed Markets Indices," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201001, Jan.
• Abdulnasser Hatemi-J & Eduardo Roca, 2010, "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201003, Mar.
• Christian Kalhoefer & Sara Shenouda & Ahmed Badawi, 2010, "Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound," Working Papers, The German University in Cairo, Faculty of Management Technology, number 24, Dec.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," CEPN Working Papers, HAL, number hal-00845254.
• Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010, "Financial integration and financial development in transition economies: what happens during financial crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00469499, Feb.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on International Assets and Goods Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523364, Jul.
• Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010, "Financial integration and financial development in transition economies: what happens during financial crises?," Post-Print, HAL, number halshs-00469499, Feb.
• Wajih Khallouli & René Sandretto, 2010, "Testing for "contagion" of the subprime crisis on the Middle East and North African stock markets: A Markov Switching EGARCH approach," Post-Print, HAL, number halshs-00589830, Nov.
• Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010, "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Post-Print, HAL, number halshs-00952114.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Sciences Po Economics Publications (main), HAL, number hal-01069440, Sep.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2010, "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers, HAL, number hal-00547722, Nov.
• Florina-Cristina Badarau & Grégory Levieuge, 2010, "Assessing the Potential Strength of a Bank Capital Channel in Europe: A Principal Component Analysis," Working Papers, HAL, number hal-00641983, Aug.
• Yves Jégourel & Samuel Maveyraud, 2010, "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Working Papers, HAL, number hal-00646542, Mar.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," Working Papers, HAL, number hal-00845254.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Working Papers, HAL, number hal-01069440, Sep.
• Julien Chevallier, 2010, "The European carbon market (2005-2007): banking, pricing and risk-hedging strategies," Working Papers, HAL, number halshs-00458787, Feb.
• Julien Chevallier, 2010, "Etudes économétriques récentes réalisées à partir des données de la CFTC," Working Papers, HAL, number halshs-00458917, Feb.
• Julien Chevallier, 2010, "Modelling the convenience yield in carbon prices using daily and realized measures," Working Papers, HAL, number halshs-00463921, May.
• Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010, "Liquidity Problems in the FX Liquid Market," Working Papers, HAL, number halshs-00539985.
• Kim, Hyunjoo, 2010, "Dynamic causal linkages between the US stock market and the stock markets of the East Asian economies," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 236, Oct.
• Johansson, Anders C., 2010, "Financial Markets in East Asia and Europe during the Global Financial Crisis," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2010-13, Jan.
• Johansson, Anders C., 2010, "Stock and Bond Relationships in Asia," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2010-14, Apr.
• Frot, Emmanuel & Santiso, Javier, 2010, "Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty," SITE Working Paper Series, Stockholm School of Economics, Stockholm Institute of Transition Economics, number 9, Oct.
• Jungeilges, Jochen A. & Oxelheim, Lars & Randoy, Trond, 2010, "Globalization of Corporate Covernance: The American Influence on Dismissal Performance Sensitivity of European CEOs," Working Paper Series, Research Institute of Industrial Economics, number 823, Feb.
• Jacob, Martin, 2010, "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2010:10, Sep.
• Matthew S. Yiu & Wai-Yip Alex Ho & Lu Jin, 2010, "Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil," Working Papers, Hong Kong Monetary Authority, number 1001, Apr.
• Alfred Wong & Tom Fong, 2010, "Analysing Interconnectivity among Economies," Working Papers, Hong Kong Monetary Authority, number 1003, May.
• Marina-Eliza Spaliara & Serafeim Tsoukas, 2010, "The Role of Bond Finance in Firms' Survival During the Asian Crisis," Working Papers, Hong Kong Institute for Monetary Research, number 032010, Feb.
• Yin-Wong Cheung & XingWang Qian, 2010, "Capital Flight: China's Experience," Working Papers, Hong Kong Institute for Monetary Research, number 062010, Mar.
• Paul Mizen & Serafeim Tsoukas, 2010, "What Effect Has Bond Market Development in Emerging Asia Had on the Issuance of Corporate Bonds?," Working Papers, Hong Kong Institute for Monetary Research, number 182010, Jun.
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010, "Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets," Working Papers, Hong Kong Institute for Monetary Research, number 202010, Jul.
• Matthew S. Yiu & Joseph K. W. Fung & Lu Jin & Wai-Yip Alex Ho, 2010, "Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates," Working Papers, Hong Kong Institute for Monetary Research, number 262010, Oct.
• Yu-chin Chen & Kwok Ping Tsang, 2010, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers, Hong Kong Institute for Monetary Research, number 292010, Nov.
• Martin Klein & Diemo Dietrich, 2010, "20 Jahre Währungsunion: Nach der Krise ist vor der Krise," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 11-2010, Aug.
• Alexandre Dmitriev & Ivo Krznar, 2010, "Habit Persistence and International Comovements," Working Papers, The Croatian National Bank, Croatia, number 23, Apr.
• Hideaki Sakawa & Masato Ubukata, 2010, "The Reform of Tokyo Stock Exchange and Transparency," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-122, Mar.
• Iordanis Kalaitzoglou & Boulis Maher Ibrahim, 2010, "Does Order Flow in the European Carbon Allowances Market Reveal Information?," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1003.
• Wei-Hsi Hsu & Yung-Shi Liau & Jack J.W. Yang, 2010, "Evidence On Hedge Ratios Changes Around The Subprime Mortgage Crisis," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 61-71.
• Islam Azzam & Jasmin Fouad, 2010, "Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-21.
• Trang Nha Le & Makoto Kakinaka, 2010, "International Transmission Of Stock Returns: Mean And Volatility Spillover Effects In Indonesia And Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 115-131.
• Meng-Fen Hsieh & Tzu-Yi Yang & Yu-Tai Yang, 2010, "Positive Trading Effects And Herding Behavior In Asian Markets: Evidence From Mutual Funds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 177-188.
• Sergiy Rakhmayil, 2010, "Did Financial Performance Of European Firms Improve And Converge After Introduction Of The Euro?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 27-41.
• Michael J. Gift & Paul Gift & YeQing Yang, 2010, "Financial Market Reactions To Earnings Announcements And Earnings Forecast Revisions: Evidence From The U.S. And China," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 85-96.
• Subrata Kumar Mitra, 2010, "Relationships Among Foreign Institutional Investments, Stock Returns And Currency Change-Over Rates In India," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 103-112.
• Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric, 2010, "Evidence On The Performance Of Country Index Funds In Global Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 89-101.
• Christian Camilo Vargas R, 2010, "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 3, issue 2, pages 29-44.
• Jakub Taj, 2010, "Economic Assessment of Selected Bank Mergers in the Central-East Europe Region in Comparison with Developed Countries," Economic Analysis, Institute of Economic Sciences, volume 43, issue 1-2, pages 34-43.
• Jana Kotlebova, 2010, "Future Stance of Currencies in the International Monetary System," Economic Analysis, Institute of Economic Sciences, volume 43, issue 1-2, pages 61-69.
• Constantinos Gavriilidis, 2010, "“Home Bias Puzzle”. Is It a Puzzle or Not?," Economic Analysis, Institute of Economic Sciences, volume 43, issue 3-4, pages 7-14.
• Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 35-2010, Dec.
• Fortin, Ines & Hlouskova, Jaroslava, 2010, "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series, Institute for Advanced Studies, number 257, Oct.
• Olivier Jeanne & Anton Korinek, 2010, "Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach," Working Paper Series, Peterson Institute for International Economics, number WP10-5, May.
• Aidan Corcoran, 2010, "Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp318, Feb, revised Feb 2010.
• Eduardo A. Cavallo & Patricio Valenzuela, 2010, "The determinants of corporate risk in emerging markets: an option-adjusted spread analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 59-74, DOI: 10.1002/ijfe.398.
• Charlotte Christiansen, 2010, "Decomposing European bond and equity volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 2, pages 105-122, DOI: 10.1002/ijfe.385.
• Markku Lanne & Timo Vesala, 2010, "The effect of a transaction tax on exchange rate volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 2, pages 123-133, DOI: 10.1002/ijfe.399.
• Yoshihiko Sugihara & Nobuyuki Oda, 2010, "An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-09, Jun.
• Makoto Saito & Shiba Suzuki & Tomoaki Yamada, 2010, "Can Cross-Border Financial Markets Create Endogenously Good Collateral in a Crisis?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-19, Aug.
• Ms. Emilia M Jurzyk & Olena Havrylchyk, 2010, "Inherited or Earned? Performance of Foreign Banks in Central and Eastern Europe," IMF Working Papers, International Monetary Fund, number 2010/004, Jan.
• Chrismin Tang & Mr. Mardi Dungey & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Ms. Renee Fry, 2010, "Are Financial Crises Alike?," IMF Working Papers, International Monetary Fund, number 2010/014, Jan.
• Mr. Raphael A Espinoza & Mr. Oral Williams & Mr. Ananthakrishnan Prasad, 2010, "Regional Financial Integration in the GCC," IMF Working Papers, International Monetary Fund, number 2010/090, Apr.
• Mr. Romain Ranciere & Aaron Tornell & Mr. Athanasios Vamvakidis, 2010, "A New Index of Currency Mismatch and Systemic Risk," IMF Working Papers, International Monetary Fund, number 2010/263, Nov.
• Gheorghe Zaman & George Georgescu, 2010, "Romania’s External Debt Sustainability Under Crisis Circumstances," Romanian Journal of Economics, Institute of National Economy, volume 30, issue 1(39), pages 5-38, June.
• António Afonso & Christophe Rault, 2010, "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/19, Nov.
• Margarida Abreu & Victor Mendes & João A. Santos, 2010, "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/02, Jan.
• António Afonso & Manuel M. F. Martins, 2010, "Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/23, Nov.
• António Afonso & Pedro Gomes, 2010, "Do fiscal imbalances deteriorate sovereign debt ratings?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/24, Nov.
• Ron Alquist & Lutz Kilian, 2010, "What do we learn from the price of crude oil futures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 539-573, DOI: 10.1002/jae.1159.
• Abdullah M. Noman & M. Zillur Rahman, 2010, "Stationarity of South Asian real exchange rates under exponential star (estar) framework," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 2, pages 41-51, January-M.
• Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010, "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 247-270, July.
• I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen, 2010, "Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 271-298, July.
• Zhen Li, 2010, "Equity Market Liberalization, Industry Growth And The Cost Of Capital," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 35, issue 3, pages 103-121, September.
• DIMA Stela Crina, 2010, "Foreign Direct Investments and the Economic Crisis in Romania," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Gourishankar S Hiremath & Bandi Kamaiah, 2010, "Nonlinear Dependence in Stock Returns: Evidences from India," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 69-85, January.
• Bahram Adrangi & Mary Allender & Arjun Chatrath & Kambiz Raffiee, 2010, "Nonlinearities and Chaos: Evidence from Exchange Rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 38, issue 2, pages 247-248, June, DOI: 10.1007/s11293-010-9214-6.
• Thomas Nitschka, 2010, "Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 49-65, March, DOI: 10.1007/s11408-009-0119-9.
• Don Galagedera, 2010, "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 245-269, September, DOI: 10.1007/s11408-010-0133-y.
• Carlos Castro, 2010, "Portfolio choice under local industry and country factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 353-393, December, DOI: 10.1007/s11408-010-0143-9.
• Christian Pierdzioch & Renatas Kizys, 2010, "Sources of time-varying exchange rate exposure," International Economics and Economic Policy, Springer, volume 7, issue 4, pages 371-390, December, DOI: 10.1007/s10368-010-0147-y.
• Bastien Drut, 2010, "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, volume 92, issue 1, pages 131-145, April, DOI: 10.1007/s10551-010-0638-3.
• Camilo Serrano & Martin Hoesli, 2010, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 2, pages 170-192, August, DOI: 10.1007/s11146-008-9162-y.
• Heather Gibson, 2010, "Competition, Innovation and Financial Crises: A Perspective on the Current Financial Market Turmoil," Open Economies Review, Springer, volume 21, issue 1, pages 151-157, February, DOI: 10.1007/s11079-009-9145-5.
• Martin Schmitz, 2010, "Financial Markets and International Risk Sharing," Open Economies Review, Springer, volume 21, issue 3, pages 413-431, July, DOI: 10.1007/s11079-008-9100-x.