Research classified by Journal of Economic Literature (JEL) codes

2010

• Manolis Syllignakis & Georgios Kouretas, 2010, "German, US and Central and Eastern European Stock Market Integration," Open Economies Review, Springer, volume 21, issue 4, pages 607-628, September, DOI: 10.1007/s11079-009-9109-9.
• George Karathanassis & Vasilios Sogiakas, 2010, "Spill over effects of futures contracts initiation on the cash market: a regime shift approach," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 95-143, January, DOI: 10.1007/s11156-009-0149-4.
• Ting Yang & Sie Lau, 2010, "An empirical investigation of Yankee stock offerings," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 351-370, April, DOI: 10.1007/s11156-009-0135-x.
• Zhong-guo Zhou & Janet Zhou, 2010, "Chinese IPO activity, pricing, and market cycles," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 4, pages 483-503, May, DOI: 10.1007/s11156-009-0147-6.
• Keith Lam & Frank Li & Simon So, 2010, "On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 1, pages 89-111, July, DOI: 10.1007/s11156-009-0151-x.
• Zhong-Guo Zhou, 2010, "The high-volume return premium: evidence from the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 295-313, October, DOI: 10.1007/s11156-008-0092-9.
• Lieven Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, volume 35, issue 4, pages 433-448, November, DOI: 10.1007/s11187-008-9170-6.
• Maria Christidou & Theodore Panagiotidis, 2010, "Purchasing Power Parity and the European Single Currency: Some New Evidence," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1018, Jun.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1022, Jul.
• Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010, "Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?," Discussion Papers, University of Copenhagen. Department of Economics, number 10-20, Aug.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," KIER Working Papers, Kyoto University, Institute of Economic Research, number 718, Aug.
• David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," KIER Working Papers, Kyoto University, Institute of Economic Research, number 753, Dec.
• Yushi Yoshida, 2010, "Is this time different for Asia?: Evidence from stock Markets," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 40, Feb.
• Chistina Badarau & Grégory Levieuge, 2010, "Assessing the Potential Strength of a Bank Capital Channel in Europe: A Principal Component Analysis," Larefi Working Papers, Larefi, Université Bordeaux 4, number 201006, Aug.
• Yves Jegourel & Samuel Maveyraud, 2010, "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Larefi Working Papers, Larefi, Université Bordeaux 4, number 201007, Nov.
• 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?," Larefi Working Papers, Larefi, Université Bordeaux 4, number 1007, Mar.
• Sunanda Sen, 2010, "The Meltdown of the Global Economy: A Keynes-Minsky Episode?," Economics Working Paper Archive, Levy Economics Institute, number wp_623, Sep.
• Sunanda Sen, 2010, "Managing Finance in Emerging Economies: The Case of India," Economics Working Paper Archive, Levy Economics Institute, number wp_630, Oct.
• Michael Hudson, 2010, "How Brazil Can Defend Against Financialization and Keep Its Economic Surplus for Itself," Economics Working Paper Archive, Levy Economics Institute, number wp_634, Nov.
• Gann, Philipp, 2010, "Der marktphasenabhängige Einfluss der Liquidität auf die Credit Spreads von Corporate Bonds," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 11521, Jun.
• Nils Holinski & Robert Vermeulen, 2010, "The International Wealth Channel: A Global Error-Correcting Analysis," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 10-04.
• Jean-Claude Cosset & Siham Meknassi, 2010, "Does Cross-Listing in the US Foster Mergers and Acquisitions and Increase Target Shareholder Wealth?," Cahiers de recherche, CIRPEE, number 1023.
• Stefan Hlawatsch & Peter Reichling, 2010, "Konstruktion und Anwendung von Copulas in der Finanzwirtschaft," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100016, Jul.
• Bernd Hayo & Matthias Neuenkirch, 2010, "Bank of Canada Communication, Media Coverage, and Financial Market Reactions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201020.
• Eirini Syngelaki, 2010, "Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n209-10.pdf.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Causal Relationship between Stock Prices and Exchange Rates," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_01, Jan, revised Jan 2010.
• Maria Christidou & Theodore Panagiotidis, 2010, "Purchasing Power Parity and the European Single Currency: Some New Evidence," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_03, Apr, revised Apr 2010.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_06, Apr, revised Apr 2010.
• Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2010, "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_18, Nov, revised Nov 2009.
• Levente Kovács, 2010, "New Model of Current Account Balances," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 6, issue 02, pages 31-35.
• Áron Gereben & István Mák, 2010, "Potentials and limitations of non-governmental forintdenominated bond issues by non-residents," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 5, issue 3, pages 29-39, October.
• Yuliya Lovcha & Alejandro Perez-Laborda, 2010, "Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/10.
• András Rezessy, 2010, "Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/7.
• Andrea Cipollini & Iolanda Lo Cascio, 2010, "Testing for Contagion: a Time-Scale Decomposition," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 047, Jun.
• David Treisman, 2010, "Multiple Regime Shifts: The Influence of ASEAN Politics on Financial Integration within South-East Asia," Monash Economics Working Papers, Monash University, Department of Economics, number 31-10, May.
• Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010, "Financial integration and financial development in transition economies: what happens during financial crises?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10021, Feb.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on international assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10066, Jul.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2010, "What Segments Equity Markets?," NBP Working Papers, Narodowy Bank Polski, number 76.
• Alberto Giovannini, 2010, "Why the European Securities Market Is Not Fully Integrated," NBER Chapters, National Bureau of Economic Research, Inc, "Europe and the Euro".
• 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 Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2009".
• Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010, "Financial Cycles: What? How? When?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2010".
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2010".
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• Camilo Mondragón-Vélez & Ximena Peña, 2010, "Business Ownership and Self-Employment in Developing Economies: The Colombian Case," NBER Chapters, National Bureau of Economic Research, Inc, "International Differences in Entrepreneurship".
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15668, Jan.
• Momtchil Pojarliev & Richard M. Levich, 2010, "Detecting Crowded Trades in Currency Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 15698, Jan.
• Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa, 2010, "Market Response to Policy Initiatives during the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15809, Mar.
• Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven, 2010, "Modeling Financial Contagion Using Mutually Exciting Jump Processes," NBER Working Papers, National Bureau of Economic Research, Inc, number 15850, Mar.
• Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2010, "Investor Overconfidence and the Forward Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 15866, Apr.
• Olivier Jeanne & Anton Korinek, 2010, "Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 15927, Apr.
• Nicola Cetorelli & Linda S. Goldberg, 2010, "Global Banks and International Shock Transmission: Evidence from the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15974, May.
• David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin, 2010, "Monetary Policy and the Uncovered Interest Parity Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 16218, Jul.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2010, "Emerging Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16249, Aug.
• Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 16491, Oct.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2010, "The European Union, the Euro, and Equity Market Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 16583, Dec.
• Joshua Aizenman & Gurnain Kaur Pasricha, 2010, "Determinants of Financial Stress and Recovery during the Great Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 16605, Dec.
• Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2010, "Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 16629, Dec.
• Anna Pavlova & Roberto Rigobon, 2010, "International Macro-Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 16630, Dec.
• Fernando A. Broner & Jaume Ventura, 2010, "Rethinking the Effects of Financial Liberalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 16640, Dec.
• Wade D. Pfau, 2010, "An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-12, Sep, revised Oct 2010.
• Stigler, Mathieu & Shah, Ajay & Patnaik, Ila, 2010, "Understanding the ADR premium under market segmentation," Working Papers, National Institute of Public Finance and Policy, number 10/71, Jul.
• Shah, Ajay & Patnaik, Ila, 2010, "Foreign shareholding: A decomposition analysis," Working Papers, National Institute of Public Finance and Policy, number 10/74, Oct.
• Emmanuel Anoruo & Luis Alberiko Gil-Alaña, 2010, "Mean reversion and long memory in African stock market prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2011, May.
• Juan Yermo & Clara Severinson, 2010, "The Impact of the Financial Crisis on Defined Benefit Plans and the Need for Counter-Cyclical Funding Regulations," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 3, Jul, DOI: 10.1787/5km91p3jszxw-en.
• Toshiyuki Shimada & Ting Yang, 2011, "Challenges and Developments in the Financial Systems of the Southeast Asian Economies," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 2, pages 137-159, DOI: 10.1787/fmt-2010-5kggc0z277ln.
• Adrian Blundell-Wignall & Patrick Slovik, 2011, "A Market Perspective on the European Sovereign Debt and Banking Crisis," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 2, pages 9-36, DOI: 10.1787/fmt-2010-5kggc0z2hm9r.
• Hans J. Blommestein & Eylem Vayvada Derya & Perla Ibarlucea Flores, 2011, "OECD Sovereign Borrowing Outlook No.3," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 2, pages 1-15, DOI: 10.1787/fmt-2010-5kgk9qpnfzwh.
• Gert Wehinger, 2011, "Sovereign Debt Challenges for Banking Systems and Bond Markets," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 2, pages 1-34, DOI: 10.1787/fmt-2010-5kgk9qpp5bg5.
• Hans J. Blommestein & Ove Sten Jensen & Thomas Olofsson, 2010, "A Suggested New Approach to the Measurement and Reporting of Gross Short- Term Borrowing Operations by Governments," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 1, pages 171-179, DOI: 10.1787/fmt-2010-5km7k9tnz6hd.
• Hans J. Blommestein & Vincenzo Guzzo & Allison Holland & Yibin Mu, 2010, "Debt Markets: Policy Challenges in the Post-Crisis Landscape," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 1, pages 143-169, DOI: 10.1787/fmt-2010-5km7k9tp0tf3.
• Gert Wehinger, 2010, "Risks Ahead for the Financial Industry in a Changing Interest Rate Environment," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 1, pages 67-84, DOI: 10.1787/fmt-2010-5km7k9tp5zhh.
• Felix Hüfner, 2010, "The German Banking System: Lessons from the Financial Crisis," OECD Economics Department Working Papers, OECD Publishing, number 788, Jul, DOI: 10.1787/5kmbm80pjkd6-en.
• Rauf Gönenç & Saygin Sahinöz & Ozge Tuncel, 2010, "Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs," OECD Economics Department Working Papers, OECD Publishing, number 812, Nov, DOI: 10.1787/5km4nf492j0r-en.
• Sebastian Barnes & Philip R. Lane & Artur Radziwill, 2010, "Minimising Risks from Imbalances in European Banking," OECD Economics Department Working Papers, OECD Publishing, number 828, Dec, DOI: 10.1787/5km33srnz5nt-en.
• Christa Clapp & Alexia Leseur & Oliver Sartor & Gregory Briner & Jan Corfee-Morlot, 2010, "Cities and Carbon Market Finance: Taking Stock of Cities' Experience With Clean Development Mechanism (CDM) and Joint Implementation (JI)," OECD Environment Working Papers, OECD Publishing, number 29, Nov, DOI: 10.1787/5km4hv5p1vr7-en.
• Ungureanu Elena-Adela, 2010, "Studiul relaţiei dintre pieţele de acţiuni din Europa Centrală şi de Est în contextul crizei financiare actuale," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Peter Backé & Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José Maria Serena, 2010, "How Did the Global Financial Crisis Affect the CESEE Region and Latin America? – A Comparative Analysis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 49-66.
• Johannes Pann & Reinhardt Seliger & Julia Übeleis, 2010, "Foreign Currency Lending in Central, Eastern and Southeastern Europe: The Case of Austrian Banks," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 20, pages 56-76.
• Hetes Roxana & Miru Oana & Crâsneac Alexandru, 2010, "The Development And Implications Of The U.S. Subprime Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 742-747, December.
• Hetes Roxana & Miru Oana, 2010, "The Evolution Of The Romanian Economy In The Context Of The International Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 748-753, December.
• Christian Dreger & Jarko Fidrmuc, 2010, "Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 289, Aug.
• Alfred A. Haug & William G. Dewald, 2010, "Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001," Working Papers, University of Otago, Department of Economics, number 1013, Sep, revised Sep 2010.
• Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2010, "Oil Prices, Exchange Rates and Emerging Stock Markets," Working Papers, University of Otago, Department of Economics, number 1014, Sep, revised Sep 2010.
• Philip Arestis & Ajit Singh, 2010, "Financial globalisation and crisis, institutional transformation and equity," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 34, issue 2, pages 225-238, March.
• 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
  [Cross subsidies, external financing constraints, and the contribution of the in," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 25, issue 64, pages 703-753.
• Yi-Ting Chen, 2010, "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 345-391, Summer.
• Jens Hilscher & Yves Nosbusch, 2010, "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Review of Finance, European Finance Association, volume 14, issue 2, pages 235-262.
• Christina E. Bannier & Patrick Behr & Andre Güttler, 2010, "Rating opaque borrowers: why are unsolicited ratings lower?," Review of Finance, European Finance Association, volume 14, issue 2, pages 263-294.
• Angelo Ranaldo & Paul Söderlind, 2010, "Safe Haven Currencies," Review of Finance, European Finance Association, volume 14, issue 3, pages 385-407.
• Viktors Ajevskis & Kristine Vitola, 2010, "A Convergence Model of the Term Structure of Interest Rates," Review of Finance, European Finance Association, volume 14, issue 4, pages 727-747.
• Magdalena Dediu & Alina Dobrea, 2010, "Financial Crisis: causes and consequences," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1545-1551, May.
• Cristina Duhnea & Silvia Ghita Mitrescu & Oana Nitu, 2010, "Regulation and deregulation of the financial markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1905-1908, May.
• Murarasu Bogdan, 2010, "Recent Macroeconomic Developments in the New Member States," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 740-745, May.
• Dencic-Mihajlov Ksenija, 2010, "Global Crises and the Dynamics of IPO Activity," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 161-166, October.
• Guni Claudia Nicoleta, 2010, "The Financial Crisis and the Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 324-329, October.
• Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina, 2010, "Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 10, issue 1, pages 73-98, December.
• Christian Thimann, 2010, "Global Roles of Currencies," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Wensheng Peng & Chang Shu, "Currency Internationalization: Global Experiences and Implications for the Renminbi", DOI: 10.1057/9780230245785_1.
• Kosmas Njanike, 2010, "Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 1, pages 217-228.
• Petre Brezeanu & Cristina Maria Triandafil & Cătălin Huidumac, 2010, "Company Financial Diagnosis In CEE Countries," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 13-24.
• Cristina Maria Triandafil & Petre Brezeanu, 2010, "Corporate Financial Analysis And Localization Criteria - Emerging Versus Developed Countries: Case Study On It Commercial Companies," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 341-348.
• Zbigniew Korzeb, 2010, "Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 143-156.
• Guidi, Francesco, 2010, "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper, University Library of Munich, Germany, number 19851, Jan.
• Guidi, Francesco, 2010, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper, University Library of Munich, Germany, number 19853, Jan.
• Estrada, Fernando, 2010, "Meditaciones popperianas sobre la crisis financiera
  [Meditations popperian on financial crisis]," MPRA Paper, University Library of Munich, Germany, number 20095, Jan.
• Gande, Amar & Parsley, David, 2010, "Sovereign Credit Ratings, Transparency and International Portfolio Flows," MPRA Paper, University Library of Munich, Germany, number 21118, Feb.
• Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010, "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper, University Library of Munich, Germany, number 21154, Jan.
• Varga, Gyorgy & Wengert, Maxim, 2010, "The growth and size of the Brazilian mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 21581, Mar.
• Guidi, Francesco & Gupta, Rakesh, 2010, "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper, University Library of Munich, Germany, number 21732, Jan.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 21873, Apr.
• Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010, "Volatility Co-movement of ASEAN-5 Equity Markets," MPRA Paper, University Library of Munich, Germany, number 22244, Apr.
• Alasrag, Hussien, 2010, "صيغ تمويل المشروعات الصغيرة في الاقتصاد الإسلامي
  [Islamic financial instruments and small and medium enterprises]," MPRA Paper, University Library of Munich, Germany, number 22317, Mar.
• Bojańczyk, Mirosław, 2010, "Communication of companies with their surroundings - the manipulation of information and information asymmetry," MPRA Paper, University Library of Munich, Germany, number 24589, Jul.
• Abdel Aal Mahmoud, Ashraf, 2010, "FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data," MPRA Paper, University Library of Munich, Germany, number 24654, Aug.
• Sahoo, Ganeswar, 2010, "International Capital Flows: An empirical study of the relationship between equity and debt investments," MPRA Paper, University Library of Munich, Germany, number 24797, Mar.
• Drama, Bedi Guy Herve & Yao, Shen, 2010, "Management of Stock Price and it Effect on Economic Growth: Case study of West African Financial Markets," MPRA Paper, University Library of Munich, Germany, number 24907, Sep.
• Insel, Aysu & Korkmaz, Abdurrahman, 2010, "The contagion effect: evidences from former Soviet Economies in Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 24999, Sep.
• Nistor, Costel & Panico, Paolo & Nistor, Rozalia & Muntean, Mihaela-Carmen, 2010, "The American mortgage crisis implications on the international economics evolutions," MPRA Paper, University Library of Munich, Germany, number 25368, revised 2010.
• Caprio, Gerard Jr. & D'Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter, 2010, "Macro Financial Determinants of the Great Financial Crisis: Implications for Financial Regulation," MPRA Paper, University Library of Munich, Germany, number 26088, Oct.
• Narciso, Alexandre, 2010, "The impact of population ageing on international capital flows," MPRA Paper, University Library of Munich, Germany, number 26457, Nov.
• Avadanei, Andreea, 2010, "European corporate bond market integration: lessons from EMU," MPRA Paper, University Library of Munich, Germany, number 27309, Dec.
• Kucuk, Ugur N., 2010, "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper, University Library of Munich, Germany, number 27428, May.
• Sarkissian, Sergei & Schill, Michael, 2010, "Why are U.S. firms listed in foreign markets worth more?," MPRA Paper, University Library of Munich, Germany, number 27543.
• Sarkissian, Sergei & Schill, Michael, 2010, "Cross listing waves," MPRA Paper, University Library of Munich, Germany, number 27545.
• Goyenko, Ruslan & Sarkissian, Sergei, 2010, "Flight to Liquidity and Global Equity Returns," MPRA Paper, University Library of Munich, Germany, number 27546.
• Zhu, Junjun & Xie, Shiyu, 2010, "Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 28235, Jun.
• Nagayasu, Jun, 2010, "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper, University Library of Munich, Germany, number 28391, Dec.
• Shehu Usman Rano, Aliyu, 2010, "Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana," MPRA Paper, University Library of Munich, Germany, number 30091, Jan, revised 19 Mar 2011.
• Avadanei, Andreea, 2010, "Analiza efectelor Zonei Unice de Plati in Euro in contextul crizei financiare internationale
  [Analyzing Single Euro Payments Area effects under the international financial crisis]," MPRA Paper, University Library of Munich, Germany, number 31299, Dec.
• Arestis, Philip & Singh, Ajit, 2010, "Financial globalisation and crisis, institutional transformation and equity," MPRA Paper, University Library of Munich, Germany, number 39054, Jun.
• Zawadzki, Krystian & Lewicka, Marta, 2010, "Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia
  [Financial market in Russian Federation – selected issues]," MPRA Paper, University Library of Munich, Germany, number 45043, Oct.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 47190, Apr, revised 17 May 2013.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper, University Library of Munich, Germany, number 47344.
• Ghassan, Hassan B. & Taher, Farid B. & AlDehailan, Salman, 2010, "هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي
  [Does the International Financial Crisis impact the Saudi Arabia Economy? SVAR Model Analysis]," MPRA Paper, University Library of Munich, Germany, number 56358, Mar, revised 23 Nov 2011.
• Ayoki, Milton, 2010, "Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 78846, Dec.
• Degiannakis, Stavros & Floros, Christos, 2010, "Hedge Ratios in South African Stock Index Futures," MPRA Paper, University Library of Munich, Germany, number 96301.
• Degiannakis, Stavros & Floros, Christos, 2010, "VIX Index in Interday and Intraday Volatility Models," MPRA Paper, University Library of Munich, Germany, number 96304.
• Petr Sedláček, 2010, "State-Run Investment Funds: Major Institutional Investors on Global Financial Markets
  [Státní investiční fondy - významný institucionální investor globálních finančních trhů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2010, issue 2, pages 3-22, DOI: 10.18267/j.aop.297.
• Lukáš Chylík, 2010, "IPO influence on the development of stock markets in the countries of the Visegrad four," Ekonomika a Management, Prague University of Economics and Business, volume 2010, issue 4.
• Jorge Guillen, 2010, "Financial Distress and Access to Capital in Emerging Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 1, pages 5-20, DOI: 10.18267/j.pep.361.
• Jan Hanousek & Evžen Kočenda, 2010, "Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU
  [Effect of Intraday Information Flow on the Emerging European Stock Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 435-457, DOI: 10.18267/j.polek.740.
• Ladislav Krištoufek, 2010, "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
  [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 471-487, DOI: 10.18267/j.polek.742.
• Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost, 2010, "Integrácia akciových trhov: DCC MV-GARCH model
  [Stock Market Integration: DCC MV-GARCH Model]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 488-503, DOI: 10.18267/j.polek.743.
• Virginie Coudert & Mathieu Gex, 2010, "Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 15-34, DOI: 10.3406/ecofi.2010.5390.
• Michel Castel, 2010, "La compensation des produits financiers dérivés est-elle la panacée ?," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 65-70, DOI: 10.3406/ecofi.2010.5392.
• Élisabeth Pauly, 2010, "Les statistiques financières en France : évolutions et perspectives," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 27-38, DOI: 10.3406/ecofi.2010.5777.
• Luciana Barbosa & Sónia Costa, 2010, "Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis," Working Papers, Banco de Portugal, Economics and Research Department, number w201022.
• Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2010, "Large Shareholder Diversification And Corporate Risk- Taking," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1241, Jul.
• Del Carpio, Carlos & Zevallos, Mauricio, 2010, "Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 19, pages 47-62.
• Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp & Wolfenzon, Daniel, 2010, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," Working Papers, Banco Central de Reserva del Perú, number 2010-022, Dec.
• Andreas Kaeck & Carol Alexander, 2010, "Stochastic Volatility Jump-Diffusions for Equity Index Dynamics," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-06, Aug.
• Andreas Kaeck & Carol Alexander, 2010, "VIX Dynamics with Stochastic Volatility of Volatility," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-11, Sep.
• Tracy Yue Wang & David Hirshleifer & Bing Han, 2010, "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers, Society for Economic Dynamics, number 1201.
• Cosmin Ilut & Peter Benczur, 2010, "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers, Society for Economic Dynamics, number 91.
• Robert Schneider & Gheorghe Ciobanu, 2010, "Capital-Protected Structured Bonds," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 37, pages 69-93, September.
• Cristina Badarau-Semenescu, & Gregory Levieuge, 2010, "Assessing the Potential Strength of a Bank Capital Channel in Europe: A Principal Component Analysis," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, volume 2, issue 1, pages 005-016, June.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series, Rimini Centre for Economic Analysis, number 06_10, Jan.
• Maria Christidou & Theodore Panagiotidis, 2010, "Purchasing Power Parity and the European Single Currency: Some New Evidence," Working Paper series, Rimini Centre for Economic Analysis, number 19_10, Jan.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2010, "The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies," Working Paper series, Rimini Centre for Economic Analysis, number 34_10, Jan.
• Stephen Grenville, 2010, "The Evolving Postcrisis World," ADB Economics Working Paper Series, Asian Development Bank, number 207, Jul.
• Jian-Xin Wang, 2010, "A Multi-Factor Measure for Cross-Market Liquidity Commonality," ADB Economics Working Paper Series, Asian Development Bank, number 230, Oct.
• Rakesh Mohan & Muneesh Kapur, 2010, "Liberalization and Regulation of Capital Flows: Lessons for Emerging Market Economies," ADBI Working Papers, Asian Development Bank Institute, number 186, Jan.
• Joshua Aizenman, 2010, "International Reserves and Swap Lines in Times of Financial Distress: Overview and Interpretations," ADBI Working Papers, Asian Development Bank Institute, number 192, Feb.
• Chalongphob Sussangkarn, 2010, "The Chiang Mai Initiative Multilateralization: Origin, Development and Outlook," ADBI Working Papers, Asian Development Bank Institute, number 230, Jul.
• Winnie P. H. Poon & Kam C. Chan, 2010, "Solicited and Unsolicited Credit Ratings: A Global Perspective," ADBI Working Papers, Asian Development Bank Institute, number 244, Aug.
• Richard Reid, 2010, "Financial Development: A Broader Perspective," ADBI Working Papers, Asian Development Bank Institute, number 258, Dec.
• Alfred Hannig & Stefan Jansen, 2010, "Financial Inclusion and Financial Stability: Current Policy Issues," ADBI Working Papers, Asian Development Bank Institute, number 259, Dec.
• Douglas Arner & Lotte Schou-Zibell, 2010, "Responding to the Global Financial and Economic Crisis: Meeting the Challenges in Asia," Working Papers on Regional Economic Integration, Asian Development Bank, number 60, Oct.
• Oleg Tsatsura, 2010, "A Smooth Transition GARCH-M Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 17, issue 1, pages 45-61.
• Abdulnasser Hatemi-J, 2010, "Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 3, pages 297-304.
• Imad A. Moosa, 2010, "The Profitability of Carry Trade - La redditività del carry trade," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 3, pages 361-380.
• Georg Inderst, 2010, "Infrastructure as an asset class," EIB Papers, European Investment Bank, Economics Department, number 3/2010, Dec.
• Andrew C. Worthington & Helen Higgs, 2010, "Assessing Financial Integration in the European Union Equity Markets: Panel Unit Root and Multivariate Cointegration and Causality Evidence," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 25, pages 457-479.
• M. Kabir Hassan & Eric Girard, 2010, "Faith-Based Ethical Investing: The Case Of Dow Jones Islamic Indexes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 17, pages 1-31.
• Waldemar Rotfuß, 2010, "Options, futures, and other derivatives in Russia: an overview," Journal of Financial Transformation, Capco Institute, volume 29, pages 149-154.
• Simon Strong, 2010, "Development of SRI funds and markets," Journal of Financial Transformation, Capco Institute, volume 29, pages 123-129.
• Haim Kedar-Levy & Xiaoyan Yu & Akiko Kamesaka & Uri Ben-Zion, 2010, "Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges," Journal of Financial Transformation, Capco Institute, volume 30, pages 133-139.
• Hong Li, 2010, "The effect of China's stock market reforms on market interdependence," Economics Discussion Papers, School of Economics, Kingston University London, number 2010-4, Dec.
• Claudia Gabriela BAICU, 2010, "Basel Iii – A New Approach To Improve International Financial Stability," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 3, pages 117-123.
• Dedu, Vasile & Mihai, Irina & Neagu, Florian, 2010, "Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 265-279, July.
• Cristian PAUN & Stefan UNGUREANU, 2010, "Managerial Approach of International Initial Public Offerings Valuation," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 5, pages 905-915, December.
• Sunil S. Poshakwale & Chandra Thapa, 2010, "Foreign Investors and Global Integration of Emerging Indian Equity Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 1, pages 1-24, April, DOI: 10.1177/097265271000900101.
• Alexander Schätz, 2010, "Macroeconomic Effects on Emerging Market Sector Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 131-169, August, DOI: 10.1177/097265271000900202.
• Mahfuzul Haque & Oscar Varela, 2010, "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 171-197, August, DOI: 10.1177/097265271000900203.
• Jianhua Zhang & Clas Wihlborg, 2010, "CAPM in Up and Down Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 229-255, August, DOI: 10.1177/097265271000900205.
• Mohamed Abdelaziz Eissa & Georgios Chortareas & Andrea Cipollini, 2010, "Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 257-284, December, DOI: 10.1177/097265271000900301.
• Stavros Degiannakis & Christos Floros, 2010, "Hedge Ratios in South African Stock Index Futures," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 285-304, December, DOI: 10.1177/097265271000900302.
• Vasileios Kallinterakis & Nomana Munir & Mirjana Radovic-Markovic, 2010, "Herd Behaviour, Illiquidity and Extreme Market States," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 305-324, December, DOI: 10.1177/097265271000900303.
• A.K. Bhattacharya, 2010, "Indian Perspectives on International Financial Institution (IFI) Reforms with Special Emphasis on the International Monetary Fund," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 2, pages 139-155, May, DOI: 10.1177/097380101000400201.
• David Vines, 2010, "The Global Macroeconomic Crisis and G20 Macroeconomic Policy Coordination," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 2, pages 157-175, May, DOI: 10.1177/097380101000400202.
• John Sarich & Jason Hecht, 2010, "Competition and International Equity Returns: Some Empirical Tests of “Turbulent Arbitrageâ€," Review of Radical Political Economics, Union for Radical Political Economics, volume 42, issue 1, pages 5-31, March.
• Marek Dabrowski, 2010, "The Global Financial Crisis and its Impact on Emerging Market Economies in Europe and the CIS: Evidence from mid-2010," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 411, Oct.
• Mustafa Caglayan & Omar S. Dahi & Firat Demir, 2010, "Trade Flows, Exchange Rate Uncertainty and Financial Depth: Evidence from 28 Emerging Countries," Working Papers, The University of Sheffield, Department of Economics, number 2010011, May, revised May 2010.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010, "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers, Swiss National Bank, number 2010-01.