Research classified by Journal of Economic Literature (JEL) codes

2010

• Gennaioli, Nicola & Rossi, Stefano & Martín, Alberto, 2010, "Sovereign Default, Domestic Banks and Financial Institutions," CEPR Discussion Papers, Centre for Economic Policy Research, number 7955, Aug.
• Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8045, Oct.
• Bekaert, Geert & Engstrom, Eric, 2010, "Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals," CEPR Discussion Papers, Centre for Economic Policy Research, number 8150, Dec.
• Ventura, Jaume & Broner, Fernando, 2010, "Rethinking the Effects of Financial Liberalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 8171, Dec.
• Gerrit Reher & Bernd Wilfling, 2010, "An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1010, Jan.
• Theoharry Grammatikos & Robert Vermeulen, 2010, "Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-13.
• Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a money market perspective," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 102, Nov.
• Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010, "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers, Center for Research in Economics and Statistics, number 2010-16.
• Giorgio Barba Navaretti & Giacomo Calzolari & Alberto Franco Pozzolo & Micol Levi, 2010, "Multinational Banking in Europe: Financial Stability and Regulatory Implications. Lessons from the Financial Crisis," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 292, Apr, revised 30 Apr 2010.
• Rodríguez-Moreno, María & Peña, Juan Ignacio, 2010, "Systemic risk measures: the simpler the better," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9291, Sep.
• Marta Felis-Rota, 2010, "Social Capital and Climate A First Statistical Approach," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 33, issue 93, pages 19-34, Octubre-D.
• Natàlia Valls Ruiz & Helena Chuliá Soler, 2010, "Análisis de volatilidad y correlación entre Estados Unidos y Asia," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 33, issue 93, pages 35-56, Octubre-D.
• Gaowang Wang & Heng-fu Zou, 2010, "Multiple Equilibria and Indeterminacy in an Optimal Growth Model with Endogenous Capital Depreciation," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 392, May.
• Francis, Bill B. & Hasan, Iftekhar & Lothian, James R. & Sun, Xian, 2010, "The Signaling Hypothesis Revisited: Evidence from Foreign IPOs," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 1, pages 81-106, February.
• Costel NISTOR & Paolo PANICO & Rozalia NISTOR & Mihaela-Carmen MUNTEAN, 2010, "The American Mortgage Crisis Implications on the international economics evolutions," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 299-310.
• Nicoleta CRISTACHE & Adrian MICU & Angela-Eliza MICU & Irina SUSANU, 2010, "The analysis of the customers’ perception on CSR – tridimensional approach – cultural, economical and social," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 311-316.
• Rozalia NISTOR & Costel NISTOR & Mihaela-Carmen MUNTEAN, 2010, "The Relationship between the Current World Crisis and Global Imbalances," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 155-166.
• Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1080.
• Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010, "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers, Deakin University, Department of Economics, number eco_2010_10, Jan, DOI: 10.1080/1540496X.2015.1061799.
• Mishra, Sagarika & Narayan, Paresh, 2010, "Do market capitalisation and stocks traded converge? New global evidence," Working Papers, Deakin University, Department of Economics, number eco_2010_11, Jan, DOI: 10.1016/j.jbankfin.2011.03.010.
• Patrice Fontaine & Cuong Le Van, 2011, "Equilibrium on International Financial Assets and Goods Markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 109.
• Ouidad Yousfi, 2010, "Exit routes in LBO projects," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-6.
• A. Craig Burnside & Bing Han & David A. Hirshleifer & Tracy Yue Wang, 2010, "Investor Overconfidence and the Forward Premium Puzzle," Working Papers, Duke University, Department of Economics, number 10-46.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Development Economics Working Papers, East Asian Bureau of Economic Research, number 23279, Dec.
• Matthieu Stigler & Ajay Shah & Ila Patnaik, 2010, "Understanding the ADR premium under market segmentation," Finance Working Papers, East Asian Bureau of Economic Research, number 21850, Jan.
• Winnie P. H. Poon & Kam C. Chan, 2010, "Solicited and Unsolicited Credit Ratings : A Global Perspective," Finance Working Papers, East Asian Bureau of Economic Research, number 22815, Jan.
• Joshua Aizenman, 2010, "International Reserves and Swap Lines in Times of Financial Distress : Overview and Interpretations," Finance Working Papers, East Asian Bureau of Economic Research, number 23008, Jan.
• Alfred Hannig & Stefan Jansen, 2010, "Financial Inclusion and Financial Stability : Current Policy Issues," Finance Working Papers, East Asian Bureau of Economic Research, number 23124, Jan.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Finance Working Papers, East Asian Bureau of Economic Research, number 23127, Jan.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Finance Working Papers, East Asian Bureau of Economic Research, number 23279, Dec.
• Chalongphob Sussangkarn, 2010, "The Chiang Mai Initiative Multilateralization : Origin, Development and Outlook," Governance Working Papers, East Asian Bureau of Economic Research, number 22821, Jan.
• Rakesh Mohan & Muneesh Kapur, 2010, "Liberalization and Regulation of Capital Flows : Lessons for Emerging Market Economies," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22877, Jan.
• Richard Reid, 2010, "Financial Development : A Broader Perspective," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23279, Dec.
• Hess, Patrick, 2010, "Securities clearing and settlement in China: markets, infrastructures and policy-making," Occasional Paper Series, European Central Bank, number 116, Jul.
• 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.
• Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2010, "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums," Working Papers, Swiss National Bank, number 2010-03.
• Thomas Nitschka, 2010, "Momentum in stock market returns: Implications for risk premia on foreign currencies," Working Papers, Swiss National Bank, number 2010-11.
• Don BREDIN & Cal MUCKLEY, 2010, "Is There a Stochastic Trend in European Union Emission Trading Scheme Prices?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2010-EN.
• Christos Savva & Nektarios Aslanidis, 2010, "Stock market integration between new EU member states and the Euro-zone," Empirical Economics, Springer, volume 39, issue 2, pages 337-351, October, DOI: 10.1007/s00181-009-0306-6.
• Bing Zhang & Xindan Li, 2010, "Currency appreciation and stock market performance: Evidence from China," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 3, pages 393-411, September, DOI: 10.1007/s11459-010-0104-2.
• Stéphane Yen & Ming-Hsiang Chen, 2010, "Open interest, volume, and volatility: evidence from Taiwan futures markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 113-141, April, DOI: 10.1007/s12197-009-9089-z.
• William Bertin & Paul Fowler & David Michayluk & Laurie Prather, 2010, "An analysis of Australian exchange traded options and warrants," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 150-172, April, DOI: 10.1007/s12197-008-9052-4.
• Leyuan You & Robert Daigler, 2010, "The strength and source of asymmetric international diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 3, pages 349-364, July, DOI: 10.1007/s12197-009-9081-7.
• Pantisa Pavabutr & Piyamas Chaihetphon, 2010, "Price discovery in the Indian gold futures market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 455-467, October, DOI: 10.1007/s12197-008-9068-9.
• Paulo Ferreira & Andreia Dionísio & Cesaltina Pires, 2010, "Adopt the euro? The GME approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 5, issue 2, pages 231-247, December, DOI: 10.1007/s11403-010-0062-x.
• Paulo Horta & Carlos Mendes & Isabel Vieira, 2010, "Contagion effects of the subprime crisis in the European NYSE Euronext markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 9, issue 2, pages 115-140, August, DOI: 10.1007/s10258-010-0056-6.
• Eli Amir & Yanling Guan & Dennis Oswald, 2010, "The effect of pension accounting on corporate pension asset allocation," Review of Accounting Studies, Springer, volume 15, issue 2, pages 345-366, June, DOI: 10.1007/s11142-009-9102-y.
• Joanne Horton & George Serafeim, 2010, "Market reaction to and valuation of IFRS reconciliation adjustments: first evidence from the UK," Review of Accounting Studies, Springer, volume 15, issue 4, pages 725-751, December, DOI: 10.1007/s11142-009-9108-5.
• Fariz Huseynov, 2010, "Review of CIS Stock Markets: Future Perspectives," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 17, issue 1, pages 63-79, May, DOI: 10.1007/s11300-010-0136-4.
• Lieven Baele & Pilar Soriano, 2010, "The determinants of increasing equity market comovement: economic or financial integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 573-589, September, DOI: 10.1007/s10290-010-0060-z.
• Bernardin Akitoby & Thomas Stratmann, 2010, "The value of institutions for financial markets: evidence from emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 4, pages 781-797, December, DOI: 10.1007/s10290-010-0073-7.
• Swee Ling OH & Evan LAU & Chin Hong PUAH & Shazali ABU MANSOR, 2010, "Volatility Co Movement Of Asean 5 Equity Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 23-30.
• Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010, "Causal Relationship between Stock Prices and Exchange Rates," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-05, Feb.
• Alagidede, Paul & Panagiotidis, Theodore, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-07, Apr.
• Nikolaos Antonakakis, 2010, "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1002, Feb.
• Neil McCulloch & Grazia Pacillo, 2010, "The Tobin Tax A Review of the Evidence," Working Paper Series, Department of Economics, University of Sussex Business School, number 1611, Dec.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2010, "The comovements in international stock markets: new evidence from Latin American emerging countries," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 13, pages 1323-1328, DOI: 10.1080/13504850902967449.
• Enzo Weber, 2010, "Volatility and causality in Asia Pacific financial markets," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 16, pages 1269-1292, DOI: 10.1080/09603107.2010.485926.
• Gregory James & Michail Karoglou, 2010, "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 6, pages 477-486, DOI: 10.1080/09603100903459816.
• Maurizio Michael Habib & Mark Joy, 2010, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 8, pages 601-626, DOI: 10.1080/09603100903459949.
• Maria Rosa Borges, 2010, "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 7, pages 711-726, DOI: 10.1080/1351847X.2010.495477.
• Jose Soares da Fonseca, 2010, "The performance of the European stock markets: a time-varying Sharpe ratio approach," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 7, pages 727-741, DOI: 10.1080/1351847X.2010.495479.
• Anders Johansson, 2010, "China's financial market integration with the world," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 8, issue 3, pages 293-314, DOI: 10.1080/14765284.2010.493642.
• Stefano Schiavo & Javier Reyes & Giorgio Fagiolo, 2010, "International trade and financial integration: a weighted network analysis," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 4, pages 389-399, DOI: 10.1080/14697680902882420.
• Dungey, Mardi & Yalama, Abdullah, 2010, "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10447, May, revised 01 May 2010.
• European Commission, 2010, "Innovative Financing at a Global Level," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 23, Apr.
• European Commission, 2010, "Innovative Financing at a Global Level," Taxation Studies, Directorate General Taxation and Customs Union, European Commission, number 0031, Apr.
• Nikolaos Sariannidis, 2010, "The Impact of Stock, Energy and Foreign Exchange Markets on the Sugar Market," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 1, pages 109-117, July.
• Corine Franken & Sweder van Wijnbergen, 2010, "Private Capital Flows to Low Income Countries: Country-Specific Effects and the Lucas Paradox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-003/2, Jan.
• Andrey Lizyayev, 2010, "Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-084/2, Aug.
• Brown, M. & de Haas, R., 2010, "Foreign Currency Lending in Emerging Europe : Bank Level Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-135.
• Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010, "Mandatory Adoption of IFRS and Analysts’ Forecasts Information Properties," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-112.
• Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010, "Mandatory IFRS Reporting and Stock Price Informativeness," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-82.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-705, Jan.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-744, May.
• Shin-ichi Fukuda, 2010, "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-759, Sep.
• Denis Gromb & Dimitri Vayanos, 2010, "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 456-466, 04-05.
• González, Maximiliano & Garay, Urbi, 2010, "Internet-Based Corporate Disclosure and Market Value: Evidence from Latin America," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 028, Oct.
• González, Maximiliano & Molina, Carlos & Pablo, Eduardo, 2010, "Dividend Policy and Ownership Structure in Latin America," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 029, Oct.
• Kevin Dowd & John Cotter & Ghulam Sorwar, 2010, "Spectral Risk Measures: Properties and Limitations," Working Papers, Geary Institute, University College Dublin, number 200839, Apr.
• Don Bredin & Stuart Hyde, 2010, "Investigating Sources of Unanticipated Exposure in Industry Stock Returns," Working Papers, Geary Institute, University College Dublin, number 201001, Jan.
• John Cotter & Jim Hanly, 2010, "Hedging: Scaling and the Investor Horizon," Working Papers, Geary Institute, University College Dublin, number 201002, Jan.
• Don Bredin & Cal Muckley, 2010, "An Analysis of the EU Emission Trading Scheme," Working Papers, Geary Institute, University College Dublin, number 201003, Jan.
• John Cotter & Jim Hanly, 2010, "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers, Geary Institute, University College Dublin, number 201007, Jan.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010, "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 6, issue 1, pages 53-92, DOI: 10.1086/648696.
• Giuseppe Pulitano & Emmanuel Borgucci, 2010, "Spot price and future price for Brent and WTI markers: Behavior and determinants (1998-2008)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 35, issue 29, pages 173-208, January-j.
• Lieven de Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191025, Nov.
• Bastien Drut, 2010, "Sovereign bonds and socially responsible investment," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/192788.
• Luis A. Gil-Alana & Emmanuel Anoruo, 2010, "Mean reversion and long memory in African stock market prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/10, Feb.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
• 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(0x555f8a30).
• 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.
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• 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.
• Konstantinos Drakos, 2010, "The determinants of terrorist shocks' cross‐market transmission," Journal of Risk Finance, Emerald Group Publishing Limited, volume 11, issue 2, pages 147-163, March, DOI: 10.1108/15265941011025170.
• 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.
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• 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(0x89ead868), October.
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• Amir Safari & Detlef Seese, 2010, "Behavior of Realized Volatility and Correlation In Exchange Markets," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 73-96, September.
• 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.