Research classified by Journal of Economic Literature (JEL) codes

2011

• Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011, "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper, University Library of Munich, Germany, number 27927, Jan.
• Cifarelli, Giulio & Paladino, Giovanna, 2011, "Hedging vs. speculative pressures on commodity futures returns," MPRA Paper, University Library of Munich, Germany, number 28229, Jan.
• Avadanei, Andreea, 2011, "Indicatori de măsurare a integrării financiare europene. Literature review
  [Measuring European financial market integration. A literature review]," MPRA Paper, University Library of Munich, Germany, number 28737, Feb.
• Estrada, Fernando, 2011, "Theory of financial risk," MPRA Paper, University Library of Munich, Germany, number 29665, Mar.
• Simplice A, Asongu, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper, University Library of Munich, Germany, number 30120, Apr.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2011, "Oil prices, exchange rates and emerging stock markets," MPRA Paper, University Library of Munich, Germany, number 30140, Apr.
• Konchyn, Vadym, 2011, "European countries with a diagnosis of financial default: expectancy and fear of its announcement in Ukraine," MPRA Paper, University Library of Munich, Germany, number 30157, Mar, revised 08 Apr 2011.
• Petrushchak, Bohdan, 2011, "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
  [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper, University Library of Munich, Germany, number 30367, revised 2011.
• Simplice A., Asongu, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 30391, Apr.
• Petrushchak, Bohdan, 2011, "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper, University Library of Munich, Germany, number 31115, revised 2011.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 31174, May.
• Pontines, Victor & Siregar, Reza Yamora, 2011, "Cross-border bank lending to selected SEACEN economies: an integrative report," MPRA Paper, University Library of Munich, Germany, number 31455, Jun.
• Dasgupta, Dipak & Dubey, R.N. & Sathish, R, 2011, "Domestic Wheat Price Formation and Food Inflation in India," MPRA Paper, University Library of Munich, Germany, number 31564, May.
• Le, Thai-Ha & Chang, Youngho, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 31753, Jun.
• Zaman, Gheorghe & Georgescu, George, 2011, "Sovereign risk and debt sustainability: warning levels for Romania," MPRA Paper, University Library of Munich, Germany, number 32924, Mar.
• Kablan, S & Yousfi, O, 2011, "Efficiency of islamic and conventional banks in countries with islamic banking," MPRA Paper, University Library of Munich, Germany, number 32951, Jul.
• Abdala Rioja, Yamile E, 2011, "All Things Considered: The Interaction of the Reasons for the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 33408, Sep.
• Mukherjee, Dr. Kedar nath, 2011, "Commodity investments: opportunities for Indian institutional investors," MPRA Paper, University Library of Munich, Germany, number 33510, Sep.
• Mirdala, Rajmund, 2011, "Financial Deepening and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 33609, Jun.
• Mamoru, Nagano, 2011, "Who issues debt securities in emerging countries?," MPRA Paper, University Library of Munich, Germany, number 33623, Jul.
• Orth, Walter, 2011, "Default probability estimation in small samples - with an application to sovereign bonds," MPRA Paper, University Library of Munich, Germany, number 33778, Sep.
• Stavarek, Daniel & Repkova, Iveta & Gajdosova, Katarina, 2011, "Theory of financial integration and achievements in the European Union," MPRA Paper, University Library of Munich, Germany, number 34393, Jul.
• Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Mehar, Dr. Ayub & Osman, Ms. Amber, 2011, "Are the Major South Asian Equity Markets Co-Integrated?," MPRA Paper, University Library of Munich, Germany, number 34737, revised 2011.
• Petrushchak, Bohdan, 2011, "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
  [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper, University Library of Munich, Germany, number 34948.
• Malliaris, A.G. & Malliaris, Mary, 2011, "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper, University Library of Munich, Germany, number 35266, Nov.
• Yousfi, Ouidad, 2011, "Islamic private equity: what is new?," MPRA Paper, University Library of Munich, Germany, number 35952, Dec.
• Muñoz, Mª Pilar & Márquez, María Dolores & Sánchez, Josep A., 2011, "Contagion between United States and european markets during the recent crises," MPRA Paper, University Library of Munich, Germany, number 35993, Jul.
• Modena, Matteo, 2011, "Agricultural commodities and financial markets," MPRA Paper, University Library of Munich, Germany, number 36416, Jul, revised 30 Sep 2011.
• Dumitriu, Ramona & Stefanescu, Razvan, 2011, "Shocks on the Romanian foreign exchange market before and after the global crisis," MPRA Paper, University Library of Munich, Germany, number 36560, Jun, revised 09 Feb 2012.
• Mirdala, Rajmund, 2011, "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 36695, Oct.
• Coskun, Yener, 2011, "Does Power of Political Economy and Regulation Make Istanbul a Financial Center? (Ekonomi Politik ve Düzenlemenin Gücü Istanbul’u Finans Merkezi Yapabilir Mi?)
  [Does Power of Political Economy and Regulation Make Istanbul a Financial Center?]," MPRA Paper, University Library of Munich, Germany, number 36847, Nov.
• Demir, Firat, 2011, "Growth under Exchange Rate Volatility: Does Access to Foreign or Domestic Equity Markets Matter?," MPRA Paper, University Library of Munich, Germany, number 37398, Sep.
• Simplice A, Asongu, 2011, "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 37459, Jul.
• Dimitriou, Dimitrios & Simos, Theodore, 2011, "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 37477, Nov.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo, 2011, "The Going Public Decision and the Structure of Equity Markets," MPRA Paper, University Library of Munich, Germany, number 38640, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 39630, May.
• duqi, andi & mirti, riccardo & torluccio, giuseppe, 2011, "An analysis of the R&D effect on stock returns for European listed firms," MPRA Paper, University Library of Munich, Germany, number 40012.
• Arash, Aloosh, 2011, "Variance Risk Premium Differentials and Foreign Exchange Returns," MPRA Paper, University Library of Munich, Germany, number 40829, Nov, revised 18 Aug 2012.
• Sirucek, Martin, 2011, "Impact of monetary policy on US stock market," MPRA Paper, University Library of Munich, Germany, number 40943, Sep.
• Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41602, Mar, revised 20 Mar 2011.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2011, "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper, University Library of Munich, Germany, number 41786, Oct.
• Çankaya, Serkan & Ulusoy, Veysel & Eken, Hasan/M., 2011, "The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 43656, Apr.
• Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011, "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 43658.
• Kim, Woochan, 2011, "Korea investment corporation: its origin and evolution," MPRA Paper, University Library of Munich, Germany, number 44028, Aug.
• Panait, Iulian, 2011, "Stock market diagnosis," MPRA Paper, University Library of Munich, Germany, number 44247.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 47343.
• Gurgul, Henryk & Lach, Łukasz, 2011, "Causality analysis between public expenditure and economic growth of Polish economy in last decade," MPRA Paper, University Library of Munich, Germany, number 52281.
• Thanh, Ngo, 2011, "Effectiveness of the Global Banking System in 2010: A Data Envelopment Analysis approach," MPRA Paper, University Library of Munich, Germany, number 56389, May.
• Schilirò, Daniele, 2011, "Alberto Quadrio Curzio - Valeria Miceli, Sovereign Wealth Funds. A complete guide to state-owned investment funds," MPRA Paper, University Library of Munich, Germany, number 57781, Mar.
• Trabelsi, Mohamed Ali, 2011, "The impact of the financial crisis on the global economy: Can the Islamic financial system help?," MPRA Paper, University Library of Munich, Germany, number 81260, revised 2011.
• Öztürk, Mustafa & Aras, Osman Nuri, 2011, "Foreign Capital Investment and Economic Crises in Turkey," MPRA Paper, University Library of Munich, Germany, number 81855.
• Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 96299.
• Alenka Kavkler & Mejra Festić, 2011, "Modelling Stock Exchange Index Returns in Different GDP Growth Regimes," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 1, pages 3-22, DOI: 10.18267/j.pep.384.
• Svend Reuse & Martin Svoboda, 2011, "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 99-119, DOI: 10.18267/j.pep.391.
• Burcu Kiran, 2011, "Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 177-189, DOI: 10.18267/j.pep.395.
• Zuzana Fungáčová & Jan Hanousek, 2011, "Determinants of Firm Delisting on the Prague Stock Exchange," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 4, pages 348-365, DOI: 10.18267/j.pep.404.
• Valère Fourel & Julien Idier, 2011, "Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC," Revue d'Économie Financière, Programme National Persée, volume 101, issue 1, pages 53-71, DOI: 10.3406/ecofi.2011.5987.
• Norbert Gaillard, 2011, "Quelles réformes pour l’industrie de la notation financière ?," Revue d'Économie Financière, Programme National Persée, volume 101, issue 1, pages 73-86, DOI: 10.3406/ecofi.2011.5988.
• Sabrina Khanniche, 2011, "Les hedge funds : quelles implications en termes de risque systémique ?," Revue d'Économie Financière, Programme National Persée, volume 101, issue 1, pages 87-102, DOI: 10.3406/ecofi.2011.5989.
• Virginie Coudert & Valérie Mignon, 2011, "Quelques éléments empiriques sur la crise financière récente," Revue d'Économie Financière, Programme National Persée, volume 103, issue 3, pages 21-40.
• C. P. Chandrasekhar, 2011, "Rethinking regulation: international banks in Asian emerging markets," PSL Quarterly Review, Economia civile, volume 64, issue 258, pages 249-266.
• Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas, 2011, "Is foreign-bank efficiency in financial centers driven by home-country characteristics?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022011.
• Alexei Kolokolov, 2011, "Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)," Quantile, Quantile, issue 9, pages 61-75, July.
• Armas, Adrián & Vallejos , Lucy & Vega, Marco, 2011, "Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 27-56.
• Dr. Shakill Hassan & Sean Smith, 2011, "The Rand as a Carry Trade Target Risk Returns and Policy Implications," Working Papers, South African Reserve Bank, number 4878, Nov.
• Carol Alexander & Dimitris Korovilas, 2011, "The Hazards of Volatility Diversification," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-04, Feb.
• Carol Alexander & Stamatis Leontsinis, 2011, "Model Risk in Variance Swap Rates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-10, May.
• Frederick Van Gysegem & Michael Frömmel, 2011, "Spread Components in the Hungarian Forint-Euro Market," 2011 Meeting Papers, Society for Economic Dynamics, number 1260.
• Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon & Daniel Paravisini, 2011, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," 2011 Meeting Papers, Society for Economic Dynamics, number 180.
• Yulei Luo & Eric R.Young & Jun Nie, 2011, "Robust Control, Informational Frictions, and International Consumption Correlations," 2011 Meeting Papers, Society for Economic Dynamics, number 209.
• Stephan Siegel & Christian Lundblad & Campbell R. Harvey & Geert Bekaert, 2011, "The European Union, the Euro, and Equity Market Integration," 2011 Meeting Papers, Society for Economic Dynamics, number 468.
• Simona E. Cociuba & Ananth Ramanarayanan, 2011, "International Risk Sharing with Endogenously Segmented Asset Markets," 2011 Meeting Papers, Society for Economic Dynamics, number 853.
• Iulian Panait, 2011, "Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 233-255, March.
• Ioana Moldovan & Claudia Medrega, 2011, "Correlation of International Stock Markets Before and During the Subprime Crisis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 173-193, June.
• Rohit Vishal Kumar & Dhekra Azouzi, 2011, "Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 81-98, June.
• Octavian Ciobănaşu, 2011, "Sovereign debt in the European Union," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 42, pages 247-256, December.
• Pierre L. Siklos, 2011, "Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers," Working Paper series, Rimini Centre for Economic Analysis, number 03_11, Jan.
• N. Apergis & E. Mamatzakis & C. Staikuras, 2011, "The Greek Sovereign Debt Crisis: Testing for Regime Changes," Working Paper series, Rimini Centre for Economic Analysis, number 16_11, Mar.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Working Paper series, Rimini Centre for Economic Analysis, number 23_11, May.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks," Working Paper series, Rimini Centre for Economic Analysis, number 51_11, Nov.
• Jianxin Wamg, 2011, "Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors," Asian Development Review, Asian Development Bank, volume 28, issue 2, pages 32-57.
• Maria Socorro Gochoco-Bautista, & Juthathip Jongwanich & Jong-Wha Lee, 2011, "How Effective are Capital Controls in Asia?," ADB Economics Working Paper Series, Asian Development Bank, number 224, Aug.
• Hyun-Hoon Lee & Hyeon-seung Huh & Donghyun Park, 2011, "Financial Integration in East Asia: An Empirical Investigation," ADB Economics Working Paper Series, Asian Development Bank, number 259, May.
• Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011, "Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises," ADBI Working Papers, Asian Development Bank Institute, number 264, Feb.
• Yung Chul Park, 2011, "The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies," ADBI Working Papers, Asian Development Bank Institute, number 284, May.
• Dietrich Domanski & Philip Turner, 2011, "The Great Liquidity Freeze: What Does It Mean for International Banking?," ADBI Working Papers, Asian Development Bank Institute, number 291, Jun.
• Biswa Nath Bhattacharyay, 2011, "Bond Market Development in Asia: An Empirical Analysis of Major Determinants," ADBI Working Papers, Asian Development Bank Institute, number 300, Jul.
• Abhijit Sen Gupta, 2011, "The Current State of Financial and Regulatory Frameworks in Asian Economies: The Case of India," ADBI Working Papers, Asian Development Bank Institute, number 303, Aug.
• Cyn-Young Park & Jong-Wha Lee, 2011, "Financial Integration in Emerging Asia: Challenges and Prospects," Working Papers on Regional Economic Integration, Asian Development Bank, number 79, May.
• Valentina Galvani & Stuart Landon, 2011, "Riding the Yield Curve: A Spanning Analysis," Working Papers, University of Alberta, Department of Economics, number 2011-19, Nov.
• Ilhan Meric & Herbert E. Gishlick & Leonore S. Taga & Gulser Meric, 2011, "Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 1, pages 1-1.
• Ozlem Yorulmaz, 2011, "Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 4, pages 1-89.
• Sang Hoon Kang & Seong-Min Yoon, 2011, "The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 4, pages 49-72, DOI: 10.11644/KIEP.JEAI.2011.15.4.239.
• Ali Leila, 2011, "Global Crises: A Network Perspective on the Economic Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 197-216.
• G.A. Karathanassis & V.I. Sogiakas, 2011, "The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 433-462.
• Aristeidis Samitas & Ioannis Tsakalos, 2011, "Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 463-476.
• Panagiotis Delimatsis, 2011, "Financial Innovation and Transparency in Turbulent Times," Journal of Financial Transformation, Capco Institute, volume 33, pages 99-112.
• Mariana NEGRUŞ, 2011, "Update And Internationalization Of The Islamic Banking Activity," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 2, issue 1, pages 17-26.
• Mansor, Ibrahim H., 2011, "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-89, December.
• Lupu, Radu, 2011, "Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting, number 101101, Oct.
• Stanica, Cristian, 2011, "Modelarea sectorului administratiei publice in corelatie cu indicatorii cresterii economice - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting, number 101102, Oct.
• Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2011, "Currency crises with the threat of an interest rate defence," Journal of International Economics, Elsevier, volume 85, issue 1, pages 14-24, September.
• Charlotte, Christiansen, 2011, "Intertemporal risk-return trade-off in foreign exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 4, pages 535-549, October.
• Truong, Cameron, 2011, "Post-earnings announcement abnormal return in the Chinese equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 637-661, DOI: 10.1016/j.intfin.2011.04.002.
• Samarakoon, Lalith P., 2011, "Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 724-742, DOI: 10.1016/j.intfin.2011.05.001.
• Zagorchev, Andrey & Vasconcellos, Geraldo & Bae, Youngsoo, 2011, "Financial development, technology, growth and performance: Evidence from the accession to the EU," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 743-759, DOI: 10.1016/j.intfin.2011.05.005.
• Su, Chen & Bangassa, Kenbata, 2011, "The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 760-791, DOI: 10.1016/j.intfin.2011.06.002.
• Korkeamäki, Timo, 2011, "Interest rate sensitivity of the European stock markets before and after the euro introduction," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 811-831, DOI: 10.1016/j.intfin.2011.06.005.
• Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu, 2011, "Is trading on earnings surprises a profitable strategy? Canadian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 832-850, DOI: 10.1016/j.intfin.2011.06.004.
• King, Alan, 2011, "Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 867-873, DOI: 10.1016/j.intfin.2011.09.003.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 413-437, DOI: 10.1016/j.ijforecast.2009.10.008.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 413-437, April.
• Lang, Mark & Maffett, Mark, 2011, "Transparency and liquidity uncertainty in crisis periods," Journal of Accounting and Economics, Elsevier, volume 52, issue 2, pages 101-125, DOI: 10.1016/j.jacceco.2011.07.001.
• Hong, Gwangheon & Lee, Bong Soo, 2011, "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 273-287, DOI: 10.1016/j.japwor.2011.10.002.
• Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema, 2011, "Do market capitalization and stocks traded converge? New global evidence," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2771-2781, October.
• Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011, "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2829-2841, November.
• Fortin, Ines & Hlouskova, Jaroslava, 2011, "Optimal asset allocation under linear loss aversion," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2974-2990, November.
• Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2011, "Exchange rate volatility across financial crises," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3010-3018, November.
• Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011, "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3188-3201, DOI: 10.1016/j.jbankfin.2011.05.003.
• Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011, "New evidence on oil price and firm returns," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3253-3262, DOI: 10.1016/j.jbankfin.2011.05.010.
• van Dijk, Mathijs A., 2011, "Is size dead? A review of the size effect in equity returns," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3263-3274, DOI: 10.1016/j.jbankfin.2011.05.009.
• Popov, Alexander & Ongena, Steven, 2011, "Interbank market integration, loan rates, and firm leverage," Journal of Banking & Finance, Elsevier, volume 35, issue 3, pages 544-559, March.
• Bredin, Don & Hyde, Stuart, 2011, "Investigating sources of unanticipated exposure in industry stock returns," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1128-1142, May.
• Havrylchyk, Olena & Jurzyk, Emilia, 2011, "Inherited or earned? Performance of foreign banks in Central and Eastern Europe," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1291-1302, May.
• Gimet, Céline & Lagoarde-Segot, Thomas, 2011, "A closer look at financial development and income distribution," Journal of Banking & Finance, Elsevier, volume 35, issue 7, pages 1698-1713, July.
• Garcia, René & Tsafack, Georges, 2011, "Dependence structure and extreme comovements in international equity and bond markets," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 1954-1970, August.
• Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011, "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2330-2340, September.
• Althammer, Wilhelm & Haselmann, Rainer, 2011, "Explaining foreign bank entrance in emerging markets," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 486-498, DOI: 10.1016/j.jce.2011.03.002.
• Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel, 2011, "Market microstructure matters when imposing a Tobin tax—Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 3, pages 586-602, DOI: 10.1016/j.jebo.2011.06.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, DOI: 10.1016/j.jeconbus.2010.09.001.
• Balli, Faruk & Balli, Hatice O., 2011, "Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 89-106, DOI: 10.1016/j.jeconbus.2010.11.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, March.
• Balli, Faruk & Balli, Hatice O., 2011, "Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 89-106, March.
• Leoni, Patrick & Luchini, Stéphane, 2011, "Designing the financial tools to promote universal access to AIDS care," Journal of Health Economics, Elsevier, volume 30, issue 1, pages 181-188, January.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2011, "International portfolio diversification is better than you think," Journal of International Money and Finance, Elsevier, volume 30, issue 2, pages 289-308, March.
• Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011, "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 605-622, June.
• Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 692-707, June.
• Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2011, "What drives international equity correlations? Volatility or market direction?," Journal of International Money and Finance, Elsevier, volume 30, issue 6, pages 1234-1263, October.
• Cakici, S. Meral, 2011, "Financial integration and business cycles in a small open economy," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1280-1302, DOI: 10.1016/j.jimonfin.2011.06.011.
• Ichiue, Hibiki & Koyama, Kentaro, 2011, "Regime switches in exchange rate volatility and uncovered interest parity," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1436-1450, DOI: 10.1016/j.jimonfin.2011.07.003.
• Astudillo, Alfonso & Braun, Matías & Castañeda, Pablo, 2011, "The going public decision and the structure of equity markets," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1451-1470, DOI: 10.1016/j.jimonfin.2011.06.019.
• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011, "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1696-1718, DOI: 10.1016/j.jimonfin.2011.08.004.
• Catte, Pietro & Cova, Pietro & Pagano, Patrizio & Visco, Ignazio, 2011, "The role of macroeconomic policies in the global crisis," Journal of Policy Modeling, Elsevier, volume 33, issue 6, pages 787-803, DOI: 10.1016/j.jpolmod.2011.06.001.
• Ferreira, Miguel A. & Miguel, Antonio F., 2011, "The determinants of domestic and foreign bond bias," Journal of Multinational Financial Management, Elsevier, volume 21, issue 5, pages 279-300, DOI: 10.1016/j.mulfin.2011.07.004.
• Diyarbakirlioglu, Erkin, 2011, "Domestic and foreign country bias in international equity portfolios," Journal of Multinational Financial Management, Elsevier, volume 21, issue 5, pages 301-329, DOI: 10.1016/j.mulfin.2011.07.002.
• Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal, 2011, "International diversification with American Depository Receipts (ADRs)," Pacific-Basin Finance Journal, Elsevier, volume 19, issue 1, pages 98-114, January.
• Bastos, João A. & Caiado, Jorge, 2011, "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 7, pages 1315-1325, DOI: 10.1016/j.physa.2010.12.008.
• von Hagen, Jürgen & Schuknecht, Ludger & Wolswijk, Guido, 2011, "Government bond risk premiums in the EU revisited: The impact of the financial crisis," European Journal of Political Economy, Elsevier, volume 27, issue 1, pages 36-43, March.
• Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011, "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 679-689, October.
• Fugazza, Carolina & Giofré, Maela & Nicodano, Giovanna, 2011, "International diversification and industry-related labor income risk," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 764-783, October.
• Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2011, "Financial Openness and Productivity," World Development, Elsevier, volume 39, issue 1, pages 1-19, January.
• Richard C. K. Burdekin & Pierre L. Siklos, 2011, "Enter the Dragon: Interactions Between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-35, Oct.
• Humberto Valencia Herrera, 2011, "Value at Risk and Return from the Use of Bayesian Methods for Stress Testing in a World Asset Allocation and the 2008-2009 Crisis," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 5, issue 1, pages 33-49.
• Peñaranda, Francisco & Micola, Augusto, 2011, "On the drivers of commodity co-movement: evidence from biofuels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119057, Dec.
• Broll, Udo & Eckwert, Bernhard, 2011, "Information value, export and hedging," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 03/11.
• Schindler, Felix & Kröncke, Tim-Alexander, 2011, "International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48705.
• Kroencke, Tim Alexander & Schindler, Felix, 2011, "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-012.
• Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011, "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-028.
• van Aarle, Bas & Kappler, Marcus, 2011, "Fiscal adjustment in Greece: In search for sustainable public finances," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-080.
• Lang, Gunnar & Köhler, Matthias, 2011, "How does the domiciliation decision affect mutual fund fees?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-085.

2010

• 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.
• 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.
• Nicola Viegi, 2025, "Monetary Policy in South Africa: From 1994 to now," ERSA Working Paper Series, Economic Research Southern Africa, number 187, Apr.
• 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.
• 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.