Research classified by Journal of Economic Literature (JEL) codes

2010

• Ioannis N. Kallianiotis, 2010, "Greece’s Interdependence with the European Union and her Loss to Society Function," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 57-84.
• Ajay Shah & Ila Patnaik & Matthieu Stigler, 2010, "Understanding the ADR premium under market segmentation," Working Papers, eSocialSciences, number id:2826, Sep.
• Joshua Aizenman, 2010, "International Reserves and Swap Lines in Times of Financial Distress: Overview and Interpretations," Working Papers, eSocialSciences, number id:3022, Oct.
• Mark M. Spiegel, 2010, "Developing Asian Local Currency Bond Markets: Why and How?," Working Papers, eSocialSciences, number id:3030, Oct.
• Ajay Shah & Ila Patnaik, 2010, "Foreign Shareholding: A Decomposition Analysis," Working Papers, eSocialSciences, number id:3176, Nov.
• Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia., 2010, "Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 32, issue 1, pages 55-82, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/322010/Tellez.
• Rossella Calvi, 2010, "Assessing financial integration: a comparison between Europe and East Asia," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 423, Sep.
• Staffan Linden, 2010, "The Price and Risk Effects of Option Introductions on the Nordic Markets," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 434, Dec.
• Ladislav Krištoufek, 2010, "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 315-329, November.
• Evžen Koèenda & Tigran Poghosyan, 2010, "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 22-39, February.
• Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad, 2010, "Co-Integration between Mortgage Markets in the Monetary Union: 1995–2008," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 40-57, February.
• Mehmet Umutlu & Aslihan Altay-Salih, 2010, "Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 2, pages 122-137, May.
• Jeong-Gil Choi & Pat Obi & Shomir Sil, 2010, "A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 5, pages 400-413, December.
• Eduard Baumöhl & Tomáš Výrost, 2010, "Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 5, pages 414-425, December.
• Elena Fedorova & Kashif Saleem, 2010, "Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 519-533, December.
• Ladislav Kristoufek, 2010, "Long-range dependence in returns and volatility of Central European Stock Indices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/03, Feb, revised Feb 2010.
• Michael Princ, 2010, "Relationship between Czech and European developed stock markets: DCC MVGARCH analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/09, May, revised May 2010.
• Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010, "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-34, Nov.
• Bing Zhang & Xindan Li, 2010, "Currency Appreciation and Stock Market Performance: Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 3, pages 393-411, September.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Financial Innovation and Financial Fragility," Working Papers, Fondazione Eni Enrico Mattei, number 2010.114, Sep.
• Gordon L. Clark & Ashby H. B. Monk, 2010, "Sovereign Wealth Funds: Form and Function in the 21st Century," Working Papers, Fondazione Eni Enrico Mattei, number 2010.140, Oct.
• G. Andrew Karolyi & Rose C. Liao, 2010, "What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions?," Working Papers, Fondazione Eni Enrico Mattei, number 2010.38, Apr.
• Walid Saleh, 2010, "Size, Book-to-Market, Volatility and Stock Returns: Evidence from Amman Stock Exchange (ASE)," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 90-124, October.
• Robert Kollmann, 2010, "Limited asset market participation and the consumption-real exchange rate anomaly," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 41.
• Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010, "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 49.
• Rasmus Fatum & Jesper Pedersen & Peter Norman Sorensen, 2010, "Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 59.
• Joshua Aizenman, 2010, "Hoarding international reserves versus a Pigovian tax-cum-subsidy scheme: Reflections on the deleveraging crisis of 2008-9, and a cost benefit analysis," Proceedings, Federal Reserve Bank of San Francisco, issue oct.
• Yulei Luo & Jun Nie & Eric Young, 2010, "Robust control, informational frictions, and international consumption correlations," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-16.
• Nicola Cetorelli & Linda S. Goldberg, 2010, "Global banks and international shock transmission: evidence from the crisis," Staff Reports, Federal Reserve Bank of New York, number 446.
• Giulio Cifarelli & Giovanna Paladino, 2010, "Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2010_13.rdf.
• Pavel Trunin, 2010, "Monetary Policy in the Crisis Period," Published Papers, Gaidar Institute for Economic Policy, number 18, revised 2012.
• Sergey Drobyshevsky & Elizaveta Khudko & Elena Velikova, 2010, "Prospects for International Financial Center in the Russian Federation," Research Paper Series, Gaidar Institute for Economic Policy, issue 139P.
• Wajih Khallouli & Modibo René Sandretto, 2010, "Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1022.
• Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010, "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," Working Papers, Business School - Economics, University of Glasgow, number 2010_10, Mar.
• Mario Cerrato & Alexander Kadow & Ronald MacDonald, 2010, "Does the euro dominate Central and Eastern European money markets?," Working Papers, Business School - Economics, University of Glasgow, number 2010_21, Jun.
• Ricardo Hausmann & Ugo Panizza, 2010, "Redemption or Abstinence? Original Sin, Currency Mismatches and Counter-Cyclical Policies in the New Millenium," Growth Lab Working Papers, Harvard's Growth Lab, number 23, Feb.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010, "Exchange Rate Target Zones: A Survey of the Literature," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-14, Jul.
• Vitor Castro, 2010, "The duration of business cycle expansions and contractions: Are there change-points in duration dependence?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-18, Aug.
• Mirela Malin & Graham Bornholt, 2010, "Enhancing Contrarian Strategies: Evidence from Developed Markets Indices," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201001, Jan.
• Abdulnasser Hatemi-J & Eduardo Roca, 2010, "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201003, Mar.
• Christian Kalhoefer & Sara Shenouda & Ahmed Badawi, 2010, "Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound," Working Papers, The German University in Cairo, Faculty of Management Technology, number 24, Dec.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," CEPN Working Papers, HAL, number hal-00845254.
• Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010, "Financial integration and financial development in transition economies: what happens during financial crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00469499, Feb.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on International Assets and Goods Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523364, Jul.
• Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten, 2010, "Financial integration and financial development in transition economies: what happens during financial crises?," Post-Print, HAL, number halshs-00469499, Feb.
• Wajih Khallouli & René Sandretto, 2010, "Testing for "contagion" of the subprime crisis on the Middle East and North African stock markets: A Markov Switching EGARCH approach," Post-Print, HAL, number halshs-00589830, Nov.
• Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010, "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Post-Print, HAL, number halshs-00952114.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Sciences Po Economics Publications (main), HAL, number hal-01069440, Sep.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2010, "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers, HAL, number hal-00547722, Nov.
• Florina-Cristina Badarau & Grégory Levieuge, 2010, "Assessing the Potential Strength of a Bank Capital Channel in Europe: A Principal Component Analysis," Working Papers, HAL, number hal-00641983, Aug.
• Yves Jégourel & Samuel Maveyraud, 2010, "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Working Papers, HAL, number hal-00646542, Mar.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," Working Papers, HAL, number hal-00845254.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Working Papers, HAL, number hal-01069440, Sep.
• Julien Chevallier, 2010, "The European carbon market (2005-2007): banking, pricing and risk-hedging strategies," Working Papers, HAL, number halshs-00458787, Feb.
• Julien Chevallier, 2010, "Etudes économétriques récentes réalisées à partir des données de la CFTC," Working Papers, HAL, number halshs-00458917, Feb.
• Julien Chevallier, 2010, "Modelling the convenience yield in carbon prices using daily and realized measures," Working Papers, HAL, number halshs-00463921, May.
• Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010, "Liquidity Problems in the FX Liquid Market," Working Papers, HAL, number halshs-00539985.
• Kim, Hyunjoo, 2010, "Dynamic causal linkages between the US stock market and the stock markets of the East Asian economies," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 236, Oct.
• Johansson, Anders C., 2010, "Financial Markets in East Asia and Europe during the Global Financial Crisis," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2010-13, Jan.
• Johansson, Anders C., 2010, "Stock and Bond Relationships in Asia," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2010-14, Apr.
• Frot, Emmanuel & Santiso, Javier, 2010, "Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty," SITE Working Paper Series, Stockholm School of Economics, Stockholm Institute of Transition Economics, number 9, Oct.
• Jungeilges, Jochen A. & Oxelheim, Lars & Randoy, Trond, 2010, "Globalization of Corporate Covernance: The American Influence on Dismissal Performance Sensitivity of European CEOs," Working Paper Series, Research Institute of Industrial Economics, number 823, Feb.
• Jacob, Martin, 2010, "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2010:10, Sep.
• Matthew S. Yiu & Wai-Yip Alex Ho & Lu Jin, 2010, "Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil," Working Papers, Hong Kong Monetary Authority, number 1001, Apr.
• Alfred Wong & Tom Fong, 2010, "Analysing Interconnectivity among Economies," Working Papers, Hong Kong Monetary Authority, number 1003, May.
• Marina-Eliza Spaliara & Serafeim Tsoukas, 2010, "The Role of Bond Finance in Firms' Survival During the Asian Crisis," Working Papers, Hong Kong Institute for Monetary Research, number 032010, Feb.
• Yin-Wong Cheung & XingWang Qian, 2010, "Capital Flight: China's Experience," Working Papers, Hong Kong Institute for Monetary Research, number 062010, Mar.
• Paul Mizen & Serafeim Tsoukas, 2010, "What Effect Has Bond Market Development in Emerging Asia Had on the Issuance of Corporate Bonds?," Working Papers, Hong Kong Institute for Monetary Research, number 182010, Jun.
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010, "Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets," Working Papers, Hong Kong Institute for Monetary Research, number 202010, Jul.
• Matthew S. Yiu & Joseph K. W. Fung & Lu Jin & Wai-Yip Alex Ho, 2010, "Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates," Working Papers, Hong Kong Institute for Monetary Research, number 262010, Oct.
• Yu-chin Chen & Kwok Ping Tsang, 2010, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers, Hong Kong Institute for Monetary Research, number 292010, Nov.
• Martin Klein & Diemo Dietrich, 2010, "20 Jahre Währungsunion: Nach der Krise ist vor der Krise," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 11-2010, Aug.
• Alexandre Dmitriev & Ivo Krznar, 2010, "Habit Persistence and International Comovements," Working Papers, The Croatian National Bank, Croatia, number 23, Apr.
• Hideaki Sakawa & Masato Ubukata, 2010, "The Reform of Tokyo Stock Exchange and Transparency," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-122, Mar.
• Iordanis Kalaitzoglou & Boulis Maher Ibrahim, 2010, "Does Order Flow in the European Carbon Allowances Market Reveal Information?," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1003.
• Wei-Hsi Hsu & Yung-Shi Liau & Jack J.W. Yang, 2010, "Evidence On Hedge Ratios Changes Around The Subprime Mortgage Crisis," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 61-71.
• Islam Azzam & Jasmin Fouad, 2010, "Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-21.
• Trang Nha Le & Makoto Kakinaka, 2010, "International Transmission Of Stock Returns: Mean And Volatility Spillover Effects In Indonesia And Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 115-131.
• Meng-Fen Hsieh & Tzu-Yi Yang & Yu-Tai Yang, 2010, "Positive Trading Effects And Herding Behavior In Asian Markets: Evidence From Mutual Funds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 177-188.
• Sergiy Rakhmayil, 2010, "Did Financial Performance Of European Firms Improve And Converge After Introduction Of The Euro?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 27-41.
• Michael J. Gift & Paul Gift & YeQing Yang, 2010, "Financial Market Reactions To Earnings Announcements And Earnings Forecast Revisions: Evidence From The U.S. And China," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 85-96.
• Subrata Kumar Mitra, 2010, "Relationships Among Foreign Institutional Investments, Stock Returns And Currency Change-Over Rates In India," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 103-112.
• Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric, 2010, "Evidence On The Performance Of Country Index Funds In Global Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 89-101.
• Christian Camilo Vargas R, 2010, "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 3, issue 2, pages 29-44.
• Jakub Taj, 2010, "Economic Assessment of Selected Bank Mergers in the Central-East Europe Region in Comparison with Developed Countries," Economic Analysis, Institute of Economic Sciences, volume 43, issue 1-2, pages 34-43.
• Jana Kotlebova, 2010, "Future Stance of Currencies in the International Monetary System," Economic Analysis, Institute of Economic Sciences, volume 43, issue 1-2, pages 61-69.
• Constantinos Gavriilidis, 2010, "“Home Bias Puzzle”. Is It a Puzzle or Not?," Economic Analysis, Institute of Economic Sciences, volume 43, issue 3-4, pages 7-14.
• Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 35-2010, Dec.
• Fortin, Ines & Hlouskova, Jaroslava, 2010, "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series, Institute for Advanced Studies, number 257, Oct.
• Olivier Jeanne & Anton Korinek, 2010, "Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach," Working Paper Series, Peterson Institute for International Economics, number WP10-5, May.
• Aidan Corcoran, 2010, "Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp318, Feb, revised Feb 2010.
• Eduardo A. Cavallo & Patricio Valenzuela, 2010, "The determinants of corporate risk in emerging markets: an option-adjusted spread analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 59-74, DOI: 10.1002/ijfe.398.
• Charlotte Christiansen, 2010, "Decomposing European bond and equity volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 2, pages 105-122, DOI: 10.1002/ijfe.385.
• Markku Lanne & Timo Vesala, 2010, "The effect of a transaction tax on exchange rate volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 2, pages 123-133, DOI: 10.1002/ijfe.399.
• Yoshihiko Sugihara & Nobuyuki Oda, 2010, "An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-09, Jun.
• Makoto Saito & Shiba Suzuki & Tomoaki Yamada, 2010, "Can Cross-Border Financial Markets Create Endogenously Good Collateral in a Crisis?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-19, Aug.
• Ms. Emilia M Jurzyk & Olena Havrylchyk, 2010, "Inherited or Earned? Performance of Foreign Banks in Central and Eastern Europe," IMF Working Papers, International Monetary Fund, number 2010/004, Jan.
• Chrismin Tang & Mr. Mardi Dungey & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Ms. Renee Fry, 2010, "Are Financial Crises Alike?," IMF Working Papers, International Monetary Fund, number 2010/014, Jan.
• Mr. Raphael A Espinoza & Mr. Oral Williams & Mr. Ananthakrishnan Prasad, 2010, "Regional Financial Integration in the GCC," IMF Working Papers, International Monetary Fund, number 2010/090, Apr.
• Mr. Romain Ranciere & Aaron Tornell & Mr. Athanasios Vamvakidis, 2010, "A New Index of Currency Mismatch and Systemic Risk," IMF Working Papers, International Monetary Fund, number 2010/263, Nov.
• Gheorghe Zaman & George Georgescu, 2010, "Romania’s External Debt Sustainability Under Crisis Circumstances," Romanian Journal of Economics, Institute of National Economy, volume 30, issue 1(39), pages 5-38, June.
• António Afonso & Christophe Rault, 2010, "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/19, Nov.
• Margarida Abreu & Victor Mendes & João A. Santos, 2010, "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/02, Jan.
• António Afonso & Manuel M. F. Martins, 2010, "Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/23, Nov.
• António Afonso & Pedro Gomes, 2010, "Do fiscal imbalances deteriorate sovereign debt ratings?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/24, Nov.
• Ron Alquist & Lutz Kilian, 2010, "What do we learn from the price of crude oil futures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 539-573, DOI: 10.1002/jae.1159.
• Abdullah M. Noman & M. Zillur Rahman, 2010, "Stationarity of South Asian real exchange rates under exponential star (estar) framework," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 2, pages 41-51, January-M.
• Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010, "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 247-270, July.
• I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen, 2010, "Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 271-298, July.
• Zhen Li, 2010, "Equity Market Liberalization, Industry Growth And The Cost Of Capital," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 35, issue 3, pages 103-121, September.
• DIMA Stela Crina, 2010, "Foreign Direct Investments and the Economic Crisis in Romania," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Gourishankar S Hiremath & Bandi Kamaiah, 2010, "Nonlinear Dependence in Stock Returns: Evidences from India," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 69-85, January.
• Bahram Adrangi & Mary Allender & Arjun Chatrath & Kambiz Raffiee, 2010, "Nonlinearities and Chaos: Evidence from Exchange Rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 38, issue 2, pages 247-248, June, DOI: 10.1007/s11293-010-9214-6.
• Thomas Nitschka, 2010, "Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 49-65, March, DOI: 10.1007/s11408-009-0119-9.
• Don Galagedera, 2010, "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 245-269, September, DOI: 10.1007/s11408-010-0133-y.
• Carlos Castro, 2010, "Portfolio choice under local industry and country factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 353-393, December, DOI: 10.1007/s11408-010-0143-9.
• Christian Pierdzioch & Renatas Kizys, 2010, "Sources of time-varying exchange rate exposure," International Economics and Economic Policy, Springer, volume 7, issue 4, pages 371-390, December, DOI: 10.1007/s10368-010-0147-y.
• Bastien Drut, 2010, "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, volume 92, issue 1, pages 131-145, April, DOI: 10.1007/s10551-010-0638-3.
• Camilo Serrano & Martin Hoesli, 2010, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 2, pages 170-192, August, DOI: 10.1007/s11146-008-9162-y.
• Heather Gibson, 2010, "Competition, Innovation and Financial Crises: A Perspective on the Current Financial Market Turmoil," Open Economies Review, Springer, volume 21, issue 1, pages 151-157, February, DOI: 10.1007/s11079-009-9145-5.
• Martin Schmitz, 2010, "Financial Markets and International Risk Sharing," Open Economies Review, Springer, volume 21, issue 3, pages 413-431, July, DOI: 10.1007/s11079-008-9100-x.
• 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.