Research classified by Journal of Economic Literature (JEL) codes

2010

• 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.
• 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, Mar.
• 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, Nov.
• 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, Dec.
• 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(0x7d1b1e20), March.
• 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.
• Chua, Choong Tze & Lai, Sandy & Lewis, Karen K., 2010, "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-1, Feb.
• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2010, "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-24.
• Cerrato, Mario & Kadow, Alexander & MacDonald, Ronald & Straetmans, Stefan, 2010, "Does the euro dominate Central and Eastern European money markets?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-55.
• Huang, Shirley J. & Yu, Jun, 2010, "Bayesian analysis of structural credit risk models with microstructure noises," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 11, pages 2259-2272, November.
• Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010, "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, volume 27, issue 5, pages 1043-1053, September.
• Christidou, Maria & Panagiotidis, Theodore, 2010, "Purchasing Power Parity and the European single currency: Some new evidence," Economic Modelling, Elsevier, volume 27, issue 5, pages 1116-1123, September.
• Büttner, David & Hayo, Bernd, 2010, "News and correlations of CEEC-3 financial markets," Economic Modelling, Elsevier, volume 27, issue 5, pages 915-922, September.
• Christiansen, Charlotte, 2010, "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 3, pages 286-296, December.
• Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2010, "The impact of U.S. central bank communication on European and pacific equity markets," Economics Letters, Elsevier, volume 108, issue 2, pages 172-174, August.
• Dabrowski, Marek, 2010, "The global financial crisis: Lessons for European integration," Economic Systems, Elsevier, volume 34, issue 1, pages 38-54, March.
• Jahan-Parvar, Mohammad R. & Waters, George A., 2010, "Equity price bubbles in the Middle Eastern and North African Financial markets," Emerging Markets Review, Elsevier, volume 11, issue 1, pages 39-48, March.
• Flavin, Thomas & O'Connor, Thomas, 2010, "The sequencing of stock market liberalization events and corporate financing decisions," Emerging Markets Review, Elsevier, volume 11, issue 3, pages 183-204, September.
• Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola, 2010, "Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis," Emerging Markets Review, Elsevier, volume 11, issue 3, pages 250-260, September.
• Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2010, "An empirical investigation of stock market behavior in the Middle East and North Africa," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 413-427, June.
• Bekaert, Geert & Engstrom, Eric & Grenadier, Steven R., 2010, "Stock and bond returns with Moody Investors," Journal of Empirical Finance, Elsevier, volume 17, issue 5, pages 867-894, December.
• Cotter, John & Hanly, Jim, 2010, "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, volume 32, issue 2, pages 432-441, March.
• Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010, "Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach," Energy Economics, Elsevier, volume 32, issue 5, pages 979-986, September.
• Menkhoff, Lukas & Schmeling, Maik, 2010, "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 101-128, February.
• Balvers, Ronald & Wu, Yangru, 2010, "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 129-156, February.
• Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2010, "Dividend predictability around the world," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-03, Jan.
• Charlotte Christiansen, 2010, "Intertemporal Risk-Return Trade-off in Foreign Exchange Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-20, May.
• Leonidas Tsiaras, 2010, "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-35, Jan.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010, "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-58, Sep.
• Angus Deaton, 2010, "Price Indexes, Inequality, and the Measurement of World Poverty," American Economic Review, American Economic Association, volume 100, issue 1, pages 5-34, March.
• Philip R. Lane & Jay C. Shambaugh, 2010, "Financial Exchange Rates and International Currency Exposures," American Economic Review, American Economic Association, volume 100, issue 1, pages 518-540, March.
• Joseph E. Stiglitz, 2010, "Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable," American Economic Review, American Economic Association, volume 100, issue 2, pages 388-392, May, DOI: 10.1257/aer.100.2.388.
• Riccardo Colacito & Mariano M. Croce, 2010, "The Short and Long Run Benefits of Financial Integration," American Economic Review, American Economic Association, volume 100, issue 2, pages 527-531, May, DOI: 10.1257/aer.100.2.527.
• Charles Engel & Kenneth D. West, 2010, "Global Interest Rates, Currency Returns, and the Real Value of the Dollar," American Economic Review, American Economic Association, volume 100, issue 2, pages 562-567, May, DOI: 10.1257/aer.100.2.562.
• Philippe Bacchetta & Eric van Wincoop, 2010, "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, American Economic Association, volume 100, issue 3, pages 870-904, June.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2010, "Sovereign Risk and Secondary Markets," American Economic Review, American Economic Association, volume 100, issue 4, pages 1523-1555, September.
• Alenka Kavkler & Mejra Festić, 2010, "The Trade Deficit and Banking Sector Results in Romania and Bulgaria," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 12, issue 27, pages 199-213, February.
• Michael Batuo Enowbi & Francesco Guidi & Kupukile Mlambo, 2010, "Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 1-26.
• Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo, 2010, "Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 75-97.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2010, "Financial Innovation and Financial Fragility," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 96496, Nov, DOI: 10.22004/ag.econ.96496.
• Clark, Gordon L. & Monk, Ashby H.B., 2010, "Sovereign Wealth Funds: Form and Function in the 21st Century," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 98098, Nov, DOI: 10.22004/ag.econ.98098.
• Andrade, Sandro C. & Kohlscheen, Emanuel, undated, "Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002," Economic Research Papers, University of Warwick - Department of Economics, number 271181, DOI: 10.22004/ag.econ.271181.
• Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia Tintea, 2010, "The Impact Of Eu Integration On The Risk-Return Trade-Off Of European Diversified Portfolios," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 121-134, july.
• Maria Carmen Huian, 2010, "Impact Of Current Financial Crisis On Disclosures On Financial Instruments," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 41-50, july.
• Peter J. Bush & Seyed M. Mehdian & Mark J. Perry, 2010, "A Cross-Industry Analysis Of Investors’ Reaction To Unexpected Market Surprises: Evidence From Nasdaq Sector-Indices," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 97-120, july.
• Saida GTIFA, 2010, "Microstructure And Market Maker Price Strategies: Study Of A Tunisian Market Maker Activity," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 5, pages 149-164, June.
• Oana Resceanu, 2010, "Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 38, pages 507-513, May.
• Lect. Aurora Murgea Ph. D, 2010, "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-12, May.
• Ioan TRENCA & Eva DEZSI, 2010, "The integration of capital markets: correlation analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 44-53, December.
• Assoc. Prof. Ph.D Giurca Vasilescu Laura, 2010, "International Factoring – A Viable Financing Solution For Firms," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 27-34, April.
• Assist. Ph.D Panait Nicoleta, 2010, "The Romanian Banking System And The International Financial Crisis," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14S, pages 39-42, April.
• Assist. Prof. Dragan Tevdovski Ph.D. & Prof. Slave Risteski Ph.D., 2010, "Integration Of The Selected See Equity Markets: Cointegration Approach," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15S, pages 137-146, November.
• Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2010, "Do multinational banks create or destroy economic value?," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 36, Apr.
• 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," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 40, Apr.
• Stafano Caiazza & Andrew Clare & Alberto Franco Pozzolo, 2010, "What do foreigners want? Evidence from;targets in bank cross-border M&As," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 45, Nov.
• William Megginson, 2010, "Privatization and Finance," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 145-174, December.
• Felix Schindler, 2010, "Market Efficiency In The Emerging Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2010_138, Jan.
• Enzo Mignarri, 2010, "The taxation of dividends paid to Italian and European residents," BANCARIA, Bancaria Editrice, volume 2, pages 42-48, February.
• Rino Lombardi, 2010, "Islamic banking in Europe and in Italy," BANCARIA, Bancaria Editrice, volume 2, pages 80-85, February.
• Marco Elia, 2010, "Premiums and arbitrage of Asian Exchange Traded Funds," BANCARIA, Bancaria Editrice, volume 12, pages 23-42, December.
• Marin Marinov, 2010, "Possibilities to Study the Market Trend Fluctuations by Means of Indicators for Technical Analysis," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 68-85.
• Jesus Sierra, 2010, "International Capital Flows and Bond Risk Premia," Staff Working Papers, Bank of Canada, number 10-14, DOI: 10.34989/swp-2010-14.
• Fuchun Li, 2010, "Identifying Asymmetric Comovements of International Stock Market Returns," Staff Working Papers, Bank of Canada, number 10-21, DOI: 10.34989/swp-2010-21.
• Gurnain Pasricha, 2010, "Bank Competition and International Financial Integration: Evidence Using a New Index," Staff Working Papers, Bank of Canada, number 10-35, DOI: 10.34989/swp-2010-35.
• Sandro C. Andrade & Emanuel Kohlscheen, 2010, "Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002," Working Papers Series, Central Bank of Brazil, Research Department, number 211, Aug.
• Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010, "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 226, Nov.
• Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010, "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series, Central Bank of Brazil, Research Department, number 229, Dec.
• Martin Grandes & Marcel Peter & Nicolas Pinaud, 2010, "Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 60, pages 7-52, October -.
• Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José María Serena, 2010, "The Impact of the Global Economic and Financial Crisis on Central Eastern and SouthEastern Europe (CESEE) and Latin America," Occasional Papers, Banco de España, number 1002, Jul.
• Luis M. Viceira & Ricardo Gimeno, 2010, "The euro as a reserve currency for global investors," Working Papers, Banco de España, number 1014, May.
• Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco, 2010, "The role of macroeconomic policies in the global crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 69, Jul.
• Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010, "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 28, issue 62, pages 12-69, June, DOI: 10.32468/Espe.6201.
• Mikica Drenovak & Branko Urošević, 2010, "Exchange-Traded Funds Of The Euro Zone Sovereign Debt," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 187, pages 31-60, October –.
• Vladimir Borgy & Julien Idier. & Le Fol, G., 2010, "Liquidity problems in the FX liquid market: Ask for the "BIL"," Working papers, Banque de France, number 279.
• Olivier de Bandt & Sheheryar Malik, 2010, "Is there Evidence of Shift-Contagion in International Housing Markets?," Working papers, Banque de France, number 295.
• Gilles Dufrénot & Sheheryar Malik, 2010, "The changing role of house price dynamics over the business cycle," Working papers, Banque de France, number 309.
• Le Roux, J., 2010, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2009," Bulletin de la Banque de France, Banque de France, issue 180, pages 19-26.
• Le Roux, J., 2010, "Non-residents’ equity holdings in French CAC 40 companies at end-2009," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 18, pages 17-26, Summer.
• Elod Takats, 2010, "Was it credit supply? Cross-border bank lending to emerging market economies during the financial crisis," BIS Quarterly Review, Bank for International Settlements, June.
• Michael Chui & Dietrich Domanski & Peter Kugler & Jimmy Shek, 2010, "The collapse of international bank finance during the crisis: evidence from syndicated loan markets," BIS Quarterly Review, Bank for International Settlements, September.
• Ingo Fender & Patrick McGuire, 2010, "Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement," BIS Quarterly Review, Bank for International Settlements, September.
• Michael R King & Dagfinn Rime, 2011, "The $4 trillion question: what explains FX growth since the 2007 survey?," BIS Quarterly Review, Bank for International Settlements, March.
• Dubravko Mihaljek & Frank Packer, 2010, "Derivatives in emerging markets," BIS Quarterly Review, Bank for International Settlements, December.
• Michael R King & Carlos Mallo, 2010, "A user's guide to the Triennial Central Bank Survey of foreign exchange market activity," BIS Quarterly Review, Bank for International Settlements, December.
• Raja Kali & Javier Reyes, 2010, "Financial Contagion On The International Trade Network," Economic Inquiry, Western Economic Association International, volume 48, issue 4, pages 1072-1101, October, DOI: 10.1111/j.1465-7295.2009.00249.x.
• Abul Shamsuddin & Jae H. Kim, 2010, "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, volume 45, issue 2, pages 469-484, May, DOI: 10.1111/j.1540-6288.2010.00256.x.
• Hans Degryse & Muhammad Ather Elahi & Maria Fabiana Penas, 2010, "Cross‐Border Exposures and Financial Contagion," International Review of Finance, International Review of Finance Ltd., volume 10, issue 2, pages 209-240, June, DOI: 10.1111/j.1468-2443.2010.01109.x.
• Raj Aggarwal & Brian Lucey & Cal Muckley, 2010, "Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events," Journal of Common Market Studies, Wiley Blackwell, volume 48, issue 3, pages 641-660, June, DOI: 10.1111/j.1468-5965.2010.02067.x.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "How Fast Do Tokyo And New York Stock Exchanges Respond To Each Other? An Analysis With High‐Frequency Data," The Japanese Economic Review, Japanese Economic Association, volume 61, issue 2, pages 175-201, June, DOI: 10.1111/j.1468-5876.2009.00480.x.
• Lukas Menkhoff, 2010, "High‐Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 1, pages 85-112, February, DOI: 10.1111/j.1467-6419.2009.00582.x.
• Adrien Verdelhan, 2010, "A Habit‐Based Explanation of the Exchange Rate Risk Premium," Journal of Finance, American Finance Association, volume 65, issue 1, pages 123-146, February, DOI: 10.1111/j.1540-6261.2009.01525.x.
• John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010, "Global Currency Hedging," Journal of Finance, American Finance Association, volume 65, issue 1, pages 87-121, February, DOI: 10.1111/j.1540-6261.2009.01524.x.
• Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2010, "Why Do Foreign Firms Leave U.S. Equity Markets?," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1507-1553, August, DOI: 10.1111/j.1540-6261.2010.01577.x.
• Jan Piplack & Stefan Straetmans, 2010, "Comovements Of Different Asset Classes During Market Stress," Pacific Economic Review, Wiley Blackwell, volume 15, issue 3, pages 385-400, August, DOI: 10.1111/j.1468-0106.2010.00509.x.
• Thomas J. Flavin & Ekaterini Panopoulou, 2010, "Detecting Shift And Pure Contagion In East Asian Equity Markets: A Unified Approach," Pacific Economic Review, Wiley Blackwell, volume 15, issue 3, pages 401-421, August, DOI: 10.1111/j.1468-0106.2010.00510.x.