Research classified by Journal of Economic Literature (JEL) codes

2009

• Kalu Ojah & Tendai Gwatidzo, 2009, "Corporate Capital Structure Determinants: Evidence from Five African Countries," The African Finance Journal, Africagrowth Institute, volume 11, issue 1, pages 1-23.
• Charoenrook, Anchada & Daouk, Hazem, , "A Study of Market-Wide Short-Selling Restrictions," Working Papers, Cornell University, Department of Applied Economics and Management, number 51180, DOI: 10.22004/ag.econ.51180.
• Bhattacharya, Utpal & Daouk, Hazem, , "When No Law is Better than a Good Law," Working Papers, Cornell University, Department of Applied Economics and Management, number 51184, DOI: 10.22004/ag.econ.51184.
• Bernstein, Shai & Lerner, Josh & Schoar, Antoinette, 2009, "The Investment Strategies of Sovereign Wealth Funds," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 50460, DOI: 10.22004/ag.econ.50460.
• Kung, James J., 2009, "Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 5, issue 01-2, pages 1-17, March, DOI: 10.22004/ag.econ.143216.
• Roxana HETES, 2009, "Stability Versus Instability In The Context Of Financial Globalization," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 105-125, May.
• Gheorghe VOINEA & Sorin Gabriel ANTON, 2009, "Lessons from the Current Financial Crisis. A Risk Management Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 139-147, May.
• Ioan NISTOR & Maria ULICI & Mirela-Oana PINTEA, 2009, "The global financial crisis and its implications on the Romanian banking systems," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 160-167, May.
• Marius HERBEI & Florin DUMITER, 2009, "The Collateral Central Bank Management Project (CCBM2) - a single plaform for Eurosystem in managing collateral for domestic and cross-border operations," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 70-75, May.
• Assist. Ph.D Panait Nicoleta, 2009, "Modern Solutions For The Banking Distribution Channels: E-Banking –Strategy, Cost And Beneficts," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 28-33, April.
• Assoc. Prof. Ph.D Cristi Marcel Spulbar, & Ph.D Lect. Oana Gherghinescu & Ph.D Student Tatiana Spulbar, 2009, "Globalization And Performances In Banking Activity," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 50-60, April.
• Ph.D Lect. Imola Driga & Ph.D Lect. Anca Jarmila Guta, 2009, "Romanian Bank Lending During The Financialcrisis," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 7-19, April.
• Zaman Gheorghe & Georgescu George, 2009, "The Impact Of Global Crisis On Romania'S Economic Development," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 11, pages 1-1.
• Ioana Duca & Ion Pârgaru & Florin Văduva, 2009, "The Degree Of Participation In The Global Market - A Financial Markets Globalisation Criterion," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 11, pages 1-17.
• Fernandes, José Luiz Barros & Ornelas, José Renato Haas, 2009, "Minimising operational risk in portfolio allocation decisions," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 2, issue 4, pages 438-450, September.
• Salvatore Chiri & Fabrizio Borselli & Claudia Barsotti, 2009, "The european proposal to amend Vat treatment on financial services," BANCARIA, Bancaria Editrice, volume 7, pages 81-100, July.
• Ivanka Petkova, 2009, "Attempts of the European Union to Conteina the Financial Crisis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 119-135.
• Weber, Enzo, 2009, "Financial Contagion, Vulnerability and Information Flow: Empirical Identification," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 431, Jul.
• Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei, 2009, "The Asian crisis: what did local stock markets expect?," Working Papers, BBVA Bank, Economic Research Department, number 0902, Feb.
• Fuchun Li, 2009, "Testing for Financial Contagion with Applications to the Canadian Banking System," Staff Working Papers, Bank of Canada, number 09-14, DOI: 10.34989/swp-2009-14.
• Mert Ural, 2009, "Alternative Approaches for Estimating Value at Risk," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 63-86.
• Turhan Korkmaz & Emrah Ismail Çevik, 2009, "Volatility Spillover Effect from Volatility Implied Index to Emerging Markets," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 87-106.
• Gabriel Enrique Alberola & José María Serena, 2009, "Sovereign external assets and the resilience of global imbalances," Working Papers, Banco de España, number 0834, Jan.
• Engle Robert F. & Rangel José Gonzalo, 2009, "High and Low Frequency Correlations in Global Equity Markets," Working Papers, Banco de México, number 2009-17, Dec.
• Gilbert Cette & De Jong, M., 2009, "The Rocky Ride of Break-even-inflation rates," Working papers, Banque de France, number 230.
• Servant, F., 2009, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2008," Bulletin de la Banque de France, Banque de France, issue 176, pages 25-31.
• Lucas, Y., 2009, "The impact of the financial crisis on transfer systems," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 14, pages 39-45, Summer.
• Servant, F., 2009, "Non-residents’ equity holdings in French CAC 40 companies at end-2008," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 15, pages 59-68, Autumn.
• Paola Gallardo & Alexandra Heath, 2009, "Execution methods in foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, March.
• Alejandro Jara & Ramon Moreno & Camilo E Tovar, 2009, "The global crisis and Latin America: financial impact and policy responses," BIS Quarterly Review, Bank for International Settlements, June.
• Stephen G Cecchetti & Jacob Gyntelberg & Marc Hollanders, 2009, "Central counterparties for over-the-counter derivatives," BIS Quarterly Review, Bank for International Settlements, September.
• Maria Kasch‐Haroutounian & Erik Theissen, 2009, "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 181-207, January, DOI: 10.1111/j.1468-036X.2007.00425.x.
• Michael Melvin & Magali Valero, 2009, "The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 66-91, January, DOI: 10.1111/j.1468-036X.2008.00449.x.
• Craig Doidge & G. Andrew Karolyi & Karl V. Lins & Darius P. Miller & René M. Stulz, 2009, "Private Benefits of Control, Ownership, and the Cross‐listing Decision," Journal of Finance, American Finance Association, volume 64, issue 1, pages 425-466, February, DOI: 10.1111/j.1540-6261.2008.01438.x.
• René M. Stulz, 2009, "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 349-390, May, DOI: 10.1111/j.1475-679X.2009.00327.x.
• Bong‐Chan Kho & René M. Stulz & Francis E. Warnock, 2009, "Financial Globalization, Governance, and the Evolution of the Home Bias," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 597-635, May, DOI: 10.1111/j.1475-679X.2009.00323.x.
• Michael Ehrmann & Marcel Fratzscher, 2009, "Global Financial Transmission of Monetary Policy Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 739-759, December, DOI: 10.1111/j.1468-0084.2009.00561.x.
• Eduardo Borensztein & Eduardo Cavallo & Patricio Valenzuela, 2009, "Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, volume 12, issue 2, pages 273-294, September, DOI: j.1540-6296.2009.01168.x.
• Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009, "Asymmetric information in the interbank foreign exchange market," Working Paper, Norges Bank, number 2008/25, Jan.
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009, "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics, Boston College Department of Economics, number 722, Oct.
• Guillermo Felices & Christian Grisse & Jing Yang, 2009, "International financial transmission: emerging and mature markets," Bank of England working papers, Bank of England, number 373, Aug.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2009, "Benchmark bonds interactions under regime shifts," Working Papers, Bank of Greece, number 103, Sep.
• Bok-Keun Yu & Hwagyun Kim, 2009, "Decomposition of Interest Rate Differentials (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 2, pages 97-135, June.
• Ekrem Tufan & Bahattin Hamarat, 2009, "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 45-60.
• Hasan F. Baklaci, 2009, "An Empirical Examination of Bilateral Interaction Between Foreign Investors’ Trading and Returns in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 35-58.
• Thomas Oberlechner & Carol Osler, 2009, "Overconfidence in Currency Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 02, Oct.
• Piotr Korczak & Kate Phylaktis, 2009, "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/612, Oct.
• Jozef Portašík, 2009, "Obchodovanie na svetových menových trhoch Forex - trading a jeho základné piliere," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 4, issue 1, pages 166-176.
• Kugler, Peter & Weder, Beatrice, 2009, "The Demise of the Swiss Interest Rate Puzzle," Working papers, Faculty of Business and Economics - University of Basel, number 2009/04.
• Paul J.J. Welfens, 2009, "The International Banking Crisis: Lessons and EU Reforms," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei166, Feb.
• Younes Boujelbène & Majdi Ksantini, 2009, "La transmission entre les marchés boursiers :Une analyse en composante principale," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 52, issue 2, pages 161-194.
• Vladimir Borgy & Valérie Mignon, 2009, "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, volume 0, issue 1, pages 105-121.
• Catherine Mathieu & Henri Sterdyniak, 2009, "La globalisation financière en crise," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 13-73.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2009, "Institutions, Public Debt and Foreign Finance," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 124.
• Li, GuangJie, 2009, "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/4, Mar, revised Aug 2009.
• Vanessa da Costa Val Munhoz & Gilberto Libânio, 2009, "Volatilidade dos fluxos financeiros e fuga de capitais: uma análise exploratória da vulnerabilidade externa no Brasil," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td371, Nov.
• Bianca De Paoli, 2009, "Monetary Policy Under Alterative Asset Market Structures: the Case of a Small Open Economy," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0923, Apr.
• Nathan Foley-Fisher & Bernardo Guimaraes, 2009, "US Real Interest Rates and Default Risk in Emerging Economies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0952, Oct.
• Jan Hanousek & Evzen Kocenda, 2009, "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp382, Feb.
• Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim, 2009, "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," CESifo Working Paper Series, CESifo, number 2518.
• Mathias Hoffmann & Thomas Nitschka, 2009, "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," CESifo Working Paper Series, CESifo, number 2527.
• John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009, "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series, CESifo, number 2545.
• Gianni De Nicolò & Iryna Ivaschenko, 2009, "Global Liquidity, Risk Premiums and Growth Opportunities," CESifo Working Paper Series, CESifo, number 2598.
• Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009, "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series, CESifo, number 2656.
• John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009, "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series, CESifo, number 2794.
• Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series, CESifo, number 2845.
• Martin Schütte, 2009, "Lehren aus der Finanzkrise: Was ist zu tun?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 62, issue 03, pages 17-20, February.
• Isabel Maria Pereira Viegas Vieira, 2009, "Contagion Effects of the Subprime Crisis in the European NYSE-Euronext Markets," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_01.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-197, Dec, revised Jan 2010.
• Giovanni BARONE-ADESI & Helyette GEMAN & John THEAL, 2009, "On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-07, Mar.
• Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER, 2009, "Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-44, Nov.
• André Lemelin, 2009, "Commerce et flux financiers internationaux : MIRAGE-D," Working Papers, CEPII research center, number 2009-27, Nov.
• Amelie Charles & Olivier Darne, 2009, "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2009, "Long-run Performance Following Cross-Listing: A Re-examination," CIRANO Working Papers, CIRANO, number 2007s-25, Apr.
• René Garcia & Georges Tsafack, 2009, "Dependence Structure and Extreme Comovements in International Equity and Bond Markets," CIRANO Working Papers, CIRANO, number 2009s-21, May.
• Joao A. Bastos & Jorge Caiado, 2009, "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0904, Sep.
• Max Bruche & Javier Suarez, 2009, "The Macroeconomics of Money Market Freezes," Working Papers, CEMFI, number wp2009_0901, Jul.
• Ramiro Losada López, 2009, "Could regulation of the ABS secondary market improve social welfare?," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 3.
• Juan Jos� Echavarr�a & Diego V�squez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica, number 5509, Apr.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Andres Mauricio Vargas P. & Camilo Rivera P�rez, 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: ¿dano colateral? la experiencia colombiana," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 5667, Jun.
• María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2009, "Inestabilidad financiera y regulación: una resena a partir de la crisis financiera de 2008," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Dairo Ayiber Estrada & Javier Gutiérrez R., 2009, "Supervisión y regulación del sistema financiero: modelos, implicaciones y alcances," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Juan Carlos Arenas G. & Germán Darío Valencia Agudelo, 2009, "Elecciones y reelecciones presidenciales en América Latina, 2009," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Sebastián Nieto-Parra, 2009, "Who Saw Sovereign Debt Crises Coming?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2009, pages 125-169.
• Andrés Mauricio Vargas P. & Camilo Riviera P., 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: la experiencia colombiana," Coyuntura Económica, Fedesarrollo.
• Söderlind, Paul & Ranaldo, Angelo, 2009, "Safe Haven Currencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7249, Apr.
• Suarez, Javier & Bruche, Max, 2009, "The Macroeconomics of Money Market Freezes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7304, May.
• Giannetti, Mariassunta & Fernandes, Nuno, 2009, "On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7308, May.
• Vines, David & Kuralbayeva, Karlygash, 2009, "The process by which the Dollar will fall: the effect of forward-looking consumers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7325, Jun.
• Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7345, Jun.
• Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7348, Jun.
• von Hagen, Jurgen & Schuknecht, Ludger & Wolswijk, Guido, 2009, "Government Bond Risk Premiums in the EU revisited: The Impact of the Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7499, Oct.
• Taylor, Alan M. & Jordà , Ã’scar, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7568, Nov.
• Lundblad, Christian T & Jotikasthira, Chotibhak, 2009, "Asset fire sales and purchases and the international transmission of financial shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7595, Dec.
• Rogoff, Kenneth & Obstfeld, Maurice, 2009, "Global Imbalances and the Financial Crisis: Products of Common Causes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7606, Dec.
• Michael Schuppli & Martin T. Bohl, 2009, "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0909, Oct.
• Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009, "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-02.
• Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen, 2009, "The Dark Side of Global Integration: Increasing Tail Dependence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-05.
• Maela Giofré, 2009, "Convergence of EMU Equity Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 88, Jul.
• Eleni Thanou & Dikaios Tserkezos, 2009, "Portfolio Management: An Investigation of the Implications of Measurement Errors in Stock Prices on the Creation, Management and Evaluation of Stock Portfolios, Using Stochastic Simulations," Working Papers, University of Crete, Department of Economics, number 0904, Mar.
• Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2009, "What Drives International Equity Correlations? Volatility or Market Direction?," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094122, Jun.
• Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009, "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 225-255, November.
• Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009, "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 504, Nov.
• Volker Böhm & George Vachadze, 2009, "Sovereign Risk in International Bond Markets and Nonconvergence," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c014_034, Jun.
• Konstantinos Drakos, 2009, "Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 16.
• Konstantinos Drakos, 2009, "The Determinants of Terrorist Shocks' Cross-Market Transmission," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 17.
• Konstantinos Drakos, 2009, "Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 8.
• Burcu Erdogan, 2009, "How Does European Integration Affect the European Stock Markets?," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 1.1a.
• Sebastian Weber, 2009, "European Financial Market Integration: A Closer Look at Government Bonds in Eurozone Countries," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 1.1b.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 5.6.
• Sebastian Weber, 2009, "European Financial Market Integration: A Closer Look at Government Bonds in Eurozone Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 864.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 867.
• Christian Dreger & Hans-Eggert Reimers, 2009, "The Role of Asset Markets for Private Consumption: Evidence from Paneleconometric Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 872.
• John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009, "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 873.
• Burcu Erdogan, 2009, "How Does European Integration Affect the European Stock Markets?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 885.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009, "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 906.
• Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-linear Factor Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 932.
• John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009, "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 942.
• Ansgar Belke & Joscha Beckmann & Michael Kühl, 2009, "Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 952.
• Narayan, Paresh Kumar, 2009, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number eco_2009_07, Jan, DOI: 10.1016/j.econmod.2012.10.001.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-17.
• Fredj Jawadi & Georges Prat, 2009, "Nonlinear Stock Price Adjustment in the G7 Countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-21.
• Jamel Boukhatem, 2009, "Essai sur les déterminants empiriques de développement des marchés obligataires," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-32.
• Khaled Guesmi, 2009, "Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-45.
• Prabhath Jayasinghe & Albert K. Tsui, 2009, "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 22761, Jan.
• Michael Hutchison & Jake Kendall & Gurnain Pasricha & Nirvikar Singh, 2009, "Indian Capital Control Liberalization : Evidence from NDF Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 22971, Jan.
• Shirley J. Huang & Jun Yu, 2009, "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Finance Working Papers, East Asian Bureau of Economic Research, number 23054, Jan.
• Feng Lu & Yuanfang Li, 2009, "China’s Factor in Recent Global Commodity Price and Shipping Freight Volatilities," Trade Working Papers, East Asian Bureau of Economic Research, number 22889, Jan.
• Sunil Sharma, 2009, "Managing Financial Risks," EABER Working Papers, East Asian Bureau of Economic Research, number 22855, Jan.
• Yung Chul Park, 2009, "The Global Economic Crisis, Regional Policy Coordination and Rebalancing Growth in Asia," EABER Working Papers, East Asian Bureau of Economic Research, number 22856, Jan.
• Shinji Takagi, 2009, "Financial Integration in Asia : A Medium-Term Agenda," EABER Working Papers, East Asian Bureau of Economic Research, number 22857, Jan.
• Kazumasa Iwata, 2009, "The Global Financial Crisis : Lessons from Japan," EABER Working Papers, East Asian Bureau of Economic Research, number 22859, Jan.
• Suman Bery, 2009, "Financial Reform and Asian Integration : What Now?," EABER Working Papers, East Asian Bureau of Economic Research, number 22860, Jan.
• Don H. Kim & Mico Loretan & Eli M. Remolona, 2009, "Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market," EABER Working Papers, East Asian Bureau of Economic Research, number 22861, Jan.
• Andrew Filardo, 2009, "Short-Term Policy Responses to the International Financial Crisis and Risks to Sustainable Medium-Term Policy Frameworks in Asia : Complications Arising from Enduring Global Imbalances," EABER Working Papers, East Asian Bureau of Economic Research, number 22862, Jan.
• Ritter, Raymond, 2009, "Transnational governance in global finance: the principles for stable capital flows and fair debt restructuring in emerging markets," Occasional Paper Series, European Central Bank, number 103, Apr.
• FrancisX. Diebold & Kamil Yilmaz, 2009, "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, volume 119, issue 534, pages 158-171, January.
• Beltratti, Andrea & Stulz, Rene M., 2009, "Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-12, Jul.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2009, "Why Do Foreign Firms Leave U.S. Equity Markets?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-3, Apr.
• Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-5, Apr.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/3.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09015, Mar.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09070, Aug.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2009, "Global Imbalances and Financial Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 14688, Jan.
• Maurice Obstfeld, 2009, "International Finance and Growth in Developing Countries: What Have We Learned?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14691, Feb.
• Pierpaolo Benigno & Salvatore Nisticò, 2009, "International Portfolio Allocation under Model Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 14734, Feb.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009, "What Segments Equity Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14802, Mar.
• Joshua Aizenman & Gurnain Kaur Pasricha, 2009, "Selective Swap Arrangements and the Global Financial Crisis: Analysis and Interpretation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14821, Mar.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2009, "Financial Openness and Productivity," NBER Working Papers, National Bureau of Economic Research, Inc, number 14843, Apr.
• Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009, "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 14904, Apr.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14931, Apr.
• Juan Carlos Gozzi & Ross Levine & Sergio L. Schmukler, 2009, "Patterns of International Capital Raisings," NBER Working Papers, National Bureau of Economic Research, Inc, number 14961, May.
• Yuko Hashimoto & Takatoshi Ito, 2009, "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers, National Bureau of Economic Research, Inc, number 15020, May.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009, "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 15128, Jul.
• Andrea Beltratti & René M. Stulz, 2009, "Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15180, Jul.
• Rik G.P. Frehen & William N. Goetzmann & K. Geert Rouwenhorst, 2009, "New Evidence on the First Financial Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 15332, Sep.
• Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz, 2009, "Towards a Common European Monetary Union Risk Free Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 15353, Sep.
• Joshua Aizenman, 2009, "Hoarding International Reserves Versus a Pigovian Tax-Cum-Subsidy Scheme: Reflections on the Deleveraging Crisis of 2008-9, and a Cost Benefit Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15484, Nov.
• Christian Laux & Christian Leuz, 2009, "Did Fair-Value Accounting Contribute to the Financial Crisis?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15515, Nov.
• Òscar Jordà & Alan M. Taylor, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," NBER Working Papers, National Bureau of Economic Research, Inc, number 15518, Nov.
• Mikhail Mamonov & Oleg Solntsev, 2009, "Foreign Banks Expansion to Russian Banking Sector: Interim Summation, Perspective Analysis Effort," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 175-189.
• Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain & Singh, Nirvikar, 2009, "Indian capital control liberalization: Evidence from NDF markets," Working Papers, National Institute of Public Finance and Policy, number 09/60, Apr.
• Fiona Stewart & Juan Yermo, 2009, "Pensions in Africa," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 30, Jan, DOI: 10.1787/227444006716.
• Yu-Wei Hu & Fiona Stewart, 2009, "Pension Coverage and Informal Sector Workers: International Experiences," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 31, Jan, DOI: 10.1787/227432837078.
• Georg Inderst, 2009, "Pension Fund Investment in Infrastructure," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 32, Jan, DOI: 10.1787/227416754242.
• Arnaud Bourgain & Patrice Pieretti & Jens Høj, 2009, "Can the Financial Sector continue to be the Main Growth Engine in Luxembourg?," OECD Economics Department Working Papers, OECD Publishing, number 660, Jan, DOI: 10.1787/227614871768.
• Arnaud Bourgain & Patrice Pieretti & Jens Høj, 2009, "Le secteur financier peut-il rester le principal moteur de la croissance au Luxembourg?," OECD Economics Department Working Papers, OECD Publishing, number 660, Jan, DOI: 10.1787/227614230400.
• Jane Ellis & Sara Moarif, 2009, "GHG Mitigation Actions: MRV Issues and Options," OECD/IEA Climate Change Expert Group Papers, OECD Publishing, number 2009/1, Mar, DOI: 10.1787/5k4695890xd6-en.