Research classified by Journal of Economic Literature (JEL) codes

2010

• Hans J. Blommestein & Ove Sten Jensen & Thomas Olofsson, 2010, "A Suggested New Approach to the Measurement and Reporting of Gross Short- Term Borrowing Operations by Governments," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 1, pages 171-179, DOI: 10.1787/fmt-2010-5km7k9tnz6hd.
• Hans J. Blommestein & Vincenzo Guzzo & Allison Holland & Yibin Mu, 2010, "Debt Markets: Policy Challenges in the Post-Crisis Landscape," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 1, pages 143-169, DOI: 10.1787/fmt-2010-5km7k9tp0tf3.
• Gert Wehinger, 2010, "Risks Ahead for the Financial Industry in a Changing Interest Rate Environment," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 1, pages 67-84, DOI: 10.1787/fmt-2010-5km7k9tp5zhh.
• Felix Hüfner, 2010, "The German Banking System: Lessons from the Financial Crisis," OECD Economics Department Working Papers, OECD Publishing, number 788, Jul, DOI: 10.1787/5kmbm80pjkd6-en.
• Rauf Gönenç & Saygin Sahinöz & Ozge Tuncel, 2010, "Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs," OECD Economics Department Working Papers, OECD Publishing, number 812, Nov, DOI: 10.1787/5km4nf492j0r-en.
• Sebastian Barnes & Philip R. Lane & Artur Radziwill, 2010, "Minimising Risks from Imbalances in European Banking," OECD Economics Department Working Papers, OECD Publishing, number 828, Dec, DOI: 10.1787/5km33srnz5nt-en.
• Christa Clapp & Alexia Leseur & Oliver Sartor & Gregory Briner & Jan Corfee-Morlot, 2010, "Cities and Carbon Market Finance: Taking Stock of Cities' Experience With Clean Development Mechanism (CDM) and Joint Implementation (JI)," OECD Environment Working Papers, OECD Publishing, number 29, Nov, DOI: 10.1787/5km4hv5p1vr7-en.
• Ungureanu Elena-Adela, 2010, "Studiul relaţiei dintre pieţele de acţiuni din Europa Centrală şi de Est în contextul crizei financiare actuale," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Peter Backé & Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José Maria Serena, 2010, "How Did the Global Financial Crisis Affect the CESEE Region and Latin America? – A Comparative Analysis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 49-66.
• Johannes Pann & Reinhardt Seliger & Julia Übeleis, 2010, "Foreign Currency Lending in Central, Eastern and Southeastern Europe: The Case of Austrian Banks," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 20, pages 56-76.
• Hetes Roxana & Miru Oana & Crâsneac Alexandru, 2010, "The Development And Implications Of The U.S. Subprime Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 742-747, December.
• Hetes Roxana & Miru Oana, 2010, "The Evolution Of The Romanian Economy In The Context Of The International Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 748-753, December.
• Christian Dreger & Jarko Fidrmuc, 2010, "Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 289, Aug.
• Alfred A. Haug & William G. Dewald, 2010, "Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001," Working Papers, University of Otago, Department of Economics, number 1013, Sep, revised Sep 2010.
• Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2010, "Oil Prices, Exchange Rates and Emerging Stock Markets," Working Papers, University of Otago, Department of Economics, number 1014, Sep, revised Sep 2010.
• Philip Arestis & Ajit Singh, 2010, "Financial globalisation and crisis, institutional transformation and equity," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 34, issue 2, pages 225-238, March.
• 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
  [Cross subsidies, external financing constraints, and the contribution of the internal capital market to firm value]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 25, issue 64, pages 703-753.
• Yi-Ting Chen, 2010, "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 345-391, Summer.
• Jens Hilscher & Yves Nosbusch, 2010, "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Review of Finance, European Finance Association, volume 14, issue 2, pages 235-262.
• Christina E. Bannier & Patrick Behr & Andre Güttler, 2010, "Rating opaque borrowers: why are unsolicited ratings lower?," Review of Finance, European Finance Association, volume 14, issue 2, pages 263-294.
• Angelo Ranaldo & Paul Söderlind, 2010, "Safe Haven Currencies," Review of Finance, European Finance Association, volume 14, issue 3, pages 385-407.
• Viktors Ajevskis & Kristine Vitola, 2010, "A Convergence Model of the Term Structure of Interest Rates," Review of Finance, European Finance Association, volume 14, issue 4, pages 727-747.
• Magdalena Dediu & Alina Dobrea, 2010, "Financial Crisis: causes and consequences," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1545-1551, May.
• Cristina Duhnea & Silvia Ghita Mitrescu & Oana Nitu, 2010, "Regulation and deregulation of the financial markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1905-1908, May.
• Murarasu Bogdan, 2010, "Recent Macroeconomic Developments in the New Member States," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 740-745, May.
• Dencic-Mihajlov Ksenija, 2010, "Global Crises and the Dynamics of IPO Activity," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 161-166, October.
• Guni Claudia Nicoleta, 2010, "The Financial Crisis and the Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 324-329, October.
• Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina, 2010, "Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 10, issue 1, pages 73-98, December.
• Christian Thimann, 2010, "Global Roles of Currencies," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Wensheng Peng & Chang Shu, "Currency Internationalization: Global Experiences and Implications for the Renminbi", DOI: 10.1057/9780230245785_1.
• Kosmas Njanike, 2010, "Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 1, pages 217-228.
• Petre Brezeanu & Cristina Maria Triandafil & Cătălin Huidumac, 2010, "Company Financial Diagnosis In CEE Countries," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 13-24.
• Cristina Maria Triandafil & Petre Brezeanu, 2010, "Corporate Financial Analysis And Localization Criteria - Emerging Versus Developed Countries: Case Study On It Commercial Companies," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 341-348.
• Zbigniew Korzeb, 2010, "Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 143-156.
• Guidi, Francesco, 2010, "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper, University Library of Munich, Germany, number 19851, Jan.
• Guidi, Francesco, 2010, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper, University Library of Munich, Germany, number 19853, Jan.
• Estrada, Fernando, 2010, "Meditaciones popperianas sobre la crisis financiera
  [Meditations popperian on financial crisis]," MPRA Paper, University Library of Munich, Germany, number 20095, Jan.
• Gande, Amar & Parsley, David, 2010, "Sovereign Credit Ratings, Transparency and International Portfolio Flows," MPRA Paper, University Library of Munich, Germany, number 21118, Feb.
• Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010, "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper, University Library of Munich, Germany, number 21154, Jan.
• Varga, Gyorgy & Wengert, Maxim, 2010, "The growth and size of the Brazilian mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 21581, Mar.
• Guidi, Francesco & Gupta, Rakesh, 2010, "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper, University Library of Munich, Germany, number 21732, Jan.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 21873, Apr.
• Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010, "Volatility Co-movement of ASEAN-5 Equity Markets," MPRA Paper, University Library of Munich, Germany, number 22244, Apr.
• Alasrag, Hussien, 2010, "صيغ تمويل المشروعات الصغيرة في الاقتصاد الإسلامي
  [Islamic financial instruments and small and medium enterprises]," MPRA Paper, University Library of Munich, Germany, number 22317, Mar.
• Bojańczyk, Mirosław, 2010, "Communication of companies with their surroundings - the manipulation of information and information asymmetry," MPRA Paper, University Library of Munich, Germany, number 24589, Jul.
• Abdel Aal Mahmoud, Ashraf, 2010, "FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data," MPRA Paper, University Library of Munich, Germany, number 24654, Aug.
• Sahoo, Ganeswar, 2010, "International Capital Flows: An empirical study of the relationship between equity and debt investments," MPRA Paper, University Library of Munich, Germany, number 24797, Mar.
• Drama, Bedi Guy Herve & Yao, Shen, 2010, "Management of Stock Price and it Effect on Economic Growth: Case study of West African Financial Markets," MPRA Paper, University Library of Munich, Germany, number 24907, Sep.
• Insel, Aysu & Korkmaz, Abdurrahman, 2010, "The contagion effect: evidences from former Soviet Economies in Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 24999, Sep.
• Nistor, Costel & Panico, Paolo & Nistor, Rozalia & Muntean, Mihaela-Carmen, 2010, "The American mortgage crisis implications on the international economics evolutions," MPRA Paper, University Library of Munich, Germany, number 25368, revised 2010.
• Caprio, Gerard Jr. & D'Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter, 2010, "Macro Financial Determinants of the Great Financial Crisis: Implications for Financial Regulation," MPRA Paper, University Library of Munich, Germany, number 26088, Oct.
• Narciso, Alexandre, 2010, "The impact of population ageing on international capital flows," MPRA Paper, University Library of Munich, Germany, number 26457, Nov.
• Avadanei, Andreea, 2010, "European corporate bond market integration: lessons from EMU," MPRA Paper, University Library of Munich, Germany, number 27309, Dec.
• Kucuk, Ugur N., 2010, "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper, University Library of Munich, Germany, number 27428, May.
• Sarkissian, Sergei & Schill, Michael, 2010, "Why are U.S. firms listed in foreign markets worth more?," MPRA Paper, University Library of Munich, Germany, number 27543.
• Sarkissian, Sergei & Schill, Michael, 2010, "Cross listing waves," MPRA Paper, University Library of Munich, Germany, number 27545.
• Goyenko, Ruslan & Sarkissian, Sergei, 2010, "Flight to Liquidity and Global Equity Returns," MPRA Paper, University Library of Munich, Germany, number 27546.
• Zhu, Junjun & Xie, Shiyu, 2010, "Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 28235, Jun.
• Nagayasu, Jun, 2010, "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper, University Library of Munich, Germany, number 28391, Dec.
• Shehu Usman Rano, Aliyu, 2010, "Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana," MPRA Paper, University Library of Munich, Germany, number 30091, Jan, revised 19 Mar 2011.
• Avadanei, Andreea, 2010, "Analiza efectelor Zonei Unice de Plati in Euro in contextul crizei financiare internationale
  [Analyzing Single Euro Payments Area effects under the international financial crisis]," MPRA Paper, University Library of Munich, Germany, number 31299, Dec.
• Arestis, Philip & Singh, Ajit, 2010, "Financial globalisation and crisis, institutional transformation and equity," MPRA Paper, University Library of Munich, Germany, number 39054, Jun.
• Zawadzki, Krystian & Lewicka, Marta, 2010, "Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia
  [Financial market in Russian Federation – selected issues]," MPRA Paper, University Library of Munich, Germany, number 45043, Oct.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 47190, Apr, revised 17 May 2013.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper, University Library of Munich, Germany, number 47344.
• Ghassan, Hassan B. & Taher, Farid B. & AlDehailan, Salman, 2010, "هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي
  [Does the International Financial Crisis impact the Saudi Arabia Economy? SVAR Model Analysis]," MPRA Paper, University Library of Munich, Germany, number 56358, Mar, revised 23 Nov 2011.
• Ayoki, Milton, 2010, "Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 78846, Dec.
• Degiannakis, Stavros & Floros, Christos, 2010, "Hedge Ratios in South African Stock Index Futures," MPRA Paper, University Library of Munich, Germany, number 96301.
• Degiannakis, Stavros & Floros, Christos, 2010, "VIX Index in Interday and Intraday Volatility Models," MPRA Paper, University Library of Munich, Germany, number 96304.
• Petr Sedláček, 2010, "State-Run Investment Funds: Major Institutional Investors on Global Financial Markets
  [Státní investiční fondy - významný institucionální investor globálních finančních trhů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2010, issue 2, pages 3-22, DOI: 10.18267/j.aop.297.
• Lukáš Chylík, 2010, "IPO influence on the development of stock markets in the countries of the Visegrad four," Ekonomika a Management, Prague University of Economics and Business, volume 2010, issue 4.
• Jorge Guillen, 2010, "Financial Distress and Access to Capital in Emerging Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 1, pages 5-20, DOI: 10.18267/j.pep.361.
• Jan Hanousek & Evžen Kočenda, 2010, "Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU
  [Effect of Intraday Information Flow on the Emerging European Stock Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 435-457, DOI: 10.18267/j.polek.740.
• Ladislav Krištoufek, 2010, "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
  [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 471-487, DOI: 10.18267/j.polek.742.
• Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost, 2010, "Integrácia akciových trhov: DCC MV-GARCH model
  [Stock Market Integration: DCC MV-GARCH Model]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 488-503, DOI: 10.18267/j.polek.743.
• Virginie Coudert & Mathieu Gex, 2010, "Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 15-34, DOI: 10.3406/ecofi.2010.5390.
• Michel Castel, 2010, "La compensation des produits financiers dérivés est-elle la panacée ?," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 65-70, DOI: 10.3406/ecofi.2010.5392.
• Élisabeth Pauly, 2010, "Les statistiques financières en France : évolutions et perspectives," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 27-38, DOI: 10.3406/ecofi.2010.5777.
• Luciana Barbosa & Sónia Costa, 2010, "Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis," Working Papers, Banco de Portugal, Economics and Research Department, number w201022.
• Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2010, "Large Shareholder Diversification And Corporate Risk- Taking," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1241, Jul.
• Del Carpio, Carlos & Zevallos, Mauricio, 2010, "Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 19, pages 47-62.
• Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp & Wolfenzon, Daniel, 2010, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," Working Papers, Banco Central de Reserva del Perú, number 2010-022, Dec.
• Andreas Kaeck & Carol Alexander, 2010, "Stochastic Volatility Jump-Diffusions for Equity Index Dynamics," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-06, Aug.
• Andreas Kaeck & Carol Alexander, 2010, "VIX Dynamics with Stochastic Volatility of Volatility," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-11, Sep.
• Tracy Yue Wang & David Hirshleifer & Bing Han, 2010, "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers, Society for Economic Dynamics, number 1201.
• Cosmin Ilut & Peter Benczur, 2010, "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers, Society for Economic Dynamics, number 91.
• Robert Schneider & Gheorghe Ciobanu, 2010, "Capital-Protected Structured Bonds," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 37, pages 69-93, September.
• Cristina Badarau-Semenescu, & Gregory Levieuge, 2010, "Assessing the Potential Strength of a Bank Capital Channel in Europe: A Principal Component Analysis," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, volume 2, issue 1, pages 005-016, June.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series, Rimini Centre for Economic Analysis, number 06_10, Jan.
• Maria Christidou & Theodore Panagiotidis, 2010, "Purchasing Power Parity and the European Single Currency: Some New Evidence," Working Paper series, Rimini Centre for Economic Analysis, number 19_10, Jan.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2010, "The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies," Working Paper series, Rimini Centre for Economic Analysis, number 34_10, Jan.
• Stephen Grenville, 2010, "The Evolving Postcrisis World," ADB Economics Working Paper Series, Asian Development Bank, number 207, Jul.
• Jian-Xin Wang, 2010, "A Multi-Factor Measure for Cross-Market Liquidity Commonality," ADB Economics Working Paper Series, Asian Development Bank, number 230, Oct.
• Rakesh Mohan & Muneesh Kapur, 2010, "Liberalization and Regulation of Capital Flows: Lessons for Emerging Market Economies," ADBI Working Papers, Asian Development Bank Institute, number 186, Jan.
• Joshua Aizenman, 2010, "International Reserves and Swap Lines in Times of Financial Distress: Overview and Interpretations," ADBI Working Papers, Asian Development Bank Institute, number 192, Feb.
• Chalongphob Sussangkarn, 2010, "The Chiang Mai Initiative Multilateralization: Origin, Development and Outlook," ADBI Working Papers, Asian Development Bank Institute, number 230, Jul.
• Winnie P. H. Poon & Kam C. Chan, 2010, "Solicited and Unsolicited Credit Ratings: A Global Perspective," ADBI Working Papers, Asian Development Bank Institute, number 244, Aug.
• Richard Reid, 2010, "Financial Development: A Broader Perspective," ADBI Working Papers, Asian Development Bank Institute, number 258, Dec.
• Alfred Hannig & Stefan Jansen, 2010, "Financial Inclusion and Financial Stability: Current Policy Issues," ADBI Working Papers, Asian Development Bank Institute, number 259, Dec.
• Douglas Arner & Lotte Schou-Zibell, 2010, "Responding to the Global Financial and Economic Crisis: Meeting the Challenges in Asia," Working Papers on Regional Economic Integration, Asian Development Bank, number 60, Oct.
• Oleg Tsatsura, 2010, "A Smooth Transition GARCH-M Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 17, issue 1, pages 45-61.
• Abdulnasser Hatemi-J, 2010, "Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 3, pages 297-304.
• Imad A. Moosa, 2010, "The Profitability of Carry Trade - La redditività del carry trade," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 3, pages 361-380.
• Georg Inderst, 2010, "Infrastructure as an asset class," EIB Papers, European Investment Bank, Economics Department, number 3/2010, Dec.
• Andrew C. Worthington & Helen Higgs, 2010, "Assessing Financial Integration in the European Union Equity Markets: Panel Unit Root and Multivariate Cointegration and Causality Evidence," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 25, pages 457-479.
• M. Kabir Hassan & Eric Girard, 2010, "Faith-Based Ethical Investing: The Case Of Dow Jones Islamic Indexes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 17, pages 1-31.
• Waldemar Rotfuß, 2010, "Options, futures, and other derivatives in Russia: an overview," Journal of Financial Transformation, Capco Institute, volume 29, pages 149-154.
• Simon Strong, 2010, "Development of SRI funds and markets," Journal of Financial Transformation, Capco Institute, volume 29, pages 123-129.
• Haim Kedar-Levy & Xiaoyan Yu & Akiko Kamesaka & Uri Ben-Zion, 2010, "Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges," Journal of Financial Transformation, Capco Institute, volume 30, pages 133-139.
• Hong Li, 2010, "The effect of China's stock market reforms on market interdependence," Economics Discussion Papers, School of Economics, Kingston University London, number 2010-4, Dec.
• Claudia Gabriela BAICU, 2010, "Basel Iii – A New Approach To Improve International Financial Stability," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 3, pages 117-123.
• Dedu, Vasile & Mihai, Irina & Neagu, Florian, 2010, "Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 265-279, July.
• Cristian PAUN & Stefan UNGUREANU, 2010, "Managerial Approach of International Initial Public Offerings Valuation," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 5, pages 905-915, December.
• David Fadiran & Hammed Amusa, 2019, "The J-Curve Phenomenon: Evidence from Commodity Trade Between South Africa and the United States," ERSA Working Paper Series, Economic Research Southern Africa, number 187, May.
• Sunil S. Poshakwale & Chandra Thapa, 2010, "Foreign Investors and Global Integration of Emerging Indian Equity Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 1, pages 1-24, April, DOI: 10.1177/097265271000900101.
• Alexander Schätz, 2010, "Macroeconomic Effects on Emerging Market Sector Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 131-169, August, DOI: 10.1177/097265271000900202.
• Mahfuzul Haque & Oscar Varela, 2010, "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 171-197, August, DOI: 10.1177/097265271000900203.
• Jianhua Zhang & Clas Wihlborg, 2010, "CAPM in Up and Down Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 229-255, August, DOI: 10.1177/097265271000900205.
• Mohamed Abdelaziz Eissa & Georgios Chortareas & Andrea Cipollini, 2010, "Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 257-284, December, DOI: 10.1177/097265271000900301.
• Stavros Degiannakis & Christos Floros, 2010, "Hedge Ratios in South African Stock Index Futures," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 285-304, December, DOI: 10.1177/097265271000900302.
• Vasileios Kallinterakis & Nomana Munir & Mirjana Radovic-Markovic, 2010, "Herd Behaviour, Illiquidity and Extreme Market States," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 305-324, December, DOI: 10.1177/097265271000900303.
• A.K. Bhattacharya, 2010, "Indian Perspectives on International Financial Institution (IFI) Reforms with Special Emphasis on the International Monetary Fund," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 2, pages 139-155, May, DOI: 10.1177/097380101000400201.
• David Vines, 2010, "The Global Macroeconomic Crisis and G20 Macroeconomic Policy Coordination," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 2, pages 157-175, May, DOI: 10.1177/097380101000400202.
• John Sarich & Jason Hecht, 2010, "Competition and International Equity Returns: Some Empirical Tests of “Turbulent Arbitrageâ€," Review of Radical Political Economics, Union for Radical Political Economics, volume 42, issue 1, pages 5-31, March.
• Marek Dabrowski, 2010, "The Global Financial Crisis and its Impact on Emerging Market Economies in Europe and the CIS: Evidence from mid-2010," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 411, Oct.
• Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta, 2010, "EMU and European government bond market integration," Journal of Banking & Finance, Elsevier, volume 34, issue 12, pages 2851-2860, December.
• Beine, Michel & Cosma, Antonio & Vermeulen, Robert, 2010, "The dark side of global integration: Increasing tail dependence," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 184-192, January.
• Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan, 2010, "The degree of financial liberalization and aggregated stock-return volatility in emerging markets," Journal of Banking & Finance, Elsevier, volume 34, issue 3, pages 509-521, March.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1383-1399, June.
• Baur, Dirk G. & McDermott, Thomas K., 2010, "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1886-1898, August.
• Beer, Christian & Ongena, Steven & Peter, Marcel, 2010, "Borrowing in foreign currency: Austrian households as carry traders," Journal of Banking & Finance, Elsevier, volume 34, issue 9, pages 2198-2211, September.
• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2010, "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Journal of Economic Behavior & Organization, Elsevier, volume 74, issue 3, pages 187-205, June.
• van der Ploeg, Frederick & Poelhekke, Steven, 2010, "The pungent smell of "red herrings": Subsoil assets, rents, volatility and the resource curse," Journal of Environmental Economics and Management, Elsevier, volume 60, issue 1, pages 44-55, July.
• Calomiris, Charles W. & Fisman, Raymond & Wang, Yongxiang, 2010, "Profiting from government stakes in a command economy: Evidence from Chinese asset sales," Journal of Financial Economics, Elsevier, volume 96, issue 3, pages 399-412, June.
• Navarro-García, Juan Carlos & Bastida, Francisco, 2010, "An empirical insight on Spanish listed companies’ perceptions of International Financial Reporting Standards," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 19, issue 2, pages 110-120, DOI: 10.1016/j.intaccaudtax.2010.07.003.
• Ranaldo, Angelo & Rossi, Enzo, 2010, "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 486-503, April.
• Fatum, Rasmus & Hutchison, Michael M., 2010, "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 570-584, April.
• Engsted, Tom & Hyde, Stuart & Møller, Stig V., 2010, "Habit formation, surplus consumption and return predictability: International evidence," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1237-1255, November.
• Schrimpf, Andreas, 2010, "International stock return predictability under model uncertainty," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1256-1282, November.
• Menkhoff, Lukas & Schmeling, Maik, 2010, "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1283-1302, November.
• Nitschka, Thomas, 2010, "Cashflow news, the value premium and an asset pricing view on European stock market integration," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1406-1423, November.
• Serwa, Dobromil, 2010, "Larger crises cost more: Impact of banking sector instability on output growth," Journal of International Money and Finance, Elsevier, volume 29, issue 8, pages 1463-1481, December.
• Pojarliev, Momtchil & Levich, Richard M., 2010, "Trades of the living dead: Style differences, style persistence and performance of currency fund managers," Journal of International Money and Finance, Elsevier, volume 29, issue 8, pages 1752-1775, December.
• Shin, Sangheon & Soydemir, Gökçe, 2010, "Exchange-traded funds, persistence in tracking errors and information dissemination," Journal of Multinational Financial Management, Elsevier, volume 20, issue 4-5, pages 214-234, December.
• Johansson, Anders C., 2010, "Asian sovereign debt and country risk," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 4, pages 335-350, September.
• Malin, Mirela & Bornholt, Graham, 2010, "Predictability of future index returns based on the 52-week high strategy," The Quarterly Review of Economics and Finance, Elsevier, volume 50, issue 4, pages 501-508, November.
• Cotter, John & Dowd, Kevin, 2010, "Intra-day seasonality in foreign exchange market transactions," International Review of Economics & Finance, Elsevier, volume 19, issue 2, pages 287-294, April.
• Aizenman, Joshua & Pasricha, Gurnain Kaur, 2010, "Selective swap arrangements and the global financial crisis: Analysis and interpretation," International Review of Economics & Finance, Elsevier, volume 19, issue 3, pages 353-365, June.
• Saleem, Kashif & Vaihekoski, Mika, 2010, "Time-varying global and local sources of market and currency risks in Russian stock market," International Review of Economics & Finance, Elsevier, volume 19, issue 4, pages 686-697, October.
• Alagidede, Paul & Panagiotidis, Theodore, 2010, "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, volume 19, issue 3, pages 91-100, August.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert D., 2010, "Does volume help in predicting stock returns? An analysis of the Australian market," Research in International Business and Finance, Elsevier, volume 24, issue 2, pages 146-157, June.
• Dirk G. Baur, 2010, "Financial Contagion and the Real Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-16, May.
• De la Torre, Augusto & Ize, Alain, 2010, "Containing systemic risk: paradigm-based perspectives on regulatory reform," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123396, Oct.
• Pedro Martínez de Alegría & Iñaki Beristain Etxabe, 2010, "El Sistema Financiero Vasco: evolución de las entidades de depósito en la Comunidad Autónoma de Euskadi 1980-2009," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 25, issue 03, pages 184-193.
• Marina Martynova & Luc Renneboog, 2010, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, Edward Elgar Publishing, chapter 3, in: Alessio M. Pacces, "The Law and Economics of Corporate Governance".
• Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra, 2010, "¿Influyen los tigres asiáticos en el comportamiento gregario español?," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 423-444, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Castillo Maldonado, Carlos Eduardo, 2010, "Efectividad de la intervención cambiaria en Guatemala," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 557-583, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.
• García, C. José & Herrero, Begoña & Ibáñez, Ana M., 2010, "El papel de la liquidez en el efecto de la nueva información. El caso de Latibex," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 651-682, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.

2009

• Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009, "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 112-127, February.
• Flavin, Thomas J. & Panopoulou, Ekaterini, 2009, "On the robustness of international portfolio diversification benefits to regime-switching volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 140-156, February.
• Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009, "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 2, pages 222-239, April.
• Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2009, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 415-431, July.
• Gnabo, Jean-Yves & Teiletche, Jérôme, 2009, "Foreign-exchange intervention strategies and market expectations: insights from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 432-446, July.
• Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009, "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 490-505, July.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009, "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, volume 33, issue 10, pages 1741-1754, October.
• Kocenda, Evzen & Poghosyan, Tigran, 2009, "Macroeconomic sources of foreign exchange risk in new EU members," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2164-2173, November.
• Ranaldo, Angelo, 2009, "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 33, issue 12, pages 2199-2206, December.
• Beine, Michel & Bernal, Oscar & Gnabo, Jean-Yves & Lecourt, Christelle, 2009, "Intervention policy of the BoJ: A unified approach," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 904-913, May.
• Darvas, Zsolt, 2009, "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 944-957, May.
• Christiansen, Charlotte & Ranaldo, Angelo, 2009, "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1048-1057, June.
• Fratzscher, Marcel & Mehl, Arnaud, 2009, "Do China and oil exporters influence major currency configurations?," Journal of Comparative Economics, Elsevier, volume 37, issue 3, pages 335-358, September.
• Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2009, "Cross-dynamics of volatility term structures implied by foreign exchange options," Journal of Economics and Business, Elsevier, volume 61, issue 5, pages 355-375, September.
• Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009, "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 1-23, January.
• Bekaert, Geert & Engstrom, Eric & Xing, Yuhang, 2009, "Risk, uncertainty, and asset prices," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 59-82, January.
• Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009, "Global private information in international equity markets," Journal of Financial Economics, Elsevier, volume 94, issue 1, pages 18-46, October.
• Fratzscher, Marcel & Imbs, Jean, 2009, "Risk sharing, finance, and institutions in international portfolios," Journal of Financial Economics, Elsevier, volume 94, issue 3, pages 428-447, December.
• Choi, Jin W., 2009, "An Examination into Rationality and Operational Efficiency of Exchange Mergers," The Journal of Economic Asymmetries, Elsevier, volume 6, issue 1, pages 89-103, DOI: 10.1016/j.jeca.2009.01.007.
• Flavin, Thomas J. & Sygelaki, Eirini, 2009, "Financial vs. Non-financial Stocks: Time-varying Correlations and Risks," The Journal of Economic Asymmetries, Elsevier, volume 6, issue 3, pages 71-92, DOI: 10.1016/S1703-4949(16)30052-4.
• Lai, YiHao & Chen, Cathy W.S. & Gerlach, Richard, 2009, "Optimal dynamic hedging via copula-threshold-GARCH models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2609-2624, DOI: 10.1016/j.matcom.2008.12.010.
• Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L., 2009, "The impact of structural breaks on the integration of the ASEAN-5 stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2654-2664, DOI: 10.1016/j.matcom.2008.12.012.
• Hakim, Abdul & McAleer, Michael, 2009, "Forecasting conditional correlations in stock, bond and foreign exchange markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2830-2846, DOI: 10.1016/j.matcom.2008.07.013.
• Giofré, Maela, 2009, "The role of information asymmetries and inflation hedging in international equity portfolios," Journal of Multinational Financial Management, Elsevier, volume 19, issue 4, pages 237-255, October.
• Brammer, Stephen & Brooks, Chris & Pavelin, Stephen, 2009, "The stock performance of America's 100 Best Corporate Citizens," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 1065-1080, August.
• Nektarios Aslanides & Mardi Dungey & Christos S. Savva, 2009, "Modelling Change in Financial Market Integration," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-07, Feb.
• Benjamin Chabot & Christopher J. Kurz, 2009, "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers, Economic Growth Center, Yale University, number 972, Jun.
• Nieto-Parra, Sebastián, 2009, "Who saw sovereign debt crises coming?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123066, Oct.
• Bena, Jan, 2009, "The effect of credit rationing on the shape of the competition-innovation relationship," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24419, Mar.
• De Paoli, Bianca, 2009, "Monetary policy under alternative asset market structures: the case of a small open economy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28595.
• Foley-Fisher, Nathan & Guimaraes, Bernardo, 2009, "US real interest rates and default risk in emerging economies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28683.
• Brinkman, Marcel & Fankhauser, Samuel & Irons, Ben & Weyers, Stephan, 2009, "The carbon market in 2020: volumes, prices and gains from trade," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 37614, Nov.
• De Paoli, Bianca, 2009, "Monetary policy under alterative asset market structures: the case of a small open economy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 51586.
• Lars Boerner & Oliver Volckart, 2009, "Currency unions, optimal currency areas and the integration of financial markets: Central Europe, 14-16thcenturies," Working Papers, Economic History Society, number 9012, Apr.
• Guonan Ma & Eli Remolona, 2009, "Learning by Doing in Market Reform: Lessons from a Regional Bond Fund," Chapters, Edward Elgar Publishing, chapter 4, in: Koichi Hamada & Beate Reszat & Ulrich Volz, "Towards Monetary and Financial Integration in East Asia".
• William H. Branson & Conor N. Healy, 2009, "Monetary and Exchange Rate Policy Coordination in ASEAN+1," Chapters, Edward Elgar Publishing, chapter 9, in: Koichi Hamada & Beate Reszat & Ulrich Volz, "Towards Monetary and Financial Integration in East Asia".
• Mejra Festić & Sebastijan Repina & Alenka Kavkler, 2009, "The Up-Coming Crisis and the Banking Sector in the Baltic States," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue 3, pages 269-291, September.
• Anand Bansal & J.S. Pasricha, 2009, "Investment Trends Of Foreign Institutional Investors In India: An Analytical Overview," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 1, issue 3 (Decemb, pages 307-318.
• Marie Briere & Bastien Drut, 2009, "The Revenge of Purchasing Power Parity on Carry Trades during Crises," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-013.RS.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-014.RS.