Research classified by Journal of Economic Literature (JEL) codes

2009

• Bastien Drut, 2009, "Nice but cautious guys: The cost of responsible investing in the bond markets," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-034.RS.
• Nagehan KESKİN, 2009, "Sermaye Kontrolleri: Nedenleri, Türleri ve Ülke Deneyimleri," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2009-1.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009, "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, volume 36, issue 1, pages 201-229, February, DOI: 10.1007/s00181-008-0192-3.
• Sunil Kumar & Rachita Gulati, 2009, "Did efficiency of Indian public sector banks converge with banking reforms?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 56, issue 1, pages 47-84, March, DOI: 10.1007/s12232-008-0057-2.
• José Dias Curto & João Tomaz & José Castro Pinto, 2009, "A new approach to bad news effects on volatility: the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 8, issue 1, pages 23-36, April, DOI: 10.1007/s10258-009-0037-9.
• Michele Fratianni, 2009, "The Evolutionary Chain of International Financial Centers," Springer Books, Springer, chapter 12, in: Alberto Zazzaro & Michele Fratianni & Pietro Alessandrini, "The Changing Geography of Banking and Finance", DOI: 10.1007/978-0-387-98078-2_12.
• Giulio Piller & Elvis Zaccariotto, 2009, "Cyber-Laundering: The Union Between New Electronic Payment Systems and Criminal Organizations," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 1, pages 62-76, May, DOI: 10.1007/s11300-009-0048-3.
• Edgar Karapetyan & Anna Atoyan & Marta Sandoyan & Demeh Daradkah, 2009, "Financial Intermediation Modernization in Countries with Transition Economy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 2, pages 287-298, June, DOI: 10.1007/s11300-009-0067-0.
• Antonio Afonso & Pedro Gomes & Philipp Rother, 2009, "Ordered response models for sovereign debt ratings," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 8, pages 769-773, DOI: 10.1080/13504850701221931.
• Ekaterini Panopoulou & Theologos Pantelidis, 2009, "Integration at a cost: evidence from volatility impulse response functions," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 11, pages 917-933, DOI: 10.1080/09603100802112300.
• Victor Pontines & Reza Siregar, 2009, "Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 9, pages 745-752, DOI: 10.1080/09603100802167239.
• Jorge Farinha & Oscar Lopez-de-Foronda, 2009, "The relation between dividends and insider ownership in different legal systems: international evidence," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 2, pages 169-189, DOI: 10.1080/13518470802588718.
• Joachim Grammig & Andreas Schrimpf & Michael Schuppli, 2009, "Long-horizon consumption risk and the cross-section of returns: new tests and international evidence," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 5-6, pages 511-532, DOI: 10.1080/13518470902872285.
• Anders Johansson, 2009, "An analysis of dynamic risk in the Greater China equity markets," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 7, issue 3, pages 299-320, DOI: 10.1080/14765280903073165.
• Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009, "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 5, pages 607-619, DOI: 10.1080/14697680802637882.
• Adnan Kasman, 2009, "Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 9, issue 1, pages 1-14.
• Nikolaos Sariannidis & Ioannis Koskosas & Nikos Kartalis & George Konteos, 2009, "Macroeconomic effects on D.J.S.I.-World Returns," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 2, issue 2, pages 95-110, December.
• Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009, "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-67.
• Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2009, "Cross-Border Exposures and Financial Contagion," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-20.
• Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009, "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 33c2d6de-346d-4575-bb25-b.
• Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2009, "Cross-Border Exposures and Financial Contagion," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9c71b91d-76f5-4b50-b722-b.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-608, Jan.
• Abdul Hakim & Michael McAleer, 2009, "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-676, Oct.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-693, Dec.
• Finn Østrup & Lars Oxelheim & Clas Wihlborg, 2009, "Origins and Resolution of Financial Crises: Lessons from the Current and Northern European Crises," Asian Economic Papers, MIT Press, volume 8, issue 3, pages 178-220, Fall.
• Abul Shamsuddin & Jae H Kim, 2009, "Short-Horizon Return Predictability in International Equity Markets," Working Papers, School of Economics, La Trobe University, number 2009.01.
• Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca, 2009, "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-17.
• Martijn Konings & Leo Panitch, 2009, "Global finance in crisis," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 19, pages 29-57.
• Uluc Aysun, 2009, "An alternative method for measuring financial frictions," Working papers, University of Connecticut, Department of Economics, number 2009-34, Oct.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers, University of Washington, Department of Economics, number UWEC-2009-04, Feb.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "A Macro-Finance Approach to Exchange Rate Determination," Working Papers, University of Washington, Department of Economics, number UWEC-2009-24-R, Dec, revised May 2010.
• Jorge Selaive & Beatriz Velásquez & José Miguel Villena, 2009, "NOTA TECNICA Medidas extendidas de restricciones a los flujos de capitales," Estudios de Economia, University of Chile, Department of Economics, volume 36, issue 1 Year 20, pages 97-110, June.
• Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2009, "Indexed Sovereign Debt: An Applied Framework," Business School Working Papers, Universidad Torcuato Di Tella, number 2009-01, Jan.
• María Luisa Saavedra García & Teresa de Jesús Vargas Vega & Heriberto Moreno Uribe, 2009, "Social impact of bankruptcy: The case of Dina S.A. a Mexican automobile firm," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 34, issue 28, pages 75-101, July-Dece.
• Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika, 2009, "Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-11.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2009, "Sovereign default, domestic banks and financial institutions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1170, Aug, revised Feb 2012.
• Francisco Peñaranda & Augusto Rupérez-Micola, 2009, "On the drivers of commodity co-movement: Evidence from biofuels," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1174, Oct, revised Oct 2011.
• Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-06, Apr.
• Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009, "The Implementation of SNB Monetary Policy," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-08, Apr.
• Jarita DUASA & Salina H. KASSIM, 2009, "Herd Behavior In Malaysian Capital Market: An Empirical Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 1(7)_ Spr.
• Simona Benedettini, 2009, "On Convergence across Transition Economies’ Financial Markets: the Role of Creditor Rights," Department of Economics University of Siena, Department of Economics, University of Siena, number 580, Nov.
• Pop, Napoleon, 2009, "Financial Crisis. Challenges For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 13, issue 1, pages 89-99, March.
• Harrison, Barry & Moore, Winston, 2009, "Stock Market Como Vement In The European Union And Transition Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 13, issue 3, pages 124-151.
• Hadj Amor Thouraya & El Araj Rita, 2009, "Dynamique a long terme du taux de change réel, Libéralisation Commerciale et Intégration Financiere: Cas des Pays du Sud et de l’Est Méditerranéen," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 1, pages 73-93.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 2, pages 241-260.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-11.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "High-Frequency and Model-Free Volatility Estimators," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-13.
• Hostland, Doug, 2009, "Low-Income Countries' Access to Private Debt Markets," Policy Research Working Paper Series, The World Bank, number 4829, Feb.
• Ralf Fendel & Eliza M. Lis & Jan-Christoph Rülke, 2009, "Do Euro Area Forecasters (Still) Have Faith in Macroeconomic Building Blocks? – Expectation Formation when Economics is in Crisis," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 09-03, Oct.
• Francis X. 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, DOI: 10.1111/j.1468-0297.2008.02208.x.
• Antonio Diez De Los Rios, 2009, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 4, pages 755-766, June, DOI: 10.1111/j.1538-4616.2009.00230.x.
• John M Longo (ed.), 2009, "Hedge Fund Alpha:A Framework for Generating and Understanding Investment Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7012, ISBN: ARRAY(0x5555bc48).
• John M. Longo, 2009, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo, 2009, "Hedge Fund Research Vs. Traditional Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Jorge Barreiro & John M. Longo, 2009, "Achieving Hedge Fund Alpha In Brazil," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Irina Samoylova & John M. Longo, 2009, "Achieving Hedge Fund Alpha In Russia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Ali Jaffery & John M. Longo, 2009, "Achieving Hedge Fund Alpha In India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo & Wei-Kang Shih & Ben Sopranzetti, 2009, "Achieving Hedge Fund Alpha In China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Sanjeev Khullar, 2009, "Using Derivatives To Create Alpha," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Saad Rathore, 2009, "Best Execution Of Hedge Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo, 2009, "Growth Of The Hedge Fund Management Company: Evolving From A Single Strategy Fund To A Multistrategy Fund Or Multiple Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Jeffrey Glattfelder & John Longo & Stephen Spence, 2009, "Fund Of Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo, 2009, "The Psychology Of Hedge Fund Managers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Saad Rathore, 2009, "Risk Management For Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Erman Civelek, 2009, "Hedge Fund Due Diligence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo & Yaxuan Qi, 2009, "From Birth To Death: The Lifecycle Of A Hedge Fund Investment Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Mitchell D. Eichen & John M. Longo, 2009, "The Future Of Hedge Funds: Seven Emerging Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Maela Giofre, 2009, "Convergence of EMU Equity Portfolios," FIW Working Paper series, FIW, number 028, Feb.
• Gurnain Kaur Pasricha, 2009, "Bank Competition and International Financial Integration: Evidence using a new index," FIW Working Paper series, FIW, number 037, Nov.
• Bogdan DIMA & Mircea Mihai ROB, 2009, "Remarks on Romanian Capital Market Volatility in the Framework of an Power ARCH (PARCH) Model," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 2, issue 2(6), pages 77-82.
• Domagoj Sajter & Tomislav Ćorić, 2009, "(I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0901, Jan.
• Domagoj Sajter Tomislav Æoriæ, 2009, "(I)rationality of Investors on Croatian Stock Market: Explaining the Impact of American Indices on Croatian Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 12, issue 2, pages 57-72, November.
• Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009, "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2009-01, Jan.
• Westerhoff, Frank, 2009, "A simple agent-based financial market model: Direct interactions and comparisons of trading profits," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 61.
• Dieci, Roberto & Westerhoff, Frank, 2009, "A simple model of a speculative housing market," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 62.
• Schulz, Alexander & Stapf, Jelena, 2009, "Price discovery on traded inflation expectations: does the financial crisis matter?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,25.
• Uhlenbrock, Birgit, 2009, "Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,08.
• Erdogan, Burcu, 2009, "How does European Integration affect the European Stock Markets?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 80.
• Kühl, Michael, 2009, "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 89.
• Grammig, Joachim G. & Schrimpf, Andreas & Schuppli, Michael, 2009, "Long-horizon consumption risk and the cross-section of returns: New tests and international evidence," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-02.
• Laux, Christian & Leuz, Christian, 2009, "The crisis of fair value accounting: Making sense of the recent debate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/09.
• Laux, Christian & Leuz, Christian, 2009, "Did fair-value accounting contribute to the financial crisis?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/22.
• Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph, 2009, "Empirische Analyse der Drawdowns von Dach-Hedgefonds," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 109.
• Bannier, Christina E. & Behr, Patrick & Güttler, André, 2009, "Rating opaque borrowers: why are unsolicited ratings lower?," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 133.
• Jost, Thomas, 2009, "Sovereign Wealth Funds: Size, economic effects and policy reactions," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 13.
• Demary, Markus, 2009, "Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-47.
• Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2009, "Defending against speculative attacks," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-011.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2009, "Higher-order beliefs among professional stock market forecasters: some first empirical tests," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-042.
• Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel, 2009, "The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-045.
• Schindler, Felix & Rottke, Nico & Füss, Roland, 2009, "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-054.
• Thomas Nitschka, 2009, "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 405, Mar.
• 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.
• Chabot, Benjamin & Kurz, Christopher J., 2009, "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers, Yale University, Department of Economics, number 64, Jun.
• Laux, Christian & Leuz, Christian, 2009, "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, volume 34, issue 6-7, pages 826-834, August.
• Smith, Katherine A. & Valderrama, Diego, 2009, "The composition of capital inflows when emerging market firms face financing constraints," Journal of Development Economics, Elsevier, volume 89, issue 2, pages 223-234, July.
• Catão, Luis A.V. & Fostel, Ana & Kapur, Sandeep, 2009, "Persistent gaps and default traps," Journal of Development Economics, Elsevier, volume 89, issue 2, pages 271-284, July.
• Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009, "Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news," Economic Modelling, Elsevier, volume 26, issue 2, pages 526-531, March.
• Tavares, José, 2009, "Economic integration and the comovement of stock returns," Economics Letters, Elsevier, volume 103, issue 2, pages 65-67, May.
• de los Rios, Antonio Diez, 2009, "Exchange rate regimes, globalisation, and the cost of capital in emerging markets," Emerging Markets Review, Elsevier, volume 10, issue 4, pages 311-330, December.
• Cuadro-Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian, 2009, "The transmission of emerging market shocks to global equity markets," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 2-17, January.
• Schmeling, Maik, 2009, "Investor sentiment and stock returns: Some international evidence," Journal of Empirical Finance, Elsevier, volume 16, issue 3, pages 394-408, June.
• Rua, António & Nunes, Luís C., 2009, "International comovement of stock market returns: A wavelet analysis," Journal of Empirical Finance, Elsevier, volume 16, issue 4, pages 632-639, September.
• Frijns, Bart & Schotman, Peter, 2009, "Price discovery in tick time," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 759-776, December.
• Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009, "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 777-792, December.
• Hanousek, Jan & Kocenda, Evzen & Kutan, Ali M., 2009, "The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data," Journal of Financial Stability, Elsevier, volume 5, issue 2, pages 199-219, June.
• Fatum, Rasmus & Pedersen, Jesper, 2009, "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, volume 78, issue 1, pages 11-20, June.
• Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009, "Exchange rate management in emerging markets: Intervention via an electronic limit order book," Journal of International Economics, Elsevier, volume 79, issue 1, pages 54-63, September.
• Sheremet, Oleg & Lucas, André, 2009, "Global loss diversification in the insurance sector," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 3, pages 415-425, June.
• Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2009, "Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 1, pages 25-34, August.
• Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009, "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-01, Jan.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-15, Apr.
• Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2009, "Global Asset Pricing: Is There a Role for Long-run Consumption Risk?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-57, Nov.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009, "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 127-154, July.
• Charles Engel & Akito Matsumoto, 2009, "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 155-188, July.
• Giovanni Palmerio, 2009, "Some Thoughts on Financial Innovation and Financial Crises," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue 26, pages 522-532, June.
• 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 Staff Working Paper series, 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.