Research classified by Journal of Economic Literature (JEL) codes

2009

• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu, 2009, "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 268-279, DOI: 10.1002/ijfe.373.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009, "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 1-1, DOI: 10.1002/ijfe.388.
• Ms. Inci Ötker & Mr. Karl Driessen & Ms. Zsofia Arvai, 2009, "Regional Financial Interlinkages and Financial Contagion within Europe," IMF Working Papers, International Monetary Fund, number 2009/006, Jan.
• Mr. Akito Matsumoto & Mr. Charles Engel, 2009, "The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers, International Monetary Fund, number 2009/012, Jan.
• Mr. Thomas Stratmann & Mr. Bernardin Akitoby, 2009, "The Value of Institutions for Financial Markets: Evidence From Emerging Markets," IMF Working Papers, International Monetary Fund, number 2009/027, Feb.
• Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009, "The Valuation Channel of External Adjustment," IMF Working Papers, International Monetary Fund, number 2009/275, Dec.
• John R. Graham & Campbell R. Harvey & Hai Huang, 2009, "Investor Competence, Trading Frequency, and Home Bias," Management Science, INFORMS, volume 55, issue 7, pages 1094-1106, July, DOI: 10.1287/mnsc.1090.1009.
• Lagunes, Mario & Watkins, Karen, 2009, "Efectos de las Crisis Anticipadas y No Anticipadas sobre El Contagio Financiero Internacional," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 08, pages 101-148, primer se.
• Rosa Borges, 2009, "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/37, Sep.
• Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
• Martin Eling & Luisa Tibiletti, 2009, "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 2, pages 209-210, June, DOI: 10.1007/s11293-009-9169-7.
• Tijmen Daniëls, 2009, "Unique Equilibrium in a Dynamic Model of Speculative Attacks," De Economist, Springer, volume 157, issue 4, pages 417-439, December, DOI: 10.1007/s10645-009-9130-9.
• Marcel Naujoks & Kevin Aretz & Alexander Kerl & Andreas Walter, 2009, "Do German security analysts herd?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 1, pages 3-29, March, DOI: 10.1007/s11408-008-0093-7.
• Nikolas Rokkanen, 2009, "Lemmings in the bond market? An empirical analysis of the term structure of credit spreads," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 1, pages 31-57, March, DOI: 10.1007/s11408-008-0096-4.
• Ernst Konrad, 2009, "The impact of monetary policy surprises on asset return volatility: the case of Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 111-135, June, DOI: 10.1007/s11408-009-0102-5.
• Burkart Mönch, 2009, "Liquidating large security positions strategically: a pragmatic and empirical approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 157-186, June, DOI: 10.1007/s11408-009-0103-4.
• Jie Zhu, 2009, "Pricing volatility of stock returns with volatile and persistent components," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 243-269, September, DOI: 10.1007/s11408-009-0107-0.
• Thomas Jordan & Angelo Ranaldo & Paul Söderlind, 2009, "The implementation of SNB monetary policy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 4, pages 349-359, December, DOI: 10.1007/s11408-009-0118-x.
• Gerald Lander & Katherine Barker & Margarita Zabelina & Tiffany Williams, 2009, "Subprime Mortgage Tremors: An International Issue," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 1-16, February, DOI: 10.1007/s11294-008-9177-4.
• Seung Han & Yoon Shin & Walter Reinhart & William Moore, 2009, "Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 2, pages 141-166, April, DOI: 10.1007/s10693-008-0049-0.
• Shinhua Liu & Zhen Zhu, 2009, "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer;Western Finance Association, volume 36, issue 1, pages 65-83, August, DOI: 10.1007/s10693-009-0063-x.
• Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009, "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 2, pages 137-154, February, DOI: 10.1007/s11146-007-9079-x.
• Yue-cheong Chan & Louis Cheng, 2009, "Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 2, pages 159-176, August, DOI: 10.1007/s11156-009-0108-0.
• Steven Cahan & David Emanuel & Jerry Sun, 2009, "The effect of earnings quality and country-level institutions on the value relevance of earnings," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 371-391, November, DOI: 10.1007/s11156-009-0117-z.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, volume 25, pages 387-411.
• Yushi Yoshida & Jan C. Rülke, 2009, "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 35, Oct, revised Dec 2009.
• Yushi Yoshida, 2009, "Financial crisis, exchange rate and stock market integration," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 38, Dec.
• Gregory James & Michail Karoglou, 2009, "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_11, Sep, revised Sep 2009.
• Marina-Eliza Spaliara & Serafeim Tsoukas, 2009, "The role of bond finance in firms' survival during the Asian crisis," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_17, Nov.
• Werner Kristjanpoller Rodríguez, 2009, "An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 189-208.
• Jamshed Y. Uppal, 2009, "The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 14, issue 2, pages 1-47, Jul-Dec.
• Rudolph, Bernd, 2009, "Die internationale Finanzkrise: Ursachen, Treiber, Veränderungsbedarf und Reformansätze," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10964, Aug.
• Rousova, Linda, 2009, "Are the Central European Stock Markets Still Different? A Cointegration Analysis," Discussion Papers in Economics, University of Munich, Department of Economics, number 10993, Sep.
• Marcel Brinkman & Samuel Fankhauser & Ben Irons & Stephan Weyers, 2009, "The carbon market in 2020: volumes, prices and gains from trade," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 11, Nov.
• 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.
• Viktors Ajevskis & Kristine Vitola, 2009, "A Convergence Model of the Term Structure of Interest Rates," Working Papers, Latvijas Banka, number 2009/01, Feb.
• David Büttner & Bernd Hayo & Matthias Neuenkirch, 2009, "The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200903.
• Bernd Hayo & Matthias Neuenkirch, 2009, "Domestic or U.S. News: What Drives Canadian Financial Markets?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200908.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "Federal Reserve Communications and Emerging Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200923.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200927.
• David Büttner & Bernd Hayo, 2009, "Determinants of European Stock Market Integration," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200932.
• David Büttner & Bernd Hayo, 2009, "News and Correlations of CEEC-3 Financial Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200944.
• Thomas J. Flavin & Thomas O'Connor, 2009, "The sequencing of stock market liberalization events and corporate financing decisions," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n2021009.pdf.
• 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.
• Bianca De Paoli, 2009, "Monetary Policy under Alternative Asset Market Structures: The Case of a Small Open Economy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1301-1330, October.
• Andrew Adams & Rajiv Bhatt & James Clunie, 2009, "The Risks in CDO-Squared Structures," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 55-74, March-Jun.
• Daniella Acker & Nigel W. Duck, 2009, "The Effect of Extreme Markets on the Benefits of International Portfolio Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 155-188, September.
• István Mák & Judit Páles, 2009, "The role of the FX swap market in the Hungarian financial system," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 1, pages 24-34, May.
• Lóránt Varga, 2009, "Hungarian sovereign credit risk premium in international comparison during the financial crisis," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 2, pages 43-52, July.
• Norbert Kiss M. & István Mák, 2009, "Developments in sovereign bond issuance in the Central and Eastern European region after the Lehman collapse," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 4, pages 13-23, December.
• Csaba Balogh & Gergely Kóczán, 2009, "Secondary market trading infrastructure of government securities," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/74.
• Lóránt Varga, 2009, "The information content of Hungarian sovereign CDS spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/78.

2008

• Ernest Gnan & Mar Gudmundsson & Morten Balling (ed.), 2008, "Commodities, Energy and Finance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/2, ISBN: ARRAY(0x82db2d18), May.
• Morten Balling (ed.), 2008, "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5, ISBN: ARRAY(0x82834330), May.
• Fatih Özatay & Erdal Özmen & Gülbin Sahinbeyoglu, 2008, "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers, Economic Research Forum, number 400, Jan, revised 03 Jan 2008.
• Tullio Jappelli & Marco Pagano, 2008, "Financial Market Integration under EMU," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 312, Mar.
• Guntram B. Wolff & Alexander Schulz, 2008, "Sovereign bond market integration: the euro, trading platforms and globalisation," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 332, Jun.
• Lieven Baele & Koen Inghelbrecht, 2008, "Time-varying integration, the euro and international diversification strategy," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 333, Jul.
• Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sorensen, 2008, "Risk sharing and portfolio allocation in EMU," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 334, Jul.
• Alexandr Èerný & Michal Koblas, 2008, "Stock Market Integration and the Speed of Information Transmission," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 01-02, pages 2-20, January.
• Merja Festiæ & Jani Bekõ, 2008, "The Banking Sector and Macroeconomic Performance in Central European Economies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 03-04, pages 131-151, May.
• Zdenìk Zmeškal, 2008, "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 261-275, August.
• Alexandr Kuchynka, 2008, "Volatility extraction using the Kalman filter," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/10, Jun, revised Jun 2008.
• BEI Duoguang & ZHU Xiaoli, 2008, "A new monetary phenomenon: An analysis of the co-existence of the external appreciation and the domestic inflation of RMB," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 3, pages 327-355, September.
• LI Xindan & ZHANG Bing, 2008, "Price linkages between Chinese and world copper futures markets," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 3, pages 451-461, September.
• Güray Küçükkocaoglu, 2008, "Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 46-84, April.
• Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal, 2008, "Using Weekly Empirical Probabilities in Currency Analysis and Forecasting," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 26-55, October.
• Bong-Chan Kho & Rene M. Stulz & Francis E. Warnock, 2008, "Financial globalization, governance, and the evolution of the home bias," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 12.
• Francis X. Diebold & Kamil Yilmaz, 2008, "Measuring financial asset return and volatility spillovers, with application to global equity markets," Working Papers, Federal Reserve Bank of Philadelphia, number 08-16.
• Emre Ozsoz & Erick W. Rengifo & Dominick Salvatore, 2008, "Dollarization as an Investment Signal in Developing Countries: The Case of Croatia, Czech Republic, Peru, Slovak Republic and Turkey," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-16.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008, "Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2008-03.
• Helder Sebastião, 2008, "The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2008-07, Oct.
• Claude DUPUY (GREThA-GRES) & Stéphanie LAVIGNE (LEREPS-GRES & Toulouse Business School, 2008, "Investment behaviors of the key actors in capitalism: when geography matters," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2008-04.
• Claude DUPUY & Stéphanie LAVIGNE, 2008, "Investment behaviors of the key actors in capitalism: when geography matters," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2008-05.
• Rémy Herrera & Mauricio Sabadini, 2008, "France 0 - 0 Brésil. L'échec du réformisme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00204972, Jan.
• Arnaud Mehl & Julien Reynaud, 2008, "Domestic Debt Structures in Emerging Markets : New Empirical Evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00332049, Oct.
• Thierry Foucault & Thomas Gehrig, 2008, "Stock price informativeness, cross-listings and investment decisions," Post-Print, HAL, number hal-00459807, Apr, DOI: 10.1016/j.jfineco.2007.05.007.
• K. Oosterlinck & L. Ureche-Rangau, 2008, "Multiple potential payers and sovereign bond prices," Post-Print, HAL, number hal-00580609.
• Stefano Schiavo, 2008, "Euro bonds: in search of financial spillovers," Post-Print, HAL, number hal-03397592.
• Rémy Herrera & Mauricio Sabadini, 2008, "France 0 - 0 Brésil. L'échec du réformisme," Post-Print, HAL, number halshs-00204972, Jan.
• Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2008, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print, HAL, number halshs-00207719.
• Mohamed El Hedi Arouri & Fredj Jawadi, 2008, "Are American and French Stok Markets Integrated?," Post-Print, HAL, number halshs-00324235.
• Mohamed El Hedi Arouri & Nguyen Duc & Bellalah Mondher, 2008, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print, HAL, number halshs-00324262, Jun.
• Arnaud Mehl & Julien Reynaud, 2008, "Domestic Debt Structures in Emerging Markets : New Empirical Evidence," Post-Print, HAL, number halshs-00332049, Oct.
• Stefano Schiavo, 2008, "Euro bonds: in search of financial spillovers," Sciences Po Economics Publications (main), HAL, number hal-03397592.
• Nicolas Coeurdacier & Stéphane Guibaud, 2008, "A dynamic equilibrium of imperfectly integrated financial markets," Working Papers, HAL, number hal-03602487, Oct.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2008, "The Comovements In International Stock Markets: New Evidence From Latin American Emerging Countries," Working Papers, HAL, number halshs-00202943, Jan.
• Schmeling, Maik, 2008, "Investor sentiment and stock returns: Some international evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-407, Nov.
• Zsolt Darvas, 2008, "Leveraged Carry Trade Portfolios," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0822, Oct.
• Christopher S. Armstrong & Mary E. Barth & Alan D. Jagolinzer & Edward J. Riedl, 2008, "Market Reaction to the Adoption of IFRS in Europe," Harvard Business School Working Papers, Harvard Business School, number 09-032, Sep.
• Ahlgren, Niklas & Sjö, Bo & Zhang, Jianhua, 2008, "Panel Cointegration of Chinese A and B Shares," Working Papers in Economics, University of Gothenburg, Department of Economics, number 300, Apr.
• Soultanaeva, Albina, 2008, "Impact of Political News on the Baltic State Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 735, Mar.
• Humavindu, Michael N, 2008, "Essays on the Namibian Economy," Umeå Economic Studies, Umeå University, Department of Economics, number 745, Aug.
• Cheung, Yan-Leung & Rau, P. Raghavendra & Aris, Stouraitis, 2008, "The helping hand, the lazy hand, or the grabbing hand? Central vs. local government shareholders in publicly listed firms in China," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2008-11, Apr.
• Durnev, Art & Fauver, Larry, 2008, "Stealing from Thieves: Firm Governance and Performance when States are Predatory," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2008-12, Apr.
• Inoue, Kotaro & 井上, 光太郎 & Kato, Hideaki Kiyoshi & 加藤, 英明 & James Schallheim, 2008, "Parent company puzzle in Japan : another case of the limits of arbitrage," Hitotsubashi Journal of commerce and management, Hitotsubashi University, volume 42, issue 1, pages 67-85, October, DOI: 10.15057/16289.
• Cho-Hoi Hui & Lillie Lam, 2008, "What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?," Working Papers, Hong Kong Monetary Authority, number 0810, Jul.
• Laurence Fung & Chi-sang Tam & Ip-wing Yu, 2008, "Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence," Working Papers, Hong Kong Monetary Authority, number 0812, Aug.
• Lillian Cheung & Laurence Fung & Chi-sang Tam, 2008, "Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region," Working Papers, Hong Kong Monetary Authority, number 0818, Dec.
• Rasmus Fatum & Michael M. Hutchison, 2008, "Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects," Working Papers, Hong Kong Institute for Monetary Research, number 022008, Feb.
• Ivo Krznar, 2008, "International Business Cycles with Frictions in Goods and Factors Markets," Working Papers, The Croatian National Bank, Croatia, number 18, Jun.
• Luypaert, Mathieu & Huyghebaert, Nancy, 2008, "Determinants of Growth through Mergers and Acquisitions: Empirical Results from Belgium," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2008/06, Feb, revised 11 Jun 2009, DOI: 10.1016/j.jbusres.2009.06.003.
• Cindy, Cindy, 2008, "Monetary and fiscal policy in an estimated two country DSGE Model: micro-economic foundations and applications to the euro area and the UK," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2008/58, Dec.
• Nelson Lajuni & Ooi Ai Yee & Mohd Fahmi Ghazali, 2008, "Capital Controls: Impact On Foreign Direct Investment And Portfolio Investment In Malaysia 1991-2004," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 17-24.
• Eddy Junarsin & Eduardus Tandelilin, 2008, "The Influence Of Investment Horizon On Expected Returns And Risk Perception: Evidence From The Indonesian Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 11-30.
• Xianliang Tian & Ming Zhou, 2008, "Banking System Efficiency And Chinese Regional Economic Growth: An Empirical Analysis Based On Banks’ Micro-Efficiency," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 41-51.
• Mohd Fahmi Ghazali & Wahi Ismail & Mohd Rushdan Yasoa & Nelson Lajuni, 2008, "Bivariate Causality Between Exchange Rates And Stock Prices In Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 53-59.
• Md Hamid Uddin & Diaeldin Osman, 2008, "Effect Of Dividend Announcement On Shareholders’ Value: Evidence From Saudi Arabian Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 87-101.
• Eduardo Sandoval & Arturo Vásquez, 2008, "The Effect Of Exchange Rate Risk On The Conditional Relationship Between Beta Risk And Return In International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 1-118.
• Fredj Jawadi & Mohamed El Hédi Arouri, 2008, "Are American And French Stock Markets Integrated?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 107-116.
• Meng-Fen Hsieh & Yu-Tai Yang & Tam Bang Vu, 2008, "Do Herding Behavior And Positive Feedback Effects Influence Capital Inflows? Evidence From Asia And Latin America," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 19-34.
• Powell, Andrew & Martínez, Juan Francisco, 2008, "On Emerging Economy Sovereign Spreads and Ratings," IDB Publications (Working Papers), Inter-American Development Bank, number 1611, Jan.
• Cavallo, Eduardo A. & Powell, Andrew & Rigobón, Roberto, 2008, "Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions," IDB Publications (Working Papers), Inter-American Development Bank, number 1634, Nov.
• Eduardo Borensztein & Eduardo A. Cavallo & Patricio Valenzuela, 2008, "Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance," Research Department Publications, Inter-American Development Bank, Research Department, number 2011, Aug.
• Andrew Powell & Juan F. Martinez S., 2008, "On Emerging Economy Sovereign Spreads and Ratings," Research Department Publications, Inter-American Development Bank, Research Department, number 4565, Jan.
• Eduardo Cavallo & Andrew Powell & Roberto Rigobon, 2008, "Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions," Research Department Publications, Inter-American Development Bank, Research Department, number 4601, Nov.
• Untoro & Priyo R. Widodo, 2008, "Mengkaji Perubahan Nilai Tukar Rupiah dan Pasar Saham," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 337-360, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008, "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, volume 1, issue 1, pages 1-20.
• Pau Castells & Francesc Trillas, 2008, "Political parties and the economy: Macro convergence, micro partisanship?," Working Papers, Institut d'Economia de Barcelona (IEB), number 2008/1.
• Fang (Helga) He & Feng-Shun (Leo) Bin & Dar-Hsin Chen, 2008, "Cross-Border M&A: Cultural Disparities and the Associated Wealth Effects," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 2, pages 89-100, August.
• Nuno Cassola & Claudio Morana, 2008, "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 1-37, December.
• Yin-Wong Cheung & Dickson C. Tam & Matthew S. Yiu, 2008, "Does the Chinese interest rate follow the US interest rate?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 13, issue 1, pages 53-67, DOI: 10.1002/ijfe.349.
• Sergio Godoy, 2008, "Emerging Markets Spreads at the Turn of the Cantury: A roller Coaster," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 23, issue 2, pages 57-94, Diciembre.
• Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008, "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-09, Jun.
• Miss Yinqiu Lu & Salih N. Neftci, 2008, "Financial Instruments to Hedge Commodity Price Risk for Developing Countries," IMF Working Papers, International Monetary Fund, number 2008/006, Jan.
• Eduardo A. Cavallo & Mr. Eduardo Borensztein & Mr. Patricio A Valenzuela, 2008, "Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance," IMF Working Papers, International Monetary Fund, number 2008/044, Feb.
• Guglielmo Maria Caporale & Mrs. Marianne Schulze-Gattas & John Beirne & Nicola Spagnolo, 2008, "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers, International Monetary Fund, number 2008/286, Dec.
• Mirela MATEI, 2008, "Aspects Regarding The Development Of Bucharest Stock Exchange," Romanian Journal of Economics, Institute of National Economy, volume 27, issue 2(36), pages 145-159, December.
• Cecilia Maya & Karoll Gómez, 2008, "What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 161-183.
• Lucía de las Nieves Morales, 2008, "Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 185-215.
• Maria Rosa Borges, 2008, "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/20, Apr.
• M. Thamas Paul* & G. R. Motlaleng*, 2008, "The pula-dollar exchange rate and the purchasing power parity in Botswana," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 2, pages 205-231, January-M.
• Westerhoff Frank H., 2008, "The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 2-3, pages 195-227, April, DOI: 10.1515/jbnst-2008-2-305.
• Demary Markus, 2008, "Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 2-3, pages 228-250, April, DOI: 10.1515/jbnst-2008-2-306.
• Ronald Doeswijk, 2008, "The Optimism Cycle: Sell in May," De Economist, Springer, volume 156, issue 2, pages 175-200, June, DOI: 10.1007/s10645-008-9088-z.
• Dick Wensveen, 2008, "Notes And Communications," De Economist, Springer, volume 156, issue 3, pages 307-338, September, DOI: 10.1007/s10645-008-9096-z.
• Armin Schwienbacher, 2008, "Venture capital investment practices in Europe and the United States," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 3, pages 195-217, September, DOI: 10.1007/s11408-008-0080-z.
• Bas Aarle & Harry Garretsen & Cindy Moons, 2008, "Accession to the euro-area: a stylized analysis using a NK model," International Economics and Economic Policy, Springer, volume 5, issue 1, pages 5-24, July, DOI: 10.1007/s10368-008-0107-y.
• Eric Hillebrand & Gunther Schnabl, 2008, "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, volume 5, issue 4, pages 389-401, December, DOI: 10.1007/s10368-008-0121-0.
• Kevin Dowd & John Cotter & Ghulam Sorwar, 2008, "Spectral Risk Measures: Properties and Limitations," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 61-75, August, DOI: 10.1007/s10693-008-0035-6.
• Shinhua Liu, 2008, "Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 77-91, August, DOI: 10.1007/s10693-008-0034-7.
• Roland Hodler, 2008, "Specialization and Welfare in the Presence of Imperfectly Integrated Capital Markets and Learning-by-doing," Open Economies Review, Springer, volume 19, issue 3, pages 391-402, July, DOI: 10.1007/s11079-007-9049-1.
• Mark Hallerberg & Guntram Wolff, 2008, "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," Public Choice, Springer, volume 136, issue 3, pages 379-396, September, DOI: 10.1007/s11127-008-9301-2.
• Mark Cassano & Bing Han, 2008, "Option volume, strike distribution, and foreign exchange rate movements," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 1, pages 49-67, January, DOI: 10.1007/s11156-007-0041-z.
• Vinay Datar & Raymond So & Yiuman Tse, 2008, "Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 379-393, November, DOI: 10.1007/s11156-008-0084-9.
• Katsuhiko Muramiya & Kazuhisa Otogawa & Tomomi Takada, 2008, "Abnormal Accrual, Informed Trader, and Long-Term Stock Return: Evidence from Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 233, Dec.
• Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008, "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2009-01, Nov, revised Jan 2009.
• Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2008, "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," Discussion Papers, University of Copenhagen. Department of Economics, number 08-31, Dec.
• Christophe J. GODLEWSKI, 2008, "Duration of syndication process and syndicate organization," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2008-20.
• Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN, 2008, "The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1562.
• Schaber, Albert, 2008, "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 4151, May.
• Schaber, Albert, 2008, "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 4482, May.
• Schaber, Albert, 2008, "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 7956, May.
• Irwan Adi Ekaputra & Sally Dwijayanti, 2008, "Trading Halts and Intraday Stock Return Volatility in the Indonesia Stock Exchange," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 56, pages 261-274, December.
• Abul Shamsuddin & Jae H. Kim, 2008, "Short-Horizon Return Predictability in International Equity Markets," Working Papers, School of Economics, La Trobe University, number 1837-2198/978-0-9807041-0.
• Michel Beine & Antonio Cosma & Robert Vermeulen, 2008, "The Dark Side of Global Integration: Increasing Tail Dependence," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 08-03.
• André Lemelin, 2008, "Trade and the External Wealth of Nations," Cahiers de recherche, CIRPEE, number 0814.
• David Büttner & Bernd Hayo, 2008, "EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200815.
• Bernd Hayo & Matthias Neuenkirch, 2008, "Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200823.
• Thomas J. flavin & Ekaterini Panopoulou, 2008, "Detecting shift and pure contagion in East Asian equity markets: A Unified Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1890208.pdf.
• Thomas O'Connor & Todd Mitton, 2008, "Investability and Firm Value," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1920508.pdf.
• Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008, "On the stability of domestic financial market linkages in the presence of time-varying volatility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1981108.pdf.
• Tigran Poghosyan & Evžen KoÄenda & Petr ZemÄik, 2008, "Modeling Foreign Exchange Risk Premium in Armenia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 41-61, January.
• Raj Aggarwal & Winston T. Lin & Sunil K. Mohanty, 2008, "Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 1-20, March-Jun.
• Kirt C. Butler & Katsushi Okada, 2008, "Higher-Order Terms in Bivariate Returns to International Stock Market Indices," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 127-155, March-Jun.
• Tanweer Hasan & Palani-Rajan Kadapakkam & P. C. Kumar, 2008, "Firm Investments and Corporate Governance in Asian Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 21-44, March-Jun.
• Timotheos Angelidis & Alexandros Benos, 2008, "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 67-104, March-Jun.
• Joelle Miffre, 2008, "Conditional Risk Premia in International Government Bond Markets," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 185-204, September.
• Raj Aggarwal & Sijing Zong, 2008, "Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 241-277, September.
• Patricia Chelley Steeley & Brian Lucey, 2008, "The Microstructure of the Irish Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 279-311, September.
• Zsolt Darvas, 2008, "Leveraged carry trade portfolios," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0802, Jun, revised 18 Jun 2008.
• Judit Páles & Lóránt Varga, 2008, "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 1, pages 44-51, April.
• Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008, "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/64.
• Ammer, John & Cai, Fang, 2008, "Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 09-2, Mar.
• Martynova, Marina & Renneboog, Luc, 2008, "Spillover of corporate governance standards in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 14, issue 3, pages 200-223, June.
• Tsuyuguchi, Yosuke & Wooldridge, Philip D., 2008, "The evolution of trading activity in Asian foreign exchange markets," Emerging Markets Review, Elsevier, volume 9, issue 4, pages 231-246, December.
• Flavin, Thomas J. & Panopoulou, Ekaterini & Unalmis, Deren, 2008, "On the stability of domestic financial market linkages in the presence of time-varying volatility," Emerging Markets Review, Elsevier, volume 9, issue 4, pages 280-301, December.
• Los, Cornelis A. & Yu, Bing, 2008, "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, volume 17, issue 1, pages 64-82.
• Asgharian, Hossein & Karlsson, Sonnie, 2008, "Evaluating a non-linear asset pricing model on international data," International Review of Financial Analysis, Elsevier, volume 17, issue 3, pages 604-621, June.
• Nowman, K.B. & Yahia, B.B.H., 2008, "Euro and FIBOR interest rates: A continuous time modelling analysis," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 1029-1035, December.
• Christiansen, Charlotte, 2008, "Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 925-948, December.
• Guo, Haifeng & Brooks, Robert, 2008, "Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 984-997, December.