Research classified by Journal of Economic Literature (JEL) codes

2008

• Ramos, Sofia B. & von Thadden, Ernst-Ludwig, 2008, "Stock exchange competition in a simple model of capital market equilibrium," Journal of Financial Markets, Elsevier, volume 11, issue 3, pages 284-307, August.
• Boileau, Martin & Normandin, Michel, 2008, "Dynamics of the current account and interest differentials," Journal of International Economics, Elsevier, volume 74, issue 1, pages 35-52, January.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008, "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, volume 76, issue 2, pages 237-253, December.
• Sandleris, Guido, 2008, "Sovereign defaults: Information, investment and credit," Journal of International Economics, Elsevier, volume 76, issue 2, pages 267-275, December.
• Bonfiglioli, Alessandra, 2008, "Financial integration, productivity and capital accumulation," Journal of International Economics, Elsevier, volume 76, issue 2, pages 337-355, December.
• Morana, Claudio & Beltratti, Andrea, 2008, "Comovements in international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 1, pages 31-45, February.
• Ané, Thierry & Ureche-Rangau, Loredana, 2008, "Does trading volume really explain stock returns volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 3, pages 216-235, July.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 5, pages 449-465, December.
• Jayasinghe, Prabhath & Tsui, Albert K., 2008, "Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors," Japan and the World Economy, Elsevier, volume 20, issue 4, pages 639-660, December.
• King, Michael R. & Santor, Eric, 2008, "Family values: Ownership structure, performance and capital structure of Canadian firms," Journal of Banking & Finance, Elsevier, volume 32, issue 11, pages 2423-2432, November.
• Cole, Rebel A. & Moshirian, Fariborz & Wu, Qiongbing, 2008, "Bank stock returns and economic growth," Journal of Banking & Finance, Elsevier, volume 32, issue 6, pages 995-1007, June.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2008, "Financial market integration and the value of global diversification: Evidence for US acquirers in cross-border mergers and acquisitions," Journal of Banking & Finance, Elsevier, volume 32, issue 8, pages 1522-1540, August.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008, "Does culture influence asset managers' views and behavior?," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 3-4, pages 624-643, September.
• Foucault, Thierry & Gehrig, Thomas, 2008, "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, volume 88, issue 1, pages 146-168, April.
• Desai, Mihir A. & Fritz Foley, C. & Hines Jr., James R., 2008, "Capital structure with risky foreign investment," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 534-553, June.
• Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2008, "Internationalization and the evolution of corporate valuation," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 607-632, June.
• Dastidar, Siddhartha G. & Fisman, Raymond & Khanna, Tarun, 2008, "Testing limits to policy reversal: Evidence from Indian privatizations," Journal of Financial Economics, Elsevier, volume 89, issue 3, pages 513-526, September.
• Menkveld, Albert J., 2008, "Splitting orders in overlapping markets: A study of cross-listed stocks," Journal of Financial Intermediation, Elsevier, volume 17, issue 2, pages 145-174, April.
• Fatum, Rasmus, 2008, "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, volume 27, issue 3, pages 438-454, April.
• Gómez-Puig, Marta, 2008, "Monetary integration and the cost of borrowing," Journal of International Money and Finance, Elsevier, volume 27, issue 3, pages 455-479, April.
• Scalia, Antonio, 2008, "Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic," Journal of International Money and Finance, Elsevier, volume 27, issue 4, pages 529-546, June.
• Boileau, Martin & Normandin, Michel, 2008, "Closing international real business cycle models with restricted financial markets," Journal of International Money and Finance, Elsevier, volume 27, issue 5, pages 733-756, September.
• Edison, Hali J. & Warnock, Francis E., 2008, "Cross-border listings, capital controls, and equity flows to emerging markets," Journal of International Money and Finance, Elsevier, volume 27, issue 6, pages 1013-1027, October.
• Frömmel, Michael & Mende, Alexander & Menkhoff, Lukas, 2008, "Order flows, news, and exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 27, issue 6, pages 994-1012, October.
• Narayan, Paresh Kumar, 2008, "Do shocks to G7 stock prices have a permanent effect?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 77, issue 4, pages 369-373, DOI: 10.1016/j.matcom.2007.03.003.
• Chakraborty, Avik & Evans, George W., 2008, "Can perpetual learning explain the forward-premium puzzle?," Journal of Monetary Economics, Elsevier, volume 55, issue 3, pages 477-490, April.
• Thuraisamy, Kannan S. & Gannon, Gerard L. & Batten, Jonathan A., 2008, "The credit spread dynamics of Latin American euro issues in international bond markets," Journal of Multinational Financial Management, Elsevier, volume 18, issue 4, pages 328-345, October.
• Byström, Hans N.E., 2008, "The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?," World Development, Elsevier, volume 36, issue 11, pages 2109-2126, November.
• Prasanna Gai & Kamakshya Trivedi, 2008, "Funding Externalities, Asset Prices And Investors' "Search For Yield"," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-12, Feb.
• MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008, "Are Financial Crises Alike?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-15, Jun.
• Parisi, Franco & Parisi, Antonino & Maquieira, Carlos, 2008, "ADR-IPO latinoamericanos registrados en la Bolsa de Comercio de Nueva York," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 298, pages 379-402, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Jaramillo G., Patricio & Selaive C., Jorge, 2008, "Especuladores en el mercado del cobre," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 300, pages 945-980, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Roland Beck & Michael Fidora, 2008, "The impact of sovereign wealth funds on global financial markets," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 43, issue 6, pages 349-358, November, DOI: 10.1007/s10272-008-0268-5.
• José Aragonés & Carlos Blanco, 2008, "Incorporating correlation regimes in an integrated stressed risk modeling process," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 2, pages 148-157, April, DOI: 10.1007/s12197-007-9016-0.
• Ana Fostel & John Geanakoplos, 2008, "Collateral restrictions and liquidity under-supply: a simple model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 35, issue 3, pages 441-467, June, DOI: 10.1007/s00199-007-0253-4.
• Sónia Sousa & Ana Serra, 2008, "What drives idiosyncratic volatility over time?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 7, issue 3, pages 155-181, December, DOI: 10.1007/s10258-008-0031-7.
• Duoguang Bei & Xiaoli Zhu, 2008, "A new monetary phenomenon: An analysis of the co-existence of the external appreciation and the domestic inflation of RMB," Psychometrika, Springer;The Psychometric Society, volume 3, issue 3, pages 327-355, September, DOI: 10.1007/s11459-008-0016-6.
• Xindan Li & Bing Zhang, 2008, "Price linkages between Chinese and world copper futures markets," Psychometrika, Springer;The Psychometric Society, volume 3, issue 3, pages 451-461, September, DOI: 10.1007/s11459-008-0021-9.
• Bernd Rudolph, 2008, "Lehren aus den Ursachen und dem Verlauf der internationalen Finanzkrise," Schmalenbach Journal of Business Research, Springer, volume 60, issue 7, pages 713-741, November, DOI: 10.1007/BF03372812.
• Trino-Manuel Ñíguez, 2008, "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer;Spanish Economic Association, volume 10, issue 3, pages 169-196, September, DOI: 10.1007/s10108-007-9030-6.
• Stefano Miani & Demeh Daradkah, 2008, "The banking industry in Jordan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 15, issue 1, pages 171-191, July, DOI: 10.1007/s11300-008-0168-1.
• Gabriele Tion, 2008, "The Impacts of the Basel II Accord on the Concentration of the Entrepreneurial and Banking System," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 15, issue 2, pages 403-415, September, DOI: 10.1007/s11300-008-0018-1.
• Su Zhou & Mohsen Bahmani-Oskooee & Ali M. Kutan, 2008, "Purchasing Power Parity before and after the Adoption of the Euro," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 144, issue 1, pages 134-150, April, DOI: 10.1007/s10290-008-0140-5.
• Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, volume 40, issue 23, pages 3051-3067, DOI: 10.1080/00036840600994039.
• Sascha Mergner & Jan Bulla, 2008, "Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques," The European Journal of Finance, Taylor & Francis Journals, volume 14, issue 8, pages 771-802, DOI: 10.1080/13518470802173396.
• Stavros Degiannakis, 2008, "ARFIMAX and ARFIMAX-TARCH realized volatility modeling," Journal of Applied Statistics, Taylor & Francis Journals, volume 35, issue 10, pages 1169-1180, DOI: 10.1080/02664760802271017.
• Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008, "On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0810.
• Charles van Marrewijk & Gus Garita, 2008, "Countries of a Feather flock together," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-067/2, Jul, revised 19 Sep 2008.
• Oleg Sheremet & André Lucas, 2008, "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-086/2, Sep.
• Tijmen R. Daniels & Henk Jager & Franc Klaassen, 2008, "Defending against Speculative Attacks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-090/2, Sep, revised 06 Apr 2009.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-18.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2008-008.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e13d8f6-4239-4c1b-a6e1-e.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number c21c2683-9244-4ee2-be47-0.
• Fernando A. Broner & Alberto Martin & Jaume Ventura, 2008, "Enforcement Problems and Secondary Markets," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 683-694, 04-05.
• Céspedes, Jacelly & González, Maximiliano & Molina, Carlos, 2008, "Ownership Concentration and the Determinants of Capital Structure in Latin America," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 020, Oct.
• Drelichman, Mauricio & Voth, Hans-Joachim, 2008, "Lending to the Borrower from Hell: Debt and Default in the Age of Phillip II," Economics working papers, Vancouver School of Economics, number mauricio_drelichman-2008-, Jul, revised 06 Sep 2010.
• Uluc Aysun & Melanie Guldi, 2008, "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers, University of Connecticut, Department of Economics, number 2008-06, Mar, revised Oct 2008.
• Guido Sandleris, 2008, "Sovereign Defaults: Information, Investment and Credit," Business School Working Papers, Universidad Torcuato Di Tella, number 2008-04.
• María Luisa Saavedra García, 2008, "American financial crisis and its impact on Mexican economy," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 33, issue 26, pages 11-41, july-dece.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple potential payers and sovereign bond prices," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14301.
• Mark Hallerberg & Guntram Wolff, 2008, "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/386957, Sep.
• Kirsten H. Heppke‐Falk & Guntram Wolff, 2008, "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/386960, Aug.
• Joachim Voth & Thomas Ferguson, 2008, "Betting on Hitler: The value of political connections in Nazi Germany," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1183, Feb.
• Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008, "A 'bull and bear' model of interacting ?financial markets. Part I: dynamics in one and two dimensions," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0807, revised 2008.
• Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008, "A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0808, revised 2008.
• Aslanidis, Nektarios & Savva, Christos S., 2008, "Stock market integration between new EU member states and the Euro-zone," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/13263.
• Aslanidis, Nektarios & Dungey, Mardi & Savva, Christos S., 2008, "Progress Towards to Equity Market Integration in Eastern Europe," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/13265.
• Aslanidis, Nektarios & Osborn, Denise R. & Sensier, Marianne, 2008, "Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/8950.
• Pawel STRAWINSKI & Robert SLEPACZUK, 2008, "Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 306-319.
• Ron Bird & Lorenzo Casavecchia, 2008, "Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 2, May.
• Louis R. Mercorelli & David Michayluk & Anthony D. Hall, 2008, "Modelling Adverse Selection on Electronic Order-Driven Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 220, Mar.
• José Soares da Fonseca, 2008, "The Co-integration of European Stock Markets after the Launch of the Euro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 3, pages 309-324.
• Paweł Strawiński & Robert Ślepaczuk, 2008, "Analysis of HF data on the WSE in the context of EMH," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2008-08.
• Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2008, "Patterns of international capital raisings," Policy Research Working Paper Series, The World Bank, number 4687, Aug.
• Elisa Scarpa & Matteo Manera, 2008, "Pricing and hedging illiquid energy derivatives: An application to the JCC index," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 28, issue 5, pages 464-487, May.
• Dobromil Serwa, 2008, "Larger crises cost more: impact of banking sector instability on output growth," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 25, Mar.
• Kin-Yip Ho & Albert K Tsui, 2008, "Volatility Dynamics In Foreign Exchange Rates: Further Evidence From The Malaysian Ringgit And Singapore Dollar," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500048.
• Saleem, Kashif, 2008, "International linkage of the Russian market and the Russian financial crisis: a multivariate GARCH analysis," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2008.
• Fedorova, Elena & Vaihekoski, Mika, 2008, "Global and local sources of risk in Eastern European emerging stock markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 27/2008.
• Wolff, Guntram B. & Schulz, Alexander, 2008, "Sovereign bond market integration: the euro, trading platforms and globalization," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,12.
• Kühl, Michael, 2008, "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 76.
• Grammig, Joachim G. & Peter, Franziska J., 2008, "International price discovery in the presence of market microstructure effects," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-10.
• Jappelli, Tullio & Pagano, Marco, 2008, "Financial market integration under EMU," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/33.
• Grammig, Joachim G. & Peter, Franziska J., 2008, "International price discovery in the presence of microstructure noise," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/50.
• Röthig, Andreas, 2008, "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 190.
• Löchel, Horst & Pecher, Florian, 2008, "The strategic value of investments in Chinese banks by foreign financial institutions," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 91.
• Böttger, Marc & Guthoff, Anja & Heidorn, Thomas, 2008, "Loss Given Default - Modelle zur Schätzung von Recovery Rates," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 96.
• Küster Simic, André & Endert, Volker, 2008, "Finanzierungsverhalten (von Banken) bei Schiffsfinanzierungen 'vor und nach Finanzkrise'," Working Paper Series, Hamburg School of Business Administration (HSBA), number 06/2008.
• Orlowski, Lucjan T., 2008, "Stages of the 2007/2008 Global Financial Crisis Is There a Wandering Asset-Price Bubble?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-43.
• Ahrend, Rudiger, 2008, "Monetary Ease: A Factor behind Financial Crises? Some Evidence from OECD Countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-44.
• Weber, Enzo, 2008, "Simultaneous stochastic volatility transmission across American equity markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-049.
• Schrimpf, Andreas, 2008, "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-048.
• Mathias Hoffmann & Thomas Nitschka, 2008, "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 376, Dec.
• Thomas Nitschka, 2008, "The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 385, Aug.
• Mathias Hoffmann & Toshihiro Okubo, 2021, "Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 387, May.
• Arnaud Mehl & Julien Reynaud, 2008, "Domestic debt structures in emerging markets: new empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08059, Oct.
• Rémy Herrera & Mauricio Sabadini, 2008, "France 0 - 0 Brésil. L'échec du réformisme," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number r08001, Jan.
• Bernardo S. de M. Carvalho & Márcio G. P. Garcia, 2008, "Ineffective Controls on Capital Inflows under Sophisticated Financial Markets: Brazil in the Nineties," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Markets Volatility and Performance in Emerging Markets".
• Takatoshi Ito & Yuko Hashimoto, 2008, "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Chapters, National Bureau of Economic Research, Inc, "International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy".
• Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2008, "High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 13739, Jan.
• Charles Calomiris & Raymond Fisman & Yongxiang Wang, 2008, "Profiting from Government Stakes in a Command Economy: Evidence from Chinese Asset Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 13774, Feb.
• Emmanuel Farhi & Xavier Gabaix, 2008, "Rare Disasters and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 13805, Feb.
• Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008, "Common Risk Factors in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14082, Jun.
• Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008, "Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability," NBER Working Papers, National Bureau of Economic Research, Inc, number 14160, Jul.
• Harald Hau & Hélène Rey, 2008, "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers, National Bureau of Economic Research, Inc, number 14165, Jul.
• Harald Hau & Helene Rey, 2008, "Home Bias at the Fund Level," NBER Working Papers, National Bureau of Economic Research, Inc, number 14172, Jul.
• René M. Stulz, 2008, "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 14218, Aug.
• Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2008, "Why Do Foreign Firms Leave U.S. Equity Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14245, Aug.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2008, "Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 14332, Sep.
• Momtchil Pojarliev & Richard M. Levich, 2008, "Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14355, Sep.
• Alberto Giovannini, 2008, "Why the European Securities Market is Not Fully Integrated," NBER Working Papers, National Bureau of Economic Research, Inc, number 14476, Nov.
• Stephen Gilmore & Fumio Hayashi, 2008, "Emerging Market Currency Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14528, Dec.
• Richard M. Levich & Valerio Poti, 2008, "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14597, Dec.
• Estelle Cantillon & Pai-Ling Yin, 2008, "Asymmetric Network Effects," Working Papers, NET Institute, number 08-42, Nov.
• Malay K. Dey & Chaoyan Wang, 2008, "Return Spread and Liquidity on Chinese ADRs," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-09, Jul.
• John A. Tatom, 2008, "Imbalances in China and U.S. Capital Flows," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-14, Nov.
• Sebastián Nieto Parra, 2008, "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers, OECD Publishing, number 274, Nov, DOI: 10.1787/227642504346.
• Rudiger Ahrend & Boris Cournède & Robert Price, 2008, "Monetary Policy, Market Excesses and Financial Turmoil," OECD Economics Department Working Papers, OECD Publishing, number 597, Mar, DOI: 10.1787/244200148201.
• Cerna Silviu, 2008, "Turbulenţele de pe pieţele financiare internaţionale: cauze, consecinţe, remedii," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Sándor Gardó & Antje Hildebrandt & Zoltan Walko, 2008, "Walking the Tightrope: A First Glance on the Impact of the Recent Global Financial Market Turbulence on Central, Eastern and Southeastern Europe," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 119-140.
• Zoltan Walko, 2008, "The Refinancing Structure of Banks in Selected CESEE Countries," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 76-95.
• Christian Beer & Steven Ongena & Marcel Peter, 2008, "The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 108-121.
• Matthias Fuchs, 2008, "Economic Country Risks Emanating from Austria’s International Exposure," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 41-64.
• Albulescu Claudiu Tiberiu, 2008, "La crise actuelle des marches financiers : l’impact au niveau Europeen," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 22-26, May.
• Morar Ioan Dan & Bota-Moisin Anton Florin & Popescu Virgil Luigi, 2008, "The Fiscal Mechanism. Influences," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 367-370, May.
• Barbu Teodora Cristina & Olteanu (Puiu) Ana Cornelia & Radu Alina Nicoleta, 2008, "The necessity of operational risk management and quantification," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 661-667, May.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2008, "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 08-32, Sep.
• Anna Pavlova & Roberto Rigobon, 2008, "The Role of Portfolio Constraints in the International Propagation of Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 4, pages 1215-1256.
• Maria Kasch & Massimiliano Caporin, 2008, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0065.
• Marçal, Emerson F. & Valls Pereira, Pedro L., 2008, "Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
  [Testing the contagion hypotheses using multivariate volatility models]," MPRA Paper, University Library of Munich, Germany, number 10356, Sep.
• Godlewski, Christophe, 2008, "Duration of loan arrangement and syndicate organization," MPRA Paper, University Library of Munich, Germany, number 10953, Sep.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper, University Library of Munich, Germany, number 11246, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper, University Library of Munich, Germany, number 11292, Oct.
• Hu, Jian, 2008, "Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach," MPRA Paper, University Library of Munich, Germany, number 11401, Oct.
• Guidi, Francesco, 2008, "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper, University Library of Munich, Germany, number 11535, Nov.
• Tatom, John, 2008, "Imbalances in China and U.S. Capital Flows," MPRA Paper, University Library of Munich, Germany, number 11706, Sep.
• Canegrati, Emanuele, 2008, "New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case," MPRA Paper, University Library of Munich, Germany, number 12166, Dec.
• Lukáš, Chylík, 2008, "Porovnání velikosti akciových trhů v zemích Visegrádské čtyřky a západní Evropě
  [Comparison the size of the stock markets in the Viszegrad Four countries and the Western Europe]," MPRA Paper, University Library of Munich, Germany, number 12399, Apr.
• Dima, Bogdan & Murgea, Aurora, 2008, "The volatility of the European capital markets during the curent financial crisis:what are saying the empirical evidences?," MPRA Paper, University Library of Munich, Germany, number 12448, Dec.
• Duasa, Jarita & Kassim, Salina, 2008, "Hot money and economic performance: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 12470, Dec.
• Smith, Reginald, 2008, "The Spread of the Credit Crisis: View from a Stock Correlation Network," MPRA Paper, University Library of Munich, Germany, number 12659, Nov, revised 02 Dec 2008.
• Orlowski, Lucjan T, 2008, "Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," MPRA Paper, University Library of Munich, Germany, number 12696, Dec.
• Eozenou, Patrick, 2008, "Financial Integration and Macroeconomic Volatility: Does Financial Development Matter?," MPRA Paper, University Library of Munich, Germany, number 12738, Sep.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.
• Duasa, Jarita & Kassim, Salina, 2008, "Herd behaviour in Malaysian capital market: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 13303.
• Giofré, Maela/M., 2008, "EMU Effects on Stock Markets: From Home Bias to Euro Bias," MPRA Paper, University Library of Munich, Germany, number 13926, May.
• Giofré, Maela/M., 2008, "Convergence of EMU Equity Portfolios," MPRA Paper, University Library of Munich, Germany, number 13927, Dec.
• Giofré, Maela M., 2008, "Bias in foreign equity portfolios: households versus professional investors," MPRA Paper, University Library of Munich, Germany, number 13929.
• Troaca, Victor, 2008, "Exigences européennes et internationales concernant la prudence dans l’activitée bancaire," MPRA Paper, University Library of Munich, Germany, number 14232, Nov.
• Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008, "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper, University Library of Munich, Germany, number 14814.
• Marçal, Emerson F. & Valls Pereira, Pedro L., 2008, "Testing the Hypothesis of Contagion using Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 15623, Aug.
• Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper, University Library of Munich, Germany, number 17213, Dec.
• Chen, Shu-Ling & Kim, Hyeongwoo, 2008, "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," MPRA Paper, University Library of Munich, Germany, number 18680, Aug, revised Nov 2009.
• Popa, Catalin C., 2008, "Globalizarea Economica si Institutiile Financiare Internationale
  [The Globalization and the International Financial Institutions]," MPRA Paper, University Library of Munich, Germany, number 24523, Jun.
• Lenz, Rainer, 2008, "The Logic of Merger and Acquisition Pricing," MPRA Paper, University Library of Munich, Germany, number 26627, Jun.
• Ahmed, Walid M.A., 2008, "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper, University Library of Munich, Germany, number 26986, Dec.
• Arize, Augustine C. & Kallianotis, Ioannis N. & Kasibhatla, Krishna M. & Malindretos, John & Rivera-Solis, Luis Eduardo, 2008, "Empirical evidence on the relationships between concentration and profitability in Latin American banking," MPRA Paper, University Library of Munich, Germany, number 34902.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Shkolnyk, Inna & Kozmenko, Olha, 2008, "The peculiarities of the financial market development in Ukraine," MPRA Paper, University Library of Munich, Germany, number 50849, May.
• Alves, Paulo & Ferreira, Miguel, 2008, "Centre Rules the Markets," MPRA Paper, University Library of Munich, Germany, number 52779, revised 2008.
• Caiado, Jorge & Crato, Nuno, 2008, "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper, University Library of Munich, Germany, number 6609, Jan.
• Sakarya, Burchan, 2008, "Değişen Küresel Finansal Yapı ve 2007 Yılı Dalgalanmaları
  [Changing Global Financial Structure and 2007 Turbulances]," MPRA Paper, University Library of Munich, Germany, number 69193, Apr.
• Nwaobi, Godwin, 2008, "Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting," MPRA Paper, University Library of Munich, Germany, number 6958, Feb.
• Zhang, Dayong & Dickinson, David & Barassi, Marco, 2008, "Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?," MPRA Paper, University Library of Munich, Germany, number 70352.
• Vargas, Gregorio A., 2008, "What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?," MPRA Paper, University Library of Munich, Germany, number 7174, Feb.
• Noman, Abdullah, 2008, "Purchasing Power Parity in South Asia: A Panel Data Approach," MPRA Paper, University Library of Munich, Germany, number 7824, Mar.
• Castillo-Maldonado, Carlos Eduardo, 2008, "Intervención cambiaria en Guatemala: ¿Ha sido efectiva?
  [Foreign Exchange Market Intervention in Guatemala: Has it been Effective?]," MPRA Paper, University Library of Munich, Germany, number 79038, Jun.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper, University Library of Munich, Germany, number 80434.
• Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper, University Library of Munich, Germany, number 80464.
• Degiannakis, Stavros, 2008, "ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling," MPRA Paper, University Library of Munich, Germany, number 80465.
• Pasricha, Gurnain, 2008, "Financial integration in emerging market economies," MPRA Paper, University Library of Munich, Germany, number 8220, Apr, revised 10 Apr 2008.
• Laakkonen, Helinä & Lanne, Markku, 2008, "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper, University Library of Munich, Germany, number 8296.
• Petranov, Stefan, 2008, "Оценка На Бета Коефициентите На Публични Дружества В България
  [Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 88385.
• Bandyopadhyay, Arindam & Saha, Asish, 2008, "Assessment of Economic Capital: An Equity Market approach," MPRA Paper, University Library of Munich, Germany, number 9098, Feb.
• Adamcik, Santiago, 2008, "Efectos de la Globalizacion sobre la Inflacion y la politica Monetaria Domestica
  [Globalization Effect on both Inflation and Domestic Monetary Policy]," MPRA Paper, University Library of Munich, Germany, number 9242, Feb.
• Nwaobi, Godwin C, 2008, "The Economics of Financial Derivative Instruments," MPRA Paper, University Library of Munich, Germany, number 9463, Jul.
• Strawinski, Pawel & Slepaczuk, Robert, 2008, "Analysis of HF data on the WSE in the context of EMH," MPRA Paper, University Library of Munich, Germany, number 9532, Jun.
• Degiannakis, Stavros, 2008, "Forecasting Vix," MPRA Paper, University Library of Munich, Germany, number 96307.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper, University Library of Munich, Germany, number 96322.
• Mierzejewski, Fernando, 2008, "The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates," MPRA Paper, University Library of Munich, Germany, number 9827, Jul.
• Vistesen, Claus, 2008, "Of Low Yielders and Carry Trading – the JPY and CHF as Market Risk Sentiment Gauges," MPRA Paper, University Library of Munich, Germany, number 9952, Aug.
• Khor, Hoe Ee & Kee, Rui Xiong, 2008, "Asia: A Perspective on the Subprime Crisis," MPRA Paper, University Library of Munich, Germany, number 9995, Feb, revised 10 Apr 2008.
• Mejra Festić & Dejan Romih, 2008, "Cyclicality of the banking sector performance and macro environment in the Czech republic, Slovakia and Slovenia," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 2, pages 99-117, DOI: 10.18267/j.pep.323.
• Alexandr Kuchynka, 2008, "An empirical application of a two-factor model of stochastic volatility," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 3, pages 243-253, DOI: 10.18267/j.pep.332.
• Hans J. Blommestein & Greg Horman, 2008, "Gestion de la dette publique et marchés obligataires en Afrique," Revue d'Économie Financière, Programme National Persée, volume 91, issue 1, pages 255-269, DOI: 10.3406/ecofi.2008.5068.
• Oskar Kowalewski & Marzenna A. Weresa, 2008, "The Role of Foreign Direct Investment in the Economy," Books, Rainer Hampp Verlag, number 9783866183070, edition 1.
• Horacio Sapriza & Filippo Taddei & Guido Sandleris, 2008, "Indexed Sovereign Debt: An Applied Framework," 2008 Meeting Papers, Society for Economic Dynamics, number 1064.
• Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008, "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers, Society for Economic Dynamics, number 276.
• Nick Roussanov & Adrien Verdelhan & Hanno Lustig, 2008, "Common Risk Factors in Currency Markets," 2008 Meeting Papers, Society for Economic Dynamics, number 711.
• Jaume Ventura & Fernando Broner, 2008, "Rethinking the effects of financial liberalization," 2008 Meeting Papers, Society for Economic Dynamics, number 747.
• Mauricio Pérez Salazar, 2008, "El origen del pánico de 2008: la crisis del mercado de crédito hipotecario en Estados Unidos," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 10, issue 19, pages 19-54, July-Dece.
• Gheorghe Hurduzeu & Laura Gabriela Constantin, 2008, "Several Aspects Regarding Weather and Weather Derivatives," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 187-202, January.
• Jong-Wha Lee, 2008, "Patterns and Determinants of Cross-border Financial Asset Holdings in East Asia," Working Papers on Regional Economic Integration, Asian Development Bank, number 13, Feb.
• Soyoung Kim & Doo Yong Yang, 2008, "The Impact of Capital Inflows on Emerging East Asian Economies: Is Too Much Money Chasing Too Little Good?," Working Papers on Regional Economic Integration, Asian Development Bank, number 15, May.