Research classified by Journal of Economic Literature (JEL) codes

2009

• Výrost, Tomáš & Baumöhl, Eduard, 2009, "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 27909, Nov.
• Baumöhl, Eduard & Lyócsa, Štefan, 2009, "Stationarity of time series and the problem of spurious regression," MPRA Paper, University Library of Munich, Germany, number 27926, Sep.
• Výrost, Tomáš & Baumöhl, Eduard, 2009, "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 27939, Nov.
• Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona, 2009, "The impact of the US stock market on the Romanian stock market in the context of the financial crisis," MPRA Paper, University Library of Munich, Germany, number 36862, Nov, revised 22 Feb 2012.
• Hiremath, Gourishankar S, 2009, "Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review," MPRA Paper, University Library of Munich, Germany, number 46512.
• Chancharat, Surachai & Kamalian, Amin Reza & Valadkhani, Abbas, 2009, "Random Walk and Multiple Structural Breaks In Thai Stock Market," MPRA Paper, University Library of Munich, Germany, number 50395.
• Hung, Mao-Wei & So, Leh-Chyan, 2009, "New insights into India’s single stock futures markets," MPRA Paper, University Library of Munich, Germany, number 52491.
• Santillán Salgado, Roberto & Hibert Sánchez, Abel, 2009, "A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry," MPRA Paper, University Library of Munich, Germany, number 56020.
• Devalle, Alain & Magarini, Riccardo & Onali, Enrico, 2009, "Assessing the Value Relevance of Accounting Data After the Introduction of IFRS in Europe," MPRA Paper, University Library of Munich, Germany, number 56174, Oct, revised 08 Oct 2009.
• Camilleri, Silvio John & Galea, Gabriella, 2009, "The Diversification Potential Offered by Emerging Markets in Recent Years," MPRA Paper, University Library of Munich, Germany, number 62491.
• Giovanis, Eleftherios, 2009, "Calendar Effects and Seasonality on Returns and Volatility," MPRA Paper, University Library of Munich, Germany, number 64404.
• Lal, Amant, 2009, "An Empirical Time Series Model of Economic Growth and Environment," MPRA Paper, University Library of Munich, Germany, number 66475, Mar.
• Ghassan, Hassan & Abdullah, Abdelgader, 2009, "Does the entry of foreign investors influence the volatility of Doha Securities Market?," MPRA Paper, University Library of Munich, Germany, number 95620, revised 2010.
• Jindřich Špička, 2009, "The Risk Analysis in the Agricultural Enterprises using Earnings at Risk Method," Ekonomika a Management, Prague University of Economics and Business, volume 2009, issue 3.
• Vladimir Borgy & Valérie Mignon, 2009, "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, volume 187, issue 1, pages 105-121, DOI: 10.3406/ecop.2009.7878.
• Michael Bordo & Harold James, 2009, "Le dollar américain et son rôle dans l’ordre monétaire international," Revue d'Économie Financière, Programme National Persée, volume 94, issue 1, pages 171-186, DOI: 10.3406/ecofi.2009.5298.
• Jean-Marc Figuet, 2009, "La mise en place de TARGET2 : un élément de la nouvelle architecture financière de l’économie européenne," Revue d'Économie Financière, Programme National Persée, volume 94, issue 1, pages 329-338, DOI: 10.3406/ecofi.2009.5311.
• Delphine Lahet, 2009, "Le repositionnement des pays émergents : de la crise financière asiatique de 1997 à la crise de 2008," Revue d'Économie Financière, Programme National Persée, volume 95, issue 2, pages 275-306, DOI: 10.3406/ecofi.2009.5358.
• António Rua & Luís Catela Nunes, 2009, "International comovement of stock market returns: a wavelet analysis," Working Papers, Banco de Portugal, Economics and Research Department, number w200904.
• Spiros Bougheas & Rod Falvey, 2009, "The impact of financial market imperfections on trade and capital flows," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 6, issue 1, pages 91-110, Julio - D.
• Cosmin Ilut, 2009, "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers, Society for Economic Dynamics, number 328.
• Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu, 2009, "Uncovered Interest Parity and Financial Market Volatility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 32, pages 21-45, (2).
• Irina-Eugenia Iamandi & Laura-Gabriela Constantin, 2009, "Addressing Socially Responsible Investments through Alternative Risk Transfer Solutions at International Level," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 33, pages 61-94, (3).
• Werther Vervloet & Marcio Gomes Pinto Garcia, 2009, "Incentivo perverso das reservas internacionais: O caso das empresas exportadoras brasileiras," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 564, Nov.
• Michael Pomerleano, 2009, "What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?," ADBI Working Papers, Asian Development Bank Institute, number 146, Aug.
• Mark M. Spiegel, 2009, "Developing Asian Local Currency Bond Markets: Why and How?," ADBI Working Papers, Asian Development Bank Institute, number 182, Dec.
• Mafalda Ribeiro & C. Machado Santos, 2009, "Hedge funds strategies -are they consistent?," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 10/2009, Nov.
• Ephraim Clark & Konstantinos Kassimatis, 2009, "The Effect of Country Default Risk on Foreign Direct Investment," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 3, pages 342-361.
• Imad A. Moosa & Talla M. Al-Deehani, 2009, "The Myth of International Diversification," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 3, pages 383-406.
• Dimitris Kenourgios & Aristeidis Samitas, 2009, "Financial Market Dynamics in an Enlarged European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 197-221.
• Jose Olmo & Keith Pilbeam, 2009, "Uncovered Interest Parity: Are Empirical Rejections of It Valid?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 369-384.
• Amalia Di Iorio, 2009, "Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 435-454.
• Michael Mahlknecht & Konstantin Oppl, 2009, "Analyzing and hedging structured products with Interactive Deformable Computer Graphics," Journal of Financial Transformation, Capco Institute, volume 26, pages 55-58.
• Wenjiang Jiang & Zhenyu Wu, 2009, "Financial risk and political risk in mature and emerging financial markets," Journal of Financial Transformation, Capco Institute, volume 25, pages 15-18.
• Robert Wright, 2009, "Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares," Journal of Financial Transformation, Capco Institute, volume 25, pages 12-14.
• Raymond Trémolières & Anton Turko, 2009, "Options and Market Forecasting," Journal of Internet Banking and Commerce, Nahum Goldmann, volume 14, issue 3, pages 01-09.
• Ilie Mihai, 2009, "Crisis And Development (One Year Of Crisis In Romania)," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 21-30.
• Iulian Panait & Iulia Lupu, 2009, "The Behavior Of The Bucharest Stock Exchange During The Current Financial Markets Crisis And Proposed Measures For Its Sustainable Development," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 73-80.
• Eduard IONESCU & Cristian OPREA, 2009, "Apects Of Mondial Crisis Influence On The Global Stock Exchange," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2009/7, Jun.
• Ion POPESCU & Victor STOICA & Alexandrina MERUTA, 2009, "Was the stock exchange crisis of 2007 predictable?," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2009/12, Jun.
• Marin Dumitru & Dumitru Nica & Brindusa Covaci & Cristinel Claudiu Cocosatu, 2009, "Mutual funds in the context of current economic crisis," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2009/19, Jun.
• Horobet, Alexandra & Lupu, Radu, 2009, "Are Capital Markets Integrated? A Test of Information Transmission within the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 64-80, June.
• Yay, Gülsün & Oktayer, Asuman, 2009, "Financial Development and Economic Growth - A Comparative Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 56-74, September.
• Dedu, Vasile & Armeanu, Daniel & Enciu, Adrian, 2009, "Using the Multivariate Data Analysis Techniques on the Insurance Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 170-179, December.
• Donal Bredin & Cal Muckley, 2009, "An analysis of the EU Emission Trading Scheme," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/2568.
• Donal Bredin & Stuart Hyde, 2009, "Investigating sources of unanticipated exposure in industry stock returns," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/2596.
• John Cotter & Jim Hanly, 2009, "Hedging : scaling and the investor horizon," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/2597, Aug.
• John Cotter & Jim Hanly, 2009, "Time varying risk aversion : an application to energy hedging," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/2599, Aug.
• Arjana BREZIGAR-MASTEN & Fabrizio CORICELLI & Igor MASTEN, 2009, "Financial integration and financial development in transition economies: What happens during financial crises?," RSCAS Working Papers, European University Institute, number 2009/49, Sep.
• M. Fr Mmel & N. Kiss M & K. Pint R & -, 2009, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/626, Dec.
• Cathy Ning, 2009, "Extreme Dependence in International Stock Markets," Working Papers, Toronto Metropolitan University, Department of Economics, number 008, Nov.
• Cathy Ning & Stephen Sapp, 2009, "Segmentation across International Equity, Bond, and Foreign Exchange Markets," Working Papers, Toronto Metropolitan University, Department of Economics, number 010, Nov.
• Dirk Hanekom & John M. Luiz, 2018, "The Impact of Multinational Enterprises on Public Governance Institutions in Areas of Limited Statehood," ERSA Working Paper Series, Economic Research Southern Africa, number 146, Jun.
• Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009, "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 2, pages 133-163, May, DOI: 10.1177/097265270900800203.
• Stuart Locke & Kartick Gupta, 2009, "Applicability of Contrarian Strategy in the Bombay Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 2, pages 165-189, May, DOI: 10.1177/097265270900800204.
• Imen Kouki & Mahfuzul Haque, 2009, "Tunisian Dealer Behaviour in FX Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 3, pages 265-287, September, DOI: 10.1177/097265270900800302.
• Amaresh Samantaraya & Jeanne Verrier, 2009, "Do Macroeconomic Indicators Explain India's Sovereign Ratings? An Empirical Analysis," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 3, issue 3, pages 193-221, July, DOI: 10.1177/097380100900300301.
• Bappaditya Mukhopadhyay, 2009, "Financial Market Integration," Review of Market Integration, India Development Foundation, volume 1, issue 1, pages 37-60, April, DOI: 10.1177/097492920900100103.
• Marek Dabrowski, 2009, "The Global Financial Crisis: Lessons for European Integration," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0384.
• Hakim, M.S. & McAleer, M.J., 2009, "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-32, Nov.
• Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2009, "Time Variation in Asset Return Dependence: Strength or Structure?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-052-F&A, Oct.
• Galindo Lucas, Alfonso, 2009, "Marco Institucional de la Contabilidad y las Finanzas," Entelequia eBooks, Entelequia y Servicios Académicos Intercontinentales SL, number b009, edition 1, ISBN: ARRAY(0x6556fc98), May.
• Michael Pomerleano, 2009, "What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?," Working Papers, eSocialSciences, number id:2204.
• Tuan Thi Ngoc Bui & Piet Sercu, 2009, "Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 418-437.
• Salvador Barrios & Per Iversen & Magdalena Lewandowska & Ralph Setzer, 2009, "Determinants of intra-euro area government bond spreads during the financial crisis," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 388, Nov.
• Flavia Corneli, 2009, "The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment," Economics Working Papers, European University Institute, number ECO2009/41.
• Elena Fedorova & Mika Vaihekoski, 2009, "Global and Local Sources of Risk in Eastern European Emerging Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 1, pages 2-19, January.
• Martin Cihak, 2009, "Financial Crisis (introduction)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 502-506, December.
• Zsófia Arvai & Karl Driessen & Ínci Ötker-Robe, 2009, "Regional Financial Interlinkages and Financial Contagion within Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 522-540, December.
• Martin Èihák & Srobona Mitra, 2009, "The Financial Crisis and European Emerging Economies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 541-553, December.
• Mejra Festiæ & Sebastijan Repina, 2009, "Financial Stability in the Baltics," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 554-576, December.
• Jozef Barunik & Lukas Vacha, 2009, "Wavelet Analysis of Central European Stock Market Behaviour During the Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/23, Oct, revised Oct 2009.
• Ladislav Kristoufek, 2009, "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/26, Nov, revised Nov 2009.
• William L. Megginson & Bernardo Bortolotti & Veljko Fotak & William Miracky, 2009, "Sovereign Wealth Fund Investment Patterns and Performance," Working Papers, Fondazione Eni Enrico Mattei, number 2009.22, Apr.
• Josh Lerner & Shai Bernstein & Antoinette Schoar, 2009, "The Investment Strategies of Sovereign Wealth Funds," Working Papers, Fondazione Eni Enrico Mattei, number 2009.25, Apr.
• Pereira, Pedro L. Valls, 2009, "Testing the hypothesis of contagion using multivariate volatility models," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 174, Jan.
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009, "The valuation channel of external adjustment," Working Papers, Federal Reserve Bank of Boston, number 09-18.
• Marcel Fratzscher & Arnaud Mehl, 2009, "Do China and oil exporters influence major currency configurations?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 25.
• Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009, "Global, local, and contagious investor sentiment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 37.
• Maurice Obstfeld & Kenneth S. Rogoff, 2009, "Global imbalances and the financial crisis: products of common causes," Proceedings, Federal Reserve Bank of San Francisco, pages 131-172.
• Erik Hjalmarsson & Peter Manchev, 2009, "Characteristic-based mean-variance portfolio choice," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 981.
• Nicola Cetorelli & Stavros Peristiani, 2009, "Prestigious stock exchanges: a network analysis of international financial centers," Staff Reports, Federal Reserve Bank of New York, number 384, Aug.
• Jan Bena, 2009, "The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship," FMG Discussion Papers, Financial Markets Group, number dp629, Mar.
• Céline Gimet, 2009, "The spread of international financial shocks to Asean countries," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0928.
• Riccardo Lo Conte, 2009, "Government Bond Yield Spreads: A Survey," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 68, issue 3, pages 341-370, July.
• Marc Flandreau & Norbert Gaillard & Ugo Panizza, 2009, "Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2010, Dec, revised Feb 2010.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-15, Nov.
• José A. Soares da Fonseca, 2009, "The performance of the European Stock Markets: a time-varying Sharpe ratio approach," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-16, Nov.
• Mirela Malin & Graham Bornholt, 2009, "Predictability of Future Index Returns based on the 52 Week High Strategy," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200907, Jul.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375531, Mar.
• Amélie Charles & Olivier Darné, 2009, "Testing for random walk behavior in euro exchange rates," Post-Print, HAL, number hal-00771082.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Post-Print, HAL, number halshs-00404386, DOI: 10.2298/PAN0902241E.
• Céline Gimet, 2009, "The spread of international financial shocks to Asean countries," Post-Print, HAL, number halshs-00464216.
• Jamel Boukhatem, 2009, "Essai sur les déterminants empiriques de développement des marchés obligataires," Working Papers, HAL, number hal-04140858.
• Fredj Jawadi & Georges Prat, 2009, "Nonlinear Stock Price Adjustment in the G7 Countries," Working Papers, HAL, number hal-04140874.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," Working Papers, HAL, number hal-04140896.
• Emilie Alberola & Julien Chevallier, 2009, "Les déterminants du prix du carbone sur le marché européen des quotas," Working Papers, HAL, number halshs-00422653, Oct.
• Menkhoff, Lukas & Schmeling, Maik, 2009, "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-415, Aug.
• Johansson, Anders C., 2009, "An Analysis Of Dynamic Risk In The Greater China Equity Markets," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-5, Mar.
• Johansson, Anders C., 2009, "China'S Financial Market Integration With The World," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-10, Jun.
• Johansson, Anders C., 2009, "Asian Sovereign Debt and Country Risk," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-11, Dec.
• Melander, Ola, 2009, "The Effects of Real Exchange Rate Depreciation in an Economy with Extreme Liability Dollarization," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 715, Apr, revised 28 Jul 2009.
• Melander, Ola, 2009, "Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 716, Apr, revised 30 Jul 2009.
• Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas, 2009, "Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises," Working Paper Series, Research Institute of Industrial Economics, number 796, May.
• Jawadi, Fredj & Leoni, Patrick, 2009, "Threshold cointegration relationships between oil and stock markets," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2009, Jan.
• Iversen, Jens, 2009, "Should we expect financial globalization to have significant effects on business cycles?," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 6/2009, Oct.
• Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih, 2009, "International Diversification: An Extreme Value Approach," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/26, Jun.
• Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih, 2009, "International Diversification: A Copula Approach," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/27, Jun.
• Marzo, Massimiliano & Zagaglia, Paolo, 2009, "The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:1, Jan.
• Hsu, Chih-Chiang & Yau, Ruey & Wu, Jyun-Yi, 2009, "Asymmetric Exchange Rate Exposure and Industry Characteristics : Evidence from Japanese Data," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 57-69, June, DOI: 10.15057/17466.
• Laurence Fung & Ip-wing Yu, 2009, "A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008," Working Papers, Hong Kong Monetary Authority, number 0909, May.
• Laurence Fung & Ip-wing Yu, 2009, "Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008," Working Papers, Hong Kong Monetary Authority, number 0917, Oct.
• Michael Cheng & Wai-Yip Alex Ho, 2009, "A Structural Investigation into the Price and Wage Dynamics in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0920, Dec.
• Gurnain Kaur Pasricha, 2009, "Bank Competition and International Financial Integration:Evidence Using a New Index," Working Papers, Hong Kong Institute for Monetary Research, number 242009, Jul.
• Felix Geiger, 2009, "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 316/2009, Jul.
• Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009, "Global Currency Hedging," Scholarly Articles, Harvard University Department of Economics, number 3153308.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-032, Feb.
• Moons, Cindy, 2009, "An Estimated Two-Country DSGE Model: losses from UK membership in EMU," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2009/23, Oct.
• Eddy Junarsin & Bayu Pranoto, 2009, "Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 15-27.
• Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi, 2009, "Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 45-61.
• Eduardo Sandoval & Arturo Vásquez, 2009, "The Pricing Of Exchange Rate Risk In Up And Down World Stock Market Periods," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 27-39.
• Li Guozhou & Christopher Gan & Sirimon Treepongkaruna, 2009, "Impact Of Hedging Pressure On Implied Volatility In Financial Times And London Stock Exchange (Ftse) Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 103-118.
• Jodylyn Quijano-Arsenio & Karen Corpus & Young-Jin Kim & Julius Rola, 2009, "Is There A Synchronicity Between The Philippine Stock Exchange And New York Stock Exchange?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 69-77.
• Jian-Hsin Chou & Chien-Yun Chang & Chen-Yu Chen, 2009, "The Use Of Term Structure Information In The Hedging Of Japanese Government Bonds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 131-145.
• Dejun Xie, 2009, "Theoretical And Numerical Valuation Of Callable Bonds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 71-82.
• Vasileios Kallinterakis & Maria Lodetti, 2009, "Nonlinearities, Herd Behaviour and Market Illiquidity: Evidence from Montenegro," Economic Analysis, Institute of Economic Sciences, volume 42, issue 3-4, pages 7-17.
• Claude Berthomieu & Jean-Paul Guichard & Dejan Eric & Srdjan Redzepagic (ed.), 2009, "Financial Systems Integration of Balkan Countries in the European Financial System: Impact of Global Crisis," Books, Institute of Economic Sciences, number finsys, edition 1, ISBN: ARRAY(0x5c4a92e0).
• Cavallo, Eduardo A. & Izquierdo, Alejandro, 2009, "Dealing with an International Credit Crunch: Policy Responses to Sudden Stops in Latin America," IDB Publications (Books), Inter-American Development Bank, number 12446, August, DOI: http://dx.doi.org/10.18235/0004489.
• Sagarika Chakraborty & Soumya Banerjee, 2009, "Financial Crisis in the Developing World Post the US “Asset Price Bubble Debacle” A New Way Forward," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 1, pages 5-26, July, DOI: https://doi.org/10.21098/bemp.v12i1.
• Juan Angel Lafuente & Javier Ordonez, 2009, "The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 1, issue 1, pages 75-95.
• Todd Keister, 2009, "Expectations And Contagion In Self-Fulfilling Currency Attacks," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 50, issue 3, pages 991-1012, August.
• Gökçe AKSOY & Onur OLGUN, 2009, "Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 33-53.
• Jeffrey E. Jarrett & Xia Pan & Shaw Chen, 2009, "Do the Chinese Bourses (Stock Markets) Predict Economic Growth?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 3, pages 201-211, December.
• Reint Gropp & Marco Lo Duca & Jukka Vesala, 2009, "Cross-Border Bank Contagion in Europe," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 1, pages 97-139, March.
• Hyun Shin & Reint Gropp, 2009, "Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 1, March.
• Gabriele Galati & Philip Wooldridge, 2009, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 1, pages 1-23, DOI: 10.1002/ijfe.379.
• 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.

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(0x8a39f6d8), October.
• Morten Balling (ed.), 2008, "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5, ISBN: ARRAY(0x89fec440), October.
• 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.
• Katherine A. Smith & Diego Valderrama, 2008, "The Composition of Capital Inflows when Emerging Market Firms Face Financing Constraints," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-13, May, DOI: 10.24148/wp2007-13.
• 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.