Research classified by Journal of Economic Literature (JEL) codes

2009

• 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.
• FrancisX. Diebold & Kamil Yilmaz, 2009, "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, volume 119, issue 534, pages 158-171, January.
• Beltratti, Andrea & Stulz, Rene M., 2009, "Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-12, Jul.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2009, "Why Do Foreign Firms Leave U.S. Equity Markets?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-3, Apr.
• Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-5, Apr.
• Chabot, Benjamin & Kurz, Christopher J., 2009, "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers, Yale University, Department of Economics, number 64, Jun.
• Laux, Christian & Leuz, Christian, 2009, "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, volume 34, issue 6-7, pages 826-834, August.
• Smith, Katherine A. & Valderrama, Diego, 2009, "The composition of capital inflows when emerging market firms face financing constraints," Journal of Development Economics, Elsevier, volume 89, issue 2, pages 223-234, July.
• Catão, Luis A.V. & Fostel, Ana & Kapur, Sandeep, 2009, "Persistent gaps and default traps," Journal of Development Economics, Elsevier, volume 89, issue 2, pages 271-284, July.
• Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009, "Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news," Economic Modelling, Elsevier, volume 26, issue 2, pages 526-531, March.
• Tavares, José, 2009, "Economic integration and the comovement of stock returns," Economics Letters, Elsevier, volume 103, issue 2, pages 65-67, May.
• de los Rios, Antonio Diez, 2009, "Exchange rate regimes, globalisation, and the cost of capital in emerging markets," Emerging Markets Review, Elsevier, volume 10, issue 4, pages 311-330, December.
• Cuadro-Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian, 2009, "The transmission of emerging market shocks to global equity markets," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 2-17, January.
• Schmeling, Maik, 2009, "Investor sentiment and stock returns: Some international evidence," Journal of Empirical Finance, Elsevier, volume 16, issue 3, pages 394-408, June.
• Rua, António & Nunes, Luís C., 2009, "International comovement of stock market returns: A wavelet analysis," Journal of Empirical Finance, Elsevier, volume 16, issue 4, pages 632-639, September.
• Frijns, Bart & Schotman, Peter, 2009, "Price discovery in tick time," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 759-776, December.
• Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009, "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 777-792, December.
• Hanousek, Jan & Kocenda, Evzen & Kutan, Ali M., 2009, "The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data," Journal of Financial Stability, Elsevier, volume 5, issue 2, pages 199-219, June.
• Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2009, "Defending against speculative attacks," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-011.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2009, "Higher-order beliefs among professional stock market forecasters: some first empirical tests," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-042.
• Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel, 2009, "The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-045.
• Schindler, Felix & Rottke, Nico & Füss, Roland, 2009, "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-054.
• Thomas Nitschka, 2009, "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 405, Mar.
• 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.
• David de Villiers & Hylton Hollander & Dawie Van Lill, 2025, "Financial Stress in Emerging Markets: The Tail-Risk Trade-Offs Between Growth and Financial Stability Policies," ERSA Working Paper Series, Economic Research Southern Africa, number 146, Aug.
• 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.
• Mejra Festić & Sebastijan Repina & Alenka Kavkler, 2009, "The Up-Coming Crisis and the Banking Sector in the Baltic States," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue 3, pages 269-291, September.
• Anand Bansal & J.S. Pasricha, 2009, "Investment Trends Of Foreign Institutional Investors In India: An Analytical Overview," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 1, issue 3 (Decemb, pages 307-318.
• Marie Briere & Bastien Drut, 2009, "The Revenge of Purchasing Power Parity on Carry Trades during Crises," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-013.RS.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-014.RS.
• Bastien Drut, 2009, "Nice but cautious guys: The cost of responsible investing in the bond markets," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-034.RS.
• Nagehan KESKİN, 2009, "Sermaye Kontrolleri: Nedenleri, Türleri ve Ülke Deneyimleri," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2009-1.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009, "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, volume 36, issue 1, pages 201-229, February, DOI: 10.1007/s00181-008-0192-3.
• Sunil Kumar & Rachita Gulati, 2009, "Did efficiency of Indian public sector banks converge with banking reforms?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 56, issue 1, pages 47-84, March, DOI: 10.1007/s12232-008-0057-2.
• José Dias Curto & João Tomaz & José Castro Pinto, 2009, "A new approach to bad news effects on volatility: the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 8, issue 1, pages 23-36, April, DOI: 10.1007/s10258-009-0037-9.
• Michele Fratianni, 2009, "The Evolutionary Chain of International Financial Centers," Springer Books, Springer, chapter 12, in: Alberto Zazzaro & Michele Fratianni & Pietro Alessandrini, "The Changing Geography of Banking and Finance", DOI: 10.1007/978-0-387-98078-2_12.
• Giulio Piller & Elvis Zaccariotto, 2009, "Cyber-Laundering: The Union Between New Electronic Payment Systems and Criminal Organizations," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 1, pages 62-76, May, DOI: 10.1007/s11300-009-0048-3.
• Edgar Karapetyan & Anna Atoyan & Marta Sandoyan & Demeh Daradkah, 2009, "Financial Intermediation Modernization in Countries with Transition Economy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 2, pages 287-298, June, DOI: 10.1007/s11300-009-0067-0.
• Antonio Afonso & Pedro Gomes & Philipp Rother, 2009, "Ordered response models for sovereign debt ratings," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 8, pages 769-773, DOI: 10.1080/13504850701221931.
• Ekaterini Panopoulou & Theologos Pantelidis, 2009, "Integration at a cost: evidence from volatility impulse response functions," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 11, pages 917-933, DOI: 10.1080/09603100802112300.
• Victor Pontines & Reza Siregar, 2009, "Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 9, pages 745-752, DOI: 10.1080/09603100802167239.
• Jorge Farinha & Oscar Lopez-de-Foronda, 2009, "The relation between dividends and insider ownership in different legal systems: international evidence," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 2, pages 169-189, DOI: 10.1080/13518470802588718.
• Joachim Grammig & Andreas Schrimpf & Michael Schuppli, 2009, "Long-horizon consumption risk and the cross-section of returns: new tests and international evidence," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 5-6, pages 511-532, DOI: 10.1080/13518470902872285.
• Anders Johansson, 2009, "An analysis of dynamic risk in the Greater China equity markets," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 7, issue 3, pages 299-320, DOI: 10.1080/14765280903073165.
• Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009, "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 5, pages 607-619, DOI: 10.1080/14697680802637882.
• Adnan Kasman, 2009, "Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 9, issue 1, pages 1-14.
• Nikolaos Sariannidis & Ioannis Koskosas & Nikos Kartalis & George Konteos, 2009, "Macroeconomic effects on D.J.S.I.-World Returns," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 2, issue 2, pages 95-110, December.
• Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009, "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-67.
• Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2009, "Cross-Border Exposures and Financial Contagion," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-20.
• Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009, "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 33c2d6de-346d-4575-bb25-b.
• Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2009, "Cross-Border Exposures and Financial Contagion," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9c71b91d-76f5-4b50-b722-b.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-608, Jan.
• Abdul Hakim & Michael McAleer, 2009, "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-676, Oct.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-693, Dec.
• Finn Østrup & Lars Oxelheim & Clas Wihlborg, 2009, "Origins and Resolution of Financial Crises: Lessons from the Current and Northern European Crises," Asian Economic Papers, MIT Press, volume 8, issue 3, pages 178-220, Fall.
• Abul Shamsuddin & Jae H Kim, 2009, "Short-Horizon Return Predictability in International Equity Markets," Working Papers, School of Economics, La Trobe University, number 2009.01.
• Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca, 2009, "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-17.
• Martijn Konings & Leo Panitch, 2009, "Global finance in crisis," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 19, pages 29-57.
• Uluc Aysun, 2009, "An alternative method for measuring financial frictions," Working papers, University of Connecticut, Department of Economics, number 2009-34, Oct.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers, University of Washington, Department of Economics, number UWEC-2009-04, Feb.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "A Macro-Finance Approach to Exchange Rate Determination," Working Papers, University of Washington, Department of Economics, number UWEC-2009-24-R, Dec, revised May 2010.
• Jorge Selaive & Beatriz Velásquez & José Miguel Villena, 2009, "NOTA TECNICA Medidas extendidas de restricciones a los flujos de capitales," Estudios de Economia, University of Chile, Department of Economics, volume 36, issue 1 Year 20, pages 97-110, June.
• Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2009, "Indexed Sovereign Debt: An Applied Framework," Business School Working Papers, Universidad Torcuato Di Tella, number 2009-01, Jan.
• María Luisa Saavedra García & Teresa de Jesús Vargas Vega & Heriberto Moreno Uribe, 2009, "Social impact of bankruptcy: The case of Dina S.A. a Mexican automobile firm," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 34, issue 28, pages 75-101, July-Dece.
• Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika, 2009, "Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-11.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2009, "Sovereign default, domestic banks and financial institutions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1170, Aug, revised Feb 2012.
• Francisco Peñaranda & Augusto Rupérez-Micola, 2009, "On the drivers of commodity co-movement: Evidence from biofuels," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1174, Oct, revised Oct 2011.
• Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-06, Apr.
• Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009, "The Implementation of SNB Monetary Policy," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-08, Apr.
• Jarita DUASA & Salina H. KASSIM, 2009, "Herd Behavior In Malaysian Capital Market: An Empirical Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 1(7)_ Spr.
• Simona Benedettini, 2009, "On Convergence across Transition Economies’ Financial Markets: the Role of Creditor Rights," Department of Economics University of Siena, Department of Economics, University of Siena, number 580, Nov.
• Pop, Napoleon, 2009, "Financial Crisis. Challenges For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 13, issue 1, pages 89-99, March.
• Harrison, Barry & Moore, Winston, 2009, "Stock Market Como Vement In The European Union And Transition Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 13, issue 3, pages 124-151.
• Hadj Amor Thouraya & El Araj Rita, 2009, "Dynamique a long terme du taux de change réel, Libéralisation Commerciale et Intégration Financiere: Cas des Pays du Sud et de l’Est Méditerranéen," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 1, pages 73-93.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 2, pages 241-260.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-11, Oct.
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• John M Longo (ed.), 2009, "Hedge Fund Alpha:A Framework for Generating and Understanding Investment Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7012, ISBN: ARRAY(0x7dfc54f8), March.
• John M. Longo, 2009, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo, 2009, "Hedge Fund Research Vs. Traditional Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Jorge Barreiro & John M. Longo, 2009, "Achieving Hedge Fund Alpha In Brazil," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Irina Samoylova & John M. Longo, 2009, "Achieving Hedge Fund Alpha In Russia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Ali Jaffery & John M. Longo, 2009, "Achieving Hedge Fund Alpha In India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo & Wei-Kang Shih & Ben Sopranzetti, 2009, "Achieving Hedge Fund Alpha In China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Sanjeev Khullar, 2009, "Using Derivatives To Create Alpha," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
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• John M. Longo, 2009, "Growth Of The Hedge Fund Management Company: Evolving From A Single Strategy Fund To A Multistrategy Fund Or Multiple Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
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• John M. Longo, 2009, "The Psychology Of Hedge Fund Managers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
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• Erman Civelek, 2009, "Hedge Fund Due Diligence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo & Yaxuan Qi, 2009, "From Birth To Death: The Lifecycle Of A Hedge Fund Investment Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Mitchell D. Eichen & John M. Longo, 2009, "The Future Of Hedge Funds: Seven Emerging Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
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• 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.
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• 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(0x9c2f9d58), May.