Research classified by Journal of Economic Literature (JEL) codes

2008

• Jong-Wha Lee & Cyn-Young Park, 2008, "Global Financial Turmoil: Impact and Challenges for Asia's Financial Systems," Working Papers on Regional Economic Integration, Asian Development Bank, number 18, Jun.
• Jongkyou Jeon, 2008, "Indeterminacy and Business Fluctuations under Partial Capital Mobility," East Asian Economic Review, Korea Institute for International Economic Policy, volume 12, issue 2, pages 81-120, DOI: 10.11644/KIEP.JEAI.2008.12.2.189.
• Abdulnasser Hatemi-J & Per-Ola Maneschiöld & Eduardo Roca, 2008, "Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 61, issue 4, pages 665-685.
• Hui-Kuan Tseng, 2008, "Exchange rate volatility and optimal central bank intervention," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 61, issue 4, pages 729-754.
• Michael Mahlknecht, 2008, "Global structured products survey: trends and issues in the market," Journal of Financial Transformation, Capco Institute, volume 23, pages 14-18.
• Yinqiu Lu & Salih Neftci, 2008, "Financial instruments to hedge commodity price risk for developing countries," Journal of Financial Transformation, Capco Institute, volume 24, pages 137-143.
• Karel Lannoo, 2008, "EU retail financial market integration: mirage or reality?," Journal of Financial Transformation, Capco Institute, volume 23, pages 95-100.
• Giorgio Szegö, 2008, "Crash 2008," Rivista di Politica Economica, SIPI Spa, volume 98, issue 1, pages 3-37, January-F.
• Kevin Dowd & John Cotter & Ghulam Sorwar, 2008, "Spectral risk measures : properties and limitations," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1190, Apr.
• Guttmann, Robert, 2008, "A Primer on Finance-Led Capitalism and Its Crisis," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 3.
• Jan Hanousek & Evžen KoÄ enda & Petr ZemÄ Ã­k, 2008, "Bond Market Emergence," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 141-168, August, DOI: 10.1177/097265270800700202.
• Jae-Seung Baek & Tianshu Liu, 2008, "Comparison Study on Shareholder Wealth and Ownership Structure in China and Korea," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, volume 11, issue 2, pages 3-32, September, DOI: 10.1177/223386590801100201.
• Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2008, "Testing the Hypothesis of Contagion Using Multivariate Volatility Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 28, issue 2, November.
• Mark J. Holmes & Ping Wang, 2008, "Real Convergence and Regime-Switching Among EU Accession Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 6, issue 1, pages 9-27.
• Lucjan T. Orlowski, 2008, "Stages of the Ongoing Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0372.
• Tullio Jappelli & Marco Pagano, 2008, "Financial Market Integration Under EMU," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 197, Apr.
• Manuel Ammann & Michael Steiner, 2008, "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue I, pages 1-35, March.
• Jian Hu, 2008, "Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0808, Sep, revised Nov 2008.
• Jian Hu, 2008, "Does Weather Matter?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0809, Nov.
• Charlotte Christiansen & Angelo Ranaldo, 2008, "Extreme Coexceedances in New EU Member States' Stock Markets," Working Papers, Swiss National Bank, number 2008-10.
• Christian Beer & Steven Ongena & Marcel Peter, 2008, "Borrowing in Foreign Currency: Austrian Households as Carry Traders," Working Papers, Swiss National Bank, number 2008-19.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-011.RS.
• Soner GÖKTEN & Pınar OKAN & Emine ÖNER & Nevzat AYPEK, 2008, "Tasarruf ve Ekonomik Büyüme Arasındaki İlişkide Finansal Sistemin Rolü – Kırgızistan Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2008-1.
• Claudio Morana, 2008, "International stock markets comovements: the role of economic and financial integration," Empirical Economics, Springer, volume 35, issue 2, pages 333-359, September, DOI: 10.1007/s00181-007-0161-2.
• Abdulnasser Hatemi-J, 2008, "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, volume 35, issue 3, pages 497-505, November, DOI: 10.1007/s00181-007-0175-9.
• John A Carlson & Christian M. Dahl & Carol L. Osler, 2008, "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-01, Jan.
• Jie Zhu, 2008, "Pricing Volatility of Stock Returns with Volatile and Persistent Components," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-14, Mar.
• Jie Zhu, 2008, "FIEGARCH-M and and International Crises: A Cross-Country Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-16, Mar.
• Charlotte Christiansen, 2008, "Mean Reversion in US and International Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-47, Sep.
• Tse-Ling Teh & Alan Martina, 2008, "Developing Countries Spreading Covariant Risk Into International Risk Markets: Subsidised Catastrophe Bonds Or Reinsurance, Or Disaster Assistance?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2008-492, Apr.
• Harald Hau & Helene Rey, 2008, "Home Bias at the Fund Level," American Economic Review, American Economic Association, volume 98, issue 2, pages 333-338, May, DOI: 10.1257/aer.98.2.333.
• Dennis P. Quinn & Hans-Joachim Voth, 2008, "A Century of Global Equity Market Correlations," American Economic Review, American Economic Association, volume 98, issue 2, pages 535-540, May, DOI: 10.1257/aer.98.2.535.
• John Geanakoplos & Ana Fostel, 2008, "Leverage Cycles and the Anxious Economy," American Economic Review, American Economic Association, volume 98, issue 4, pages 1211-1244, September, DOI: 10.1257/aer.98.4.1211.
• Babecky, Jan & Komarek, Lubos & Komarkova, Zlatuse, 2008, "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Economic Research Papers, University of Warwick - Department of Economics, number 269847, DOI: 10.22004/ag.econ.269847.
• Alexandra HOROBET & Sorin DUMITRESCU, 2008, "Insights Into Central And Eastern European Countries Competitiveness: On The Exposure Of Capital Markets To Exchange Rate Risk," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 2, pages 107-125, November.
• Jenica POPESCU & Sabin RIZESCU, 2008, "The effects of the housing and real estate market crisis in the united states on the emergent economies – the case of Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 36, pages 628-635, may.
• Dalia SIMION & Daniel TOBA, 2008, "Perspectives of the Evolution of Romanian Financial Market in the Context of Global Financial Market," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 36, pages 1420-1427, May.
• Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu, 2008, "Recent Changes On Romanian Capital Market'S Volatility In The Framework Of A Component Garch Model," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-25.
• Teodor Hada, 2008, "Uncorrelations In The Value Stock Exchange In Bucharest," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-30.
• Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea, 2008, "Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-46.
• Michele Fratianni, 2008, "The Evolutionary Chain of International Financial Centers," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 6, Oct.
• Milton Biage & Vanessa Petrelli Correa & Henrique Dandas Neder, 2008, "Risco País, Fluxos de Capitais e Determinação da Taxa de Juros no Brasil: Uma Analise de Impactos por Meio da Metodologia VEC," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 9, issue 1, pages 63-113.
• Alessandro Maia Pinheiro, 2008, "O Retorno dos Fluxos de Capitais à América Latina na Década de Noventa: Uma Explicação Alternativa à Visão Convencional," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 9, issue 3, pages 519-544.
• Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES, European Real Estate Society (ERES), number eres2008_252, Jan.
• Nikolay Atanasov, 2008, "Integration of the European Stock Market," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 71-89.
• Charlie X. Cai & David Hillier & Gaoliang Tian & Qingghua Wu, 2008, "Agency Cost of Government Ownership: A Study of Voluntary Audit Committee Formation in China," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 0903, Apr, revised Feb 2009.
• Luis A. V. Catao & Ana Fostel & Sandeep Kapur, 2008, "Persistent Gaps and Default Traps," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0803, Feb.
• Tamara Gomes, 2008, "The Impact of Sovereign Wealth Funds on International Financial Stability," Discussion Papers, Bank of Canada, number 08-14, DOI: 10.34989/sdp-2008-14.
• Philipp Maier & Garima Vasishtha, 2008, "Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?," Staff Working Papers, Bank of Canada, number 08-25, DOI: 10.34989/swp-2008-25.
• Antonio Diez de los Rios, 2008, "McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 08-43, DOI: 10.34989/swp-2008-43.
• Ron Alquist, 2008, "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Staff Working Papers, Bank of Canada, number 08-47, DOI: 10.34989/swp-2008-47.
• Ricardo Bebczuk, 2008, "Imports – Exports Correlation: A New Enigma?," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 52, pages 39-56, October -.
• Erdinç Altay, 2008, "Herding in Capital Markets: Analysis of Herding Towards the Market in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 27-58.
• Turhan Korkmaz & Emrah Ismail Çevik, 2008, "Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 59-84.
• Recep Bildik & Mustafa K. Yilmaz, 2008, "The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 2, pages 49-76.
• María J. Nieto & Garry J. Schinasi, 2008, "EU framework for safeguarding financial stability: Towards an analytical benchmark for assessing its effectiveness," Occasional Papers, Banco de España, number 0801, Feb.
• Sarai Criado & Adrian van Rixtel, 2008, "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Occasional Papers, Banco de España, number 0808, Aug.
• Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2008, "Emerging market spreads in the recent financial turmoil," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 35, Nov.
• Stefano Nobili & Gerardo Palazzo, 2008, "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 689, Sep.
• Massimiliano La Marca, 2008, "Capital Flow Paradox, Speculation And External Adjustment In Emerging Market Economies," International Trade and Finance Association Conference Papers, International Trade and Finance Association, number 1129, Aug.
• Chen, Ying & Härdle, Wolfgang & Jeong, Seok-Oh, 2008, "Nonparametric Risk Management With Generalized Hyperbolic Distributions," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 483, pages 910-923.
• Kharroubi, E., 2008, "Domestic Savings and Foreign Capital: the Complementarity Channel," Working papers, Banque de France, number 212.
• Julien Idier, 2008, "Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models," Working papers, Banque de France, number 218.
• Lucas, Y., 2008, "TARGET2 et l’intégration financière européenne," Bulletin de la Banque de France, Banque de France, issue 169, pages 23-30.
• Bonnier, V., 2008, "TARGET2 : le rôle d’un système d’aide à la décision pour compléter les fonctions de règlement," Bulletin de la Banque de France, Banque de France, issue 169, pages 31-36.
• ., 2008, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2007," Bulletin de la Banque de France, Banque de France, issue 172, pages 21-24.
• Lucas, Y., 2008, "TARGET2 and European financial integration," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 5-14, Summer.
• Bonnier, V., 2008, "Supplementing settlement functions with a decision-support system in TARGET2," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 15-22, Summer.
• Jacob Gyntelberg & Philip Wooldridge, 2008, "Interbank rate fixings during the recent turmoil," BIS Quarterly Review, Bank for International Settlements, March.
• Naohiko Baba & Frank Packer & Teppei Nagano, 2008, "The spillover of money market turbulence to FX swap and cross-currency swap markets," BIS Quarterly Review, Bank for International Settlements, March.
• Patrick McGuire & Goetz von Peter, 2008, "International banking activity amidst the turmoil," BIS Quarterly Review, Bank for International Settlements, June.
• Eli M Remolona & Ilhyock Shim, 2008, "Credit derivatives an structured creit: the nascant markets of Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, June.
• Robert N McCauley & Jenz Zukunft, 2008, "Asian banks and the international interbank market," BIS Quarterly Review, Bank for International Settlements, June.
• Robert Lindley, 2008, "Reducing foreign exchange settlement risk," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Nikola Tarashev, 2008, "Bank health and lending to emerging markets," BIS Quarterly Review, Bank for International Settlements, December.
• Yosuke Tsuyuguchi & Philip D Wooldridge, 2008, "The evolution of trading activity in Asian foreign exchange markets," BIS Working Papers, Bank for International Settlements, number 252, May.
• Eleni Constantinou & Avo Kazandjian & Georgios P. Kouretas & Vera Tahmazian, 2008, "Common Stochastic Trends Among The Cyprus Stock Exchange And The Ase, Lse And Nyse," Bulletin of Economic Research, Wiley Blackwell, volume 60, issue 4, pages 327-349, October, DOI: 10.1111/j.1467-8586.2008.00282.x.
• Don Bredin & John Cotter, 2008, "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 540-560, October, DOI: 10.1111/j.1465-7295.2007.00101.x.
• Christian Thimann, 2008, "Global Roles of Currencies," International Finance, Wiley Blackwell, volume 11, issue 3, pages 211-245, December, DOI: 10.1111/j.1468-2362.2008.01226.x.
• Bernardo Bortolotti & William Megginson & Scott B. Smart, 2008, "The Rise of Accelerated Seasoned Equity Underwritings," Journal of Applied Corporate Finance, Morgan Stanley, volume 20, issue 3, pages 35-57, June, DOI: 10.1111/j.1745-6622.2008.00192.x.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008, "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, volume 63, issue 1, pages 159-196, February, DOI: 10.1111/j.1540-6261.2008.01313.x.
• Kirsten H. Heppke‐Falk & Guntram B. Wolff, 2008, "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," Kyklos, Wiley Blackwell, volume 61, issue 3, pages 425-446, August, DOI: 10.1111/j.1467-6435.2008.00411.x.
• Martha Starr & Ky Tran, 2008, "Determinants of the Physical Demand for Gold: Evidence from Panel Data," The World Economy, Wiley Blackwell, volume 31, issue 3, pages 416-436, March, DOI: 10.1111/j.1467-9701.2007.01091.x.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008, "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper, Norges Bank, number 2008/08, May.
• Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008, "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper, Norges Bank, number 2008/19, Nov.
• Gregor Irwin & Gregory Thwaites, 2008, "Efficient frameworks for sovereign borrowing," Bank of England working papers, Bank of England, number 343, Mar.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Working Papers, Bank of Greece, number 75, Jun.
• Michael D. Bordo, 2008, "Growing up to Financial Stability," Working Papers, Bank of Greece, number 85, Jul.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2008, "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets," Working Papers, Bank of Greece, number 91, Oct.
• Asher Blass, 2008, "Transffering the Management of the Provident and Mutual Funds From the Banks," Israel Economic Review, Bank of Israel, volume 6, issue 1, pages 23-47.
• Yosuke Tsuyuguchi & Philip Wooldridge, 2008, "The evolution of trading activity in Asian foreign exchange markets," Bank of Japan Working Paper Series, Bank of Japan, number 08-E-5, Jun.
• Sadik Cukur, 2008, "Exchange Rate Exposure: A f irm and Industry Level Investigation," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 38, pages 25-42.
• Halil Ibrahim Bulut, 2008, "Investment Bank Reputation and the Post-IPO Operating Performance: The Case of the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 39, pages 17-40.
• Saadet Kirbas Kasman & Adnan Kasman, 2008, "The Impact of Custom Union Agreement on the Integration of Turkish Stock Market with the Major Trading Partners in Europe," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 39, pages 41-58.
• Turhan Korkmaz & Elif Birkan, 2008, "Portfolio Selection:Application on International Stock Portfolios," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 40, pages 65-98.
• John A. Carlson & Christian M. Dahl & Carol L. Osler, 2008, "Short-run Exchange-rate Dynamics: Theory And Evidence," Working Papers, Brandeis University, Department of Economics and International Business School, number 39, Aug.
• Mariana Felix Teixeira & Marcelo Cabus Klotzle & Walter Lee Ness, 2008, "Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 49-67.
• Else Monteiro Nogueira & Wagner Moura Lamounier, 2008, ""Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 267-286.
• Paul J.J. Welfens, 2008, "Portfoliomodell und langfristiges Wachstum: Neue Makroperspektiven," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei157, Nov.
• Mevlud Islami, 2008, "Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei160, Dec.
• Mevlud Islami, 2008, "Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp08007, Dec.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Finance, Presses universitaires de Grenoble, volume 29, issue 1, pages 31-52.
• Lucía Cuadro-Sáez & Alicia Garcia Herrero, 2008, "Finance for Growth. Does a Balanced Financial Structure Matter?," Revue économique, Presses de Sciences-Po, volume 59, issue 6, pages 1075-1096.
• Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2008, "Indexed Sovereign Debt: An Applied Framework," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 104, revised 2011.
• Wong, Woon K & Tan, Dijun & Tian, Yixiang, 2008, "Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/8, Apr.
• Pasricha, Gurnain, 2008, "Financial Integration in Emerging Market Economies," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt7z35t1cn, May.
• Samuel Koumkwa & Raúl Susmel, 2008, "Arbitrage and convergence: Evidence from Mexican ADRs," Journal of Applied Economics, Universidad del CEMA, volume 11, pages 399-425, November.
• Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008, "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp349, Mar.
• Frantisek Kopriva, 2008, "Source of Information-Driven Trading on the Prague Stock Exchange," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp365, Sep.
• Jan Bena, 2008, "The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp377, Dec.
• M. Hashem Pesaran & Andreas Pick, 2004, "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series, CESifo, number 1176.
• Jesús Crespo-Cuaresma & Balázs Egert & Ronald MacDonald, 2005, "Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States," CESifo Working Paper Series, CESifo, number 1511.
• Michael Ehrmann & Marcel Fratzscher, 2006, "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series, CESifo, number 1710.
• Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: A Unified Approach," CESifo Working Paper Series, CESifo, number 1894.
• Axel Dreher & Christian Hopp, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," CESifo Working Paper Series, CESifo, number 2082.
• Lukas Menkhoff, 2008, "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series, CESifo, number 2473.
• Ludwig Dorffmeister, 2008, "Finanzkrise bremst europäische BauwirtschaftAusgewählte Ergebnisse der Euroconstruct-Sommerkonferenz 2008," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 61, issue 13, pages 27-32, July.
• Hartmut Schauerte, 2008, "Finanzmarktkrise: Können die Maßnahmen der Bundesregierung eine Kreditklemme der Unternehmen verhindern?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 61, issue 22, pages 03-05, November.
• Isabel Maria Pereira Viegas Vieira, 2008, "Contagion effects of the US Subprime Crisis on Developed Countries," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2008_08.
• Virginie Coudert & Mathieu Gex, 2008, "Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005," Working Papers, CEPII research center, number 2008-14, Sep.
• Olena Havrylchyk & Emilia Jurzyk, 2008, "Inherited or Earned? Performance of Foreign Banks in Central and Eastern Europe," Working Papers, CEPII research center, number 2008-16, Sep.
• Jean-Yves Gnabo & Christelle Lecourt, 2008, "Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan," Economie Internationale, CEPII research center, issue 113, pages 5-34.
• Ana Fostel & John Geanakoplos, 2008, "Emerging Markets in an Anxious Global Economy," Levine's Working Paper Archive, David K. Levine, number 122247000000002074, Apr.
• Arturo Jos√© Galindo & Marc Hofstetter, 2008, "Mortgage Interest Rates, Country Risk and Maturity Matching in Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 4544, Jan.
• Ximena Pena Parga & Camilo MondragÔøΩn-VÔøΩlez, 2008, "Business Ownership and Self-Employment in Developing Economies: The Colombian Case," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 4672, Feb.
• Leonardo Bonilla & Andr�s Felipe Garc�a & Monica Roa, 2008, "Country risk ratings and financial crises 1995 - 2001: a survival analysis," Borradores de Economia, Banco de la Republica, number 4580, Mar.
• Henry Laverde Rojas, 2008, "Análisis de vulnerabilidad empresarial y sus efectos sobre la vulnerabilidad bancaria en Colombia: una aplicación delenfoque de hoja de balances," Revista CIFE, Universidad Santo Tomás.
• Diego Vásquez E. & Pedro Felipe Lega G. & Andr�s Murcia P. & Tatiana Venegas K., 2008, "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Coyuntura Económica, Fedesarrollo.
• D’ARGENSIO, John-John & LAURIN, Frédéric, 2008, "The real estate risk premium: A developed/emerging country panel data analysis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008004, Jan.
• Rigobon, Roberto & Pavlova, Anna, 2008, "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6647, Jan.
• Rey, Hélène & Hau, Harald, 2008, "Home Bias at the Fund Level," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6721, Mar.
• Wolff, Christian & Straetmans, Stefan & Versteeg, Roald, 2008, "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6727, Feb.
• Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6878, Jun.
• Rey, Hélène & Hau, Harald, 2008, "Global Portfolio Rebalancing Under the Microscope," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6901, Jul.
• Voth, Hans-Joachim & Quinn, Dennis, 2008, "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7013, Oct.
• Claessens, Stijn & Yafeh, Yishay, 2008, "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7052, Nov.
• Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg, 2008, "Are Capital Controls in the Foreign Exchange Market Effective?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-12.
• Maela Giofré, 2008, "Information Asymmetries and Foreign Equity Portfolios: Households versus Financial Investors," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 74, May.
• John-John, D’ARGENSIO & Frederic, LAURIN, 2008, "The real estate risk premium : A developed/emerging country panel data analysis," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2008003, Feb.
• Olmo, J. & Pouliot, W., 2008, "Early Detection Techniques for Market Risk Failure," Working Papers, Department of Economics, City St George's, University of London, number 08/09.
• Ana Fostel & John Geanakoplos, 2008, "Emerging Markets in an Anxious Global Economy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1646, Mar.
• Röthig, Andreas, 2008, "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 35698, Feb.
• Röthig, Andreas, 2008, "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77424, Feb.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008, "No contagion, only globalization and flight to quality," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 08-22.RS, Nov.
• Kin-Yip Ho & Albert K Tsui, 2008, "Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar," Finance Working Papers, East Asian Bureau of Economic Research, number 22571, Jan.
• Saffi, Pedro & Sigurdson, Kari, 2008, "Price efficiency and short selling," IESE Research Papers, IESE Business School, number D/748, Apr.
• Wang, Daxue, 2008, "Are anomalies still anomalous? An examination of momentum strategies in four financial markets," IESE Research Papers, IESE Business School, number D/775, Dec.
• Wang, Daxue, 2008, "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers, IESE Business School, number D/776, Dec.
• Fidora, Michael & Beck, Roland, 2008, "The impact of sovereign wealth funds on global financial markets," Occasional Paper Series, European Central Bank, number 91, Jul.
• Cappiello, Lorenzo & Manganelli, Simone & Kadareja, Arjan, 2008, "The impact of the euro on equity markets: a country and sector decomposition," Working Paper Series, European Central Bank, number 906, Jun.
• Fidora, Michael & Bracke, Thierry, 2008, "Global liquidity glut or global savings glut? A structural VAR approach," Working Paper Series, European Central Bank, number 911, Jun.
• De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008, "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series, European Central Bank, number 926, Aug.
• Habib, Maurizio Michael & Joy, Mark, 2008, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Working Paper Series, European Central Bank, number 947, Oct.
• Fratzscher, Marcel & Mehl, Arnaud, 2008, "Do China and oil exporters influence major currency configurations?," Working Paper Series, European Central Bank, number 973, Dec.
• Cassola, Nuno & Morana, Claudio, 2008, "Modelling short-term interest rate spreads in the euro money market," Working Paper Series, European Central Bank, number 982, Dec.

2007

• Charlotte Christiansen, 2007, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-05, May.
• Charlotte Christiansen, 2007, "Decomposing European Bond and Equity Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-06, May.
• Tom Engsted & Stuart Hyde & Stig V. Møller, 2007, "Habit Formation, Surplus Consumption and Return Predictability: International Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-31, Oct.
• Charlotte Christiansen & Angelo Ranaldo, 2007, "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-34, Nov.
• Art Durnev & Sergei Guriev, 2007, "The Resource Curse: A Corporate Transparency Channel," Working Papers, New Economic School (NES), number w0108, Oct.
• Victor Pontines & Reza Y. Siregar, 2007, "Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2007-02, Mar.
• Ilia D. Dichev, 2007, "What Are Stock Investors’ Actual Historical Returns? Evidence from Dollar-Weighted Returns," American Economic Review, American Economic Association, volume 97, issue 1, pages 386-401, March, DOI: 10.1257/aer.97.1.386.
• Lukas Menkhoff & Mark P. Taylor, 2007, "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, volume 45, issue 4, pages 936-972, December.
• Marta Gómez-Puig, 2007, "EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-03, Jun.
• Yolanda Santana-Jiménez & Jorge V. Pérez-Rodríguez, 2007, "Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-06, Oct.
• María Santana-Gallego & Francisco J. Ledesma-Rodríguez & Jorge V. Pérez-Rodríguez, 2007, "On the impact of exchange rate regimes on tourism," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-07, Dec.
• Laura Giurca Vasilescu, 2007, "Corporate Governance And Financial Globalization," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 11-20, April.
• Martha Starr & Ky Tran, 2007, "Determinants of the physical demand for gold: Evidence from panel data," Working Papers, American University, Department of Economics, number 2007-09, Jul, DOI: 10.17606/nzd6-tz08.
• Michele FRATIANNI, 2007, "Borders and the Constraints of Globalization," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 282, Apr.
• Michele FRATIANNI, 2007, "The Evolutionary Chain of International Financial Centers," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 303, Oct.
• Michele FRATIANNI, 2007, "The Gravity Equation in International Trade," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 307, Dec.
• Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu, 2007, "Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports," Anadolu University Journal of Social Sciences, Anadolu University, volume 7, issue 2, pages 133-150, December.
• MOONS, Cindy & GARRETSEN, Harry & VAN AARLE, Bas & FORNERO, Jorge, 2007, "Monetary policy in the new-Keynesian model: An application to the Euro-Area," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2007014, Jun.
• VAN AARLE, Bas & GARRETSEN, Harry & MOONS, Cindy, 2007, "Accession to the Euro-area: A stylized analysis using a NK model," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2007015, Jun.
• Alessandra Bonfiglioli, 2007, "Financial Integration, Productivity and Capital Accumulation," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 680.07, Feb, revised 20 Jun 2008.
• Michael R. King & Philipp Maier, 2007, "Hedge Funds and Financial Stability: The State of the Debate," Discussion Papers, Bank of Canada, number 07-9, DOI: 10.34989/sdp-2007-9.
• Fousseni Chabi-Yo & Jun Yang, 2007, "A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate," Staff Working Papers, Bank of Canada, number 07-21, DOI: 10.34989/swp-2007-21.