Research classified by Journal of Economic Literature (JEL) codes

2007

• Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007, "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers, Bank of Canada, number 07-27, DOI: 10.34989/swp-2007-27.
• Antonio Diez de los Rios, 2007, "Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets," Staff Working Papers, Bank of Canada, number 07-29, DOI: 10.34989/swp-2007-29.
• Michael R. King & Eric Santor, 2007, "Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms," Staff Working Papers, Bank of Canada, number 07-40, DOI: 10.34989/swp-2007-40.
• Chris D'Souza, 2007, "Where Does Price Discovery Occur in FX Markets?," Staff Working Papers, Bank of Canada, number 07-52, DOI: 10.34989/swp-2007-52.
• Antonio Diez de los Rios & Enrique Sentana, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," Staff Working Papers, Bank of Canada, number 07-53, DOI: 10.34989/swp-2007-53.
• Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak, 2007, "Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 138, May.
• Ricardo Bebczuk & Klaus Schmidt-Hebbel, 2007, "The Feldstein-Horioka Paradox: A New Perspective from the Institutional Sector Level," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 46, pages 103-136, January -.
• Enrique Alberola & José María Serena, 2007, "Global financial integration, monetary policy and reserve accumulation. Assessing the limits in emerging economies," Working Papers, Banco de España, number 0706, Mar.
• Lucía Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007, "The transmission of emerging market shocks to global equity markets," Working Papers, Banco de España, number 0727, Sep.
• Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007, "Emerging Markets Spreads and Global Financial Conditions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 637, Jun.
• Cortés Espada Josué Fernando, 2007, "Optimal Fiscal Policy in a Small Open Economy and the Structure of International Financial Markets," Working Papers, Banco de México, number 2007-07, Mar.
• ., 2007, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2006," Bulletin de la Banque de France, Banque de France, issue 161, pages 55-60.
• Boutillier, M. & Nivat, D. & Oung, V., 2007, "L’influence des non-résidents sur la création monétaire dans la zone euro," Bulletin de la Banque de France, Banque de France, issue 168, pages 69-76.
• Alessandra Bonfiglioli, 2015, "Financial Integration, Productivity and Capital Accumulation," Working Papers, Barcelona School of Economics, number 326, Sep.
• Ulf Nielsson, 2007, "Interdependence of Nordic and Baltic Stock Markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 6, issue 2, pages 9-28, January.
• Philip R Lane & Jay C Shambaugh, 2007, "Financial exchange rates and international currency exposures," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Research on global financial stability: the use of BIS international financial statistics".
• Eli M Remolona & Michela Scatigna & Eliza Wu, 2007, "Interpreting sovereign spreads," BIS Quarterly Review, Bank for International Settlements, March.
• Dietrich Domanski & Alexandra Heath, 2007, "Financial investors and commodity markets," BIS Quarterly Review, Bank for International Settlements, March.
• Gabriele Galati & Alexandra Heath & Patrick McGuire, 2007, "Evidence of carry trade activity," BIS Quarterly Review, Bank for International Settlements, September.
• Frank Packer & Ryan Stever & Christian Upper, 2007, "The covered bond market," BIS Quarterly Review, Bank for International Settlements, September.
• Michela Scatigna & Camilo E Tovar, 2007, "Securitisation in Latin America," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Nikola Tarashev, 2007, "International banking with the euro," BIS Quarterly Review, Bank for International Settlements, December.
• Gabriele Galati & Alexandra Heath, 2007, "What drives the growth in FX activity? Interpreting the 2007 triennial survey," BIS Quarterly Review, Bank for International Settlements, December.
• Jacob Gyntelberg & Eli M Remolona, 2007, "Risk in carry trades: a look at target currencies in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, December.
• Liliana Rojas‐Suárez & Sebastián Sotelo, 2007, "The Burden Of Debt: An Exploration Of Interest Rate Behavior In Latin America," Contemporary Economic Policy, Western Economic Association International, volume 25, issue 3, pages 387-414, July, DOI: 10.1111/j.1465-7287.2007.00044.x.
• Horst Entorf & Gösta Jamin, 2007, "German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs," German Economic Review, Verein für Socialpolitik, volume 8, issue 3, pages 344-374, August, DOI: 10.1111/j.1468-0475.2007.00409.x.
• Paolo Vitale, 2007, "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, volume 21, issue 5, pages 903-934, December, DOI: 10.1111/j.1467-6419.2007.00524.x.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2007, "Global Growth Opportunities and Market Integration," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1081-1137, June, DOI: 10.1111/j.1540-6261.2007.01231.x.
• Yasuaki Amatatsu & Naohiko Baba, 2007, "Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-12, Jul.
• Masazumi Hattori & Yuko Suda, 2007, "Developments in a Cross-Border Bank Exposure "Network"," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-21, Sep.
• Hibiki Ichiue & Kentaro Koyama, 2007, "Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-22, Nov.
• Ahmet Faruk Aysan & Ali Gunes & Osman Furkan Abbasoglu, 2007, "Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period," Working Papers, Bogazici University, Department of Economics, number 2007/20.
• Entorf Horst & Jamin Gösta, 2007, "German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs," German Economic Review, De Gruyter, volume 8, issue 3, pages 344-374, August, DOI: 10.1111/j.1468-0475.2007.00409.x.
• Marcos Massaki Abe & Eui Jung Chang & Benjamin Miranda Tabak, 2007, "Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 29-39.
• Pornpinun Chantapacdepong, 2007, "Determinants of the time varying risk premia," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 07/597, Mar.
• Paul J.J. Welfens & Martin Keim, 2007, "Finanzmarktintegration und Wirtschaftsentwicklung im Kontext der EU-Osterweiterung," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei151, Mar.
• Mohamed El Hedi Arouri & Fredj Jawadi, 2007, "Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 315-333.
• El Mouhoud Mouhoub & Dominique Plihon, 2007, "Finance et économie de la connaissance : des relations équivoques," Innovations, De Boeck Université, volume 0, issue 1, pages 9-43.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• Simon T Gray & Nick Talbot, 2007, "Developing financial markets," Handbooks, Centre for Central Banking Studies, Bank of England, number 26, ISBN: ARRAY(0x770667e8), April.
• Jan Bena, & Stepan Jurajda, 2007, "Financial Development and Growth in Direct Firm-Level Comparisons," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp317, Mar.
• Magdalena Morgese Borys, 2007, "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp323, Mar.
• Jan Bena & Stepan Jurajda, 2007, "Which Firms Benefit More from Financial Development?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp330, Jun.
• Zuzana Fungacova, 2007, "Can the Market Fix a Wrong Administrative Decision? Massive Delisting on the Prague Stock Exchange," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp335, Aug.
• Yin-Wong Cheung & Dickson Tam & Matthew S. Yiu, 2007, "Does the Chinese Interest Rate Follow the US Interest Rate?," CESifo Working Paper Series, CESifo, number 1943.
• Michael Melvin & Magali Valero, 2007, "The Dark Side of International Cross-Listing: Effects on Rival Firms at Home," CESifo Working Paper Series, CESifo, number 2174.
• Friedrich L. Sell, 2007, "Anticipated effects of foreign currency reserve diversification in Asian countries: Do China and India matter for coordination?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 32-38, April.
• Cecilia Ruiz Campoy & Julian Ferrer & Martha Ríos Manríquez, 2007, "Administración de Riesgos Cambiarios en una empresa importadora del Sector Agropecuario," Ravista Raites antes Panorama Administrativo Journal, Red de Investigación en Administración de la Innovación Tecnológica, Económica y Sustentable - Instituto Tecnológico de Celaya, Departamento de Ciencias Económico Administrativas, volume 2, issue 2, pages 51-71, August.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-220, May.
• Art Durnev & Sergei Guriev, 2007, "The Resource Curse: A Corporate Transparency Channel," Working Papers, Center for Economic and Financial Research (CEFIR), number w0108, Oct.
• Todd Moss & Vijaya Ramachandran & Scott Standley, 2007, "Why Doesn't Africa Get More Equity Investment? Frontier Stock Markets, Firm Size and Asset Allocations of Global Emerging Market Funds," Working Papers, Center for Global Development, number 112, Feb.
• Alena Audzeyeva & Klaus Reiner Schenk-Hoppe, 2007, "Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-18, May.
• Stephanie Prat, 2007, "The Relevance of Currency Mismatch Indicators: an Analysis Through Determinants of Emerging Market Spreads," Economie Internationale, CEPII research center, issue 111, pages 101-122.
• Saoussen Ben Gamra & Dominique Plihon, 2007, "Politiques de liberalisation financiere et crises bancaires," Economie Internationale, CEPII research center, issue 112, pages 5-28.
• Antonio Diez de los Ríos & Enrique Sentana, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," Working Papers, CEMFI, number wp2007_0714.
• Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007, "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/7, Dec.
• Hern�n Rinc�n, 2007, "Financial Globalization, Economic Growth, and Macroeconomic Volatility," Borradores de Economia, Banco de la Republica, number 2721, Jan.
• Jorge Mar�o Uribe Gil, 2007, "Caracterizaci�N Del Mercado Accionario Colombiano, 2001-2006: Un An�Lisis Comparativo," Borradores de Economia, Banco de la Republica, number 4025, Sep.
• Pedro Felipe Lega & Andr�s Murcia & Diego V�squez & Tatiana Venegas, 2007, "Volatilidad de la tasa de cambio nominal en Colombia," Borradores de Economia, Banco de la Republica, number 4390, Dec.
• Carolina Ramírez L., 2007, "Impacto de las noticias sobre el mercado de deuda pública interna en Colombia," Coyuntura Económica, Fedesarrollo.
• Ulises Cárcamo Cárcamo & Javier Arbel�ez L�pez., 2007, "Modelos de tiempo continuo para commodities agrícolas En Colombia," Revista Ad-Minister, Universidad EAFIT.
• Ventura, Jaume & Broner, Fernando & Martín, Alberto, 2007, "Sovereign Risk and Secondary Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6055, Jan.
• Hau, Harald, 2007, "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6094, Feb.
• Claessens, Stijn & Schmukler, Sergio, 2007, "International Financial Integration through Equity Markets: Which Firms from Which Countries Go Global?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6137, Feb.
• Schmukler, Sergio & Broner, Fernando & Lorenzoni, Guido, 2007, "Why Do Emerging Economies Borrow Short Term?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6249, Apr.
• Jurajda, Å tÄ›pán & Bena, Jan, 2007, "Which Firms Benefit More from Financial Development?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6392, Jul.
• Jurajda, Å tÄ›pán & Bena, Jan, 2007, "Financial Development and Growth in Direct Firm-Level Comparisons," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6395, Jul.
• Flandreau, Marc & Flores, Juan & Gaillard, Norbert, 2007, "Bonds and Brands: Lessons from the 1820s," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6420, Aug.
• Imbs, Jean & Fratzscher, Marcel, 2007, "Risk Sharing, Finance and Institutions in International Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6496, Sep.
• Ventura, Jaume & Broner, Fernando & Martín, Alberto, 2007, "Enforcement Problems and Secondary Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6498, Sep.
• Sentana, Enrique & Diez de los Rios, Antonio, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6516, Oct.
• Tavares, José & ,, 2007, "Economic Integration and the Co-movement of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6519, Oct.
• Guriev, Sergei & Durnev, Art, 2007, "The Resource Curse: A Corporate Transparency Channel," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6547, Oct.
• Kilian, Lutz & Alquist, Ron, 2007, "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6548, Nov.
• Vitale, Paolo, 2007, "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6553, Nov.
• Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: a Unified Approach," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-19.
• Carolina Fugazza & Maela Giofré & Giovanna Nicodano, 2007, "International Diversification and Labor Income Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 67, Oct.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small Caps in International Diversified Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 68, Nov.
• Timotheos Angelidis & Stavros Degiannakis, 2007, "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers, University of Crete, Department of Economics, number 0701, Jan.
• Flandreau, Marc & Flores, Juan-Huitzi, 2007, "Bonds and Brands : intermediaries and reputation in sovereign debt markets 1820-1830," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-12, Jul.
• Flores, Juan-Huitzi, 2007, "Information asymmetries and financial intermediation during the Baring crisis : 1880-1890," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-16, Oct.
• Marta Gómez-Puig, 2007, "Efectos de la Unión Cambiaria sobre los diferenciales de rentabilidad de la Unión Europea-15," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 30, issue 82, pages 101-114, Enero-Abr.
• Yap, Chee Jin & Gannon, Gerard, 2007, "Factors affecting the credit spreads behaviour of USD Malaysian bonds," Working Papers, Deakin University, Department of Economics, number aef_2007_10, Jan.
• Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Working Papers, Deakin University, Department of Economics, number 2007_12, Jul.
• Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "Credit Spread Dynamics: Evidence from Latin America," Working Papers, Deakin University, Department of Economics, number 2007_13, Aug.
• Hoa Nguyen & William Dimovski & Robert Brooks, 2007, "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings," Working Papers, Deakin University, Department of Economics, number 2007_17, Oct.
• Duc Khuong Nguyen & Mondher Bellalah, 2007, "Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 02.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2007, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 05.
• Oscar Bernal Diaz & Jean-Yves Gnabo, 2007, "Talks, financial operations or both? Generalizing central banks' FX reaction functions," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-03.RS, Feb.
• Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007, "Exploiting Predictability in International Anomalies," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_03, Mar.
• Chi-Hsiou Hung, 2007, "Return Explanatory Ability and Predictability of Non-Linear Market Models," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_05, Mar.
• Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE, 2007, "The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," Finance Working Papers, East Asian Bureau of Economic Research, number 21919, Apr.
• Ananda Jayawickrama & Tilak Abeysinghe, 2007, "Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 21925, Jun.
• Russo, Daniela & Rosati, Simonetta & Chan, Diana & Fontan, Florence, 2007, "The securities custody industry," Occasional Paper Series, European Central Bank, number 68, Aug.
• Tapking, Jens, 2007, "Pricing of settlement link services and mergers of central securities depositories," Working Paper Series, European Central Bank, number 710, Jan.
• Afonso, António & Gomes, Pedro & Rother, Philipp, 2007, "What “hides” behind sovereign debt ratings?," Working Paper Series, European Central Bank, number 711, Jan.
• Thimann, Christian & Fratzscher, Marcel & Cuadro Sáez, Lucía, 2007, "The transmission of emerging market shocks to global equity markets," Working Paper Series, European Central Bank, number 724, Feb.
• Berndt, Antje & Obreja, Iulian, 2007, "The pricing of risk in European credit and corporate bond markets," Working Paper Series, European Central Bank, number 805, Aug.
• De Santis, Roberto A. & Ehling, Paul, 2007, "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series, European Central Bank, number 815, Sep.
• Fratzscher, Marcel & Imbs, Jean, 2007, "Risk sharing, finance and institutions in international portfolios," Working Paper Series, European Central Bank, number 826, Oct.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene, 2007, "Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-9, Jul.
• Henry, Peter B., 2007, "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers, Stanford University, Graduate School of Business, number 1974, Aug.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2007, "Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets," Journal of Banking & Finance, Elsevier, volume 31, issue 9, pages 2751-2769, September.
• Doidge, Craig & Andrew Karolyi, G. & Stulz, Rene M., 2007, "Why do countries matter so much for corporate governance?," Journal of Financial Economics, Elsevier, volume 86, issue 1, pages 1-39, October.
• Fernandez de Guevara, Juan & Maudos, Joaquin & Perez, Francisco, 2007, "Integration and competition in the European financial markets," Journal of International Money and Finance, Elsevier, volume 26, issue 1, pages 26-45, February.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007, "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 26, issue 4, pages 631-655, June.
• Claessens, Stijn & Schmukler, Sergio L., 2007, "International financial integration through equity markets: Which firms from which countries go global?," Journal of International Money and Finance, Elsevier, volume 26, issue 5, pages 788-813, September.
• Campbell, Rachel A. & Kraussl, Roman, 2007, "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1239-1260, November.
• Cotter, John, 2007, "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, volume 26, issue 8, pages 1338-1354, December.
• Moons, Cindy & Garretsen, Harry & van Aarle, Bas & Fornero, Jorge, 2007, "Monetary policy in the New-Keynesian model: An application to the Euro Area," Journal of Policy Modeling, Elsevier, volume 29, issue 6, pages 879-902.
• Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung, 2007, "Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach," Journal of Multinational Financial Management, Elsevier, volume 17, issue 2, pages 125-141, April.
• Kato, Takao & Kim, Woochan & Lee, Ju Ho, 2007, "Executive compensation, firm performance, and Chaebols in Korea: Evidence from new panel data," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 1, pages 36-55, January.
• Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007, "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 378, issue 2, pages 427-442, DOI: 10.1016/j.physa.2006.11.068.
• Burger, John D. & Warnock, Francis E., 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, Elsevier, volume 16, issue 3, pages 291-304.
• Jamdee, Sutthisit & Los, Cornelis A., 2007, "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, volume 21, issue 2, pages 260-280, June.
• Melisso Boschi & Aditya Goenka, 2007, "Relative Risk Aversion And The Transmission Of Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-28, Oct.
• Octavio Maroto Santana & Rosa María Cáceres Apolinario & Lourdes Jordán Sales & Alejandro Rodríguez Caro, 2007, "Estacionalidad en la rentabilidad y volatilidad de los títulos que cotizan en el LATIBEX," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 84-95.
• Antonio Torrero Mañas, 2007, "A propósito de la crisis financiera actual," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 82-91.
• Jan Kregel, 2007, "Las transformaciones recientes del sistema financiero estadounidense y la crisis de las hipotecas de alto riesgo «subprime»," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 126-143.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007, "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 901-927, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Morten Balling (ed.), 2007, "Economic Convergence in South-Eastern Europe: Will the Financial Sector deliver?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2007/2, ISBN: ARRAY(0x824dab58), May.
• Ian Babetskii & Luboš Komárek & Zlatuše Komárková, 2007, "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 7-8, pages 341-362, September.
• Filip Žikeš, 2007, "Dependence Structure and Portfolio Diversification on Central European Stock Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/02, Jan, revised Jan 2007.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration: a Weighted Network Analysis," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-11.
• William L. Megginson & Bernardo Bortolotti & Scott B. Smart, 2007, "The Rise of Accelerated Seasoned Equity Underwritings," Working Papers, Fondazione Eni Enrico Mattei, number 2007.5, Jan.
• Mika Vaihekoski, 2007, "Global Market and Currency Risk in Finnish Stock Market," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 1, pages 72-88, Spring.
• Medhat Hassanein, Eskandar A. Tooma, 2007, "The Effect of Price Limits on Unconditional Volatility: The Case of CASE," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 125-143, June.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Raimond Maurer & Shohreh Valiani, 2007, "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 109.
• André Güttler & Mark Wahrenburg, 2007, "The Adjustment of Credit Ratings in Advance of Defaults," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 155.
• Reint Gropp & Marco Lo Duca & Jukka Vesala, 2007, "Cross-Border Bank Contagion in Europe," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 175, Feb.
• Essahbi Essaadi & Jamel Jouini & Walih Khallouli, 2007, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0725, Oct.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: a comparison of the GARCH and the EGARCH models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174996, Jun.
• Edith Ginglinger & Jean-François Gajewski & Meziane Lasfer, 2007, "Why do companies include warrants in seasoned equity offerings?," Post-Print, HAL, number halshs-00136572.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: a comparison of the GARCH and the EGARCH models," Post-Print, HAL, number halshs-00174996, Jun.
• Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2007, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print, HAL, number halshs-00207779, Nov.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration : a Weighted Network Analysis," Sciences Po Economics Publications (main), HAL, number hal-00973118.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration : a Weighted Network Analysis," Working Papers, HAL, number hal-00973118.
• Georges Prat & Fredj Jawadi, 2007, "Nonlinear stock prices adjustment in the G7 countries," Working Papers, HAL, number halshs-00172896, Sep.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The necessity to correct hedge fund returns: empirical evidence and correction method," Working Papers, HAL, number halshs-00184470, Oct.
• Menkhoff, Lukas & Schmeling, Maik, 2007, "Whose trades convey information? Evidence from a cross-section of traders," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-357, Feb.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007, "Does Culture Influence Asset Managers? Views and Behavior?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-367, Jun.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
• Kim, Dongcheol & Kim, Dong-Soon, 2007, "Return-Volatility Spillover and Foreign Operations of Dually-Listed Global Firms," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 1, pages 1-24, June, DOI: 10.15057/13791.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Financial Market Integration In Asia - Equity Markets," Working Papers, Hong Kong Monetary Authority, number 0704, Apr.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Bond Market Integration in Asia," Working Papers, Hong Kong Monetary Authority, number 0710, Jun.
• Lillian Cheung & Vincent Yeung, 2007, "Hong Kong as An International Financial Centre: Measuring its Position and Determinants," Working Papers, Hong Kong Monetary Authority, number 0714, Sep.
• De Moor, Lieven & Sercu, Piet, 2007, "Country v Sector Effects in Equity Returns: Are Emerging-Market Firms just Small Firms?," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/03, May.
• De Moor, Lieven & Sercu, Piet, 2007, "The small firm anomaly: US and international evidence," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/28, Feb.
• De Ryck, Pieter & Cole, Frank & Smedts, Jan & De Moor, Lieven, 2007, "The Performance Evaluation of Hedge Funds: Are Investors Mislead by Standard Mean-Variance Statistics?," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/40, Nov.
• Cavallo, Eduardo A. & Valenzuela, Patricio, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IDB Publications (Working Papers), Inter-American Development Bank, number 1953, Apr.
• Cavallo, Eduardo A. & Valenzuela, Patricio & Borensztein, Eduardo, 2007, "Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance," IDB Publications (Working Papers), Inter-American Development Bank, number 1955, Jun.
• Eduardo A. Cavallo & Patricio Valenzuela, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," Research Department Publications, Inter-American Development Bank, Research Department, number 4513, Apr.
• Eduardo A. Cavallo & Patricio Valenzuela & Eduardo Borensztein, 2007, "Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance," Research Department Publications, Inter-American Development Bank, Research Department, number 4522, Jun.
• Aristeidis G. Samitas & Dimitris F. Kenourgios, 2007, "Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 2, issue 1/2, pages 34-49.
• Hasan F. BAKLACI, 2007, "Türkiye’de vadeli döviz işlemlerinin spot döviz piyasa volatilitesi üzerine etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 250, pages 53-68.
• Mustafa Kemal YILMAZ, 2007, "Ekonomik parametreler çerçevesinde döviz vadeli işlem sözleşmelerinin Türkiye’de gelişimi ve kur riski yönetimi açısından değerlendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 254, pages 61-72.
• Alexander D. Rothenberg & Francis E. Warnock, 2007, "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp187, Jan.
• Philip R. Lane & Jay C. Shambaugh, 2007, "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp229, Sep.
• Martin Schmitz, 2007, "Financial Markets and International Risk Sharing," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp233, Nov.
• Thomas J. Flavin and Ekaterini Panopoulou, 2007, "Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp236, Dec.
• Christos I. Giannikos & Xiuqing Ji, 2007, "Industry Momentum at the End of the 20th Century," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 1, pages 29-46, April.
• Hans Degryse & Grégory Nguyen, 2007, "Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 2, pages 123-171, June.
• Torben Lütje & Lukas Menkhoff, 2007, "What drives home bias? Evidence from fund managers' views," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 21-35, DOI: 10.1002/ijfe.309.
• Kathryn M. E. Dominguez & Freyan Panthaki, 2007, "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 171-200, DOI: 10.1002/ijfe.326.
• Francois Boye, 2007, "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 93-120, June.
• Naohiko Baba & Masakazu Inada, 2007, "Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-06, May.