Research classified by Journal of Economic Literature (JEL) codes

2009

• Michael Pomerleano, 2009, "What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?," Working Papers, eSocialSciences, number id:2204.
• Tuan Thi Ngoc Bui & Piet Sercu, 2009, "Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 418-437.
• Salvador Barrios & Per Iversen & Magdalena Lewandowska & Ralph Setzer, 2009, "Determinants of intra-euro area government bond spreads during the financial crisis," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 388, Nov.
• Flavia Corneli, 2009, "The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment," Economics Working Papers, European University Institute, number ECO2009/41.
• Elena Fedorova & Mika Vaihekoski, 2009, "Global and Local Sources of Risk in Eastern European Emerging Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 1, pages 2-19, January.
• Martin Cihak, 2009, "Financial Crisis (introduction)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 502-506, December.
• Zsófia Arvai & Karl Driessen & Ínci Ötker-Robe, 2009, "Regional Financial Interlinkages and Financial Contagion within Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 522-540, December.
• Martin Èihák & Srobona Mitra, 2009, "The Financial Crisis and European Emerging Economies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 541-553, December.
• Mejra Festiæ & Sebastijan Repina, 2009, "Financial Stability in the Baltics," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 554-576, December.
• Jozef Barunik & Lukas Vacha, 2009, "Wavelet Analysis of Central European Stock Market Behaviour During the Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/23, Oct, revised Oct 2009.
• Ladislav Kristoufek, 2009, "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/26, Nov, revised Nov 2009.
• William L. Megginson & Bernardo Bortolotti & Veljko Fotak & William Miracky, 2009, "Sovereign Wealth Fund Investment Patterns and Performance," Working Papers, Fondazione Eni Enrico Mattei, number 2009.22, Apr.
• Josh Lerner & Shai Bernstein & Antoinette Schoar, 2009, "The Investment Strategies of Sovereign Wealth Funds," Working Papers, Fondazione Eni Enrico Mattei, number 2009.25, Apr.
• Pereira, Pedro L. Valls, 2009, "Testing the hypothesis of contagion using multivariate volatility models," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 174, Jan.
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009, "The valuation channel of external adjustment," Working Papers, Federal Reserve Bank of Boston, number 09-18.
• Marcel Fratzscher & Arnaud Mehl, 2009, "Do China and oil exporters influence major currency configurations?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 25.
• Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009, "Global, local, and contagious investor sentiment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 37.
• Maurice Obstfeld & Kenneth S. Rogoff, 2009, "Global imbalances and the financial crisis: products of common causes," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 131-172.
• Erik Hjalmarsson & Peter Manchev, 2009, "Characteristic-based mean-variance portfolio choice," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 981.
• Nicola Cetorelli & Stavros Peristiani, 2009, "Prestigious stock exchanges: a network analysis of international financial centers," Staff Reports, Federal Reserve Bank of New York, number 384, Aug.
• Jan Bena, 2009, "The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship," FMG Discussion Papers, Financial Markets Group, number dp629, Mar.
• Céline Gimet, 2009, "The spread of international financial shocks to Asean countries," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0928.
• Riccardo Lo Conte, 2009, "Government Bond Yield Spreads: A Survey," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 68, issue 3, pages 341-370, July.
• Marc Flandreau & Norbert Gaillard & Ugo Panizza, 2009, "Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2010, Dec, revised Feb 2010.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-15, Nov.
• José A. Soares da Fonseca, 2009, "The performance of the European Stock Markets: a time-varying Sharpe ratio approach," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-16, Nov.
• Mirela Malin & Graham Bornholt, 2009, "Predictability of Future Index Returns based on the 52 Week High Strategy," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200907, Jul.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375531, Mar.
• Amélie Charles & Olivier Darné, 2009, "Testing for random walk behavior in euro exchange rates," Post-Print, HAL, number hal-00771082.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Post-Print, HAL, number halshs-00404386, DOI: 10.2298/PAN0902241E.
• Céline Gimet, 2009, "The spread of international financial shocks to Asean countries," Post-Print, HAL, number halshs-00464216.
• Jamel Boukhatem, 2009, "Essai sur les déterminants empiriques de développement des marchés obligataires," Working Papers, HAL, number hal-04140858.
• Fredj Jawadi & Georges Prat, 2009, "Nonlinear Stock Price Adjustment in the G7 Countries," Working Papers, HAL, number hal-04140874.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," Working Papers, HAL, number hal-04140896.
• Emilie Alberola & Julien Chevallier, 2009, "Les déterminants du prix du carbone sur le marché européen des quotas," Working Papers, HAL, number halshs-00422653, Oct.
• Menkhoff, Lukas & Schmeling, Maik, 2009, "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-415, Aug.
• Johansson, Anders C., 2009, "An Analysis Of Dynamic Risk In The Greater China Equity Markets," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-5, Mar.
• Johansson, Anders C., 2009, "China'S Financial Market Integration With The World," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-10, Jun.
• Johansson, Anders C., 2009, "Asian Sovereign Debt and Country Risk," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-11, Dec.
• Melander, Ola, 2009, "The Effects of Real Exchange Rate Depreciation in an Economy with Extreme Liability Dollarization," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 715, Apr, revised 28 Jul 2009.
• Melander, Ola, 2009, "Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 716, Apr, revised 30 Jul 2009.
• Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas, 2009, "Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises," Working Paper Series, Research Institute of Industrial Economics, number 796, May.
• Jawadi, Fredj & Leoni, Patrick, 2009, "Threshold cointegration relationships between oil and stock markets," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2009, Jan.
• Iversen, Jens, 2009, "Should we expect financial globalization to have significant effects on business cycles?," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 6/2009, Oct.
• Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih, 2009, "International Diversification: An Extreme Value Approach," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/26, Jun.
• Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih, 2009, "International Diversification: A Copula Approach," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/27, Jun.
• Marzo, Massimiliano & Zagaglia, Paolo, 2009, "The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:1, Jan.
• Hsu, Chih-Chiang & Yau, Ruey & Wu, Jyun-Yi, 2009, "Asymmetric Exchange Rate Exposure and Industry Characteristics : Evidence from Japanese Data," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 57-69, June, DOI: 10.15057/17466.
• Laurence Fung & Ip-wing Yu, 2009, "A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008," Working Papers, Hong Kong Monetary Authority, number 0909, May.
• Laurence Fung & Ip-wing Yu, 2009, "Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008," Working Papers, Hong Kong Monetary Authority, number 0917, Oct.
• Michael Cheng & Wai-Yip Alex Ho, 2009, "A Structural Investigation into the Price and Wage Dynamics in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0920, Dec.
• Gurnain Kaur Pasricha, 2009, "Bank Competition and International Financial Integration:Evidence Using a New Index," Working Papers, Hong Kong Institute for Monetary Research, number 242009, Jul.
• Felix Geiger, 2009, "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 316/2009, Jul.
• Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009, "Global Currency Hedging," Scholarly Articles, Harvard University Department of Economics, number 3153308.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-032, Feb.
• Moons, Cindy, 2009, "An Estimated Two-Country DSGE Model: losses from UK membership in EMU," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2009/23, Oct.
• Eddy Junarsin & Bayu Pranoto, 2009, "Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 15-27.
• Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi, 2009, "Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 45-61.
• Eduardo Sandoval & Arturo Vásquez, 2009, "The Pricing Of Exchange Rate Risk In Up And Down World Stock Market Periods," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 27-39.
• Li Guozhou & Christopher Gan & Sirimon Treepongkaruna, 2009, "Impact Of Hedging Pressure On Implied Volatility In Financial Times And London Stock Exchange (Ftse) Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 103-118.
• Jodylyn Quijano-Arsenio & Karen Corpus & Young-Jin Kim & Julius Rola, 2009, "Is There A Synchronicity Between The Philippine Stock Exchange And New York Stock Exchange?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 69-77.
• Jian-Hsin Chou & Chien-Yun Chang & Chen-Yu Chen, 2009, "The Use Of Term Structure Information In The Hedging Of Japanese Government Bonds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 131-145.
• Dejun Xie, 2009, "Theoretical And Numerical Valuation Of Callable Bonds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 71-82.
• Vasileios Kallinterakis & Maria Lodetti, 2009, "Nonlinearities, Herd Behaviour and Market Illiquidity: Evidence from Montenegro," Economic Analysis, Institute of Economic Sciences, volume 42, issue 3-4, pages 7-17.
• Claude Berthomieu & Jean-Paul Guichard & Dejan Eric & Srdjan Redzepagic (ed.), 2009, "Financial Systems Integration of Balkan Countries in the European Financial System: Impact of Global Crisis," Books, Institute of Economic Sciences, number finsys, edition 1, ISBN: ARRAY(0x9640fc10).
• Cavallo, Eduardo A. & Izquierdo, Alejandro, 2009, "Dealing with an International Credit Crunch: Policy Responses to Sudden Stops in Latin America," IDB Publications (Books), Inter-American Development Bank, number 12446, March, DOI: http://dx.doi.org/10.18235/0004489.
• Sagarika Chakraborty & Soumya Banerjee, 2009, "Financial Crisis in the Developing World Post the US “Asset Price Bubble Debacle” A New Way Forward," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 1, pages 5-26, July, DOI: https://doi.org/10.21098/bemp.v12i1.
• Juan Angel Lafuente & Javier Ordonez, 2009, "The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 1, issue 1, pages 75-95.
• Todd Keister, 2009, "Expectations And Contagion In Self-Fulfilling Currency Attacks," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 50, issue 3, pages 991-1012, August.
• Gökçe AKSOY & Onur OLGUN, 2009, "Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 33-53.
• Jeffrey E. Jarrett & Xia Pan & Shaw Chen, 2009, "Do the Chinese Bourses (Stock Markets) Predict Economic Growth?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 3, pages 201-211, December.
• Reint Gropp & Marco Lo Duca & Jukka Vesala, 2009, "Cross-Border Bank Contagion in Europe," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 1, pages 97-139, March.
• Hyun Shin & Reint Gropp, 2009, "Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 1, March.
• Gabriele Galati & Philip Wooldridge, 2009, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 1, pages 1-23, DOI: 10.1002/ijfe.379.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu, 2009, "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 268-279, DOI: 10.1002/ijfe.373.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009, "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 1-1, DOI: 10.1002/ijfe.388.
• Ms. Inci Ötker & Mr. Karl Driessen & Ms. Zsofia Arvai, 2009, "Regional Financial Interlinkages and Financial Contagion within Europe," IMF Working Papers, International Monetary Fund, number 2009/006, Jan.
• Mr. Akito Matsumoto & Mr. Charles Engel, 2009, "The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers, International Monetary Fund, number 2009/012, Jan.
• Mr. Thomas Stratmann & Mr. Bernardin Akitoby, 2009, "The Value of Institutions for Financial Markets: Evidence From Emerging Markets," IMF Working Papers, International Monetary Fund, number 2009/027, Feb.
• Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009, "The Valuation Channel of External Adjustment," IMF Working Papers, International Monetary Fund, number 2009/275, Dec.
• John R. Graham & Campbell R. Harvey & Hai Huang, 2009, "Investor Competence, Trading Frequency, and Home Bias," Management Science, INFORMS, volume 55, issue 7, pages 1094-1106, July, DOI: 10.1287/mnsc.1090.1009.
• Lagunes, Mario & Watkins, Karen, 2009, "Efectos de las Crisis Anticipadas y No Anticipadas sobre El Contagio Financiero Internacional," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 08, pages 101-148, primer se.
• Rosa Borges, 2009, "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/37, Sep.
• Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
• Martin Eling & Luisa Tibiletti, 2009, "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 2, pages 209-210, June, DOI: 10.1007/s11293-009-9169-7.
• Tijmen Daniëls, 2009, "Unique Equilibrium in a Dynamic Model of Speculative Attacks," De Economist, Springer, volume 157, issue 4, pages 417-439, December, DOI: 10.1007/s10645-009-9130-9.
• Marcel Naujoks & Kevin Aretz & Alexander Kerl & Andreas Walter, 2009, "Do German security analysts herd?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 1, pages 3-29, March, DOI: 10.1007/s11408-008-0093-7.
• Nikolas Rokkanen, 2009, "Lemmings in the bond market? An empirical analysis of the term structure of credit spreads," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 1, pages 31-57, March, DOI: 10.1007/s11408-008-0096-4.
• Ernst Konrad, 2009, "The impact of monetary policy surprises on asset return volatility: the case of Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 111-135, June, DOI: 10.1007/s11408-009-0102-5.
• Burkart Mönch, 2009, "Liquidating large security positions strategically: a pragmatic and empirical approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 157-186, June, DOI: 10.1007/s11408-009-0103-4.
• Jie Zhu, 2009, "Pricing volatility of stock returns with volatile and persistent components," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 243-269, September, DOI: 10.1007/s11408-009-0107-0.
• Thomas Jordan & Angelo Ranaldo & Paul Söderlind, 2009, "The implementation of SNB monetary policy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 4, pages 349-359, December, DOI: 10.1007/s11408-009-0118-x.
• Gerald Lander & Katherine Barker & Margarita Zabelina & Tiffany Williams, 2009, "Subprime Mortgage Tremors: An International Issue," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 1-16, February, DOI: 10.1007/s11294-008-9177-4.
• Seung Han & Yoon Shin & Walter Reinhart & William Moore, 2009, "Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 2, pages 141-166, April, DOI: 10.1007/s10693-008-0049-0.
• Shinhua Liu & Zhen Zhu, 2009, "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer;Western Finance Association, volume 36, issue 1, pages 65-83, August, DOI: 10.1007/s10693-009-0063-x.
• Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009, "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 2, pages 137-154, February, DOI: 10.1007/s11146-007-9079-x.
• Yue-cheong Chan & Louis Cheng, 2009, "Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 2, pages 159-176, August, DOI: 10.1007/s11156-009-0108-0.
• Steven Cahan & David Emanuel & Jerry Sun, 2009, "The effect of earnings quality and country-level institutions on the value relevance of earnings," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 371-391, November, DOI: 10.1007/s11156-009-0117-z.
• Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009, "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-01, Jan.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-15, Apr.
• Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2009, "Global Asset Pricing: Is There a Role for Long-run Consumption Risk?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-57, Nov.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009, "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 127-154, July.
• Charles Engel & Akito Matsumoto, 2009, "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 155-188, July.
• Giovanni Palmerio, 2009, "Some Thoughts on Financial Innovation and Financial Crises," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue 26, pages 522-532, June.
• Kalu Ojah & Tendai Gwatidzo, 2009, "Corporate Capital Structure Determinants: Evidence from Five African Countries," The African Finance Journal, Africagrowth Institute, volume 11, issue 1, pages 1-23.
• Charoenrook, Anchada & Daouk, Hazem, undated, "A Study of Market-Wide Short-Selling Restrictions," Working Papers, Cornell University, Department of Applied Economics and Management, number 51180, DOI: 10.22004/ag.econ.51180.
• Bhattacharya, Utpal & Daouk, Hazem, undated, "When No Law is Better than a Good Law," Working Papers, Cornell University, Department of Applied Economics and Management, number 51184, DOI: 10.22004/ag.econ.51184.
• Bernstein, Shai & Lerner, Josh & Schoar, Antoinette, 2009, "The Investment Strategies of Sovereign Wealth Funds," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 50460, DOI: 10.22004/ag.econ.50460.
• Kung, James J., 2009, "Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 5, issue 01-2, pages 1-17, March, DOI: 10.22004/ag.econ.143216.
• Roxana HETES, 2009, "Stability Versus Instability In The Context Of Financial Globalization," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 105-125, May.
• Gheorghe VOINEA & Sorin Gabriel ANTON, 2009, "Lessons from the Current Financial Crisis. A Risk Management Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 139-147, May.
• Ioan NISTOR & Maria ULICI & Mirela-Oana PINTEA, 2009, "The global financial crisis and its implications on the Romanian banking systems," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 160-167, May.
• Marius HERBEI & Florin DUMITER, 2009, "The Collateral Central Bank Management Project (CCBM2) - a single plaform for Eurosystem in managing collateral for domestic and cross-border operations," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 70-75, May.
• Assist. Ph.D Panait Nicoleta, 2009, "Modern Solutions For The Banking Distribution Channels: E-Banking –Strategy, Cost And Beneficts," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 28-33, April.
• Assoc. Prof. Ph.D Cristi Marcel Spulbar, & Ph.D Lect. Oana Gherghinescu & Ph.D Student Tatiana Spulbar, 2009, "Globalization And Performances In Banking Activity," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 50-60, April.
• Ph.D Lect. Imola Driga & Ph.D Lect. Anca Jarmila Guta, 2009, "Romanian Bank Lending During The Financialcrisis," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 7-19, April.
• Zaman Gheorghe & Georgescu George, 2009, "The Impact Of Global Crisis On Romania'S Economic Development," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 11, pages 1-1.
• Ioana Duca & Ion Pârgaru & Florin Văduva, 2009, "The Degree Of Participation In The Global Market - A Financial Markets Globalisation Criterion," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 11, pages 1-17.
• Fernandes, José Luiz Barros & Ornelas, José Renato Haas, 2009, "Minimising operational risk in portfolio allocation decisions," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 2, issue 4, pages 438-450, September.
• Salvatore Chiri & Fabrizio Borselli & Claudia Barsotti, 2009, "The european proposal to amend Vat treatment on financial services," BANCARIA, Bancaria Editrice, volume 7, pages 81-100, July.
• Ivanka Petkova, 2009, "Attempts of the European Union to Conteina the Financial Crisis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 119-135.
• Weber, Enzo, 2009, "Financial Contagion, Vulnerability and Information Flow: Empirical Identification," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 431, Jul.
• Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei, 2009, "The Asian crisis: what did local stock markets expect?," Working Papers, BBVA Bank, Economic Research Department, number 0902, Feb.
• Fuchun Li, 2009, "Testing for Financial Contagion with Applications to the Canadian Banking System," Staff Working Papers, Bank of Canada, number 09-14, DOI: 10.34989/swp-2009-14.
• Mert Ural, 2009, "Alternative Approaches for Estimating Value at Risk," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 63-86.
• Turhan Korkmaz & Emrah Ismail Çevik, 2009, "Volatility Spillover Effect from Volatility Implied Index to Emerging Markets," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 87-106.
• Gabriel Enrique Alberola & José María Serena, 2009, "Sovereign external assets and the resilience of global imbalances," Working Papers, Banco de España, number 0834, Jan.
• Engle Robert F. & Rangel José Gonzalo, 2009, "High and Low Frequency Correlations in Global Equity Markets," Working Papers, Banco de México, number 2009-17, Dec.
• Gilbert Cette & De Jong, M., 2009, "The Rocky Ride of Break-even-inflation rates," Working papers, Banque de France, number 230.
• Servant, F., 2009, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2008," Bulletin de la Banque de France, Banque de France, issue 176, pages 25-31.
• Lucas, Y., 2009, "The impact of the financial crisis on transfer systems," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 14, pages 39-45, Summer.
• Servant, F., 2009, "Non-residents’ equity holdings in French CAC 40 companies at end-2008," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 15, pages 59-68, Autumn.
• Paola Gallardo & Alexandra Heath, 2009, "Execution methods in foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, March.
• Alejandro Jara & Ramon Moreno & Camilo E Tovar, 2009, "The global crisis and Latin America: financial impact and policy responses," BIS Quarterly Review, Bank for International Settlements, June.
• Stephen G Cecchetti & Jacob Gyntelberg & Marc Hollanders, 2009, "Central counterparties for over-the-counter derivatives," BIS Quarterly Review, Bank for International Settlements, September.
• Maria Kasch‐Haroutounian & Erik Theissen, 2009, "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 181-207, January, DOI: 10.1111/j.1468-036X.2007.00425.x.
• Michael Melvin & Magali Valero, 2009, "The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 66-91, January, DOI: 10.1111/j.1468-036X.2008.00449.x.
• Craig Doidge & G. Andrew Karolyi & Karl V. Lins & Darius P. Miller & René M. Stulz, 2009, "Private Benefits of Control, Ownership, and the Cross‐listing Decision," Journal of Finance, American Finance Association, volume 64, issue 1, pages 425-466, February, DOI: 10.1111/j.1540-6261.2008.01438.x.
• René M. Stulz, 2009, "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 349-390, May, DOI: 10.1111/j.1475-679X.2009.00327.x.
• Bong‐Chan Kho & René M. Stulz & Francis E. Warnock, 2009, "Financial Globalization, Governance, and the Evolution of the Home Bias," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 597-635, May, DOI: 10.1111/j.1475-679X.2009.00323.x.
• Michael Ehrmann & Marcel Fratzscher, 2009, "Global Financial Transmission of Monetary Policy Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 739-759, December, DOI: 10.1111/j.1468-0084.2009.00561.x.
• Eduardo Borensztein & Eduardo Cavallo & Patricio Valenzuela, 2009, "Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, volume 12, issue 2, pages 273-294, September, DOI: j.1540-6296.2009.01168.x.
• Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009, "Asymmetric information in the interbank foreign exchange market," Working Paper, Norges Bank, number 2008/25, Jan.
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009, "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics, Boston College Department of Economics, number 722, Oct.
• Guillermo Felices & Christian Grisse & Jing Yang, 2009, "International financial transmission: emerging and mature markets," Bank of England Staff Working Paper series, Bank of England, number 373, Aug.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2009, "Benchmark bonds interactions under regime shifts," Working Papers, Bank of Greece, number 103, Sep.
• Bok-Keun Yu & Hwagyun Kim, 2009, "Decomposition of Interest Rate Differentials (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 2, pages 97-135, June.
• Ekrem Tufan & Bahattin Hamarat, 2009, "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 45-60.
• Hasan F. Baklaci, 2009, "An Empirical Examination of Bilateral Interaction Between Foreign Investors’ Trading and Returns in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 35-58.
• Thomas Oberlechner & Carol Osler, 2009, "Overconfidence in Currency Markets," Working Papers, Brandeis School of Business and Economics, number 02, Oct.
• Piotr Korczak & Kate Phylaktis, 2009, "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/612, Oct.
• Jozef Portašík, 2009, "Obchodovanie na svetových menových trhoch Forex - trading a jeho základné piliere," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 4, issue 1, pages 166-176.
• Kugler, Peter & Weder, Beatrice, 2009, "The Demise of the Swiss Interest Rate Puzzle," Working papers, Faculty of Business and Economics - University of Basel, number 2009/04.
• Paul J.J. Welfens, 2009, "The International Banking Crisis: Lessons and EU Reforms," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei166, Feb.
• Younes Boujelbène & Majdi Ksantini, 2009, "La transmission entre les marchés boursiers :Une analyse en composante principale," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 52, issue 2, pages 161-194.
• Vladimir Borgy & Valérie Mignon, 2009, "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, volume 0, issue 1, pages 105-121.
• Catherine Mathieu & Henri Sterdyniak, 2009, "La globalisation financière en crise," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 13-73.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2009, "Institutions, Public Debt and Foreign Finance," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 124.
• Li, GuangJie, 2009, "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/4, Mar, revised Aug 2009.
• Vanessa da Costa Val Munhoz & Gilberto Libânio, 2009, "Volatilidade dos fluxos financeiros e fuga de capitais: uma análise exploratória da vulnerabilidade externa no Brasil," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td371, Nov.
• Bianca De Paoli, 2009, "Monetary Policy Under Alterative Asset Market Structures: the Case of a Small Open Economy," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0923, Apr.
• Nathan Foley-Fisher & Bernardo Guimaraes, 2009, "US Real Interest Rates and Default Risk in Emerging Economies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0952, Oct.
• Jan Hanousek & Evzen Kocenda, 2009, "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp382, Feb.
• Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim, 2009, "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," CESifo Working Paper Series, CESifo, number 2518.
• Mathias Hoffmann & Thomas Nitschka, 2009, "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," CESifo Working Paper Series, CESifo, number 2527.
• John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009, "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series, CESifo, number 2545.
• Gianni De Nicolò & Iryna Ivaschenko, 2009, "Global Liquidity, Risk Premiums and Growth Opportunities," CESifo Working Paper Series, CESifo, number 2598.
• Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009, "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series, CESifo, number 2656.
• John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009, "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series, CESifo, number 2794.
• Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series, CESifo, number 2845.
• Martin Schütte, 2009, "Lehren aus der Finanzkrise: Was ist zu tun?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 62, issue 03, pages 17-20, February.
• Isabel Maria Pereira Viegas Vieira, 2009, "Contagion Effects of the Subprime Crisis in the European NYSE-Euronext Markets," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_01.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-197, Dec, revised Jan 2010.
• Giovanni BARONE-ADESI & Helyette GEMAN & John THEAL, 2009, "On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-07, Mar.
• Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER, 2009, "Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-44, Nov.
• André Lemelin, 2009, "Commerce et flux financiers internationaux : MIRAGE-D," Working Papers, CEPII research center, number 2009-27, Nov.
• Amelie Charles & Olivier Darne, 2009, "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2009, "Long-run Performance Following Cross-Listing: A Re-examination," CIRANO Working Papers, CIRANO, number 2007s-25, Apr.
• René Garcia & Georges Tsafack, 2009, "Dependence Structure and Extreme Comovements in International Equity and Bond Markets," CIRANO Working Papers, CIRANO, number 2009s-21, May.
• Joao A. Bastos & Jorge Caiado, 2009, "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0904, Sep.
• Max Bruche & Javier Suarez, 2009, "The Macroeconomics of Money Market Freezes," Working Papers, CEMFI, number wp2009_0901, Jul.
• Ramiro Losada López, 2009, "Could regulation of the ABS secondary market improve social welfare?," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 3.
• Juan Jos� Echavarr�a & Diego V�squez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica, number 5509, Apr.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Andres Mauricio Vargas P. & Camilo Rivera P�rez, 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: ¿dano colateral? la experiencia colombiana," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 5667, Jun.