Research classified by Journal of Economic Literature (JEL) codes

2008

• Grammig, Joachim G. & Peter, Franziska J., 2008, "International price discovery in the presence of market microstructure effects," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-10.
• Jappelli, Tullio & Pagano, Marco, 2008, "Financial market integration under EMU," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/33.
• Grammig, Joachim G. & Peter, Franziska J., 2008, "International price discovery in the presence of microstructure noise," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/50.
• Röthig, Andreas, 2008, "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 190.
• Löchel, Horst & Pecher, Florian, 2008, "The strategic value of investments in Chinese banks by foreign financial institutions," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 91.
• Böttger, Marc & Guthoff, Anja & Heidorn, Thomas, 2008, "Loss Given Default - Modelle zur Schätzung von Recovery Rates," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 96.
• Küster Simic, André & Endert, Volker, 2008, "Finanzierungsverhalten (von Banken) bei Schiffsfinanzierungen 'vor und nach Finanzkrise'," Working Paper Series, Hamburg School of Business Administration (HSBA), number 06/2008.
• Orlowski, Lucjan T., 2008, "Stages of the 2007/2008 Global Financial Crisis Is There a Wandering Asset-Price Bubble?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-43.
• Ahrend, Rudiger, 2008, "Monetary Ease: A Factor behind Financial Crises? Some Evidence from OECD Countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-44.
• Weber, Enzo, 2008, "Simultaneous stochastic volatility transmission across American equity markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-049.
• Schrimpf, Andreas, 2008, "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-048.
• Mathias Hoffmann & Thomas Nitschka, 2008, "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 376, Dec.
• Thomas Nitschka, 2008, "The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 385, Aug.
• Mathias Hoffmann & Toshihiro Okubo, 2021, "Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 387, May.
• Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN, 2008, "The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1562.
• Schaber, Albert, 2008, "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 4151, May.
• Schaber, Albert, 2008, "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 4482, May.
• Schaber, Albert, 2008, "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 7956, May.
• Irwan Adi Ekaputra & Sally Dwijayanti, 2008, "Trading Halts and Intraday Stock Return Volatility in the Indonesia Stock Exchange," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 56, pages 261-274, December.
• Abul Shamsuddin & Jae H. Kim, 2008, "Short-Horizon Return Predictability in International Equity Markets," Working Papers, School of Economics, La Trobe University, number 1837-2198/978-0-9807041-0.
• Michel Beine & Antonio Cosma & Robert Vermeulen, 2008, "The Dark Side of Global Integration: Increasing Tail Dependence," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 08-03.
• André Lemelin, 2008, "Trade and the External Wealth of Nations," Cahiers de recherche, CIRPEE, number 0814.
• David Büttner & Bernd Hayo, 2008, "EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200815.
• Bernd Hayo & Matthias Neuenkirch, 2008, "Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200823.
• Thomas J. flavin & Ekaterini Panopoulou, 2008, "Detecting shift and pure contagion in East Asian equity markets: A Unified Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1890208.pdf.
• Thomas O'Connor & Todd Mitton, 2008, "Investability and Firm Value," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1920508.pdf.
• Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008, "On the stability of domestic financial market linkages in the presence of time-varying volatility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1981108.pdf.
• Tigran Poghosyan & Evžen KoÄenda & Petr ZemÄik, 2008, "Modeling Foreign Exchange Risk Premium in Armenia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 41-61, January.
• Raj Aggarwal & Winston T. Lin & Sunil K. Mohanty, 2008, "Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 1-20, March-Jun.
• Kirt C. Butler & Katsushi Okada, 2008, "Higher-Order Terms in Bivariate Returns to International Stock Market Indices," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 127-155, March-Jun.
• Tanweer Hasan & Palani-Rajan Kadapakkam & P. C. Kumar, 2008, "Firm Investments and Corporate Governance in Asian Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 21-44, March-Jun.
• Timotheos Angelidis & Alexandros Benos, 2008, "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 67-104, March-Jun.
• Joelle Miffre, 2008, "Conditional Risk Premia in International Government Bond Markets," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 185-204, September.
• Raj Aggarwal & Sijing Zong, 2008, "Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 241-277, September.
• Patricia Chelley Steeley & Brian Lucey, 2008, "The Microstructure of the Irish Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 279-311, September.
• Zsolt Darvas, 2008, "Leveraged carry trade portfolios," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0802, Jun, revised 18 Jun 2008.
• Judit Páles & Lóránt Varga, 2008, "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 1, pages 44-51, April.
• Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008, "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/64.
• Arnaud Mehl & Julien Reynaud, 2008, "Domestic debt structures in emerging markets: new empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08059, Oct.
• Rémy Herrera & Mauricio Sabadini, 2008, "France 0 - 0 Brésil. L'échec du réformisme," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number r08001, Jan.
• Bernardo S. de M. Carvalho & Márcio G. P. Garcia, 2008, "Ineffective Controls on Capital Inflows under Sophisticated Financial Markets: Brazil in the Nineties," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Markets Volatility and Performance in Emerging Markets".
• Takatoshi Ito & Yuko Hashimoto, 2008, "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Chapters, National Bureau of Economic Research, Inc, "International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy".
• Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2008, "High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 13739, Jan.
• Charles Calomiris & Raymond Fisman & Yongxiang Wang, 2008, "Profiting from Government Stakes in a Command Economy: Evidence from Chinese Asset Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 13774, Feb.
• Emmanuel Farhi & Xavier Gabaix, 2008, "Rare Disasters and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 13805, Feb.
• Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008, "Common Risk Factors in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14082, Jun.
• Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2008, "Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability," NBER Working Papers, National Bureau of Economic Research, Inc, number 14160, Jul.
• Harald Hau & Hélène Rey, 2008, "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers, National Bureau of Economic Research, Inc, number 14165, Jul.
• Harald Hau & Helene Rey, 2008, "Home Bias at the Fund Level," NBER Working Papers, National Bureau of Economic Research, Inc, number 14172, Jul.
• René M. Stulz, 2008, "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 14218, Aug.
• Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2008, "Why Do Foreign Firms Leave U.S. Equity Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14245, Aug.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2008, "Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 14332, Sep.
• Momtchil Pojarliev & Richard M. Levich, 2008, "Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14355, Sep.
• Alberto Giovannini, 2008, "Why the European Securities Market is Not Fully Integrated," NBER Working Papers, National Bureau of Economic Research, Inc, number 14476, Nov.
• Stephen Gilmore & Fumio Hayashi, 2008, "Emerging Market Currency Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14528, Dec.
• Richard M. Levich & Valerio Poti, 2008, "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14597, Dec.
• Estelle Cantillon & Pai-Ling Yin, 2008, "Asymmetric Network Effects," Working Papers, NET Institute, number 08-42, Nov.
• Malay K. Dey & Chaoyan Wang, 2008, "Return Spread and Liquidity on Chinese ADRs," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-09, Jul.
• John A. Tatom, 2008, "Imbalances in China and U.S. Capital Flows," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-14, Nov.
• Sebastián Nieto Parra, 2008, "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers, OECD Publishing, number 274, Nov, DOI: 10.1787/227642504346.
• Rudiger Ahrend & Boris Cournède & Robert Price, 2008, "Monetary Policy, Market Excesses and Financial Turmoil," OECD Economics Department Working Papers, OECD Publishing, number 597, Mar, DOI: 10.1787/244200148201.
• Cerna Silviu, 2008, "Turbulenţele de pe pieţele financiare internaţionale: cauze, consecinţe, remedii," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Sándor Gardó & Antje Hildebrandt & Zoltan Walko, 2008, "Walking the Tightrope: A First Glance on the Impact of the Recent Global Financial Market Turbulence on Central, Eastern and Southeastern Europe," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 119-140.
• Zoltan Walko, 2008, "The Refinancing Structure of Banks in Selected CESEE Countries," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 76-95.
• Christian Beer & Steven Ongena & Marcel Peter, 2008, "The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 108-121.
• Matthias Fuchs, 2008, "Economic Country Risks Emanating from Austria’s International Exposure," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 41-64.
• Albulescu Claudiu Tiberiu, 2008, "La crise actuelle des marches financiers : l’impact au niveau Europeen," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 22-26, May.
• Morar Ioan Dan & Bota-Moisin Anton Florin & Popescu Virgil Luigi, 2008, "The Fiscal Mechanism. Influences," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 367-370, May.
• Barbu Teodora Cristina & Olteanu (Puiu) Ana Cornelia & Radu Alina Nicoleta, 2008, "The necessity of operational risk management and quantification," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 661-667, May.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2008, "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 08-32, Sep.
• Anna Pavlova & Roberto Rigobon, 2008, "The Role of Portfolio Constraints in the International Propagation of Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 4, pages 1215-1256.
• Maria Kasch & Massimiliano Caporin, 2008, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0065.
• Marçal, Emerson F. & Valls Pereira, Pedro L., 2008, "Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
  [Testing the contagion hypotheses using multivariate volatility models]," MPRA Paper, University Library of Munich, Germany, number 10356, Sep.
• Godlewski, Christophe, 2008, "Duration of loan arrangement and syndicate organization," MPRA Paper, University Library of Munich, Germany, number 10953, Sep.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper, University Library of Munich, Germany, number 11246, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper, University Library of Munich, Germany, number 11292, Oct.
• Hu, Jian, 2008, "Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach," MPRA Paper, University Library of Munich, Germany, number 11401, Oct.
• Guidi, Francesco, 2008, "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper, University Library of Munich, Germany, number 11535, Nov.
• Tatom, John, 2008, "Imbalances in China and U.S. Capital Flows," MPRA Paper, University Library of Munich, Germany, number 11706, Sep.
• Canegrati, Emanuele, 2008, "New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case," MPRA Paper, University Library of Munich, Germany, number 12166, Dec.
• Lukáš, Chylík, 2008, "Porovnání velikosti akciových trhů v zemích Visegrádské čtyřky a západní Evropě
  [Comparison the size of the stock markets in the Viszegrad Four countries and the Western Europe]," MPRA Paper, University Library of Munich, Germany, number 12399, Apr.
• Dima, Bogdan & Murgea, Aurora, 2008, "The volatility of the European capital markets during the curent financial crisis:what are saying the empirical evidences?," MPRA Paper, University Library of Munich, Germany, number 12448, Dec.
• Duasa, Jarita & Kassim, Salina, 2008, "Hot money and economic performance: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 12470, Dec.
• Smith, Reginald, 2008, "The Spread of the Credit Crisis: View from a Stock Correlation Network," MPRA Paper, University Library of Munich, Germany, number 12659, Nov, revised 02 Dec 2008.
• Orlowski, Lucjan T, 2008, "Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," MPRA Paper, University Library of Munich, Germany, number 12696, Dec.
• Eozenou, Patrick, 2008, "Financial Integration and Macroeconomic Volatility: Does Financial Development Matter?," MPRA Paper, University Library of Munich, Germany, number 12738, Sep.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.
• Duasa, Jarita & Kassim, Salina, 2008, "Herd behaviour in Malaysian capital market: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 13303.
• Giofré, Maela/M., 2008, "EMU Effects on Stock Markets: From Home Bias to Euro Bias," MPRA Paper, University Library of Munich, Germany, number 13926, May.
• Giofré, Maela/M., 2008, "Convergence of EMU Equity Portfolios," MPRA Paper, University Library of Munich, Germany, number 13927, Dec.
• Giofré, Maela M., 2008, "Bias in foreign equity portfolios: households versus professional investors," MPRA Paper, University Library of Munich, Germany, number 13929.
• Troaca, Victor, 2008, "Exigences européennes et internationales concernant la prudence dans l’activitée bancaire," MPRA Paper, University Library of Munich, Germany, number 14232, Nov.
• Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008, "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper, University Library of Munich, Germany, number 14814.
• Marçal, Emerson F. & Valls Pereira, Pedro L., 2008, "Testing the Hypothesis of Contagion using Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 15623, Aug.
• Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper, University Library of Munich, Germany, number 17213, Dec.
• Chen, Shu-Ling & Kim, Hyeongwoo, 2008, "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," MPRA Paper, University Library of Munich, Germany, number 18680, Aug, revised Nov 2009.
• Popa, Catalin C., 2008, "Globalizarea Economica si Institutiile Financiare Internationale
  [The Globalization and the International Financial Institutions]," MPRA Paper, University Library of Munich, Germany, number 24523, Jun.
• Lenz, Rainer, 2008, "The Logic of Merger and Acquisition Pricing," MPRA Paper, University Library of Munich, Germany, number 26627, Jun.
• Ahmed, Walid M.A., 2008, "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper, University Library of Munich, Germany, number 26986, Dec.
• Arize, Augustine C. & Kallianotis, Ioannis N. & Kasibhatla, Krishna M. & Malindretos, John & Rivera-Solis, Luis Eduardo, 2008, "Empirical evidence on the relationships between concentration and profitability in Latin American banking," MPRA Paper, University Library of Munich, Germany, number 34902.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Shkolnyk, Inna & Kozmenko, Olha, 2008, "The peculiarities of the financial market development in Ukraine," MPRA Paper, University Library of Munich, Germany, number 50849, May.
• Alves, Paulo & Ferreira, Miguel, 2008, "Centre Rules the Markets," MPRA Paper, University Library of Munich, Germany, number 52779, revised 2008.
• Caiado, Jorge & Crato, Nuno, 2008, "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper, University Library of Munich, Germany, number 6609, Jan.
• Sakarya, Burchan, 2008, "Değişen Küresel Finansal Yapı ve 2007 Yılı Dalgalanmaları
  [Changing Global Financial Structure and 2007 Turbulances]," MPRA Paper, University Library of Munich, Germany, number 69193, Apr.
• Nwaobi, Godwin, 2008, "Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting," MPRA Paper, University Library of Munich, Germany, number 6958, Feb.
• Zhang, Dayong & Dickinson, David & Barassi, Marco, 2008, "Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?," MPRA Paper, University Library of Munich, Germany, number 70352.
• Vargas, Gregorio A., 2008, "What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?," MPRA Paper, University Library of Munich, Germany, number 7174, Feb.
• Noman, Abdullah, 2008, "Purchasing Power Parity in South Asia: A Panel Data Approach," MPRA Paper, University Library of Munich, Germany, number 7824, Mar.
• Castillo-Maldonado, Carlos Eduardo, 2008, "Intervención cambiaria en Guatemala: ¿Ha sido efectiva?
  [Foreign Exchange Market Intervention in Guatemala: Has it been Effective?]," MPRA Paper, University Library of Munich, Germany, number 79038, Jun.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper, University Library of Munich, Germany, number 80434.
• Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper, University Library of Munich, Germany, number 80464.
• Degiannakis, Stavros, 2008, "ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling," MPRA Paper, University Library of Munich, Germany, number 80465.
• Pasricha, Gurnain, 2008, "Financial integration in emerging market economies," MPRA Paper, University Library of Munich, Germany, number 8220, Apr, revised 10 Apr 2008.
• Laakkonen, Helinä & Lanne, Markku, 2008, "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper, University Library of Munich, Germany, number 8296.
• Petranov, Stefan, 2008, "Оценка На Бета Коефициентите На Публични Дружества В България
  [Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 88385.
• Bandyopadhyay, Arindam & Saha, Asish, 2008, "Assessment of Economic Capital: An Equity Market approach," MPRA Paper, University Library of Munich, Germany, number 9098, Feb.
• Adamcik, Santiago, 2008, "Efectos de la Globalizacion sobre la Inflacion y la politica Monetaria Domestica
  [Globalization Effect on both Inflation and Domestic Monetary Policy]," MPRA Paper, University Library of Munich, Germany, number 9242, Feb.
• Nwaobi, Godwin C, 2008, "The Economics of Financial Derivative Instruments," MPRA Paper, University Library of Munich, Germany, number 9463, Jul.
• Strawinski, Pawel & Slepaczuk, Robert, 2008, "Analysis of HF data on the WSE in the context of EMH," MPRA Paper, University Library of Munich, Germany, number 9532, Jun.
• Degiannakis, Stavros, 2008, "Forecasting Vix," MPRA Paper, University Library of Munich, Germany, number 96307.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper, University Library of Munich, Germany, number 96322.
• Mierzejewski, Fernando, 2008, "The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates," MPRA Paper, University Library of Munich, Germany, number 9827, Jul.
• Vistesen, Claus, 2008, "Of Low Yielders and Carry Trading – the JPY and CHF as Market Risk Sentiment Gauges," MPRA Paper, University Library of Munich, Germany, number 9952, Aug.
• Khor, Hoe Ee & Kee, Rui Xiong, 2008, "Asia: A Perspective on the Subprime Crisis," MPRA Paper, University Library of Munich, Germany, number 9995, Feb, revised 10 Apr 2008.
• Mejra Festić & Dejan Romih, 2008, "Cyclicality of the banking sector performance and macro environment in the Czech republic, Slovakia and Slovenia," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 2, pages 99-117, DOI: 10.18267/j.pep.323.
• Alexandr Kuchynka, 2008, "An empirical application of a two-factor model of stochastic volatility," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 3, pages 243-253, DOI: 10.18267/j.pep.332.
• Hans J. Blommestein & Greg Horman, 2008, "Gestion de la dette publique et marchés obligataires en Afrique," Revue d'Économie Financière, Programme National Persée, volume 91, issue 1, pages 255-269, DOI: 10.3406/ecofi.2008.5068.
• Oskar Kowalewski & Marzenna A. Weresa, 2008, "The Role of Foreign Direct Investment in the Economy," Books, Rainer Hampp Verlag, number 9783866183070, edition 1.
• Horacio Sapriza & Filippo Taddei & Guido Sandleris, 2008, "Indexed Sovereign Debt: An Applied Framework," 2008 Meeting Papers, Society for Economic Dynamics, number 1064.
• Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008, "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers, Society for Economic Dynamics, number 276.
• Nick Roussanov & Adrien Verdelhan & Hanno Lustig, 2008, "Common Risk Factors in Currency Markets," 2008 Meeting Papers, Society for Economic Dynamics, number 711.
• Jaume Ventura & Fernando Broner, 2008, "Rethinking the effects of financial liberalization," 2008 Meeting Papers, Society for Economic Dynamics, number 747.
• Mauricio Pérez Salazar, 2008, "El origen del pánico de 2008: la crisis del mercado de crédito hipotecario en Estados Unidos," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 10, issue 19, pages 19-54, July-Dece.
• Gheorghe Hurduzeu & Laura Gabriela Constantin, 2008, "Several Aspects Regarding Weather and Weather Derivatives," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 187-202, January.
• Jong-Wha Lee, 2008, "Patterns and Determinants of Cross-border Financial Asset Holdings in East Asia," Working Papers on Regional Economic Integration, Asian Development Bank, number 13, Feb.
• Soyoung Kim & Doo Yong Yang, 2008, "The Impact of Capital Inflows on Emerging East Asian Economies: Is Too Much Money Chasing Too Little Good?," Working Papers on Regional Economic Integration, Asian Development Bank, number 15, May.
• 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.
• 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.