Research classified by Journal of Economic Literature (JEL) codes

2007

• Mr. Sergio L. Schmukler & Mr. Stijn Claessens, 2007, "International Financial Integration Through Equity Markets: Which Firms from Which Countries Go Global?," IMF Working Papers, International Monetary Fund, number 2007/138, Jun.
• Eduardo A. Cavallo & Mr. Patricio A Valenzuela, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IMF Working Papers, International Monetary Fund, number 2007/228, Sep.
• Ms. María Nieto & Mr. Garry J. Schinasi, 2007, "EU Framework for Safeguarding Financial Stability: Towards an Analytical Benchmark for Assessing its Effectiveness," IMF Working Papers, International Monetary Fund, number 2007/260, Nov.
• Seok Gil Park, 2007, "Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-004, Feb.
• Marta Gomez-Puig, 2007, "Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200711, May, revised May 2007.
• Maria Rosa Borges, 2007, "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/14.
• Ozgur ASLAN & H. Levent KORAP, 2007, "Monetary Transmission Mechanism In An Open Economy Framework: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 5, issue 1, pages 41-66, May.
• Michele Fratianni, 2007, "The Evolutionary Chain of International Financial Centers," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2007-14, Aug.
• Michele Fratianni, 2007, "The Gravity Equation in International Trade," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2007-17, Aug.
• Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007, "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-09, Aug.
• Juan A. Lafuente & Javier Ordoñez, 2007, "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-12, Oct.
• Alfredo Juan Grau Grau & Begoña Font Belaire, 2007, "Ume Y La Integración De Los Mercados De Capitales Europeos: Relevancia Del Tipo De Cambio Y La Inflación," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-14, Dec.
• Cooray, Arusha. & Wickremasinghe, Guneratne., 2007, "The efficiency of emerging stock markets: empirical evidence from the south asian region," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 1, pages 171-183, September.
• Wonchang Jang, 2007, "How To Intervene In Fx Market: Market Microstructure Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 32, issue 1, pages 105-128, June.
• Jianxin Wang, 2007, "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 14, issue 3, pages 201-210, September, DOI: 10.1007/s10690-007-9059-4.
• Steven Beach & Alexei Orlov, 2007, "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 147-166, June, DOI: 10.1007/s11408-007-0046-6.
• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007, "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 203-220, June, DOI: 10.1007/s11408-007-0045-7.
• Roland Füss & Dieter Kaiser, 2007, "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 425-444, December, DOI: 10.1007/s11408-007-0060-8.
• Janusz Brzeszczyński & Jerzy Gajdka, 2007, "Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 285-300, August, DOI: 10.1007/s11294-007-9077-z.
• Yalin Gündüz & Torsten Lüdecke & Marliese Uhrig-Homburg, 2007, "Trading Credit Default Swaps via Interdealer Brokers," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 141-159, December, DOI: 10.1007/s10693-007-0012-5.
• Shinhua Liu, 2007, "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 161-176, December, DOI: 10.1007/s10693-007-0018-z.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007, "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 2, pages 187-201, February, DOI: 10.1007/s11156-006-0010-y.
• Yuenan Wang & Amalia Di Iorio, 2007, "The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 2, pages 181-203, August, DOI: 10.1007/s11156-007-0026-y.
• Yue-Cheong Chan & Congsheng Wu & Chuck Kwok, 2007, "Valuation of global IPOs: a stochastic frontier approach," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 3, pages 267-284, October, DOI: 10.1007/s11156-007-0035-x.
• Kai-Li Wang & Mei-Ling Chen, 2007, "The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 4, pages 371-394, November, DOI: 10.1007/s11156-007-0050-y.
• Doyeon Kim & Taeyoon Sung, 2007, "Does the Market Evaluate Firm`s FX Risk Management? -Evidence from the Korean Stock Market-," Korean Economic Review, Korean Economic Association, volume 23, pages 243-266.
• Francis X. Diebold & Kamil Yılmaz, 2007, "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0705, Jan.
• Christian Hopp & Axel Dreher, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-172, Aug, DOI: 10.3929/ethz-a-005430983.
• Rasmus Fatum & Jesper Pedersen, 2007, "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 07-01, Mar.
• Rudolph, Bernd, 2007, "Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1897, Apr.
• Irwan Adi Ekaputra & Basharat Ahmad, 2007, "The Impact of Tick Size Reduction on Liquidity and Order Strategy : Evidence from the Jakarta Stock Exchange (JSX)," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 55, pages 89-104, April.
• Thomas J.Flavin & Ekaterini Panopoulou, 2007, "On the robustness of international portfolio diversification benefits to regime-switching volatility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1801007.pdf.
• Thomas O'Connor, 2007, "Is there a cross listing premium for non-exchange traded depositary receipts?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1841107.pdf.
• Thomas C O'Connor, 2007, "Is there a cross listing premium for non-exchange traded depositary receipts?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1851207.pdf.
• Thomas C O'Connor, 2007, "Cross-listing in the U.S. and domestic investor protection," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1861107.pdf.
• Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007, "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0707, Dec, revised Dec 2007.
• Chan Tze-Haw & Ahmad Zubaidi Baharumshah & Evan Lau, 2007, "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," Capital Markets Review, Malaysian Finance Association, volume 15, issue 1&2, pages 53-71.
• Sebastjan Strasek & Timotej Jagric & Natasa Spes, 2007, "Emerging Economies Crises: Lessons from the 1990’," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 5, issue 3, pages 289-304.
• Kathryn M. E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," Working Papers, Research Seminar in International Economics, University of Michigan, number 561.
• Clemens J.M. Kool, 2007, "Financial Stability in European Banking: The Role of Common Factors," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 101, Feb.
• Jens Hilscher & Yves Nosbusch, 2007, "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 114, Feb, revised 24 Apr 2007.
• Burcu Hacibedel & Jos van Bommel, 2007, "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 128, Feb.
• NGUYEN-THI-THANH Huyen, 2007, "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 131, Feb.
• Julien Reynaud & Arnaud Mehl, 2007, "The determinants of "domestic" original sin in emerging market economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 159, Feb.
• Eric Girardin & Zhenya Liu, 2007, "The financial integration of China: New evidence on temporally aggregated data for the A-share market," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 160, Feb.
• Guray Kucukkocaoglu, 2007, "Underpricing in Turkey: Comparison of the IPO Methods," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 8, Feb.
• Norbert Kiss M. & Klára Pintér, 2007, "How do macroeconomic announcements and FX market transactions affect exchange rates?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 2, issue 1, pages 22-30, June.
• Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2007, "Measuring financial market contagion using dually-traded stocks of Asian firms," Journal of Asian Economics, Elsevier, volume 18, issue 1, pages 217-236, February.
• Girardin, Eric & Liu, Zhenya, 2007, "The financial integration of China: New evidence on temporally aggregated data for the A-share market," China Economic Review, Elsevier, volume 18, issue 3, pages 354-371.
• Gajewski, Jean-Francois & Ginglinger, Edith & Lasfer, Meziane, 2007, "Why do companies include warrants in seasoned equity offerings?," Journal of Corporate Finance, Elsevier, volume 13, issue 1, pages 25-42, March.
• Pesaran, M. Hashem & Pick, Andreas, 2007, "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1245-1277, April.
• Jokipii, Terhi & Lucey, Brian, 2007, "Contagion and interdependence: Measuring CEE banking sector co-movements," Economic Systems, Elsevier, volume 31, issue 1, pages 71-96, March.
• Egert, Balazs & Kocenda, Evzen, 2007, "Interdependence between Eastern and Western European stock markets: Evidence from intraday data," Economic Systems, Elsevier, volume 31, issue 2, pages 184-203, June.
• Cotter, John & Dowd, Kevin, 2007, "The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders," Finance Research Letters, Elsevier, volume 4, issue 3, pages 146-154, September.
• Afonso, Antonio & Strauch, Rolf, 2007, "Fiscal policy events and interest rate swap spreads: Evidence from the EU," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 17, issue 3, pages 261-276, July.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: A comparison of the GARCH and the EGARCH models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla07035, Jun.
• Marcus Noland, 2007, "South Korea's Experience with International Capital Flows," NBER Chapters, National Bureau of Economic Research, Inc, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences".
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007, "The Valuation Channel of External Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12937, Feb.
• Kathryn M.E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12953, Mar.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2007, "Why Do Emerging Economies Borrow Short Term?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13076, May.
• Craig Doidge & G. Andrew Karolyi & Rene M. Stulz, 2007, "Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 13079, May.
• John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007, "Global Currency Hedging," NBER Working Papers, National Bureau of Economic Research, Inc, number 13088, May.
• Laura Alfaro & Andrew Charlton, 2007, "International Financial Integration and Entrepreneurial Firm Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 13118, May.
• Jiandong Ju & Shang-Jin Wei, 2007, "Domestic Institutions and the Bypass Effect of Financial Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 13148, Jun.
• Pierpaolo Benigno, 2007, "Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13173, Jun.
• Mihir A. Desai & Dhammika Dharmapala, 2007, "Taxes and Portfolio Choice: Evidence from JGTRRA's Treatment of International Dividends," NBER Working Papers, National Bureau of Economic Research, Inc, number 13281, Jul.
• Kris James Mitchener & Marc D. Weidenmier, 2007, "The Baring Crisis and the Great Latin American Meltdown of the 1890s," NBER Working Papers, National Bureau of Economic Research, Inc, number 13403, Sep.
• Siddhartha G. Dastidar & Raymond Fisman & Tarun Khanna, 2007, "Testing Limits to Policy Reversal: Evidence from Indian Privatizations," NBER Working Papers, National Bureau of Economic Research, Inc, number 13427, Sep.
• Joseph P.H. Fan & Randall Morck & Lixin Colin Xu & Bernard Yeung, 2007, "Institutions and Foreign Investment: China versus the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 13435, Sep.
• Anna Pavlova & Roberto Rigobon, 2007, "An Asset-Pricing View of External Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 13468, Oct.
• Fernando A. Broner & Alberto Martin & Jaume Ventura, 2007, "Enforcement Problems and Secondary Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 13559, Oct.
• Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007, "How Sovereign is Sovereign Credit Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13658, Dec.
• John A. Tatom, 2007, "Why Have Interest Rates Been So Low?," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-13, Apr.
• M. Kabir Hassan & Jung Suk-Yu, 2007, "Stock Exchange Alliances in Organization of Islamic Conferences (OIC) Countries," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-18, Jul.
• M. Kabir Hassan & Jung Suk-Yu, 2007, "Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-31, Dec.
• Hans J. Blommestein & Javier Santiso, 2007, "New Strategies for Emerging Domestic Sovereign Bond Markets," OECD Development Centre Working Papers, OECD Publishing, number 260, Apr, DOI: 10.1787/208818582608.
• Michael Boss & Gerald Krenn & Claus Puhr & Markus Schwaiger, 2007, "Stress Testing the Exposure of Austrian Banks in Central and Eastern Europe," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 13, pages 115-134.
• Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi, 2007, "Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-23, Jun.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007, "The Effects of IMF Supported-Program on the Asian Crisis," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-24, Jun.
• Paolo Pasquariello, 2007, "Imperfect Competition, Information Heterogeneity, and Financial Contagion," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 391-426.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2007, "Liquidity and Expected Returns: Lessons from Emerging Markets," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 6, pages 1783-1831, November.
• Rui Pedro Esteves, 2007, "Quis custodiet quem? Sovereign Debt and Bondholders` Protection Before 1914," Economics Series Working Papers, University of Oxford, Department of Economics, number 323, Apr.
• Francis X. Diebold & Kamil Yilmaz, 2007, "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-002, Jan.
• G. Geoffrey Booth & Orkunt M. Dalgic & Juha-Pekka Kallunki & Petri Sahlström, 2007, "Entrepreneurial Stock Brokering and Switching Costs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 12, issue 1, pages 1-8, Spring.
• Chong Foo Lim & Ahamed Kameel Mydin Meera, 2007, "Managing foreign exchange risk : the Malaysian experience in the 1997 financial crisis," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 44, issue 1, pages 187-216, June.
• Lee, Byung-Joo, 2007, "Uncovered Interest Parity: Cross-sectional Evidence," MPRA Paper, University Library of Munich, Germany, number 10360, Dec.
• Apergis, Nicholas & Lamprinidis, Lampros, 2007, "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper, University Library of Munich, Germany, number 124596, Jul, revised 2011.
• Brugger Jakob, Samuel Immanuel, 2007, "¿Puede el gobierno corporativo aprender del gobierno público?
  [Can corporate governance learn from public governance?]," MPRA Paper, University Library of Munich, Germany, number 13857, Nov, revised Apr 2008.
• Liu, Xuan, 2007, "Trade Openness and the Cost of Sudden Stops: The Role of Financial Friction," MPRA Paper, University Library of Munich, Germany, number 18260, May, revised 26 Oct 2009.
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Is there an identity within international stock market volatilities?," MPRA Paper, University Library of Munich, Germany, number 2069.
• Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.
• Mierzejewski, Fernando, 2007, "An actuarial approach to short-run monetary equilibrium," MPRA Paper, University Library of Munich, Germany, number 2424, Jan.
• Cifter, Atilla & Ozun, Alper, 2007, "The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 2482, Mar.
• Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007, "Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models," MPRA Paper, University Library of Munich, Germany, number 25020, Oct, revised Oct 2007.
• Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007, "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 25349, May, revised May 2007.
• Ben Slimane, FATEN, 2007, "L'Evolution des Marchés Boursiers Européens: Enjeux et limites
  [European Stock Market Evolution]," MPRA Paper, University Library of Munich, Germany, number 2607, Mar.
• Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007, "Bank stock returns and economic growth," MPRA Paper, University Library of Munich, Germany, number 29188, Aug.
• Micuda, Dan, 2007, "Barriers in EU retail financial markets," MPRA Paper, University Library of Munich, Germany, number 30415.
• Cotter, John & Hanly, James, 2007, "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper, University Library of Munich, Germany, number 3501.
• Cotter, John & Dowd, Kevin, 2007, "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper, University Library of Munich, Germany, number 3502.
• Cotter, John, 2007, "Extreme risk in Asian equity markets," MPRA Paper, University Library of Munich, Germany, number 3536.
• Ghorbel, Ahmed & Trabelsi, Abdelwahed, 2007, "Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3963, Mar.
• Kapoor, Sony & Hillman, David & Spratt, Stephen, 2007, "Taking the Next Step - Implementing a Currency Transaction Development Levy," MPRA Paper, University Library of Munich, Germany, number 4054, Feb.
• Tatom, John, 2007, "Why Have Interest Rates Been So Low?," MPRA Paper, University Library of Munich, Germany, number 4113, Apr.
• Gonzalez, Adrian, 2007, "Resilience of Microfinance Institutions to National Macroeconomic Events: An Econometric Analysis of MFI asset quality," MPRA Paper, University Library of Munich, Germany, number 4317, Jul.
• Chancharat, Surachai & Valadkhani, Abbas, 2007, "Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices," MPRA Paper, University Library of Munich, Germany, number 50394.
• Weber, Enzo, 2007, "Who Leads Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 5099, Apr, revised Oct 2007.
• Serwa, Dobromił, 2007, "Larger crises cost more: impact of banking sector instability on output growth," MPRA Paper, University Library of Munich, Germany, number 5101.
• McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu h., 2007, "Martingales, the efficient market hypothesis, and spurious stylized facts," MPRA Paper, University Library of Munich, Germany, number 5303, Oct.
• Abbasoğlu, Osman Furkan & Aysan, Ahmet Faruk & Gunes, Ali, 2007, "Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period," MPRA Paper, University Library of Munich, Germany, number 5494.
• Saleem, Kashif & Vaihekoski, Mika, 2007, "Time-varying global and local sources of risk in Russian stock market," MPRA Paper, University Library of Munich, Germany, number 5787, Sep.
• Karathanassis, George & Sogiakas, Vasilios, 2007, "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 5958, Nov.
• Mayanja, Abubaker B. & Legesi, Kenneth, 2007, "Risk and Return on Uganda's stock exchange," MPRA Paper, University Library of Munich, Germany, number 6407, Jul, revised Aug 2007.
• Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007, "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper, University Library of Munich, Germany, number 6512.
• Mierzejewski, Fernando, 2007, "The Short-Run Monetary Equilibrium with Liquidity Constraints," MPRA Paper, University Library of Munich, Germany, number 6526, Dec.
• Khan, Muhammad Arshad & Sajid, Muhammad Zubair, 2007, "Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis," MPRA Paper, University Library of Munich, Germany, number 6751.
• Stavarek, Daniel, 2007, "On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries," MPRA Paper, University Library of Munich, Germany, number 7298.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 80418.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007, "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper, University Library of Munich, Germany, number 80466.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 96327.
• Hyde, Stuart J, 2007, "The response of industry stock returns to market, exchange rate and interest rate risks," MPRA Paper, University Library of Munich, Germany, number 9679.
• Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007, "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper, University Library of Munich, Germany, number 9681, May.
• Jiří Trešl & Dagmar Blatná, 2007, "Dynamic Analysis of Selected European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 291-302, DOI: 10.18267/j.pep.309.
• Pavel Dvořák, 2007, "Monetární teorie cyklu, dluhový problém a finanční krize
  [Monetary Cycle Theory, Debt Problem and Financial Crises]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 2, pages 183-205, DOI: 10.18267/j.polek.596.
• Zlatuše Komárková & Luboš Komárek, 2007, "Integrace devizových trhů vybraných nových členských zemí Evropské unie
  [Integration of the foreign exchange markets of the selected EU new member states]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.602.
• Karl-Peter Schackmann-Fallis, 2007, "Intégration des marchés financiers européens : Priorité à la concurrence et à la diversité," Revue d'Économie Financière, Programme National Persée, volume 87, issue 1, pages 75-87, DOI: 10.3406/ecofi.2007.4227.
• Andrew Crockett, 2007, "Le marché des capitaux européen vu par un acteur international," Revue d'Économie Financière, Programme National Persée, volume 88, issue 2, pages 161-169, DOI: 10.3406/ecofi.2007.4267.
• Carol Alexander & Andreza Barbosa, 2007, "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-01, Jan.
• Doireann Fitzgerald, 2007, "Trade Costs, Asset Market Frictions and Risk Sharing," 2007 Meeting Papers, Society for Economic Dynamics, number 1002.
• Edgar Demetrio Tovar García, 2007, "Globalización del capital y desarrollo institucional del sistema financiero," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 9, issue 17, pages 75-107, July-Dece.
• Sorina Aioanei, 2007, "European challenges for Islamic Banking," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 10, issue 25bis, pages 7-20, November.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 05_13, Jan.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 75_12, Nov.
• Joseph Dennis Alba & Donghyun Park, 2007, "An Empirical Analysis of East Asia's Pre-crisis Daily Exchange Rates," ADB Economics Working Paper Series, Asian Development Bank, number 104, Oct.
• Seong¡-Min Yoon & Sang-Hoon Kang, 2007, "A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 11, issue 1, pages 211-240, DOI: 10.11644/KIEP.JEAI.2007.11.1.169.
• Imad A. Moosa, 2007, "A Hybrid Operational Technique for Hedging Transaction Exposure to Foreign Exchange Risk," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 4, pages 517-540.
• Angelos Kanas & Christos Ioannidis, 2007, "Stock Market and the Macroeconomy: A Regime Switching Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 2, pages 181-206.
• Ramaprasad Bhar & Biljana Nikolova, 2007, "Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 369-381.
• Brindusa Covaci, 2007, "Presentation of the Leasing Concept," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2007/1, Feb.
• John Cotter & Kevin Dowd, 2007, "The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1151, May.
• John Cotter & Kevin Dowd, 2007, "Intra-day seasonality in foreign exchange market transactions," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1161, May.
• Stuart Hyde & Donal Bredin & Nghia Nguyen, 2007, "Correlation dynamics between Asia-Pacifc, EU and US stock returns," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1168.
• John Cotter & Jim Hanly, 2007, "Hedging effectiveness under conditions of asymmetry," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1186.
• Kevin Dowd & John Cotter, 2007, "Spectral risk measures and the choice of risk aversion functior," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1188, Mar.
• Kevin Dowd & John Cotter, 2007, "Evaluating the precision of estimators of quantile-based risk measures," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1191, May.
• Kevin Dowd & John Cotter, 2007, "Exponential spectral risk measures," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1195, Mar.
• M. Fr Mmel & A. Mende & L. Menkhoff, 2007, "Order Flows, News, and Exchange Rate Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/474, Jun.
• Christos Floros, 2007, "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 191-202, May, DOI: 10.1177/097265270700600203.
• Georgia Siougle, 2007, "Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 3, pages 249-267, December, DOI: 10.1177/097265270700600302.
• Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
• Angelo Ranaldo & Enzo Rossi, 2007, "The reaction of asset markets to Swiss National Bank communication," Working Papers, Swiss National Bank, number 2007-11.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," Working Papers, Swiss National Bank, number 2007-17.
• Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-013.RS.
• Marie Briere & Ariane Szafarz, 2007, "Crisis-Robust Bond Portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-030.RS.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-034.RS.
• Giorgio Canarella & Stephen Pollard, 2007, "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 54, issue 4, pages 445-462, December, DOI: 10.1007/s12232-007-0025-2.
• Paul J. J. Welfens, 2007, "Information and Communication Technology: Dynamics, Integration and Economic Stability," Springer Books, Springer, chapter 0, in: Richard Tilly & Paul J. J. Welfens & Michael Heise, "50 Years of EU Economic Dynamics", DOI: 10.1007/978-3-540-74055-1_10.
• Carlos Vieira & Isabel Vieira, 2007, "Seasonalities in Eastern Foreign Exchange Markets: A Barrier to Euro Adoption?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 2, pages 283-294, November, DOI: 10.1007/s11300-007-0145-0.
• Edward Sandoyan & Samvel Mkhitaryan & Edgar Karapetyan & Samvel Sahakyan, 2007, "International Financial Integration and Its Distinctions in Transition Economies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 3, pages 413-424, December, DOI: 10.1007/s11300-007-0160-1.
• Stefano Miani & Demeh Daradkah, 2007, "The Insurance Industry in Jordan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 3, pages 491-504, December, DOI: 10.1007/s11300-007-0162-z.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration: A Weighted Network Analysis," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/16, Jul.
• Stanislav Anatolyev & Dmitry Shakin, 2007, "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 87-104, DOI: 10.1080/09603100600606123.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 1, pages 89-101, DOI: 10.1080/13518470601025243.
• Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang, 2007, "Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 5, issue 1, pages 51-64, DOI: 10.1080/14765280601109329.
• Pinar Evrim Mandaci & Erdost Torun, 2007, "Testing Integration between the Major Emerging Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 1, pages 1-12.
• Franc Klaassen & Henk Jager, 2007, "Model-free Measurement of Exchange Market Pressure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-112/2, Jan.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007, "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-036/4, Apr.
• Elise MARAIS, 2007, "Mécanismes De Propag Ation Régionale De La Crise Boursière Asiatique," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 26, pages 13-33.
• Raymond Fisman & Inessa Love, 2007, "Financial Dependence and Growth Revisited," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 470-479, 04-05.
• Will Devlin & Bill Brummitt, 2007, "A few sovereigns more: the rise of sovereign wealth funds," Economic Roundup, The Treasury, Australian Government, issue 4, pages 119-136, December.
• Michel Beine & Oscar Bernal Diaz, 2007, "Why do Central Banks intervene secretly ?preliminary evidence of the BoJ," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10421, Jul.
• Chancharat,Surachai & Valadkhani, Abbas, 2007, "Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-15.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2007, "Enforcement problems and secondary markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1049, Aug.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-22, May.
• Stanley Wilkes Black, 2007, "The Role of Endogenous Uncertainty in the Forward Discount Bias," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 327-364.
• Miroslava Filipović, 2007, "Global Capital Markets - An Updated Profile," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 54, issue 2, pages 197-217.
• Claessens, Stijn & Schmukler,Sergio L., 2007, "International financial integration through equity markets : which firms from which countries go global ?," Policy Research Working Paper Series, The World Bank, number 4146, Mar.