Research classified by Journal of Economic Literature (JEL) codes

2008

• Naohiko Baba & Frank Packer & Teppei Nagano, 2008, "The spillover of money market turbulence to FX swap and cross-currency swap markets," BIS Quarterly Review, Bank for International Settlements, March.
• Patrick McGuire & Goetz von Peter, 2008, "International banking activity amidst the turmoil," BIS Quarterly Review, Bank for International Settlements, June.
• Eli M Remolona & Ilhyock Shim, 2008, "Credit derivatives an structured creit: the nascant markets of Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, June.
• Robert N McCauley & Jenz Zukunft, 2008, "Asian banks and the international interbank market," BIS Quarterly Review, Bank for International Settlements, June.
• Robert Lindley, 2008, "Reducing foreign exchange settlement risk," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Nikola Tarashev, 2008, "Bank health and lending to emerging markets," BIS Quarterly Review, Bank for International Settlements, December.
• Yosuke Tsuyuguchi & Philip D Wooldridge, 2008, "The evolution of trading activity in Asian foreign exchange markets," BIS Working Papers, Bank for International Settlements, number 252, May.
• Eleni Constantinou & Avo Kazandjian & Georgios P. Kouretas & Vera Tahmazian, 2008, "Common Stochastic Trends Among The Cyprus Stock Exchange And The Ase, Lse And Nyse," Bulletin of Economic Research, Wiley Blackwell, volume 60, issue 4, pages 327-349, October, DOI: 10.1111/j.1467-8586.2008.00282.x.
• Don Bredin & John Cotter, 2008, "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 540-560, October, DOI: 10.1111/j.1465-7295.2007.00101.x.
• Christian Thimann, 2008, "Global Roles of Currencies," International Finance, Wiley Blackwell, volume 11, issue 3, pages 211-245, December, DOI: 10.1111/j.1468-2362.2008.01226.x.
• Bernardo Bortolotti & William Megginson & Scott B. Smart, 2008, "The Rise of Accelerated Seasoned Equity Underwritings," Journal of Applied Corporate Finance, Morgan Stanley, volume 20, issue 3, pages 35-57, June, DOI: 10.1111/j.1745-6622.2008.00192.x.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008, "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, volume 63, issue 1, pages 159-196, February, DOI: 10.1111/j.1540-6261.2008.01313.x.
• Kirsten H. Heppke‐Falk & Guntram B. Wolff, 2008, "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," Kyklos, Wiley Blackwell, volume 61, issue 3, pages 425-446, August, DOI: 10.1111/j.1467-6435.2008.00411.x.
• Martha Starr & Ky Tran, 2008, "Determinants of the Physical Demand for Gold: Evidence from Panel Data," The World Economy, Wiley Blackwell, volume 31, issue 3, pages 416-436, March, DOI: 10.1111/j.1467-9701.2007.01091.x.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008, "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper, Norges Bank, number 2008/08, May.
• Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008, "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper, Norges Bank, number 2008/19, Nov.
• Gregor Irwin & Gregory Thwaites, 2008, "Efficient frameworks for sovereign borrowing," Bank of England Staff Working Paper series, Bank of England, number 343, Mar.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Working Papers, Bank of Greece, number 75, Jun.
• Michael D. Bordo, 2008, "Growing up to Financial Stability," Working Papers, Bank of Greece, number 85, Jul.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2008, "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets," Working Papers, Bank of Greece, number 91, Oct.
• Asher Blass, 2008, "Transffering the Management of the Provident and Mutual Funds From the Banks," Israel Economic Review, Bank of Israel, volume 6, issue 1, pages 23-47.
• Yosuke Tsuyuguchi & Philip Wooldridge, 2008, "The evolution of trading activity in Asian foreign exchange markets," Bank of Japan Working Paper Series, Bank of Japan, number 08-E-5, Jun.
• Sadik Cukur, 2008, "Exchange Rate Exposure: A f irm and Industry Level Investigation," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 38, pages 25-42.
• Halil Ibrahim Bulut, 2008, "Investment Bank Reputation and the Post-IPO Operating Performance: The Case of the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 39, pages 17-40.
• Saadet Kirbas Kasman & Adnan Kasman, 2008, "The Impact of Custom Union Agreement on the Integration of Turkish Stock Market with the Major Trading Partners in Europe," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 39, pages 41-58.
• Turhan Korkmaz & Elif Birkan, 2008, "Portfolio Selection:Application on International Stock Portfolios," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 40, pages 65-98.
• John A. Carlson & Christian M. Dahl & Carol L. Osler, 2008, "Short-run Exchange-rate Dynamics: Theory And Evidence," Working Papers, Brandeis University, Department of Economics and International Business School, number 39, Aug.
• Mariana Felix Teixeira & Marcelo Cabus Klotzle & Walter Lee Ness, 2008, "Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 49-67.
• Else Monteiro Nogueira & Wagner Moura Lamounier, 2008, ""Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 267-286.
• Paul J.J. Welfens, 2008, "Portfoliomodell und langfristiges Wachstum: Neue Makroperspektiven," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei157, Nov.
• Mevlud Islami, 2008, "Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei160, Dec.
• Mevlud Islami, 2008, "Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp08007, Dec.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Finance, Presses universitaires de Grenoble, volume 29, issue 1, pages 31-52.
• Lucía Cuadro-Sáez & Alicia Garcia Herrero, 2008, "Finance for Growth. Does a Balanced Financial Structure Matter?," Revue économique, Presses de Sciences-Po, volume 59, issue 6, pages 1075-1096.
• Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2008, "Indexed Sovereign Debt: An Applied Framework," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 104, revised 2011.
• Wong, Woon K & Tan, Dijun & Tian, Yixiang, 2008, "Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/8, Apr.
• Pasricha, Gurnain, 2008, "Financial Integration in Emerging Market Economies," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt7z35t1cn, May.
• Samuel Koumkwa & Raúl Susmel, 2008, "Arbitrage and convergence: Evidence from Mexican ADRs," Journal of Applied Economics, Universidad del CEMA, volume 11, pages 399-425, November.
• Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008, "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp349, Mar.
• Frantisek Kopriva, 2008, "Source of Information-Driven Trading on the Prague Stock Exchange," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp365, Sep.
• Jan Bena, 2008, "The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp377, Dec.
• M. Hashem Pesaran & Andreas Pick, 2004, "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series, CESifo, number 1176.
• Jesús Crespo-Cuaresma & Balázs Egert & Ronald MacDonald, 2005, "Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States," CESifo Working Paper Series, CESifo, number 1511.
• Michael Ehrmann & Marcel Fratzscher, 2006, "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series, CESifo, number 1710.
• Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: A Unified Approach," CESifo Working Paper Series, CESifo, number 1894.
• Axel Dreher & Christian Hopp, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," CESifo Working Paper Series, CESifo, number 2082.
• Lukas Menkhoff, 2008, "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series, CESifo, number 2473.
• Ludwig Dorffmeister, 2008, "Finanzkrise bremst europäische BauwirtschaftAusgewählte Ergebnisse der Euroconstruct-Sommerkonferenz 2008," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 61, issue 13, pages 27-32, July.
• Hartmut Schauerte, 2008, "Finanzmarktkrise: Können die Maßnahmen der Bundesregierung eine Kreditklemme der Unternehmen verhindern?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 61, issue 22, pages 03-05, November.
• Isabel Maria Pereira Viegas Vieira, 2008, "Contagion effects of the US Subprime Crisis on Developed Countries," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2008_08.
• Virginie Coudert & Mathieu Gex, 2008, "Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005," Working Papers, CEPII research center, number 2008-14, Sep.
• Olena Havrylchyk & Emilia Jurzyk, 2008, "Inherited or Earned? Performance of Foreign Banks in Central and Eastern Europe," Working Papers, CEPII research center, number 2008-16, Sep.
• Jean-Yves Gnabo & Christelle Lecourt, 2008, "Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan," Economie Internationale, CEPII research center, issue 113, pages 5-34.
• Ana Fostel & John Geanakoplos, 2008, "Emerging Markets in an Anxious Global Economy," Levine's Working Paper Archive, David K. Levine, number 122247000000002074, Apr.
• Arturo Jos√© Galindo & Marc Hofstetter, 2008, "Mortgage Interest Rates, Country Risk and Maturity Matching in Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 4544, Jan.
• Ximena Pena Parga & Camilo MondragÔøΩn-VÔøΩlez, 2008, "Business Ownership and Self-Employment in Developing Economies: The Colombian Case," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 4672, Feb.
• Leonardo Bonilla & Andr�s Felipe Garc�a & Monica Roa, 2008, "Country risk ratings and financial crises 1995 - 2001: a survival analysis," Borradores de Economia, Banco de la Republica, number 4580, Mar.
• Henry Laverde Rojas, 2008, "Análisis de vulnerabilidad empresarial y sus efectos sobre la vulnerabilidad bancaria en Colombia: una aplicación delenfoque de hoja de balances," Revista CIFE, Universidad Santo Tomás.
• Diego Vásquez E. & Pedro Felipe Lega G. & Andr�s Murcia P. & Tatiana Venegas K., 2008, "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Coyuntura Económica, Fedesarrollo.
• D’ARGENSIO, John-John & LAURIN, Frédéric, 2008, "The real estate risk premium: A developed/emerging country panel data analysis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008004, Jan.
• Rigobon, Roberto & Pavlova, Anna, 2008, "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 6647, Jan.
• Rey, Hélène & Hau, Harald, 2008, "Home Bias at the Fund Level," CEPR Discussion Papers, Centre for Economic Policy Research, number 6721, Mar.
• Wolff, Christian & Straetmans, Stefan & Versteeg, Roald, 2008, "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6727, Feb.
• Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers, Centre for Economic Policy Research, number 6878, Jun.
• Rey, Hélène & Hau, Harald, 2008, "Global Portfolio Rebalancing Under the Microscope," CEPR Discussion Papers, Centre for Economic Policy Research, number 6901, Jul.
• Voth, Hans-Joachim & Quinn, Dennis, 2008, "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," CEPR Discussion Papers, Centre for Economic Policy Research, number 7013, Oct.
• Claessens, Stijn & Yafeh, Yishay, 2008, "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers, Centre for Economic Policy Research, number 7052, Nov.
• Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg, 2008, "Are Capital Controls in the Foreign Exchange Market Effective?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-12.
• Maela Giofré, 2008, "Information Asymmetries and Foreign Equity Portfolios: Households versus Financial Investors," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 74, May.
• John-John, D’ARGENSIO & Frederic, LAURIN, 2008, "The real estate risk premium : A developed/emerging country panel data analysis," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2008003, Feb.
• Olmo, J. & Pouliot, W., 2008, "Early Detection Techniques for Market Risk Failure," Working Papers, Department of Economics, City St George's, University of London, number 08/09.
• Ana Fostel & John Geanakoplos, 2008, "Emerging Markets in an Anxious Global Economy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1646, Mar.
• Röthig, Andreas, 2008, "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 35698, Feb.
• Röthig, Andreas, 2008, "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77424, Feb.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008, "No contagion, only globalization and flight to quality," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 08-22.RS, Nov.
• Kin-Yip Ho & Albert K Tsui, 2008, "Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar," Finance Working Papers, East Asian Bureau of Economic Research, number 22571, Jan.
• Saffi, Pedro & Sigurdson, Kari, 2008, "Price efficiency and short selling," IESE Research Papers, IESE Business School, number D/748, Apr.
• Wang, Daxue, 2008, "Are anomalies still anomalous? An examination of momentum strategies in four financial markets," IESE Research Papers, IESE Business School, number D/775, Dec.
• Wang, Daxue, 2008, "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers, IESE Business School, number D/776, Dec.
• Fidora, Michael & Beck, Roland, 2008, "The impact of sovereign wealth funds on global financial markets," Occasional Paper Series, European Central Bank, number 91, Jul.
• Cappiello, Lorenzo & Manganelli, Simone & Kadareja, Arjan, 2008, "The impact of the euro on equity markets: a country and sector decomposition," Working Paper Series, European Central Bank, number 906, Jun.
• Fidora, Michael & Bracke, Thierry, 2008, "Global liquidity glut or global savings glut? A structural VAR approach," Working Paper Series, European Central Bank, number 911, Jun.
• De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008, "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series, European Central Bank, number 926, Aug.
• Habib, Maurizio Michael & Joy, Mark, 2008, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Working Paper Series, European Central Bank, number 947, Oct.
• Fratzscher, Marcel & Mehl, Arnaud, 2008, "Do China and oil exporters influence major currency configurations?," Working Paper Series, European Central Bank, number 973, Dec.
• Cassola, Nuno & Morana, Claudio, 2008, "Modelling short-term interest rate spreads in the euro money market," Working Paper Series, European Central Bank, number 982, Dec.

2007

• Charlotte Christiansen, 2007, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-05, May.
• Charlotte Christiansen, 2007, "Decomposing European Bond and Equity Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-06, May.
• Tom Engsted & Stuart Hyde & Stig V. Møller, 2007, "Habit Formation, Surplus Consumption and Return Predictability: International Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-31, Oct.
• Charlotte Christiansen & Angelo Ranaldo, 2007, "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-34, Nov.
• Art Durnev & Sergei Guriev, 2007, "The Resource Curse: A Corporate Transparency Channel," Working Papers, New Economic School (NES), number w0108, Oct.
• Victor Pontines & Reza Y. Siregar, 2007, "Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2007-02, Mar.
• Ilia D. Dichev, 2007, "What Are Stock Investors’ Actual Historical Returns? Evidence from Dollar-Weighted Returns," American Economic Review, American Economic Association, volume 97, issue 1, pages 386-401, March, DOI: 10.1257/aer.97.1.386.
• Lukas Menkhoff & Mark P. Taylor, 2007, "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, volume 45, issue 4, pages 936-972, December.
• Marta Gómez-Puig, 2007, "EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-03, Jun.
• Yolanda Santana-Jiménez & Jorge V. Pérez-Rodríguez, 2007, "Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-06, Oct.
• María Santana-Gallego & Francisco J. Ledesma-Rodríguez & Jorge V. Pérez-Rodríguez, 2007, "On the impact of exchange rate regimes on tourism," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-07, Dec.
• Laura Giurca Vasilescu, 2007, "Corporate Governance And Financial Globalization," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 11-20, April.
• Martha Starr & Ky Tran, 2007, "Determinants of the physical demand for gold: Evidence from panel data," Working Papers, American University, Department of Economics, number 2007-09, Jul, DOI: 10.17606/nzd6-tz08.
• Michele FRATIANNI, 2007, "Borders and the Constraints of Globalization," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 282, Apr.
• Michele FRATIANNI, 2007, "The Evolutionary Chain of International Financial Centers," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 303, Oct.
• Michele FRATIANNI, 2007, "The Gravity Equation in International Trade," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 307, Dec.
• Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu, 2007, "Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports," Anadolu University Journal of Social Sciences, Anadolu University, volume 7, issue 2, pages 133-150, December.
• MOONS, Cindy & GARRETSEN, Harry & VAN AARLE, Bas & FORNERO, Jorge, 2007, "Monetary policy in the new-Keynesian model: An application to the Euro-Area," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2007014, Jun.
• VAN AARLE, Bas & GARRETSEN, Harry & MOONS, Cindy, 2007, "Accession to the Euro-area: A stylized analysis using a NK model," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2007015, Jun.
• Alessandra Bonfiglioli, 2007, "Financial Integration, Productivity and Capital Accumulation," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 680.07, Feb, revised 20 Jun 2008.
• Michael R. King & Philipp Maier, 2007, "Hedge Funds and Financial Stability: The State of the Debate," Discussion Papers, Bank of Canada, number 07-9, DOI: 10.34989/sdp-2007-9.
• Fousseni Chabi-Yo & Jun Yang, 2007, "A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate," Staff Working Papers, Bank of Canada, number 07-21, DOI: 10.34989/swp-2007-21.
• Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007, "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers, Bank of Canada, number 07-27, DOI: 10.34989/swp-2007-27.
• Antonio Diez de los Rios, 2007, "Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets," Staff Working Papers, Bank of Canada, number 07-29, DOI: 10.34989/swp-2007-29.
• Michael R. King & Eric Santor, 2007, "Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms," Staff Working Papers, Bank of Canada, number 07-40, DOI: 10.34989/swp-2007-40.
• Chris D'Souza, 2007, "Where Does Price Discovery Occur in FX Markets?," Staff Working Papers, Bank of Canada, number 07-52, DOI: 10.34989/swp-2007-52.
• Antonio Diez de los Rios & Enrique Sentana, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," Staff Working Papers, Bank of Canada, number 07-53, DOI: 10.34989/swp-2007-53.
• Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak, 2007, "Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 138, May.
• Ricardo Bebczuk & Klaus Schmidt-Hebbel, 2007, "The Feldstein-Horioka Paradox: A New Perspective from the Institutional Sector Level," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 46, pages 103-136, January -.
• Enrique Alberola & José María Serena, 2007, "Global financial integration, monetary policy and reserve accumulation. Assessing the limits in emerging economies," Working Papers, Banco de España, number 0706, Mar.
• Lucía Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007, "The transmission of emerging market shocks to global equity markets," Working Papers, Banco de España, number 0727, Sep.
• Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007, "Emerging Markets Spreads and Global Financial Conditions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 637, Jun.
• Cortés Espada Josué Fernando, 2007, "Optimal Fiscal Policy in a Small Open Economy and the Structure of International Financial Markets," Working Papers, Banco de México, number 2007-07, Mar.
• ., 2007, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2006," Bulletin de la Banque de France, Banque de France, issue 161, pages 55-60.
• Boutillier, M. & Nivat, D. & Oung, V., 2007, "L’influence des non-résidents sur la création monétaire dans la zone euro," Bulletin de la Banque de France, Banque de France, issue 168, pages 69-76.
• Alessandra Bonfiglioli, 2015, "Financial Integration, Productivity and Capital Accumulation," Working Papers, Barcelona School of Economics, number 326, Sep.
• Ulf Nielsson, 2007, "Interdependence of Nordic and Baltic Stock Markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 6, issue 2, pages 9-28, January.
• Philip R Lane & Jay C Shambaugh, 2007, "Financial exchange rates and international currency exposures," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Research on global financial stability: the use of BIS international financial statistics".
• Eli M Remolona & Michela Scatigna & Eliza Wu, 2007, "Interpreting sovereign spreads," BIS Quarterly Review, Bank for International Settlements, March.
• Dietrich Domanski & Alexandra Heath, 2007, "Financial investors and commodity markets," BIS Quarterly Review, Bank for International Settlements, March.
• Gabriele Galati & Alexandra Heath & Patrick McGuire, 2007, "Evidence of carry trade activity," BIS Quarterly Review, Bank for International Settlements, September.
• Frank Packer & Ryan Stever & Christian Upper, 2007, "The covered bond market," BIS Quarterly Review, Bank for International Settlements, September.
• Michela Scatigna & Camilo E Tovar, 2007, "Securitisation in Latin America," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Nikola Tarashev, 2007, "International banking with the euro," BIS Quarterly Review, Bank for International Settlements, December.
• Gabriele Galati & Alexandra Heath, 2007, "What drives the growth in FX activity? Interpreting the 2007 triennial survey," BIS Quarterly Review, Bank for International Settlements, December.
• Jacob Gyntelberg & Eli M Remolona, 2007, "Risk in carry trades: a look at target currencies in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, December.
• Liliana Rojas‐Suárez & Sebastián Sotelo, 2007, "The Burden Of Debt: An Exploration Of Interest Rate Behavior In Latin America," Contemporary Economic Policy, Western Economic Association International, volume 25, issue 3, pages 387-414, July, DOI: 10.1111/j.1465-7287.2007.00044.x.
• Horst Entorf & Gösta Jamin, 2007, "German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs," German Economic Review, Verein für Socialpolitik, volume 8, issue 3, pages 344-374, August, DOI: 10.1111/j.1468-0475.2007.00409.x.
• Paolo Vitale, 2007, "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, volume 21, issue 5, pages 903-934, December, DOI: 10.1111/j.1467-6419.2007.00524.x.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2007, "Global Growth Opportunities and Market Integration," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1081-1137, June, DOI: 10.1111/j.1540-6261.2007.01231.x.
• Yasuaki Amatatsu & Naohiko Baba, 2007, "Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-12, Jul.
• Masazumi Hattori & Yuko Suda, 2007, "Developments in a Cross-Border Bank Exposure "Network"," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-21, Sep.
• Hibiki Ichiue & Kentaro Koyama, 2007, "Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-22, Nov.
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