Research classified by Journal of Economic Literature (JEL) codes

2008

• 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.
• 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.
• Ammer, John & Cai, Fang, 2008, "Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 09-2, Mar.
• Martynova, Marina & Renneboog, Luc, 2008, "Spillover of corporate governance standards in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 14, issue 3, pages 200-223, June.
• Tsuyuguchi, Yosuke & Wooldridge, Philip D., 2008, "The evolution of trading activity in Asian foreign exchange markets," Emerging Markets Review, Elsevier, volume 9, issue 4, pages 231-246, December.
• Flavin, Thomas J. & Panopoulou, Ekaterini & Unalmis, Deren, 2008, "On the stability of domestic financial market linkages in the presence of time-varying volatility," Emerging Markets Review, Elsevier, volume 9, issue 4, pages 280-301, December.
• Los, Cornelis A. & Yu, Bing, 2008, "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, volume 17, issue 1, pages 64-82.
• Asgharian, Hossein & Karlsson, Sonnie, 2008, "Evaluating a non-linear asset pricing model on international data," International Review of Financial Analysis, Elsevier, volume 17, issue 3, pages 604-621, June.
• Nowman, K.B. & Yahia, B.B.H., 2008, "Euro and FIBOR interest rates: A continuous time modelling analysis," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 1029-1035, December.
• Christiansen, Charlotte, 2008, "Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 925-948, December.
• Guo, Haifeng & Brooks, Robert, 2008, "Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 984-997, December.
• Ramos, Sofia B. & von Thadden, Ernst-Ludwig, 2008, "Stock exchange competition in a simple model of capital market equilibrium," Journal of Financial Markets, Elsevier, volume 11, issue 3, pages 284-307, August.
• 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.
• 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 School of Business and Economics, 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.