Research classified by Journal of Economic Literature (JEL) codes

2007

• Bal??zs ??gert & Ev??en Kocenda, 2007, "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp861, Mar.
• Tigran Poghosyan & Evzen Kocenda, 2007, "Macroeconomic Sources of Foreign Exchange Risk in New EU Members," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp898, Nov.
• Sumon Bhaumik & John S. Landon-Lane, 2007, "Directional Mobility of Ratings," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp900, Nov.
• Özlem Onaran, 2007, "International financial markets and fragility in the Eastern Europe: "can it happen" here?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp108, Sep.
• Onaran, Özlem, 2007, "International financial markets and fragility in the Eastern Europe: "can it happen" here?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 108.
• John D. Burger & Francis E. Warnock, 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, John Wiley & Sons, volume 16, issue 3, pages 291-304, DOI: 10.1016/j.rfe.2006.09.001.
• Heppke-Falk, Kirsten H. & Wolff, Guntram B., 2007, "Moral hazard and bail-out in fiscal federations: evidence for the German Länder," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,07.
• Fladung, Michael, 2007, "Spill-over effects of monetary policy: a progress report on interest rate convergence in Europe," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,27.
• Demary, Markus, 2007, "A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-27.
• Kühl, Michael, 2007, "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 68.
• Chakrabarti, Rajesh & Megginson, William L. & Yadav, Pradeep K., 2007, "Corporate governance in India," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-02.
• Diebold, Francis X. & Yilmaz, Kamil, 2007, "Measuring financial asset return and volatility spillovers, with application to global equity markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/02.
• Canto, Bea & Kräussl, Roman, 2007, "Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/20.
• Heidorn, Thomas & Kaiser, Dieter G. & Muschiol, Andrea, 2007, "Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 77.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Commodities in asset management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 81.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Gold in the investment portfolio," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 87.
• Cuadro-Sáez, Lucía & Moreno, Manuel, 2007, "GARCH modeling of robust market returns," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 440.
• Cuadro-Sáez, Lucía & García-Herrero, Alicia, 2007, "Finance for growth: does a balanced financial structure matter?," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 445.
• Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-35.
• Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-52, DOI: 10.5018/economics-ejournal.ja.2007-.
• Weber, Enzo, 2007, "Volatility and causality in Asia Pacific financial markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-004.
• Volckart, Oliver, 2007, "Rules, discretion or reputation? Monetary policies and the efficiency of financial markets in Germany, 14th to 16th centuries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-007.
• Weber, Enzo, 2007, "Who leads financial markets?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-015.
• Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2007, "The foreign exchange rate rate exposure of nations," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-005.
• Rotfuß, Waldemar, 2007, "Options, Futures, and Other Derivatives in Russia: An Overview," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-059.
• Wölfle, Marco, 2007, "Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-067.
• Thomas Nitschka, 2007, "Cashflow news, the value premium and an asset pricing view on European stock market integration," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 339, Nov.
• Alessandra Bonfiglioli, 2007, "Financial Integration, Productivity and Capital Accumulation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 350, Dec.

2006

• Thomas Flavin, 2006, "How risk averse are fund managers? Evidence from Irish mutual funds," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 18, pages 1355-1363, DOI: 10.1080/09603100600592760.
• Alexander Mende, 2006, "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 3, pages 213-222, DOI: 10.1080/09603100500386206.
• Mansor Ibrahim, 2006, "Integration or Segmentation of the Malaysian Equity Market: An Analysis of Pre- and Post-Capital Controls," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 11, issue 4, pages 424-443, DOI: 10.1080/13547860600923718.
• W H Boshoff, 2006, "The Transmission Of Foreign Financial Crises To South Africa: A Firm-Level Study," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 30, issue 2, pages 61-85, August, DOI: 10.1080/10800379.2006.12106408.
• Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006, "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0604.
• Jan Frederik Slijkerman, 2006, "Insurance Sector Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-062/2, Jun.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-407, Mar.
• Kato, Takao & Long, Cheryl, 2006, "Executive Compensation, Firm Performance, and Corporate Governance in China: Evidence from Firms Listed in the Shanghai and Shenzhen Stock Exchanges," Economic Development and Cultural Change, University of Chicago Press, volume 54, issue 4, pages 945-983, July, DOI: 10.1086/503583.
• Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006, "EMU and European Stock Market Integration," The Journal of Business, University of Chicago Press, volume 79, issue 1, pages 365-392, January, DOI: 10.1086/497414.
• Eduardo Levy Yeyati & Sergio Luis Schmukler & Neeltje Van Horen, 2006, "International Financial Integration through the Law of One Price," Business School Working Papers, Universidad Torcuato Di Tella, number 2006-01, Apr.
• Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006, "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/06, Jan.
• Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, 2006, "Understanding the Relationship between Financial Development and Monetary Policy," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/06, Oct.
• Stephany Griffith-Jones & Krishnan Sharma, 2006, "GDP-Indexed Bonds: Making It Happen," Working Papers, United Nations, Department of Economics and Social Affairs, number 21, Apr.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2006, "Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-03, Jan.
• Shen, Yang-Pin & Wei, Peihwang P., 2006, "Why Do Companies Choose to Go IPOs? New Results Using Data from Taiwan," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-07, Jan.
• Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles, 2006, "The Interplay Between the Thai and Several Other International Stock Markets," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-18.
• Dennis Quinn & Joachim Voth, 2006, "A century of global equity market correlations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1119, Nov, revised Oct 2008.
• Alessandra Bonfiglioli, 2006, "Financial integration, productivity and capital accumulation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 988, Sep.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2006, "Sovereign risk and secondary markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 998, Dec, revised Aug 2009.
• Susan Thorp & George Milunovich, 2006, "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 177, May.
• Menkveld, Albert J., 2006, "Splitting orders in overlapping markets: a study of cross-listed stocks," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0003.
• Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006, "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0005.
• Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de, 2006, "Euro-Area Sovereign Yield Dynamics: the role of order imbalance," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0006.
• Claessens, Stijn, 2006, "Competitive implications of cross-border banking," Policy Research Working Paper Series, The World Bank, number 3854, Feb.
• Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006, "International financial integration through the law of one price," Policy Research Working Paper Series, The World Bank, number 3897, Apr.
• Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006, "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series, The World Bank, number 3933, Jun.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp811, Feb.
• Patricia Mc Grath, 2006, "Financial Deregulation and Financial Development, and Subsequent Impact on Economic Growth in the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp828, Jun.
• Manolis Syllignakis & Georgios Kouretas, 2006, "Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp832, Jul.
• Özlem Onaran, 2006, "Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp093, May.
• Onaran, Özlem, 2006, "Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 93.
• Marie‐Claude Beaulieu & Jean‐Claude Cosset & Naceur Essaddam, 2006, "Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 2, pages 621-642, May, DOI: 10.1111/j.0008-4085.2006.00363.x.
• Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2006, "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 727-744, September, DOI: 10.1002/jae.889.
• John Cotter & Jim Hanly, 2006, "Reevaluating hedging performance," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 7, pages 677-702, July.
• Xiao-Ming Li & Lawrence C Rose, 2006, "The Impact Of Evolving Market Integration On Apec Emerging Stock Markets' World Betas," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-17, DOI: 10.1142/S2010495206500011.
• Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman (ed.), 2006, "Cross-Border Banking:Regulatory Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6129, ISBN: ARRAY(0x5f247670), September.
• Michael H. Moskow, 2006, "Cross-Border Banking: Forces Driving Change and Resulting Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Guillermo Ortiz, 2006, "Cross-Border Banking and the Challenges Faced by Host Country Authorities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Eugene A. Ludwig, 2006, "Remarks on Cross Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Nicholas Le Pan, 2006, "Regulatory Challenges: The Road Ahead," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Howard Davies, 2006, "Comments on Cross-Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Jean Dermine, 2006, "European Banking Integration and the Societas Europaea: From Host-Country to Home-Country Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Nicola Cetorelli & Linda S. Goldberg, 2006, "Risks in U.S. Bank International Exposures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Stefan Hohl & Patrick McGuire & Eli Remolona, 2006, "Cross-Border Banking in Asia: Basel II and Other Prudential Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Philipp Hartmann, 2006, "Discussion of the Session “Survey of the Current Landscape”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Allen N. Berger, 2006, "Why is Foreign Bank Penetration So Low in Developed Nations?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Stijn Claessens, 2006, "Competitive Implications of Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Alejandro Micco & Ugo Panizza, 2006, "Bank Concentration and Credit Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• John H. Boyd, 2006, "Cross-Border Banking — Regulatory Challenges: Comments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Piotr Bednarski & Grzegorz Bielicki, 2006, "Home and Host Supervisors' Relations from a Host Supervisor's Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Patricia Jackson, 2006, "Basel II Home Host Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Giovanni Majnoni & Andrew Powell, 2006, "Basel II and Home versus Host Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• João A. C. Santos, 2006, "Comments on Jackson, Bielicki and Bednarski, and Majnoni and Powell," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Edward J. Kane, 2006, "Confronting Divergent Interests in Cross-Country Regulatory Arrangements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Thorvald Grung Moe, 2006, "Market Discipline Issues and Cross-Border Banking: A Nordic Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Juan Pablo Graf & Pascual O'Dogherty, 2006, "Cross-Border Banking, Market Discipline and the Ability to Stand Alone," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Douglas D. Evanoff, 2006, "Market Discipline Issues Associated with Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Robert A. Eisenbeis & George G. Kaufman, 2006, "Challenges for Deposit Insurance and Financial Stability in Cross-Border Banking Environments with Emphasis on the European Union," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Garry J. Schinasi & Pedro Gustavo Teixeira, 2006, "The Lender of Last Resort in the European Single Financial Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Jeff Stehm, 2006, "Payment Systems and the Safety Net: The Role of Central Bank Money and Oversight," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Asli Demirgüç-Kunt, 2006, "Designing a Bank Safety Net: Regulatory Challenges for Cross-Border Banking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Michael Krimminger, 2006, "Banking in a Changing World: Issues and Questions in the Resolution of Cross-Border Banks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Apanard Angkinand & Clas Wihlborg, 2006, "Bank Insolvency Procedures as Foundation for Market Discipline," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Cesare Calari, 2006, "Comments on Cross-Border Banking: Regulatory Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Christine Cumming, 2006, "Where to from Here?: Comments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Adrian Orr, 2006, "Designing the Home–Host Relationship to Support in Good Times and Bad: Trans-Tasman Developments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Eric Rosengren, 2006, "An Overview of Cross-Border Bank Policy Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Gerard Caprio Jr & Douglas D Evanoff & George G Kaufman, "Cross-Border Banking Regulatory Challenges".
• Constantinos Katrakilidis & Athanasios Koulakiotis, 2006, "Measuring the Impact of Stock Exchange Rules on Volatility and Error Transmission – The Case of European Cross-Listed Equities," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 9, issue 2, pages 37-58, November.
• Arola, Mika, 2006, "Foreign capital and Finland: central government's firstperiod of reliance on international financial markets 1862-1938," Bank of Finland Scientific Monographs, Bank of Finland, number sm2006_037, December.
• Havrylchyk, Olena & Jurzyk, Emilia, 2006, "Profitability of foreign banks in Central and Eastern Europe: does the entry model matter?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2006.
• Fungáčová, Zuzana & Hanousek, Jan, 2006, "A castle built on sand: the effects of mass privatization on stock market creation in transition economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2006.
• Lanne, Markku & Vesala, Timo, 2006, "The effect of a transaction tax on exchange rate volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2006.
• Jokipii, Terhi & Lucey, Brian, 2006, "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2006.
• Jokipii, Terhi, 2006, "Forecasting market crashes: further international evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 22/2006.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2006, "Financial market integration and the value of global diversification: evidence for US acquirers in cross-border mergers and acquisitions," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2006.
• Hallerberg, Mark & Wolff, Guntram B., 2006, "Fiscal institutions, fiscal policy and sovereign risk premia," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,35.
• Strotmann, Harald & Döpke, Jörg & Buch, Claudia M., 2006, "Does trade openness increase firm-level volatility?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,40.
• Kasch-Haroutounian, Maria & Theissen, Erik, 2006, "Competition between exchanges: Euronext versus Xetra," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-10.
• Canto, Bea & Kräussl, Roman, 2006, "Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/25.
• Campbell, Rachel A. & Kräussl, Roman, 2006, "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/31.
• Kasch-Haroutounian, Maria & Theissen, Erik, 2006, "Competition between exchanges: Euronext versus Xetra," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/19.
• Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2006, "The foreign exchange rate exposure of nations," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 169.
• Gebka, Bartosz, 2006, "Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,1.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006, "Political Orientation of Government and Stock Market Returns," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,9.
• Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2006, "Heterogenität von Hedgefondsindizes," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 71.
• Körnert, Jan, 2006, "Analyse der Finanzmärkte der USA in den fünf Bankenkrisen der National Banking-Ära," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 01/2006.
• Körnert, Jan, 2006, "Liquidity and solvency problems during the banking crises of the National Banking Era," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 05/2006.
• Ma, Guonan & Remolona, Eli M., 2006, "Learning by doing in market reform: Lessons from a regional bond fund," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-6.
• Knedlik, Tobias & Ströbel, Johannes, 2006, "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2006.
• Nitschka, Thomas, 2006, "Does sensitivity to cashflow news explain the value premium on European stock markets?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,12.
• Köhler, Matthias & Hommel, Judith & Grote, Matthias, 2006, "The Role of Banks in the Transmission of Monetary Policy in the Baltics," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-005.
• Michael Wolf, 2006, "Resampling vs. Shrinkage for Benchmarked Managers," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 263, Jan.
• Eleftherios Thalassinos & Pantelis E. Thalassinos, 2006, "Stock Markets' Integration Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 3-14.
• Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006, "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 75-90.
• Boschi, Melisso, 2006, "Habit formation and the transmission of financial crises," Economics Discussion Papers, University of Essex, Department of Economics, number 8900.
• Markku Lanne, 2006, "Forecasting Realized Volatility by Decomposition," Economics Working Papers, European University Institute, number ECO2006/20.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers, European University Institute, number ECO2006/3.
• Haksoon KIM, 2006, "Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 534-551, November.
• Jan Brùha & Alexis Derviz, 2006, "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 318-343, July.
• José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes, 2006, "World Equity Markets: A New Approach for Segmentation (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 344-360, July.
• Adam Geršl, 2006, "Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 09-10, pages 398-415, September.
• Matteo Manera & Elisa Scarpa, 2006, "Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index," Working Papers, Fondazione Eni Enrico Mattei, number 2006.130, Oct.
• Abdullah Iqbal, Susanne Espenlaub, Norman Strong, 2006, "The Long-Run Performance of UK Rights Issuers," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 18-54, December.
• Girijasankar Mallik, 2006, "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 55-69, December.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 70-94, December.
• Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006, "Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 630, Nov.
• Peter Blair Henry, 2006, "Capital account liberalization: theory, evidence, and speculation," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-32.
• Gregory H. Bauer & Clara Vega, 2006, "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 872.
• Martin Bodenstein, 2006, "International Asset Markets and Real Exchange Rate Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 884.
• Nicola Cetorelli & Linda S. Goldberg, 2006, "Risks in U.S. bank international exposures," Staff Reports, Federal Reserve Bank of New York, number 240.
• Todd Keister, 2006, "Expectations and contagion in self-fulfilling currency attacks," Staff Reports, Federal Reserve Bank of New York, number 249.
• Reinhard H. Schmidt & Michael H. Grote, 2006, "Was ist und was braucht ein bedeutender Finanzplatz?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 150.
• Emilio Barucci & Carlo Bianchi & Mirko Frediani, 2006, "CEO Turnover in the Italian Financial Market," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 65, issue 2, pages 127-154, November.
• Henry Aray, 2006, "The Latin American and Spanish Stock markets," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 06/12, Dec.
• François MORIN (LEREPS-GRES), 2006, "The Capitalism of financial market and the control of cognitive (In French)," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2006-05.
• Jérôme Héricourt & Mathilde Maurel, 2006, "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00267478.
• Thierry Foucault, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00121054, Oct.
• Thierry Foucault & T. Gehrig, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00125690.
• Wajih Khallouli & Mohamed Ayadi & Riadh Boudhina & René Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Post-Print, HAL, number halshs-00137599.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Post-Print, HAL, number halshs-00184262.
• Jérôme Héricourt & Mathilde Maurel, 2006, "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Post-Print, HAL, number halshs-00267478.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in Iternational Reserves: The Impact of the Euro and the Prospects for the Dollar," Post-Print, HAL, number halshs-00754634, Dec, DOI: 10.1016/j.jjie.2006.07.002.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers, HAL, number hal-00387109.
• Sebastián Nieto Parra & Javier Santiso, 2006, "The usual suspects: Investment Banks' Recommendations and Emerging Markets," Working Papers, HAL, number hal-01065636, Jun.
• Huyen Nguyen-Thi-Thanh, 2006, "On the Use of Data Envelopment Analysis in Hedge Fund Performance Appraisal," Working Papers, HAL, number halshs-00120292.
• Mende, Alexander & Menkhoff, Lukas, 2006, "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-339, Jun.
• Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006, "Price Discovery in Currency Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-351, Nov.
• Waldenström, Daniel, 2006, "Why Does Sovereign Risk Differ for Domestic and Foreign Investors? Evidence from Scandinavia, 1938­­–1948," Working Paper Series, Research Institute of Industrial Economics, number 677, Nov.
• Asgharian, Hossein & Karlsson, Sonnie, 2006, "Evaluating a nonlinear asset pricing model on international data," Working Papers, Lund University, Department of Economics, number 2006:5, Feb.
• Byström, Hans, 2006, "The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?," Working Papers, Lund University, Department of Economics, number 2006:14, Jun, revised 21 Aug 2006.
• Chollete, Lorán & Heinen, Andreas, 2006, "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/10, Oct.
• Humpage, Owen F. & Ragnartz, Javiera, 2006, "Swedish Intervention and the Krona Float, 1993-2002," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 192, Apr.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series, Institute for Financial Research, number 42, Feb.
• Brännäs, Kurt & Soultanaeva, Albina, 2006, "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies, Umeå University, Department of Economics, number 696, Sep.
• Du, Yan & Liu, Qianqiu & Rhee, S. Ghon, 2006, "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2005-17, Mar.
• Bunkanwanicha, Pramuan & Wiwattanakantang, Yupana & ウィワッタナカンタン, ユパナ, 2006, "Big Business Owners and Politics: Investigating the Economic Incentives of Holding Top Office," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-10, Oct.
• Iwatsubo, Kentaro & 岩壷, 健太郎 & イワツボ, ケンタロウ & Inagaki, Kazuyuki & 稲垣, 一之 & イナガキ, カズユキ, 2006, "Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-14, Dec.
• Bortolotti, Bernardo & Faccio, Mara, 2006, "Reluctant privatization," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-5, Sep.
• Paul D. McNelis & Salih N. Neftci, 2006, "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers, Hong Kong Institute for Monetary Research, number 012006, Jan.
• William H. Branson & Conor N. Healy, 2006, "Monetary and Exchange Rate Policy Coordination in ASEAN+1," Working Papers, Hong Kong Institute for Monetary Research, number 022006, Jan.
• Yin-wong Cheung & Dickson Tam & Matthew S. Yiu, 2006, "Does the Chinese Interest Rate Follow the US Interest Rate?," Working Papers, Hong Kong Institute for Monetary Research, number 192006, Dec.
• La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2006, "What Works in Securities Laws?," Scholarly Articles, Harvard University Department of Economics, number 27867135.
• Maria Guadalupe & Francisco Perez-Gonzalez, 2006, "The Impact of Product Market Competition on Private Benefits of Control," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-159, Mar.
• Claudio Morana, 2006, "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers, ICER - International Centre for Economic Research, number 25-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Comovements in International Stock Markets," ICER Working Papers, ICER - International Centre for Economic Research, number 3-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2006, Jul.
• Saadet K. KASMAN, 2006, "Hisse Senetlerinin Fiyatları Ve Makroekonomik Değişkenler Arasında Bir İlişki Var Mı?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 238, pages 88-99.
• Belgin AKÇAY, 2006, "Avrupa Birliği: Avrupa para sisteminden ekonomik ve parasal birliğe," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 14-32.
• Mahmut YARDIMCIOĞLU, 2006, "Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 249, pages 111-120.
• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006, "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp123, Apr.
• Philip R. Lane, 2006, "Global Bond Portfolios and EMU," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp168, Aug.
• Philip R. Lane, 2006, "Global Bond Portfolios and EMU," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Iman van Lelyveld & Franka Liedorp, 2006, "Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Amy S. K. Wong, 2006, "Basel II and the Risk Management of Basket Options with Time-Varying Correlations," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 4, December.
• Arturo Lorenzo Valdés, 2006, "Modelos de corrección de error no lineal entre mercados accionarios latinoamericanos y el mercado accionario de Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 21, issue 1, pages 117-129, July.