Research classified by Journal of Economic Literature (JEL) codes

2007

• Ventura, Jaume & Broner, Fernando & Martín, Alberto, 2007, "Enforcement Problems and Secondary Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 6498, Sep.
• Sentana, Enrique & Diez de los Rios, Antonio, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 6516, Oct.
• Tavares, José & ,, 2007, "Economic Integration and the Co-movement of Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6519, Oct.
• Guriev, Sergei & Durnev, Art, 2007, "The Resource Curse: A Corporate Transparency Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 6547, Oct.
• Kilian, Lutz & Alquist, Ron, 2007, "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6548, Nov.
• Vitale, Paolo, 2007, "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6553, Nov.
• Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: a Unified Approach," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-19.
• Carolina Fugazza & Maela Giofré & Giovanna Nicodano, 2007, "International Diversification and Labor Income Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 67, Oct.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small Caps in International Diversified Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 68, Nov.
• Timotheos Angelidis & Stavros Degiannakis, 2007, "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers, University of Crete, Department of Economics, number 0701, Jan.
• Flandreau, Marc & Flores, Juan-Huitzi, 2007, "Bonds and Brands : intermediaries and reputation in sovereign debt markets 1820-1830," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-12, Jul.
• Flores, Juan-Huitzi, 2007, "Information asymmetries and financial intermediation during the Baring crisis : 1880-1890," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-16, Oct.
• Marta Gómez-Puig, 2007, "Efectos de la Unión Cambiaria sobre los diferenciales de rentabilidad de la Unión Europea-15," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 30, issue 82, pages 101-114, Enero-Abr.
• Yap, Chee Jin & Gannon, Gerard, 2007, "Factors affecting the credit spreads behaviour of USD Malaysian bonds," Working Papers, Deakin University, Department of Economics, number aef_2007_10, Jan.
• Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Working Papers, Deakin University, Department of Economics, number 2007_12, Jul.
• Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "Credit Spread Dynamics: Evidence from Latin America," Working Papers, Deakin University, Department of Economics, number 2007_13, Aug.
• Hoa Nguyen & William Dimovski & Robert Brooks, 2007, "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings," Working Papers, Deakin University, Department of Economics, number 2007_17, Oct.
• Duc Khuong Nguyen & Mondher Bellalah, 2007, "Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 02.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2007, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 05.
• Oscar Bernal Diaz & Jean-Yves Gnabo, 2007, "Talks, financial operations or both? Generalizing central banks' FX reaction functions," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-03.RS, Feb.
• Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007, "Exploiting Predictability in International Anomalies," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_03, Mar.
• Chi-Hsiou Hung, 2007, "Return Explanatory Ability and Predictability of Non-Linear Market Models," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_05, Mar.
• Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE, 2007, "The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," Finance Working Papers, East Asian Bureau of Economic Research, number 21919, Apr.
• Ananda Jayawickrama & Tilak Abeysinghe, 2007, "Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 21925, Jun.
• Russo, Daniela & Rosati, Simonetta & Chan, Diana & Fontan, Florence, 2007, "The securities custody industry," Occasional Paper Series, European Central Bank, number 68, Aug.
• Tapking, Jens, 2007, "Pricing of settlement link services and mergers of central securities depositories," Working Paper Series, European Central Bank, number 710, Jan.
• Afonso, António & Gomes, Pedro & Rother, Philipp, 2007, "What “hides” behind sovereign debt ratings?," Working Paper Series, European Central Bank, number 711, Jan.
• Thimann, Christian & Fratzscher, Marcel & Cuadro Sáez, Lucía, 2007, "The transmission of emerging market shocks to global equity markets," Working Paper Series, European Central Bank, number 724, Feb.
• Berndt, Antje & Obreja, Iulian, 2007, "The pricing of risk in European credit and corporate bond markets," Working Paper Series, European Central Bank, number 805, Aug.
• De Santis, Roberto A. & Ehling, Paul, 2007, "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series, European Central Bank, number 815, Sep.
• Fratzscher, Marcel & Imbs, Jean, 2007, "Risk sharing, finance and institutions in international portfolios," Working Paper Series, European Central Bank, number 826, Oct.
• Afonso, Antonio & Strauch, Rolf, 2007, "Fiscal policy events and interest rate swap spreads: Evidence from the EU," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 17, issue 3, pages 261-276, July.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2007, "Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets," Journal of Banking & Finance, Elsevier, volume 31, issue 9, pages 2751-2769, September.
• Doidge, Craig & Andrew Karolyi, G. & Stulz, Rene M., 2007, "Why do countries matter so much for corporate governance?," Journal of Financial Economics, Elsevier, volume 86, issue 1, pages 1-39, October.
• Fernandez de Guevara, Juan & Maudos, Joaquin & Perez, Francisco, 2007, "Integration and competition in the European financial markets," Journal of International Money and Finance, Elsevier, volume 26, issue 1, pages 26-45, February.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007, "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 26, issue 4, pages 631-655, June.
• Claessens, Stijn & Schmukler, Sergio L., 2007, "International financial integration through equity markets: Which firms from which countries go global?," Journal of International Money and Finance, Elsevier, volume 26, issue 5, pages 788-813, September.
• Campbell, Rachel A. & Kraussl, Roman, 2007, "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1239-1260, November.
• Cotter, John, 2007, "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, volume 26, issue 8, pages 1338-1354, December.
• Moons, Cindy & Garretsen, Harry & van Aarle, Bas & Fornero, Jorge, 2007, "Monetary policy in the New-Keynesian model: An application to the Euro Area," Journal of Policy Modeling, Elsevier, volume 29, issue 6, pages 879-902.
• Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung, 2007, "Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach," Journal of Multinational Financial Management, Elsevier, volume 17, issue 2, pages 125-141, April.
• Kato, Takao & Kim, Woochan & Lee, Ju Ho, 2007, "Executive compensation, firm performance, and Chaebols in Korea: Evidence from new panel data," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 1, pages 36-55, January.
• Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007, "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 378, issue 2, pages 427-442, DOI: 10.1016/j.physa.2006.11.068.
• Burger, John D. & Warnock, Francis E., 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, Elsevier, volume 16, issue 3, pages 291-304.
• Jamdee, Sutthisit & Los, Cornelis A., 2007, "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, volume 21, issue 2, pages 260-280, June.
• Melisso Boschi & Aditya Goenka, 2007, "Relative Risk Aversion and the Transmission of Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-28, Dec.
• Octavio Maroto Santana & Rosa María Cáceres Apolinario & Lourdes Jordán Sales & Alejandro Rodríguez Caro, 2007, "Estacionalidad en la rentabilidad y volatilidad de los títulos que cotizan en el LATIBEX," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 84-95.
• Antonio Torrero Mañas, 2007, "A propósito de la crisis financiera actual," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 82-91.
• Jan Kregel, 2007, "Las transformaciones recientes del sistema financiero estadounidense y la crisis de las hipotecas de alto riesgo «subprime»," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 126-143.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007, "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 901-927, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Morten Balling (ed.), 2007, "Economic Convergence in South-Eastern Europe: Will the Financial Sector deliver?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2007/2, ISBN: ARRAY(0x8ab86508), October.
• Ian Babetskii & Luboš Komárek & Zlatuše Komárková, 2007, "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 7-8, pages 341-362, September.
• Filip Žikeš, 2007, "Dependence Structure and Portfolio Diversification on Central European Stock Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/02, Jan, revised Jan 2007.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration: a Weighted Network Analysis," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-11.
• William L. Megginson & Bernardo Bortolotti & Scott B. Smart, 2007, "The Rise of Accelerated Seasoned Equity Underwritings," Working Papers, Fondazione Eni Enrico Mattei, number 2007.5, Jan.
• Mika Vaihekoski, 2007, "Global Market and Currency Risk in Finnish Stock Market," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 1, pages 72-88, Spring.
• Medhat Hassanein, Eskandar A. Tooma, 2007, "The Effect of Price Limits on Unconditional Volatility: The Case of CASE," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 125-143, June.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Raimond Maurer & Shohreh Valiani, 2007, "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 109.
• André Güttler & Mark Wahrenburg, 2007, "The Adjustment of Credit Ratings in Advance of Defaults," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 155.
• Reint Gropp & Marco Lo Duca & Jukka Vesala, 2007, "Cross-Border Bank Contagion in Europe," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 175, Feb.
• Essahbi Essaadi & Jamel Jouini & Walih Khallouli, 2007, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0725, Oct.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: a comparison of the GARCH and the EGARCH models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174996, Jun.
• Edith Ginglinger & Jean-François Gajewski & Meziane Lasfer, 2007, "Why do companies include warrants in seasoned equity offerings?," Post-Print, HAL, number halshs-00136572.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: a comparison of the GARCH and the EGARCH models," Post-Print, HAL, number halshs-00174996, Jun.
• Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2007, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print, HAL, number halshs-00207779, Nov.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration : a Weighted Network Analysis," Sciences Po Economics Publications (main), HAL, number hal-00973118.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration : a Weighted Network Analysis," Working Papers, HAL, number hal-00973118.
• Georges Prat & Fredj Jawadi, 2007, "Nonlinear stock prices adjustment in the G7 countries," Working Papers, HAL, number halshs-00172896, Sep.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The necessity to correct hedge fund returns: empirical evidence and correction method," Working Papers, HAL, number halshs-00184470, Oct.
• Menkhoff, Lukas & Schmeling, Maik, 2007, "Whose trades convey information? Evidence from a cross-section of traders," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-357, Feb.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007, "Does Culture Influence Asset Managers? Views and Behavior?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-367, Jun.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
• Kim, Dongcheol & Kim, Dong-Soon, 2007, "Return-Volatility Spillover and Foreign Operations of Dually-Listed Global Firms," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 1, pages 1-24, June, DOI: 10.15057/13791.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Financial Market Integration In Asia - Equity Markets," Working Papers, Hong Kong Monetary Authority, number 0704, Apr.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Bond Market Integration in Asia," Working Papers, Hong Kong Monetary Authority, number 0710, Jun.
• Lillian Cheung & Vincent Yeung, 2007, "Hong Kong as An International Financial Centre: Measuring its Position and Determinants," Working Papers, Hong Kong Monetary Authority, number 0714, Sep.
• De Moor, Lieven & Sercu, Piet, 2007, "Country v Sector Effects in Equity Returns: Are Emerging-Market Firms just Small Firms?," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/03, May.
• De Moor, Lieven & Sercu, Piet, 2007, "The small firm anomaly: US and international evidence," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/28, Feb.
• De Ryck, Pieter & Cole, Frank & Smedts, Jan & De Moor, Lieven, 2007, "The Performance Evaluation of Hedge Funds: Are Investors Mislead by Standard Mean-Variance Statistics?," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/40, Nov.
• Cavallo, Eduardo A. & Valenzuela, Patricio, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IDB Publications (Working Papers), Inter-American Development Bank, number 1953, Apr, DOI: http://dx.doi.org/10.18235/0010975.
• Cavallo, Eduardo A. & Valenzuela, Patricio & Borensztein, Eduardo, 2007, "Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance," IDB Publications (Working Papers), Inter-American Development Bank, number 1955, Jun, DOI: http://dx.doi.org/10.18235/0010977.
• Eduardo A. Cavallo & Patricio Valenzuela, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," Research Department Publications, Inter-American Development Bank, Research Department, number 4513, Apr.
• Eduardo A. Cavallo & Patricio Valenzuela & Eduardo Borensztein, 2007, "Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance," Research Department Publications, Inter-American Development Bank, Research Department, number 4522, Jun.
• Aristeidis G. Samitas & Dimitris F. Kenourgios, 2007, "Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 2, issue 1/2, pages 34-49.
• Hasan F. BAKLACI, 2007, "Türkiye’de vadeli döviz işlemlerinin spot döviz piyasa volatilitesi üzerine etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 250, pages 53-68.
• Mustafa Kemal YILMAZ, 2007, "Ekonomik parametreler çerçevesinde döviz vadeli işlem sözleşmelerinin Türkiye’de gelişimi ve kur riski yönetimi açısından değerlendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 254, pages 61-72.
• Alexander D. Rothenberg & Francis E. Warnock, 2007, "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp187, Jan.
• Philip R. Lane & Jay C. Shambaugh, 2007, "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp229, Sep.
• Martin Schmitz, 2007, "Financial Markets and International Risk Sharing," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp233, Nov.
• Thomas J. Flavin and Ekaterini Panopoulou, 2007, "Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp236, Dec.
• Christos I. Giannikos & Xiuqing Ji, 2007, "Industry Momentum at the End of the 20th Century," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 1, pages 29-46, April.
• Hans Degryse & Grégory Nguyen, 2007, "Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 2, pages 123-171, June.
• Torben Lütje & Lukas Menkhoff, 2007, "What drives home bias? Evidence from fund managers' views," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 21-35, DOI: 10.1002/ijfe.309.
• Kathryn M. E. Dominguez & Freyan Panthaki, 2007, "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 171-200, DOI: 10.1002/ijfe.326.
• Francois Boye, 2007, "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 93-120, June.
• Naohiko Baba & Masakazu Inada, 2007, "Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-06, May.
• Mr. Sergio L. Schmukler & Mr. Stijn Claessens, 2007, "International Financial Integration Through Equity Markets: Which Firms from Which Countries Go Global?," IMF Working Papers, International Monetary Fund, number 2007/138, Jun.
• Eduardo A. Cavallo & Mr. Patricio A Valenzuela, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IMF Working Papers, International Monetary Fund, number 2007/228, Sep.
• Ms. María Nieto & Mr. Garry J. Schinasi, 2007, "EU Framework for Safeguarding Financial Stability: Towards an Analytical Benchmark for Assessing its Effectiveness," IMF Working Papers, International Monetary Fund, number 2007/260, Nov.
• Seok Gil Park, 2007, "Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-004, Feb.
• Marta Gomez-Puig, 2007, "Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200711, May, revised May 2007.
• Maria Rosa Borges, 2007, "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/14.
• Ozgur ASLAN & H. Levent KORAP, 2007, "Monetary Transmission Mechanism In An Open Economy Framework: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 5, issue 1, pages 41-66, May.
• Michele Fratianni, 2007, "The Evolutionary Chain of International Financial Centers," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2007-14, Aug.
• Michele Fratianni, 2007, "The Gravity Equation in International Trade," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2007-17, Aug.
• Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007, "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-09, Aug.
• Juan A. Lafuente & Javier Ordoñez, 2007, "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-12, Oct.
• Alfredo Juan Grau Grau & Begoña Font Belaire, 2007, "Ume Y La Integración De Los Mercados De Capitales Europeos: Relevancia Del Tipo De Cambio Y La Inflación," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-14, Dec.
• Cooray, Arusha. & Wickremasinghe, Guneratne., 2007, "The efficiency of emerging stock markets: empirical evidence from the south asian region," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 1, pages 171-183, September.
• Wonchang Jang, 2007, "How To Intervene In Fx Market: Market Microstructure Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 32, issue 1, pages 105-128, June.
• Jianxin Wang, 2007, "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 14, issue 3, pages 201-210, September, DOI: 10.1007/s10690-007-9059-4.
• Steven Beach & Alexei Orlov, 2007, "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 147-166, June, DOI: 10.1007/s11408-007-0046-6.
• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007, "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 203-220, June, DOI: 10.1007/s11408-007-0045-7.
• Roland Füss & Dieter Kaiser, 2007, "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 425-444, December, DOI: 10.1007/s11408-007-0060-8.
• Janusz Brzeszczyński & Jerzy Gajdka, 2007, "Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 285-300, August, DOI: 10.1007/s11294-007-9077-z.
• Yalin Gündüz & Torsten Lüdecke & Marliese Uhrig-Homburg, 2007, "Trading Credit Default Swaps via Interdealer Brokers," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 141-159, December, DOI: 10.1007/s10693-007-0012-5.
• Shinhua Liu, 2007, "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 161-176, December, DOI: 10.1007/s10693-007-0018-z.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007, "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 2, pages 187-201, February, DOI: 10.1007/s11156-006-0010-y.
• Yuenan Wang & Amalia Di Iorio, 2007, "The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 2, pages 181-203, August, DOI: 10.1007/s11156-007-0026-y.
• Yue-Cheong Chan & Congsheng Wu & Chuck Kwok, 2007, "Valuation of global IPOs: a stochastic frontier approach," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 3, pages 267-284, October, DOI: 10.1007/s11156-007-0035-x.
• Kai-Li Wang & Mei-Ling Chen, 2007, "The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 4, pages 371-394, November, DOI: 10.1007/s11156-007-0050-y.
• Doyeon Kim & Taeyoon Sung, 2007, "Does the Market Evaluate Firm`s FX Risk Management? -Evidence from the Korean Stock Market-," Korean Economic Review, Korean Economic Association, volume 23, pages 243-266.
• Francis X. Diebold & Kamil Yılmaz, 2007, "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0705, Jan.
• Christian Hopp & Axel Dreher, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-172, Aug, DOI: 10.3929/ethz-a-005430983.
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• Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene, 2007, "Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-9, Jul.
• Henry, Peter B., 2007, "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers, Stanford University, Graduate School of Business, number 1974, Aug.
• Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2007, "Measuring financial market contagion using dually-traded stocks of Asian firms," Journal of Asian Economics, Elsevier, volume 18, issue 1, pages 217-236, February.
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• Gajewski, Jean-Francois & Ginglinger, Edith & Lasfer, Meziane, 2007, "Why do companies include warrants in seasoned equity offerings?," Journal of Corporate Finance, Elsevier, volume 13, issue 1, pages 25-42, March.
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• Egert, Balazs & Kocenda, Evzen, 2007, "Interdependence between Eastern and Western European stock markets: Evidence from intraday data," Economic Systems, Elsevier, volume 31, issue 2, pages 184-203, June.
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• Rudolph, Bernd, 2007, "Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1897, Apr.
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• Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007, "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0707, Dec, revised Dec 2007.
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• Craig Doidge & G. Andrew Karolyi & Rene M. Stulz, 2007, "Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 13079, May.
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