Research classified by Journal of Economic Literature (JEL) codes

2006

• Pedro Gustavo Teixeira & Mr. Garry J. Schinasi, 2006, "The Lender of Last Resort in the European Single Financial Market," IMF Working Papers, International Monetary Fund, number 2006/127, May.
• Mr. Michael G. Papaioannou, 2006, "Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms," IMF Working Papers, International Monetary Fund, number 2006/255, Nov.
• Antonino Parisini & Franco Parisini & David Díaz, 2006, "Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 43, issue 128, pages 251-284.
• Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé, 2006, "Term structure of interest rate. european financial integration," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200610, Dec, revised Dec 2006.
• António Afonso & Pedro Gomes & Philipp Rother, 2006, "Ordered Response Models for Sovereign Debt Ratings," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/34.
• António Afonso & Pedro Gomes & Philipp Rother, 2006, "What “Hides” Behind Sovereign Debt Ratings?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/35.
• Kato, Takao & Long, Cheryl, 2006, "CEO Turnover, Firm Performance and Enterprise Reform in China: Evidence from New Micro Data," IZA Discussion Papers, IZA Network @ LISER, number 1914, Jan.
• Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 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, DOI: 10.1002/jae.889.
• Kuan-Min Wang, 2006, "The Impact of Financial Liberalization on Stock Returns and Volatility in Emerging Equity Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 1, pages 71-91, January.
• Cécile Moigne & Patrick Savaria, 2006, "Relative importance of hedge fund characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 419-441, December, DOI: 10.1007/s11408-006-0029-z.
• Hossein Kazemi & Ayla Ogus, 2006, "An Empirical Analysis of the Secondary Market Pricing of the LDC Debt," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 1, pages 143-144, February, DOI: 10.1007/s11294-006-6155-6.
• Magdalena Osińska & Aleksandra Matuszewska, 2006, "Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 327-341, August, DOI: 10.1007/s11294-006-9021-7.
• Kimberly Gleason & Ike Mathur & Roy Wiggins, 2006, "The Evidence on Product-Market Diversifying Acquisitions and Joint Ventures by U.S. Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 3, pages 237-254, June, DOI: 10.1007/s10693-006-7627-9.
• Shaun Bond & Mardi Dungey & Renée Fry, 2006, "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 3, pages 253-274, May, DOI: 10.1007/s11146-006-6800-0.
• Clemens Kool, 2006, "Financial Stability in European Banking: The Role of Common Factors," Open Economies Review, Springer, volume 17, issue 4, pages 525-540, December, DOI: 10.1007/s11079-006-0363-9.
• Aristeidis Samitas & Dimitris Kenourgios & Nick Konstantopoulos, 2006, "The Small Business Capital Market Behavior in Athens Stock Exchange," Small Business Economics, Springer, volume 27, issue 4, pages 409-417, December, DOI: 10.1007/s11187-005-5254-8.
• Kyung-Soo Kim, 2006, "An Optimal Commitment Model of Exchange Rate Stabilization," Korean Economic Review, Korean Economic Association, volume 22, pages 249-265.
• Philipp Paulus, 2006, "The final blow to the Stability Pact? EMU enlargement and government debt," Otto-Wolff-Institut Discussion Paper Series, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland, number 03/2006, Dec.
• Kocsis, Zalán & Mosolygó, Zsuzsa, 2006, "A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis
  [The relationship of international bond spreads and sovereign credit ratings]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 769-798.
• Rasmus Fatum & Michael M. Hutchison, 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 06-04, May.
• Wing-Keung Wong & Aman Agarwal & Nee-Tat Wong, 2006, "The Disappearing Calendar Anomalies in the Singapore Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 11, issue 2, pages 123-139, Jul-Dec.
• Jamshed Y. Uppal & Inayat U. Mangla, 2006, "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 11, issue 2, pages 79-105, Jul-Dec.
• Thomas J. Flavin, 2006, "How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1630206.
• Patarick Leoni & Stephane Luchini, 2006, "Designing the Financial Tools to Promote Universal Access to AIDS Care," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1711106.
• Tapking, Jens & Yang, Jing, 2006, "Horizontal and Vertical Integration in Securities Trading and Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 7, pages 1765-1795, October, DOI: 10.1353/mcb.2006.0096.
• Barbara Berkel, 2006, "The EMU and German Cross-Border Portfolio Flows," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 06110, Nov.
• Eric Girard & Amit Sinha, 2006, "Does Total Risk Matter? The Case of Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 1-2, pages 117-151, March-Jun.
• Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios, 2006, "Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 179-221, September.
• Andreas Charitou & Andreas Makris & George P. Nishiotis, 2006, "Closed-End Country Funds and International Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 251-276, September.
• Csaba Csávás & Lóránt Varga, 2006, "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 13-20, June.
• Dániel Holló & Márton Nagy, 2006, "Analysis of banking system efficiency in the European Union," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 21-26, June.
• Áron Gereben & Norbert Kiss M., 2006, "A brief overview of the characteristics of interbank forint/euro trading," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 2, pages 21-26, December.
• Péter Banczúr & Cosmin Ilut, 2006, "Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/1.
• Dániel Holló & Márton Nagy, 2006, "Bank Efficiency in the Enlarged European Union," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/3.
• Stanislav Anatolyev & Dmitry Shakin, 2006, "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers, New Economic School (NES), number w0070, Aug.
• Philippe Bacchetta & Eric Van Wincoop, 2006, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, volume 96, issue 3, pages 552-576, June.
• Abdulsalam Alhassan, 2006, "Prospects for International Portfolio Diversification: Linkages Between the Ghanaian Equity Market and the World's Major Markets," The African Finance Journal, Africagrowth Institute, volume 8, issue 1, pages 1-13.
• Michael Humavindu & Christos Floros, 2006, "Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 31-51.
• Scarpa, Elisa & Manera, Matteo, 2006, "Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12115, DOI: 10.22004/ag.econ.12115.
• Ciurez Ecaterina Nicoleta, 2006, "Evolutia Comertului International Si Cresterea Economica. Teorii Ale Comertului International," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 100-107, April.
• Bernardo S. de M. Carvalho & Márcio G. P. Garcia, 2006, "Ineffective Controls On Capital Inflows Under Sophisticated Financial Markets: Brazil In The Nineties," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 58.
• Marta Gomez Puig, 2006, "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 147.
• Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla, 2006, "Term Structure of Interest Rates. European Financial Integration," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 163.
• Antonio Diez de los Rios, 2006, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers, Bank of Canada, number 06-27, DOI: 10.34989/swp-2006-27.
• Michael R. King & Dan Segal, 2006, "The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation," Staff Working Papers, Bank of Canada, number 06-44, DOI: 10.34989/swp-2006-44.
• Pedro Elosegui & Paula Español & Demian Panigo & Juan Sotes Paladino, 2006, "Methodological Alternatives for the Analysis of Financial Constraints in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200602, Apr.
• Antonio Scalia, 2006, "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 579, Feb.
• Javier Gómez Pineda, 2006, "Capital Flows and Monetary Policy," Borradores de Economia, Banco de la Republica de Colombia, number 395, Apr, DOI: 10.32468/be.395.
• Ćulahović Besim, 2006, "Izvoz Zemalja Zapadnog Balkana U Evropsku Uniju: Glavni Problemi I Preporuke," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 51, issue 168, pages 49-71, January -.
• Nikola Fabris, 2006, "Eurizacija Kao Instrument Monetarne Politike Srbije?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 51, issue 168, pages 7-29, January -.
• Milan Beslać, 2006, "Obim Stranih Direktnih Investicija U Jugoistočnoj Evropi I Privreda Scg," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 51, issue 168, pages 95-107, January -.
• Enisse Kharroubi, 2006, "Financial (Dis)Integration," Working papers, Banque de France, number 149.
• Julien Idier., 2006, "Stock exchanges industry consolidation and shock transmission," Working papers, Banque de France, number 159.
• Poulain, J-G., 2006, "La détention du capital des sociétés françaises du CAC 40 par les non-résidents à fin 2005," Bulletin de la Banque de France, Banque de France, issue 149, pages 39-41.
• Jaume Ventura & Alberto Martin & Fernando Broner, 2015, "Sovereign Risk and Secondary Markets," Working Papers, Barcelona School of Economics, number 288, Sep.
• Jaume Ventura & Fernando Broner, 2015, "Globalization and Risk Sharing," Working Papers, Barcelona School of Economics, number 307, Sep.
• Clifford R Dammers & Robert N McCauley, 2006, "Basket weaving: the euromarket experience with basket currency bonds," BIS Quarterly Review, Bank for International Settlements, March.
• Serge Jeanneau & Camilo E Tovar, 2006, "Domestic bond markets in Latin America: achievements and challenges," BIS Quarterly Review, Bank for International Settlements, June.
• Jacob Gyntelberg & Eli M Remolona, 2006, "Securitisation in Asia and the Pacific: implications for liquidity and credit risks," BIS Quarterly Review, Bank for International Settlements, June.
• Philip D Wooldridge, 2006, "The changing composition of official reserves," BIS Quarterly Review, Bank for International Settlements, September.
• Guy Debelle & Jacob Gyntelberg & Michael Plumb, 2006, "Forward currency markets in Asia: lessons from the Australian experience," BIS Quarterly Review, Bank for International Settlements, September.
• Patrick McGuire & Nikola Tarashev, 2006, "Tracking international bank flows," BIS Quarterly Review, Bank for International Settlements, December.
• Eric Chan & Michael Davies & Jacob Gyntelberg, 2006, "The role of government-supported housing finance agencies in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Mary Barth, 2006, "Including estimates of the future in today's financial statements," BIS Working Papers, Bank for International Settlements, number 208, Aug.
• Wayne Landsman, 2006, "Fair value accounting for financial instruments: some implications for bank regulation," BIS Working Papers, Bank for International Settlements, number 209, Aug.
• Ken Peasnell, 2006, "Institution-specific value," BIS Working Papers, Bank for International Settlements, number 210, Aug.
• Gabriele Galati & Philip D. Wooldridge, 2006, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," BIS Working Papers, Bank for International Settlements, number 218, Oct.
• Neil Esho & Michael G. Kollo & Ian G. Sharpe, 2006, "Eurobond underwriter spreads," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 46, issue 1, pages 71-95, March, DOI: 10.1111/j.1467-629X.2006.00162.x.
• E. Nur Ozkan‐Gunay & Arzu Tektas, 2006, "Efficiency Analysis Of The Turkish Banking Sector In Precrisis And Crisis Period: A Dea Approach," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 3, pages 418-431, July, DOI: 10.1093/cep/byj028.
• Axel Börsch‐Supan & Alexander Ludwig & Joachim Winter, 2006, "Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model," Economica, London School of Economics and Political Science, volume 73, issue 292, pages 625-658, November, DOI: 10.1111/j.1468-0335.2006.00526.x.
• Rafael La Porta & Florencio Lopez‐De‐Silanes & Andrei Shleifer, 2006, "What Works in Securities Laws?," Journal of Finance, American Finance Association, volume 61, issue 1, pages 1-32, February, DOI: 10.1111/j.1540-6261.2006.00828.x.
• Jason Childs & Stuart Mestelman, 2006, "Rate‐of‐return Parity in Experimental Asset Markets," Review of International Economics, Wiley Blackwell, volume 14, issue 3, pages 331-347, August, DOI: 10.1111/j.1467-9396.2006.00590.x.
• Tassos G. Anastasatos & Ian R. Davidson, 2006, "How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models," Working Papers, Bank of Greece, number 52, Dec.
• Nildag Basak Ceylan, 2006, "The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 8, issue 32, pages 37-56.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-047, Jun.
• Ahmet Faruk Aysan, 2006, "Distributional Effects of Boom-Bust Cycles in Developing Countries with FinancialFrictions," Working Papers, Bogazici University, Department of Economics, number 2006/10, Oct.
• Daniel Chrity & Márcio G. P. Garcia & Marcelo Cunha Medeiros, 2006, "Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors?," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 123-140.
• Wei Huang, 2006, "Emerging Markets, Financial Openness and Financial Development," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/588, Jul.
• Paul J.J. Welfens, 2006, "Information and Communication Technology: Dynamics, Integration and Economic Stability," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei143, Jul.
• Jérome Hericourt & Mathilde Maurel, 2006, "A new look at the Feldstein-Horioka puzzle: a European-regional perspective," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 49, issue 2, pages 147-168.
• Fabio C. Bagliano & Claudio Morana, 2006, "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 28.
• Fatum, Rasmus & Hutchison, Michael M., 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt02c028gr, May.
• Diego Nocetti, 2006, "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 381-402, November.
• Laura Alfaro & Andrew Charlton, 2006, "International Financial Integration and Entrepreneurship," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0755, Oct.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp297, May.
• Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006, "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series, CESifo, number 1766.
• Gunther Schnabl, 2006, "The Evolution of the East Asian Currency Baskets – Still Undisclosed and Changing," CESifo Working Paper Series, CESifo, number 1873.
• Stanislav Anatolyev & Dmitry Shakin, 2006, "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers, Center for Economic and Financial Research (CEFIR), number w0070, Aug.
• Miguel A. Ferreira & António F. Miguel & Sofia Ramos, 2006, "The Determinants of Mutual Fund Performance: A Cross-Country Study," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-31, Nov.
• vladimir Borgy & Valérie Mignon, 2006, "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers, CEPII research center, number 2006-25, Dec.
• Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Economie Internationale, CEPII research center, issue 105, pages 113-134.
• Caroline Duburcq, 2006, "Comportement de l’indice de risque pays en regime de fixite extreme des changes," Economie Internationale, CEPII research center, issue 106, pages 85-108.
• M. Martin Boyer & Simon van Norden, 2006, "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers, CIRANO, number 2006s-07, May.
• 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, Canadian Economics Association, volume 39, issue 2, pages 621-642, May, DOI: 10.1111/j.0008-4085.2006.00363.x.
• José Cerón & Javier Suarez, 2006, "Hot and Cold Housing Markets: International Evidence," Working Papers, CEMFI, number wp2006_0603.
• Javier Guillermo G�mez, 2006, "Capital Flows and Monetary Policy," Borradores de Economia, Banco de la Republica, number 2097, Mar.
• Luis Berggrun, 2006, "Price transmission dynamics between ADRs and their underlying foreign security: The case of Banco de Colombia S.A.- Bancolombia," Estudios Gerenciales, Universidad Icesi.
• Julio César Alonso & Mauricio Alejandro Arcos, 2006, "Valor en Riesgo: Evaluación del desempeno de diferentes metodologías para 7 países latinoamericanos," Borradores de Economía y Finanzas, Universidad Icesi, number 3744, Sep.
• Carlos Andrés Giraldo Rendón, 2006, "Sector externo, clave del desempeno económico en el cuatrienio Uribe," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• GIOT, Pierre & GRAMMIG, Joachim, 2006, "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1846, Jan, DOI: 10.1007/s00181-005-0003-z.
• Suarez, Javier & Ceron, Jose A., 2006, "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5411, Jan.
• Vitale, Paolo, 2006, "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5468, Jan.
• Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2006, "Purchasing Power Parity and Heterogenous Mean Reversion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5473, Jan.
• Sussman, Nathan & Yafeh, Yishay & Mauro, Paolo, 2006, "Bloodshed or Reforms? The Determinants of Sovereign Bond Spreads in 1870-1913 and Today," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5528, Mar.
• Albuquerque, Rui & Vega, Clara, 2006, "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5598, Mar.
• Gehrig, Thomas & Foucault, Thierry, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5722, Jun.
• Vitale, Paolo, 2006, "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5729, Jun.
• Portes, Richard & Papaioannou, Elias & Siourounis, Gregorios, 2006, "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5734, Jul.
• Schneider, Martin & Albuquerque, Rui & ,, 2006, "Global Private Information in International Equity Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5819, Sep.
• Ventura, Jaume & Broner, Fernando, 2006, "Globalization and Risk Sharing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5820, Sep.
• Bekaert, Geert & Xing, Yuhang & Engstrom, Eric, 2006, "Risk, Uncertainty and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5947, Nov.
• Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006, "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5951, Nov.
• M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006, "The Impact of International Financial Reporting Standards on Market Microstructure in Europe," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-02.
• M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006, "International Financial Reporting Standards and Market Efficiency: A European Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-04.
• Priscilla Swartz, 2006, "Global Versus Regional Systematic Risk and International Asset Allocations in Asia," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 77-89, May.
• Ata Assaf, 2006, "Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 283-294, November.
• Constantinos Katrakilidis & Athanasios Koulakiotis, 2006, "The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 321-338, November.
• Entorf, Horst & Möbert, Jochen & Sonderhof, Katja, 2006, "The Foreign Exchange Rate Exposure of Nations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 36755, Apr.
• Entorf, Horst & Möbert, Jochen & Sonderhof, Katja, 2009, "The Foreign Exchange Rate Exposure of Nations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77392.
• Boriss Siliverstovs & Manh Ha Duong, 2006, "On the Role of Stock Market for Real Economic Activity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 599.
• Oscar Bernal Diaz, 2006, "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-03.RS, Apr.
• Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006, "Sector diversification during crises: a European perspective," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-07.RS.
• Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2006, "Intervention policy of the BoJ: a unified approach," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-15.RS, Nov.
• CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete, 2006, "N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• Mansor H. IBRAHIM, 2006, "International Linkage Of Asean Stock Prices: An Analysis Of Response Asymmetries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 3.
• Anders C Johansson & Christer Ljungwall, 2006, "Spillover Effects among the Greater China Region Stock Markets," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22046, Jan.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2006, "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06013, Oct.
• Laganá, Marco & Peřina, Martin & von Köppen-Mertes, Isabel & Persaud, Avinash, 2006, "Implications for liquidity from innovation and transparency in the European corporate bond market," Occasional Paper Series, European Central Bank, number 50, Aug.
• Ehrmann, Michael & Fratzscher, Marcel, 2006, "Global financial transmission of monetary policy shocks," Working Paper Series, European Central Bank, number 616, Apr.
• Vitale, Paolo, 2006, "A market microstructure analysis of foreign exchange intervention," Working Paper Series, European Central Bank, number 629, May.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006, "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series, European Central Bank, number 641, Jun.
• Schnabl, Gunther & Hillebrand, Eric, 2006, "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series, European Central Bank, number 650, Jun.
• Vesala, Jukka & Gropp, Reint & Lo Duca, Marco, 2006, "Cross-border bank contagion in Europe," Working Paper Series, European Central Bank, number 662, Jul.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006, "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series, European Central Bank, number 685, Oct.
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