Research classified by Journal of Economic Literature (JEL) codes

2007

• Anna Pavlova & Roberto Rigobon, 2007, "An Asset-Pricing View of External Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 13468, Oct.
• Fernando A. Broner & Alberto Martin & Jaume Ventura, 2007, "Enforcement Problems and Secondary Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 13559, Oct.
• Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007, "How Sovereign is Sovereign Credit Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13658, Dec.
• John A. Tatom, 2007, "Why Have Interest Rates Been So Low?," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-13, Apr.
• M. Kabir Hassan & Jung Suk-Yu, 2007, "Stock Exchange Alliances in Organization of Islamic Conferences (OIC) Countries," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-18, Jul.
• M. Kabir Hassan & Jung Suk-Yu, 2007, "Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-31, Dec.
• Hans J. Blommestein & Javier Santiso, 2007, "New Strategies for Emerging Domestic Sovereign Bond Markets," OECD Development Centre Working Papers, OECD Publishing, number 260, Apr, DOI: 10.1787/208818582608.
• Michael Boss & Gerald Krenn & Claus Puhr & Markus Schwaiger, 2007, "Stress Testing the Exposure of Austrian Banks in Central and Eastern Europe," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 13, pages 115-134.
• Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi, 2007, "Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-23, Jun.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007, "The Effects of IMF Supported-Program on the Asian Crisis," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-24, Jun.
• Paolo Pasquariello, 2007, "Imperfect Competition, Information Heterogeneity, and Financial Contagion," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 391-426.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2007, "Liquidity and Expected Returns: Lessons from Emerging Markets," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 6, pages 1783-1831, November.
• Rui Pedro Esteves, 2007, "Quis custodiet quem? Sovereign Debt and Bondholders` Protection Before 1914," Economics Series Working Papers, University of Oxford, Department of Economics, number 323, Apr.
• Francis X. Diebold & Kamil Yilmaz, 2007, "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-002, Jan.
• G. Geoffrey Booth & Orkunt M. Dalgic & Juha-Pekka Kallunki & Petri Sahlström, 2007, "Entrepreneurial Stock Brokering and Switching Costs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 12, issue 1, pages 1-8, Spring.
• Chong Foo Lim & Ahamed Kameel Mydin Meera, 2007, "Managing foreign exchange risk : the Malaysian experience in the 1997 financial crisis," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 44, issue 1, pages 187-216, June.
• Lee, Byung-Joo, 2007, "Uncovered Interest Parity: Cross-sectional Evidence," MPRA Paper, University Library of Munich, Germany, number 10360, Dec.
• Apergis, Nicholas & Lamprinidis, Lampros, 2007, "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper, University Library of Munich, Germany, number 124596, Jul, revised 2011.
• Brugger Jakob, Samuel Immanuel, 2007, "¿Puede el gobierno corporativo aprender del gobierno público?
  [Can corporate governance learn from public governance?]," MPRA Paper, University Library of Munich, Germany, number 13857, Nov, revised Apr 2008.
• Liu, Xuan, 2007, "Trade Openness and the Cost of Sudden Stops: The Role of Financial Friction," MPRA Paper, University Library of Munich, Germany, number 18260, May, revised 26 Oct 2009.
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Is there an identity within international stock market volatilities?," MPRA Paper, University Library of Munich, Germany, number 2069.
• Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.
• Mierzejewski, Fernando, 2007, "An actuarial approach to short-run monetary equilibrium," MPRA Paper, University Library of Munich, Germany, number 2424, Jan.
• Cifter, Atilla & Ozun, Alper, 2007, "The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 2482, Mar.
• Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007, "Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models," MPRA Paper, University Library of Munich, Germany, number 25020, Oct, revised Oct 2007.
• Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007, "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 25349, May, revised May 2007.
• Ben Slimane, FATEN, 2007, "L'Evolution des Marchés Boursiers Européens: Enjeux et limites
  [European Stock Market Evolution]," MPRA Paper, University Library of Munich, Germany, number 2607, Mar.
• Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007, "Bank stock returns and economic growth," MPRA Paper, University Library of Munich, Germany, number 29188, Aug.
• Micuda, Dan, 2007, "Barriers in EU retail financial markets," MPRA Paper, University Library of Munich, Germany, number 30415.
• Cotter, John & Hanly, James, 2007, "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper, University Library of Munich, Germany, number 3501.
• Cotter, John & Dowd, Kevin, 2007, "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper, University Library of Munich, Germany, number 3502.
• Cotter, John, 2007, "Extreme risk in Asian equity markets," MPRA Paper, University Library of Munich, Germany, number 3536.
• Ghorbel, Ahmed & Trabelsi, Abdelwahed, 2007, "Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3963, Mar.
• Kapoor, Sony & Hillman, David & Spratt, Stephen, 2007, "Taking the Next Step - Implementing a Currency Transaction Development Levy," MPRA Paper, University Library of Munich, Germany, number 4054, Feb.
• Tatom, John, 2007, "Why Have Interest Rates Been So Low?," MPRA Paper, University Library of Munich, Germany, number 4113, Apr.
• Gonzalez, Adrian, 2007, "Resilience of Microfinance Institutions to National Macroeconomic Events: An Econometric Analysis of MFI asset quality," MPRA Paper, University Library of Munich, Germany, number 4317, Jul.
• Chancharat, Surachai & Valadkhani, Abbas, 2007, "Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices," MPRA Paper, University Library of Munich, Germany, number 50394.
• Weber, Enzo, 2007, "Who Leads Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 5099, Apr, revised Oct 2007.
• Serwa, Dobromił, 2007, "Larger crises cost more: impact of banking sector instability on output growth," MPRA Paper, University Library of Munich, Germany, number 5101.
• McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu h., 2007, "Martingales, the efficient market hypothesis, and spurious stylized facts," MPRA Paper, University Library of Munich, Germany, number 5303, Oct.
• Abbasoğlu, Osman Furkan & Aysan, Ahmet Faruk & Gunes, Ali, 2007, "Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period," MPRA Paper, University Library of Munich, Germany, number 5494.
• Saleem, Kashif & Vaihekoski, Mika, 2007, "Time-varying global and local sources of risk in Russian stock market," MPRA Paper, University Library of Munich, Germany, number 5787, Sep.
• Karathanassis, George & Sogiakas, Vasilios, 2007, "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 5958, Nov.
• Mayanja, Abubaker B. & Legesi, Kenneth, 2007, "Risk and Return on Uganda's stock exchange," MPRA Paper, University Library of Munich, Germany, number 6407, Jul, revised Aug 2007.
• Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007, "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper, University Library of Munich, Germany, number 6512.
• Mierzejewski, Fernando, 2007, "The Short-Run Monetary Equilibrium with Liquidity Constraints," MPRA Paper, University Library of Munich, Germany, number 6526, Dec.
• Khan, Muhammad Arshad & Sajid, Muhammad Zubair, 2007, "Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis," MPRA Paper, University Library of Munich, Germany, number 6751.
• Stavarek, Daniel, 2007, "On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries," MPRA Paper, University Library of Munich, Germany, number 7298.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 80418.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007, "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper, University Library of Munich, Germany, number 80466.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 96327.
• Hyde, Stuart J, 2007, "The response of industry stock returns to market, exchange rate and interest rate risks," MPRA Paper, University Library of Munich, Germany, number 9679.
• Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007, "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper, University Library of Munich, Germany, number 9681, May.
• Jiří Trešl & Dagmar Blatná, 2007, "Dynamic Analysis of Selected European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 291-302, DOI: 10.18267/j.pep.309.
• Pavel Dvořák, 2007, "Monetární teorie cyklu, dluhový problém a finanční krize
  [Monetary Cycle Theory, Debt Problem and Financial Crises]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 2, pages 183-205, DOI: 10.18267/j.polek.596.
• Zlatuše Komárková & Luboš Komárek, 2007, "Integrace devizových trhů vybraných nových členských zemí Evropské unie
  [Integration of the foreign exchange markets of the selected EU new member states]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.602.
• Karl-Peter Schackmann-Fallis, 2007, "Intégration des marchés financiers européens : Priorité à la concurrence et à la diversité," Revue d'Économie Financière, Programme National Persée, volume 87, issue 1, pages 75-87, DOI: 10.3406/ecofi.2007.4227.
• Andrew Crockett, 2007, "Le marché des capitaux européen vu par un acteur international," Revue d'Économie Financière, Programme National Persée, volume 88, issue 2, pages 161-169, DOI: 10.3406/ecofi.2007.4267.
• Carol Alexander & Andreza Barbosa, 2007, "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-01, Jan.
• Doireann Fitzgerald, 2007, "Trade Costs, Asset Market Frictions and Risk Sharing," 2007 Meeting Papers, Society for Economic Dynamics, number 1002.
• Katherine Smith & Diego Valderrama, 2007, "The composition of capital flows when emerging market firms face financing constraints," 2007 Meeting Papers, Society for Economic Dynamics, number 533.
• Edgar Demetrio Tovar García, 2007, "Globalización del capital y desarrollo institucional del sistema financiero," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 9, issue 17, pages 75-107, July-Dece.
• Sorina Aioanei, 2007, "European challenges for Islamic Banking," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 10, issue 25bis, pages 7-20, November.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 05_13, Jan.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 75_12, Nov.
• Joseph Dennis Alba & Donghyun Park, 2007, "An Empirical Analysis of East Asia's Pre-crisis Daily Exchange Rates," ADB Economics Working Paper Series, Asian Development Bank, number 104, Oct.
• Seong¡-Min Yoon & Sang-Hoon Kang, 2007, "A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 11, issue 1, pages 211-240, DOI: 10.11644/KIEP.JEAI.2007.11.1.169.
• Imad A. Moosa, 2007, "A Hybrid Operational Technique for Hedging Transaction Exposure to Foreign Exchange Risk," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 4, pages 517-540.
• Angelos Kanas & Christos Ioannidis, 2007, "Stock Market and the Macroeconomy: A Regime Switching Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 2, pages 181-206.
• Ramaprasad Bhar & Biljana Nikolova, 2007, "Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 369-381.
• Brindusa Covaci, 2007, "Presentation of the Leasing Concept," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2007/1, Feb.
• John Cotter & Kevin Dowd, 2007, "The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1151, May.
• John Cotter & Kevin Dowd, 2007, "Intra-day seasonality in foreign exchange market transactions," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1161, May.
• Stuart Hyde & Donal Bredin & Nghia Nguyen, 2007, "Correlation dynamics between Asia-Pacifc, EU and US stock returns," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1168.
• John Cotter & Jim Hanly, 2007, "Hedging effectiveness under conditions of asymmetry," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1186.
• Kevin Dowd & John Cotter, 2007, "Spectral risk measures and the choice of risk aversion functior," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1188, Mar.
• Kevin Dowd & John Cotter, 2007, "Evaluating the precision of estimators of quantile-based risk measures," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1191, May.
• Kevin Dowd & John Cotter, 2007, "Exponential spectral risk measures," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1195, Mar.
• M. Fr Mmel & A. Mende & L. Menkhoff, 2007, "Order Flows, News, and Exchange Rate Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/474, Jun.
• Christos Floros, 2007, "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 191-202, May, DOI: 10.1177/097265270700600203.
• Georgia Siougle, 2007, "Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 3, pages 249-267, December, DOI: 10.1177/097265270700600302.
• Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
• Angelo Ranaldo & Enzo Rossi, 2007, "The reaction of asset markets to Swiss National Bank communication," Working Papers, Swiss National Bank, number 2007-11.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," Working Papers, Swiss National Bank, number 2007-17.
• Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-013.RS.
• Marie Briere & Ariane Szafarz, 2007, "Crisis-Robust Bond Portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-030.RS.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-034.RS.
• Giorgio Canarella & Stephen Pollard, 2007, "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 54, issue 4, pages 445-462, December, DOI: 10.1007/s12232-007-0025-2.
• Paul J. J. Welfens, 2007, "Information and Communication Technology: Dynamics, Integration and Economic Stability," Springer Books, Springer, chapter 0, in: Richard Tilly & Paul J. J. Welfens & Michael Heise, "50 Years of EU Economic Dynamics", DOI: 10.1007/978-3-540-74055-1_10.
• Carlos Vieira & Isabel Vieira, 2007, "Seasonalities in Eastern Foreign Exchange Markets: A Barrier to Euro Adoption?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 2, pages 283-294, November, DOI: 10.1007/s11300-007-0145-0.
• Edward Sandoyan & Samvel Mkhitaryan & Edgar Karapetyan & Samvel Sahakyan, 2007, "International Financial Integration and Its Distinctions in Transition Economies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 3, pages 413-424, December, DOI: 10.1007/s11300-007-0160-1.
• Stefano Miani & Demeh Daradkah, 2007, "The Insurance Industry in Jordan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 3, pages 491-504, December, DOI: 10.1007/s11300-007-0162-z.
• Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration: A Weighted Network Analysis," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/16, Jul.
• Stanislav Anatolyev & Dmitry Shakin, 2007, "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 87-104, DOI: 10.1080/09603100600606123.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 1, pages 89-101, DOI: 10.1080/13518470601025243.
• Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang, 2007, "Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 5, issue 1, pages 51-64, DOI: 10.1080/14765280601109329.
• Pinar Evrim Mandaci & Erdost Torun, 2007, "Testing Integration between the Major Emerging Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 1, pages 1-12.
• Franc Klaassen & Henk Jager, 2007, "Model-free Measurement of Exchange Market Pressure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-112/2, Jan.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007, "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-036/4, Apr.
• Elise MARAIS, 2007, "Mécanismes De Propag Ation Régionale De La Crise Boursière Asiatique," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 26, pages 13-33.
• Raymond Fisman & Inessa Love, 2007, "Financial Dependence and Growth Revisited," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 470-479, 04-05.
• Will Devlin & Bill Brummitt, 2007, "A few sovereigns more: the rise of sovereign wealth funds," Economic Roundup, The Treasury, Australian Government, issue 4, pages 119-136, December.
• Michel Beine & Oscar Bernal Diaz, 2007, "Why do Central Banks intervene secretly ?preliminary evidence of the BoJ," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10421, Jul.
• Chancharat,Surachai & Valadkhani, Abbas, 2007, "Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-15.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Fernando Broner & Alberto Martin & Jaume Ventura, 2007, "Enforcement problems and secondary markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1049, Aug.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-22, May.
• Stanley Wilkes Black, 2007, "The Role of Endogenous Uncertainty in the Forward Discount Bias," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 327-364.
• Miroslava Filipović, 2007, "Global Capital Markets - An Updated Profile," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 54, issue 2, pages 197-217.
• Claessens, Stijn & Schmukler,Sergio L., 2007, "International financial integration through equity markets : which firms from which countries go global ?," Policy Research Working Paper Series, The World Bank, number 4146, Mar.
• 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

• Claudio Loderer & Marc-André Mittermayer, 2006, "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 1, pages 79-114, March.
• Patrick Eugster & Peter Zweifel, 2006, "Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0604, Apr.
• Helmut Herwartz, 2006, "Econometric analysis of high frequency data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 89-104, March, DOI: 10.1007/s10182-006-0223-3.
• Pierre Giot & Joachim Grammig, 2006, "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, volume 30, issue 4, pages 867-887, January, DOI: 10.1007/s00181-005-0003-z.
• 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.