Research classified by Journal of Economic Literature (JEL) codes

2008

• Untoro & Priyo R. Widodo, 2008, "Mengkaji Perubahan Nilai Tukar Rupiah dan Pasar Saham," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 337-360, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008, "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, volume 1, issue 1, pages 1-20.
• Pau Castells & Francesc Trillas, 2008, "Political parties and the economy: Macro convergence, micro partisanship?," Working Papers, Institut d'Economia de Barcelona (IEB), number 2008/1.
• Fang (Helga) He & Feng-Shun (Leo) Bin & Dar-Hsin Chen, 2008, "Cross-Border M&A: Cultural Disparities and the Associated Wealth Effects," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 2, pages 89-100, August.
• Nuno Cassola & Claudio Morana, 2008, "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 1-37, December.
• Yin-Wong Cheung & Dickson C. Tam & Matthew S. Yiu, 2008, "Does the Chinese interest rate follow the US interest rate?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 13, issue 1, pages 53-67, DOI: 10.1002/ijfe.349.
• Sergio Godoy, 2008, "Emerging Markets Spreads at the Turn of the Cantury: A roller Coaster," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 23, issue 2, pages 57-94, Diciembre.
• Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008, "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-09, Jun.
• Yinqiu Lu & Salih N. Neftci, 2008, "Financial Instruments to Hedge Commodity Price Risk for Developing Countries," IMF Working Papers, International Monetary Fund, number 2008/006, Jan.
• Eduardo A. Cavallo & Mr. Eduardo Borensztein & Mr. Patricio A Valenzuela, 2008, "Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance," IMF Working Papers, International Monetary Fund, number 2008/044, Feb.
• Guglielmo Maria Caporale & Mrs. Marianne Schulze-Gattas & John Beirne & Nicola Spagnolo, 2008, "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers, International Monetary Fund, number 2008/286, Dec.
• Mirela MATEI, 2008, "Aspects Regarding The Development Of Bucharest Stock Exchange," Romanian Journal of Economics, Institute of National Economy, volume 27, issue 2(36), pages 145-159, December.
• Cecilia Maya & Karoll Gómez, 2008, "What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 161-183.
• Lucía de las Nieves Morales, 2008, "Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 185-215.
• Maria Rosa Borges, 2008, "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/20, Apr.
• M. Thamas Paul* & G. R. Motlaleng*, 2008, "The pula-dollar exchange rate and the purchasing power parity in Botswana," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 2, pages 205-231, January-M.
• Westerhoff Frank H., 2008, "The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 2-3, pages 195-227, April, DOI: 10.1515/jbnst-2008-2-305.
• Demary Markus, 2008, "Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 2-3, pages 228-250, April, DOI: 10.1515/jbnst-2008-2-306.
• Ronald Doeswijk, 2008, "The Optimism Cycle: Sell in May," De Economist, Springer, volume 156, issue 2, pages 175-200, June, DOI: 10.1007/s10645-008-9088-z.
• Dick Wensveen, 2008, "Notes And Communications," De Economist, Springer, volume 156, issue 3, pages 307-338, September, DOI: 10.1007/s10645-008-9096-z.
• Armin Schwienbacher, 2008, "Venture capital investment practices in Europe and the United States," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 3, pages 195-217, September, DOI: 10.1007/s11408-008-0080-z.
• Bas Aarle & Harry Garretsen & Cindy Moons, 2008, "Accession to the euro-area: a stylized analysis using a NK model," International Economics and Economic Policy, Springer, volume 5, issue 1, pages 5-24, July, DOI: 10.1007/s10368-008-0107-y.
• Eric Hillebrand & Gunther Schnabl, 2008, "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, volume 5, issue 4, pages 389-401, December, DOI: 10.1007/s10368-008-0121-0.
• Kevin Dowd & John Cotter & Ghulam Sorwar, 2008, "Spectral Risk Measures: Properties and Limitations," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 61-75, August, DOI: 10.1007/s10693-008-0035-6.
• Shinhua Liu, 2008, "Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 77-91, August, DOI: 10.1007/s10693-008-0034-7.
• Roland Hodler, 2008, "Specialization and Welfare in the Presence of Imperfectly Integrated Capital Markets and Learning-by-doing," Open Economies Review, Springer, volume 19, issue 3, pages 391-402, July, DOI: 10.1007/s11079-007-9049-1.
• Mark Hallerberg & Guntram Wolff, 2008, "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," Public Choice, Springer, volume 136, issue 3, pages 379-396, September, DOI: 10.1007/s11127-008-9301-2.
• Mark Cassano & Bing Han, 2008, "Option volume, strike distribution, and foreign exchange rate movements," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 1, pages 49-67, January, DOI: 10.1007/s11156-007-0041-z.
• Vinay Datar & Raymond So & Yiuman Tse, 2008, "Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 379-393, November, DOI: 10.1007/s11156-008-0084-9.

2007

• 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(0x8bcc3070), January-J.
• 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.
• Rasmus Fatum & Jesper Pedersen, 2007, "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 07-01, Mar.
• 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.
• Irwan Adi Ekaputra & Basharat Ahmad, 2007, "The Impact of Tick Size Reduction on Liquidity and Order Strategy : Evidence from the Jakarta Stock Exchange (JSX)," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 55, pages 89-104, April.
• Thomas J.Flavin & Ekaterini Panopoulou, 2007, "On the robustness of international portfolio diversification benefits to regime-switching volatility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1801007.pdf.
• Thomas O'Connor, 2007, "Is there a cross listing premium for non-exchange traded depositary receipts?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1841107.pdf.
• Thomas C O'Connor, 2007, "Is there a cross listing premium for non-exchange traded depositary receipts?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1851207.pdf.
• Thomas C O'Connor, 2007, "Cross-listing in the U.S. and domestic investor protection," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1861107.pdf.
• 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.
• Chan Tze-Haw & Ahmad Zubaidi Baharumshah & Evan Lau, 2007, "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," Capital Markets Review, Malaysian Finance Association, volume 15, issue 1&2, pages 53-71.
• Sebastjan Strasek & Timotej Jagric & Natasa Spes, 2007, "Emerging Economies Crises: Lessons from the 1990’," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 5, issue 3, pages 289-304.
• Kathryn M. E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," Working Papers, Research Seminar in International Economics, University of Michigan, number 561.
• Clemens J.M. Kool, 2007, "Financial Stability in European Banking: The Role of Common Factors," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 101, Feb.
• Jens Hilscher & Yves Nosbusch, 2007, "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 114, Feb, revised 24 Apr 2007.
• Burcu Hacibedel & Jos van Bommel, 2007, "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 128, Feb.
• NGUYEN-THI-THANH Huyen, 2007, "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 131, Feb.
• Julien Reynaud & Arnaud Mehl, 2007, "The determinants of "domestic" original sin in emerging market economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 159, Feb.
• Eric Girardin & Zhenya Liu, 2007, "The financial integration of China: New evidence on temporally aggregated data for the A-share market," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 160, Feb.
• Guray Kucukkocaoglu, 2007, "Underpricing in Turkey: Comparison of the IPO Methods," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 8, Feb.
• Norbert Kiss M. & Klára Pintér, 2007, "How do macroeconomic announcements and FX market transactions affect exchange rates?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 2, issue 1, pages 22-30, June.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: A comparison of the GARCH and the EGARCH models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla07035, Jun.
• Marcus Noland, 2007, "South Korea's Experience with International Capital Flows," NBER Chapters, National Bureau of Economic Research, Inc, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences".
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007, "The Valuation Channel of External Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12937, Feb.
• Kathryn M.E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12953, Mar.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2007, "Why Do Emerging Economies Borrow Short Term?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13076, May.
• 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.
• John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007, "Global Currency Hedging," NBER Working Papers, National Bureau of Economic Research, Inc, number 13088, May.
• Laura Alfaro & Andrew Charlton, 2007, "International Financial Integration and Entrepreneurial Firm Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 13118, May.
• Jiandong Ju & Shang-Jin Wei, 2007, "Domestic Institutions and the Bypass Effect of Financial Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 13148, Jun.
• Pierpaolo Benigno, 2007, "Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13173, Jun.
• Mihir A. Desai & Dhammika Dharmapala, 2007, "Taxes and Portfolio Choice: Evidence from JGTRRA's Treatment of International Dividends," NBER Working Papers, National Bureau of Economic Research, Inc, number 13281, Jul.
• Kris James Mitchener & Marc D. Weidenmier, 2007, "The Baring Crisis and the Great Latin American Meltdown of the 1890s," NBER Working Papers, National Bureau of Economic Research, Inc, number 13403, Sep.
• Siddhartha G. Dastidar & Raymond Fisman & Tarun Khanna, 2007, "Testing Limits to Policy Reversal: Evidence from Indian Privatizations," NBER Working Papers, National Bureau of Economic Research, Inc, number 13427, Sep.
• Joseph P.H. Fan & Randall Morck & Lixin Colin Xu & Bernard Yeung, 2007, "Institutions and Foreign Investment: China versus the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 13435, Sep.
• 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.