Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G15: International Financial Markets

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Most recent items first, undated at the end.

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2017 Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016
by Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta

2017 Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model
by Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar

2017 The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa
by Lelani Coetzee & Goodness C. Aye

2017 Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model
by Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau

2017 Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
by Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou

2017 What is driving the corporate bond market development in Asia?
by Oskar Kowalewksi & Pawel Pisany

2017 Upheaval in the distribution of power in the world economy: Problems and outlook of the world economy to 2050
by V. Klinov.

2017 Ruble as a currency for international settlements: Problems and prospects
by N. Gavrilov & I. Prilepskiy.

2017 On the Efficacy of Quantitative Easing Policies - The Example of the QE1-Programme of the US Fed
by Prof. Dr. Ansgar Belke & Thomas Osowski

2017 Bank of Japan Interventions and the Volatility of the Dollar/Yen Exchange Rate
by Prof. Dr. Georgios Chortareas & Ying Jiang

2017 Eurozone exit risk
by Eichler, Stefan & Rövekamp, Ingmar

2017 Monetary policy in an oil-dependent economy in the presence of multiple shocks
by Drygalla, Andrej

2017 Interconnectedness in the global financial market
by Raddant, Matthias & Kenett, Dror Y.

2017 The G20 countries should engage with blockchain technologies to build an inclusive, transparent, and accountable digital economy for all
by Maupin, Julie

2017 Date-stamping US housing market explosivity
by Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan

2017 Toward a global norm against manipulating the integrity of financial data
by Maurer, Tim & Levite, Ariel & Perkovich, George

2017 The European sovereign debt crisis: What have we learned?
by Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa

2017 Financial crises and the dynamic linkages between stock and bond returns
by Eraslan, Sercan & Ali, Faek Menla

2017 Asymmetric arbitrage trading on offshore and onshore renminbi markets
by Eraslan, Sercan

2017 Macroprudential Policy Coordination with International Capital Flows
by William Chen & Gregory Phelan

2017 Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929
by Richard S.Grossman

2017 Connecting VIX and Stock Index ETF
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer

2017 Private and Public Risk Sharing in the Euro Area
by Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori

2017 A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
by David E. Allen & Michael McAleer & Abhay K. Singh

2017 Gold Price Dynamics and the Role of Uncertainty
by Joscha Beckmann & Theo Berger & Robert Czudaj

2017 The Relative Valuation of Gold
by Dirk G. Baur & Joscha Beckmann & Robert Czudaj

2017 The Role of Stock-Flow Adjustment during the Global Financial Crisis
by Katharina Bergant

2017 The Currency Composition of International Portfolio Assets
by Vahagn Galstyan & Caroline Mehigan & Rogelio Mercado

2017 Cross-Border Banking and Macroeconomic Determinants
by Mary Everett & Vahagn Galstyan

2017 International Investment Patterns: The Case of German Sectors
by Vahagn Galstyan & Adnan Velic

2017 Volatility : As a Driving Factor of Stock Market Co-movement
by Ali Gencay Ozbekler

2017 Interdependencies across Sovereign Bond Credit Default Swap Markets
by Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis

2017 Macro-financial effects of portfolio flows: Malaysia’s experience
by Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian

2017 Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study
by Florent DEISTING & Sanjay SEHGAL & Piyush PANDEY

2017 Equilibrium in FX Swap Markets: Funding Pressures and the Cross-Currency Basis
by Jean-Marc Bottazzi & Jaime Luque & Mario Pascoa

2017 A Comprehensive Scorecard for Assessing Sovereign Vulnerabilities
by Rudolf Alvise Lennkh & Edmund Moshammer & Vilém Valenta

2017 Romanian Capital Market in a Globalized World
by Daniel Stefan Armeanu & Adrian Enciu & Sorin-Iulian Cioaca

2017 Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market
by Mohsin Sadaqat & Hilal Anwar Butt

2017 International Real Business Cycle Models with Incomplete Information\
by Zi-Yi Guo

2017 Comparative analysis of Islamic bonds and conventional bonds in the chosen countries
by Daniela Majercakova & Ludomir Slahor & Alexandra Mittelman

2017 Equity Markets Integration in Asia
by WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira

2017 Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence
by G. Kemal Ozhan

2017 Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence
by G. Kemal Ozhan

2017 Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data
by Cyril May & Greg Farrell & Jannie Rossouw

2017 Credit Market Development and Firm Innovation: Evidence from the People’s Republic of China
by Shang, Hua & Song, Quanyun & Wu, Yu

2017 The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia
by G. Cornelis van Kooten

2017 Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang

2017 Oil Speculation and Herding Behavior in Emerging Stock Markets
by Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia

2017 A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US
by Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta

2017 Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
by Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia

2017 News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets
by Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar

2017 Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
by Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud

2017 Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets
by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar

2017 Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings
by Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia

2017 OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Rangan Gupta & Seong-Min Yoon

2017 Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta

2017 Carry Trades and Commodity Risk Factors
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta

2017 The Time-Varying Risk Price of Currency Carry Trades
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta

2017 The Sources of Country and Industry Variations in ASEAN Stock Returns
by Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung

2017 Factor Pricing in Commodity Futures and the Role of Liquidity
by Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong

2017 The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S
by Killins, Robert N. & Egly, Peter V. & Escobari, Diego

2017 Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
by Boldanov, Rustam & Degiannakis, Stavros & Filis, George

2017 Earnings Management to Avoid Losses and Earnings Declines in Croatia
by Degiannakis, Stavros & Giannopoulos, George & Ibrahim, Salma & Rozic, Ivana

2017 Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches
by Chen, Bai & Masih, Mansur

2017 Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?
by Umirah, Fatin & Masih, Mansur

2017 Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching
by Broni, Mohammed Yaw & Masih, Mansur

2017 Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS
by Abdi, Aisha Aden & Masih, Mansur

2017 Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches
by Lim, Siok Jin & Masih, Mansur

2017 Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches
by Hosen, Mosharrof & Masih, Mansur

2017 Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia
by Isaev, Mirolim & Masih, Mansur

2017 The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis
by Razak, Razman & Masih, Mansur

2017 UK Infrastructure Investment and Finance from a European and Global Perspective
by Inderst, Georg

2017 Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey
by Citak, Yusuf Ensar & Masih, Mansur

2017 Does economic freedom lead or lag economic growth? evidence from Bangladesh
by Tanin, Tauhidul Islam & Masih, Mansur

2017 Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach
by Hodori, Arif & Masih, Mansur

2017 Discerning lead-lag between fear index and realized volatility
by Wahab, Fatin Farhana & Masih, Mansur

2017 Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL
by Hasson, Ashwaq & Masih, Mansur

2017 The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia
by Isaev, Mirolim & Masih, Mansur

2017 Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test
by Ndiaye, Ndeye Djiba & Masih, Mansur

2017 Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia
by Nazeer, Abdul Malik & Masih, Mansur

2017 What is the link between financial development and income inequality? evidence from Malaysia
by Ahmed, Azleen Rosemy & Masih, Mansur

2017 Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015)
by Razak, Lutfi Abdul & Masih, Mansur

2017 A Data Survey on International Capital Flows to Developing Countries
by Keskinsoy, Bilal

2017 Lucas Paradox in the Short-Run
by Keskinsoy, Bilal

2017 Refined Measures of Dynamic Connectedness based on TVP-VAR
by Antonakakis, Nikolaos & Gabauer, David

2017 Determinants of stock-bond market comovement in the Eurozone under model uncertainty
by Skintzi, Vasiliki

2017 Bank de-risking impacts on finance and development. The case of Romania
by Georgescu, George

2017 Forecasting oil prices
by Degiannakis, Stavros & Filis, George

2017 The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis
by Mavee, Nasha & Bonga-Bonga, Lumengo

2017 Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
by Baumöhl, Eduard & Lyócsa, Štefan

2017 Corporate financialisation in South Africa: From investment strike to housing bubble
by Ewa Karwowski

2017 The introduction of the distributed ledger technology in banking system as an alernative for Single European Payment Area solutions
by Michal Elzbieta Janton-Drozdowska & Alicja Mikolajewicz-Wozniak

2017 Survey of volatility and spillovers on financial markets
by Evžen Kočenda

2017 Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets
by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

2017 Malaysia’s economic success story and challenges
by Vincent Koen & Hidekatsu Asada & Stewart Nixon & Mohamed Rizwan Habeeb Rahuman & Mohd Arif, A.Z.

2017 Monetary Policy in the Capitals of Capital
by Elena Gerko & Hélène Rey

2017 The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets
by John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock

2017 Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects
by Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla

2017 Lessons Unlearned? Corporate Debt in Emerging Markets
by Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza

2017 Financial Integration and Liquidity Crises
by Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni

2017 Did the Reform Fix the London Fix Problem?
by Takatoshi Ito & Masahiro Yamada

2017 Sovereign Default Risk and Firm Heterogeneity
by Cristina Arellano & Yan Bai & Luigi Bocola

2017 FX Market Metrics: New Findings Based on CLS Bank Settlement Data
by Joel Hasbrouck & Richard M. Levich

2017 Deviations from Covered Interest Rate Parity
by Wenxin Du & Alexander Tepper & Adrien Verdelhan

2017 On the Global Financial Market Integration “Swoosh” and the Trilemma
by Geert Bekaert & Arnaud Mehl

2017 Risk Sharing in the Euro Zone: the Role of European Institutions
by Valentina Milano

2017 Asymmetric volatility connectedness on the forex market
by Jozef Barunik & Evzen Kocenda & Lukas Vacha

2017 A CVAR scenario for a standard monetary model using theory-consistent expectations
by Katarina Juselius

2017 Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge
by Katarina Juselius

2017 Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York
by Kentaro Iwatsubo & Clinton Watkins & Tao Xu

2017 Sovereign Credit Rating Mismatches
by António Afonso & André Albuquerque

2017 Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term Premium
by David Kohn

2017 Risk sharing by financial markets in federal systems: What do we really measure?
by Sebastian Dullien

2017 What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin

2017 Tail event driven networks of SIFIs
by Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & Yarema Okhrin &

2017 Effects of Capital Flow on the Equity and Housing Markets in Hong Kong
by Yin-Wong Cheung & Kenneth K. Chow & Matthew S. Yiu

2017 Latency Arbitrage When Markets Become Faster
by Hollifield, Burton & Sandås, Patrik & Todd, Andrew

2017 The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway
by Kyritsis, Evangelos & Serletis, Apostolos

2017 The Memory of Volatility
by Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp

2017 Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks
by Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp

2017 Where is the information on USD/Bitcoins hourly price movements?
by Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro

2017 Global Investigation of Return Autocorrelation and its Determinants
by Pawan Jain & Wen-Jun Xue

2017 Sovereign risk and firm heterogeneity
by Arellano, Cristina & Bai, Yan & Bocola, Luigi

2017 Fiscal Unions Redux
by Kehoe, Patrick J. & Pastorino, Elena

2017 Interest Rate Volatility and Sudden Stops : An Empirical Investigation
by Ricardo M. Reyes-Heroles & Gabriel Tenorio

2017 China’s Current Account : External Rebalancing or Capital Flight?
by Anna Wong

2017 Sentiment in Central Banks' Financial Stability Reports
by Correa, Ricardo & Garud, Keshav & Londono, Juan M. & Mislang, Nathan

2017 Reversals in Global Market Integration and Funding Liquidity
by Amir Akbari & Francesca Carrieri & Aytek Malkhozov

2017 International Illiquidity
by Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter

2017 Risk Taking and Interest Rates : Evidence from Decades in the Global Syndicated Loan Market
by Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs

2017 Portfolio Rebalancing in Times of Stress
by Fischer, Andreas M. & Greminger, Rafael & Grisse, Christian

2017 The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network
by Grant, Everett & Yung, Julieta

2017 The Exchange Rate Effects of Macro News after the Global Financial Crisis
by Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei

2017 Uncovering covered interest parity: the role of bank regulation and monetary policy
by Brauning, Falk & Puria, Kovid

2017 Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations
by Frame, W. Scott & Mihov, Atanas & Sanz, Leandro

2017 Firm Size and Stock Returns: A Meta-Analysis
by Anton Astakhov & Tomas Havranek & Jiri Novak

2017 Sources of Borrowing and Fiscal Multipliers
by Priftis, Romanos; Zimic, Srecko

2017 Connecting VIX and Stock Index ETF
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.

2017 Don't stop me now: the impact of credit market fragmentation on firms' financing constraints
by Franziska Bremus & Katja Neugebauer

2017 Macro-financial effects of portfolio flows: Malaysia’s experience
by Tng Boon Hwa & Mala Raghavan & Teh Tian Huey

2017 Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi

2017 Introducing global term structure in a risk parity framework
by Lauren Stagnol

2017 International equity portfolio diversification: a sectoral and security-by-security analysis
by Pierre Bui Quang & Jonas Heipertz & Natacha Valla

2017 On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis
by Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou

2017 Quantitative easing and exuberance in government bond markets: Evidence from the ECB's expanded asset purchase program
by Ryan van Lamoen & Simona Mattheussens & Martijn Dröes

2017 Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
by Guglielmo Maria Caporale & Kefei You

2017 Don't Stop Me Now: The Impact of Credit Market Fragmentation on Firms' Financing Constraints
by Franziska Bremus & Katja Neugebauer

2017 Gestion de portefeuille et politique:existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics:is there a presidential premium on the French market ?
by Gérard CHARREAUX

2017 Dissecting interbank risk
by Serrano Aguilar, Pedro & Petit, Nuria & Lafuente Luengo, Juan Angel

2017 Examining the Common Dynamics of Commodity Futures Prices
by Christian Gross

2017 Desviaciones de la paridad cubierta de tasas de interés: experiencia internacional y el caso de Chile
by Catalina Morales & Rodrigo Vergara

2017 Monetary Policy in the Capitals of Capital
by Gerko, Elena & Rey, Hélène

2017 Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects
by Heipertz, Jonas & Ouazad, Amine & Rancière, Romain & Valla, Natacha

2017 Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929
by Grossman, Richard

2017 Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region
by Ekkayokkaya, Manapol & Foojinphan, Pimnipa & Wolff, Christian C

2017 How Important is the Global Financial Cycle? Evidence from Capital Flows
by Cerutti, Eugenio & Claessens, Stijn & Rose, Andrew K

2017 Lessons Unlearned? Corporate Debt in Emerging Markets
by Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo

2017 Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families
by Cheng, Si & Massa, Massimo & Zhang, Hong

2017 The Quanto Theory of Exchange Rates
by Kremens, Lukas & Martin, Ian

2017 The World We Live In: Local or Global?
by Koedijk, Kees & Mahieu, Ronald J & ter Horst, Jenke & van Toor, Joris

2017 Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market
by Demirguc-Kunt, Asli & Horvath, Balint & Huizinga, Harry

2017 Auge de las finanzas y desigualdad en la distribución del ingreso. Un estudio desde la perspectiva de la financiarización para Colombia 1980-2008
by Diego Alejandro Guevara Castañeda

2017 Estructura de varianzas entre el mercado financiero mundial y de Colombia
by Johan Santiago Ruiz Moreno

2017 ¿Hubo contagio financiero en las crisis financieras recientes? Una aplicación DCC-M-GARCH para Argentina, Brasil, Colombia y Estados Unidos
by Julián Roa Rozo

2017 Disentangling the relationship between liquidity and returns in Latin America
by Joseph J. French & Rodrigo Taborda

2017 Banks' leverage Procyclicality: Does Currency Diversification Matter?
by Justine Pedrono & Aurélien Violon

2017 Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification
by Justine Pedrono

2017 Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela
by Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina

2017 Fiscal Unions Redux
by Patrick J. Kehoe

2017 What drives local lending by global banks?
by Uluc Aysun & Stefan Avdjiev & Ralf Hepp

2017 Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
by Guglielmo Maria Caporale & Kefei You

2017 Networks of Volatility Spillovers among Stock Markets
by Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost

2017 What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies
by Diana Ayala & Milan Nedeljkovic & Christian Saborowski

2017 Terrorist Attacks and Financial Markets
by Bas Bonekamp & Tom van Veen

2017 The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme
by Bua, Giovanna & Dunne, Peter G.

2017 Investment Fund Risk: The Tale in the Tails
by Shaw, Frances & Dunne, Peter G.

2017 Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market
by Asli Demirguc-Kunt & Balint Horvath & Harry Huizinga

2017 The Renminbi central parity : An empirical investigation
by Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew

2017 Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging
by Cielinska, Olga & Joseph, Andreas & Shreyas, Ujwal & Tanner, John & Vasios, Michalis

2017 Comparing behavioural heterogeneity across asset classes
by Saskia ter Ellen & Cars H. Hommes & Remco C.J. Zwinkels

2017 Segmented money markets and covered interest parity arbitrage
by Dagfinn Rime & Andreas Schrimpf & Olav Syrstad

2017 Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions
by Antonio Diez de los Rios

2017 How to Predict Financial Stress? An Assessment of Markov Switching Models
by Thibaut Duprey & Benjamin Klaus

2017 Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals
by Lorenzo Pozzi & Barbara Sadaba

2017 What Explains Month-End Funding Pressure in Canada?
by Christopher S. Sutherland

2017 Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models
by Andrea Nocera

2017 International Financial Integration of East Asia and Pacific
by Tatiana Didier & Ruth Llovet Montanes & Sergio Luis Schmukler

2017 London Calling: Nonlinear Mean Reversion across National Stock Markets
by Hyeongwoo Kim & Jintae Kim

2017 Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets
by João Barata Ribeiro Blanco Barroso

2017 The Strategic Analysis of Financial Markets:(In 2 Volumes)Volume 1: FrameworkVolume 2: Trading System Analytics
by Steven D Moffitt

2017 International Spillovers of Monetary Policy
by

2017 Politische Determinanten staatlicher Ausfallrisiken
by Eichler, Stefan

2017 On the return-volatility relationship in the Bitcoin market around the price crash of 2013
by Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo

2017 Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note
by Carlo Bellavite Pellegrini & Raul Caruso

2017 Political Economy of Financial Market Regulation - An Emerging Asia Perspective
by Suresh Ramanathan & Kwek Kian Ting

2017 Volatility spillover effects in interbank money markets
by Pedro Pires Ribeiro & José Dias Curto

2017 Portuguese and Brazilian stock market integration: a non-linear and detrended approach
by Paulo Ferreira

2017 Is USD-INR Really an Excessively Volatile Currency Pair?
by Parthajit Kayal & S. Maheswaran

2017 Endogenous formation of security exchanges
by Marta Faias & Jaime Luque

2017 Effects of derivatives usage and financial statement items on capital market risk measures of Bank stocks: evidence from India
by Gaurango Banerjee & Abhiman Das & Kalidas Jana & Shekar Shetty

2017 The impact of oil price volatility on net-oil exporter and importer countries’ stock markets
by Berna Aydoğan & Gökçe Tunç & Tezer Yelkenci

2017 Co-movements and contagion between international stock index futures markets
by Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari

2017 Return and volatility spillovers in the Moroccan stock market during the financial crisis
by Ahmed El Ghini & Youssef Saidi

2017 Portfolio flows and the US dollar–yen exchange rate
by Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo

2017 The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange
by Henryk Gurgul & Artur Machno

2017 Modelling Nonlinear Dynamics of Oil Futures Market
by Ayben Koy

2017 Time-series and cross-sectional momentum strategies under alternative implementation strategies
by Ron Bird & Xiaojun Gao & Danny Yeung

2017 On the Determinants of Sovereign Eurobond Spreads in Russia
by Belyakov, Igor

2017 The Impact of Internal Governance Mechanisms on the Share Price Volatility of Listed Companies in Paris Stock Exchange
by Mediha Mezhoud & Asma Sghaier & Adel Boubaker

2017 Shock Effects from International Stock Price Volatility on Investment Style Drift in Chinese Open-end Funds
by Kedong YIN & Xuemei LI & Bohong LI & Fan ZHANG

2017 Fundamental Indexation in European Emerging Markets
by Tomasz MIZIOLEK & Adam ZAREMBA

2017 The Impact Of Financial Crises On The Short-Term Interaction Between Balkan Stock Markets
by Angelovska, Julijana

2017 The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model
by Bahrami, Jaber & Pahlavani, Mosayeb & Roshan , Reza & Rasekhi , Saeed

2017 Financial Harmonization and Industrial Growth : Evidence from the European Union
by Ozkok, Zeynep

2017 Exchange Rate Exposure : International Evidence from Daily Firm-Level Data
by Jeon, Bang Nam & Zheng, Dazhi & Zhu, Lei

2017 Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets
by Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan

2017 Macroeconomic Aspects Of Banks’ Credit Ratings
by Patrycja Chodnicka-Jaworska

2017 Europejska Unia Rynkow Kapitalowych a zroznicowanie systemow finansowych panstw czlonkowskich
by Pawel Pisany & Wojciech Dejneka

2017 Links between the Eurozone Stock Markets: A New Perspective, Considering the Capitalization Level || Relación entre los índices bursátiles europeos: una nueva perspectiva a partir de los niveles de capitalización
by Gabriel, Vítor & Saraiva, Helena

2017 Mind the Gap: The Difference between U.S. and European Loan Rates
by Tobias Berg & Anthony Saunders & Sascha Steffen & Daniel Streitz

2017 Pre-market Trading and IPO Pricing
by Chun Chang & Yao-Min Chiang & Yiming Qian & Jay R. Ritter

2017 Differences of Opinion and International Equity Markets
by Bernard Dumas & Karen K. Lewis & Emilio Osambela

2017 Global Dollar Credit and Carry Trades: A Firm-Level Analysis
by Valentina Bruno & Hyun Song Shin

2017 Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
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2017 Currency Value
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2017 Expectation Errors in European Value-Growth Strategies
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2017 Credit Expansion and Neglected Crash Risk
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2017 Relationship Between Public Expectations and Financial Market Dynamics in South- East Europe Capital Markets
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2017 Co-Movement Of The Capital Markets Of Southeast Europe During The Period 2005-2015
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2017 Diversification of pre-IPO ownership and foreign IPO performance
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2017 Setting the futures margin with price limits: the case for single-stock futures
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2017 The economic significance of CDS price discovery
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2017 Crowdfunding - Croatian legal perspective and comparison to other sources of financing
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2017 An international integration history of the Zagreb Stock Exchange
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2017 The European Central Bank And The Federal Reserve: A Comparative Analysis
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2017 Testing the Relationship between Free Cash Flow and Company Performance in Borsa Istanbul
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2017 Market Capitalization of Companies: World and Domestic Tendencies
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2017 Comovements of Stock Markets between Turkey and Global Countries
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2017 Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes
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2017 The Influence of Crude Oil Price in Biodiesel and its Implication on the Production of Palm Oil: The Case of Indonesia
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2017 Inflation targeting and monetary policy
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2017 Can (unusual) weather conditions in New York predict South African stock returns?
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2017 Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation
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2017 Diversification of risk exposure through country mutual funds under alternative investment opportunities
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2017 Time varying international financial integration for GCC stock markets
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2017 Intraday industry-specific spillover effect in European equity markets
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2017 Cross-country evidence on the relation between capital gains taxes, risk, and expected returns
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2017 Tail dependence and information flow: Evidence from international equity markets
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2017 Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains
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2017 Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies
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2017 Global investigation of return autocorrelation and its determinants
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2017 National culture and corporate innovation
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2017 Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia
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2017 Sukuk issuance and information asymmetry: Why do firms issue sukuk?
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2017 Islamic vs conventional equities in a strategic asset allocation framework
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2017 Sovereign default risk linkage: Implication for portfolio diversification
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2017 The cost of debt for Yankee and domestic bonds
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2017 The joint role of the bonding mechanisms and the reduction in market segmentation in valuation of firms cross-listed as Global Depositary Receipts (GDRs)
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2017 After the tide: Commodity currencies and global trade
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2017 Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
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2017 International financial integration of East Asia and Pacific
by Didier, Tatiana & Llovet, Ruth & Schmukler, Sergio L.

2017 Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme
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2017 Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar
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2017 Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
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2017 Systematic consumption risk in currency returns
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2017 The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
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2017 Monetary policy and financial spillovers: Losing traction?
by Disyatat, Piti & Rungcharoenkitkul, Phurichai

2017 Central bank transparency and cross-border banking
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2017 The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials
by Belke, Angar & Gros, Daniel & Osowski, Thomas

2017 Violations of uncovered interest rate parity and international exchange rate dependences
by Ames, Matthew & Bagnarosa, Guillaume & Peters, Gareth W.

2017 The political determinants of government bond holdings
by Eichler, Stefan & Plaga, Timo

2017 European equity market integration and joint relationship of conditional volatility and correlations
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2017 Financial education, investor protection and international portfolio diversification
by Giofré, Maela

2017 Banking business models and the nature of financial crisis
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2017 Do financial reforms help stabilize inequality?
by Christopoulos, Dimitris & McAdam, Peter

2017 The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity
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2017 Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?
by Balima, Wenéyam Hippolyte & Combes, Jean-Louis & Minea, Alexandru

2017 Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis
by Ehrmann, Michael & Fratzscher, Marcel

2017 International capital market frictions and spillovers from quantitative easing
by MacDonald, Margaux

2017 Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?
by Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad

2017 Board reforms and firm value: Worldwide evidence
by Fauver, Larry & Hung, Mingyi & Li, Xi & Taboada, Alvaro G.

2017 Variance risk premiums and the forward premium puzzle
by Londono, Juan M. & Zhou, Hao

2017 Who is internationally diversified? Evidence from the 401(k) plans of 296 firms
by Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta

2017 The U.S. listing gap
by Doidge, Craig & Karolyi, G. Andrew & Stulz, René M.

2017 International tests of a five-factor asset pricing model
by Fama, Eugene F. & French, Kenneth R.

2017 Portfolio concentration and performance of institutional investors worldwide
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2017 Stock returns and interest rates around the World: A panel data approach
by Assefa, Tibebe A. & Esqueda, Omar A. & Mollick, André Varella

2017 Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A
by Gannon, Gerard L. & Thuraisamy, Kannan S.

2017 Federal reserve's policy, global equity markets, and the local monetary policy stance
by Chortareas, Georgios & Noikokyris, Emmanouil

2017 Which market integration measure?
by Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M.

2017 The asymmetric effect of international swap lines on banks in emerging markets
by Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar

2017 Information environment and earnings management of dual class firms around the world
by Li, Ting & Zaiats, Nataliya

2017 On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
by de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin

2017 The equity-like behaviour of sovereign bonds
by Dufour, Alfonso & Stancu, Andrei & Varotto, Simone

2017 Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis
by Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki

2017 Bank-sovereign contagion in the Eurozone: A panel VAR Approach
by Georgoutsos, Dimitris & Moratis, George

2017 Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?
by Jakob, Keith & Nam, Yoonsoo

2017 Institutional investors’ allocation to emerging markets: A panel approach to asset demand
by Bonizzi, Bruno

2017 Herding in frontier markets: Evidence from African stock exchanges
by Guney, Yilmaz & Kallinterakis, Vasileios & Komba, Gabriel

2017 Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts
by Ince, Onur & Molodtsova, Tanya

2017 Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises
by Spaliara, Marina-Eliza & Tsoukas, Serafeim

2017 An empirical comparison of transformed diffusion models for VIX and VIX futures
by Bu, Ruijun & Jawadi, Fredj & Li, Yuyi

2017 Spillovers between food and energy prices and structural breaks
by Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola

2017 Default premium
by Catão, Luis A.V. & Mano, Rui C.

2017 National culture, population age, and other country factors in volume–price volatility relationship
by Hua, Wei & Wei, Peihwang

2017 The world price of sentiment risk
by Keiber, Karl Ludwig & Samyschew, Helene

2017 Time-varying conditional discrete jumps in emerging African equity markets
by Kuttu, Saint

2017 Emerging markets: Is the trend still your friend?
by Conover, C. Mitchell & Jensen, Gerald R. & Johnson, Robert R. & Szakmary, Andrew C.

2017 An analysis of the literature on systemic financial risk: A survey
by Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim

2017 The determinants and pricing of liquidity commonality around the world
by Moshirian, Fariborz & Qian, Xiaolin & Wee, Claudia Koon Ghee & Zhang, Bohui

2017 Multiple markets, algorithmic trading, and market liquidity
by Upson, James & Van Ness, Robert A.

2017 Exploring the location and price differentials of cross-listed firms for arbitrage opportunities
by Yang, Ann Shawing & Carandang, Craig Alan Uyan

2017 Analysis of the global financial crisis using statistical moments
by Jun, Doobae & Ahn, Changmo & Kim, Gwangil

2017 Implicit rating: A potential new method to alert crisis on the interbank lending market
by Berlinger, Edina

2017 Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis
by Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon

2017 Money market funds, shadow banking and systemic risk in United Kingdom
by Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni

2017 The forex fixing reform and its impact on cost and risk of forex trading banks
by Yamada, Masahiro & Ito, Takatoshi

2017 Macro news and exchange rates in the BRICS
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola

2017 Systemic risk in carry-trade portfolios
by Liu, Chih-Liang & Yang, Hsin-Feng

2017 Momentum profits and time varying illiquidity effect
by Butt, Hilal Anwar & Virk, Nader Shahzad

2017 In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework
by Śmiech, Sławomir & Papież, Monika

2017 Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain
by Tielmann, Artur & Schiereck, Dirk

2017 Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets
by Kiohos, Apostolos & Babalos, Vassilios & Koulakiotis, Athanasios

2017 Stock market volatility spillovers: Evidence for Latin America
by Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando

2017 National culture and private benefits of control
by Salzmann, Astrid & Soypak, Kalender

2017 On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
by Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar

2017 Cross-financial-market correlations and quantitative easing
by Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui

2017 Examining the flight-to-safety with the implied volatilities
by Sarwar, Ghulam

2017 Foreign portfolio equity holdings and capital gains taxation
by Mishra, Anil V. & Anwar, Sajid

2017 Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

2017 A tale of fragmentation: Corporate funding in the euro-area bond market
by Zaghini, Andrea

2017 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data
by Degiannakis, Stavros & Potamia, Artemis

2017 The relationship between oil prices and rig counts: The importance of lags
by Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat

2017 Oil shocks and stock markets revisited: Measuring connectedness from a global perspective
by Zhang, Dayong

2017 Assessing contagion risk from energy and non-energy commodity markets
by Algieri, Bernardina & Leccadito, Arturo

2017 The impact of crude oil prices on financial market indicators: copula approach
by Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap

2017 Foreign exchange predictability and the carry trade: A decomposition approach
by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun

2017 Family ownership, country governance, and foreign portfolio investment
by Bodnaruk, Andriy & Massa, Massimo & Yadav, Vijay

2017 The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
by Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier

2017 Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis
by Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M.

2017 The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test
by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M.

2017 Frontier and emerging government bond markets
by Piljak, Vanja & Swinkels, Laurens

2017 Commodity price cycles and financial pressures in African commodities exporters
by Kablan, Sandrine & Ftiti, Zied & Guesmi, Khaled

2017 How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets
by Ballester, Laura & González-Urteaga, Ana

2017 Press freedom and jumps in stock prices
by Abed Masrorkhah, Sara & Lehnert, Thorsten

2017 The asymmetric volatility in the gold market revisited
by Todorova, Neda

2017 Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
by Li, Leon

2017 Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula
by Chang, Kuang-Liang

2017 A revisit to economic exposure of U.S. multinational corporations
by Chou, De-Wai & Lin, Lin & Hung, Pi-Hsia & Lin, Chun Heng

2017 Does options trading convey information on futures prices?
by Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai

2017 Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests
by Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes

2017 Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect
by Huo, Rui & Ahmed, Abdullahi D.

2017 The source of global stock market risk: A viewpoint of economic policy uncertainty
by Tsai, I-Chun

2017 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
by Mensah, Jones Odei & Alagidede, Paul

2017 Elastic attention, risk sharing, and international comovements
by Li, Wei & Luo, Yulei & Nie, Jun

2017 Composite habits and international transmission of business cycles
by Dmitriev, Alexandre

2017 Asymmetric foreign exchange cash flow exposure: A firm-level analysis
by Krapl, Alain A.

2017 Culture and the ownership concentration of public corporations around the world
by Holderness, Clifford G.

2017 Creditor control rights, capital structure, and legal enforcement
by Daher, Mai

2017 Dividend policy and earnings management across countries
by He, Wen & Ng, Lilian & Zaiats, Nataliya & Zhang, Bohui

2017 Religion and mergers and acquisitions contracting: The case of earnout agreements
by Elnahas, Ahmed M. & Kabir Hassan, M. & Ismail, Ghada M.

2017 Trade-based manipulation: Beyond the prosecuted cases
by Neupane, Suman & Rhee, S. Ghon & Vithanage, Kulunu & Veeraraghavan, Madhu

2017 Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?
by Wali, Muammer & Chan, Felix & Manzur, Meher

2017 How will financial liberalization change the Chinese economy? Lessons from middle-income countries
by Huang, Yiping & Ji, Yang

2017 The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils
by Samih Antoine Azar & Angelic Salha

2017 Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications
by Ranjan Dasgupta

2017 Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia
by Mostafa Ali & Gang Sun

2017 Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran
by Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi

2017 Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period
by Mariya Paskaleva & Ani Stoitsova-Stoykova

2017 Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction
by Wang Tianqiong & Shu Yang & Shamila Saddique

2017 Water Gain: As a Common Good Becomes a Financial Opportunity
by Cristiana Fiorelli & Marco Mele

2017 Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression
by Zi-Yi Guo

2017 Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse
by Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto

2017 A New Perspective on the Relationship between Trading Variables and Volatility in Futures Markets
by Óscar Carchano & Julio Lucia & Ángel Pardo

2017 The Development of Productive Economy Cluster through Siparti 3-S and Triple Helix in Lumajang Regency, Indonesia
by Dwi Wulandari & Mit Witjaksono & Thomas Soseco & Bagus Shandy Narmaditya

2017 Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis
by Hanan Naser

2017 Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market
by Dewa Gede Wirama & I Gusti Bagus Wiksuana & Zuraidah Mohd-Sanusi & Soheil Kazemian

2017 A Model of the Dynamic of the Relationship between Exchange Rate and Indonesia’s Export
by Pasrun Adam & Pasrun Adam & Rosnawintang Rosnawintang & Ambo Wonua Nusantara & Abd Aziz Muthalib

2017 Stock Prices and Real Exchange Rate Movements in the Gulf Cooperation Council
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2017 Detecting Asset Price Bubbles: A Multifactor Approach
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2017 Crisis Financiera Y Reestructuración De Las Cajas De Ahorro. Una Comparación Internacional
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2017 The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016
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2017 Fragmentierte Kreditmärkte erhöhen Finanzierungskosten für kleine und mittelgroße Firmen
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2017 Pro-cyclicité des bilans bancaires?: quels sont les effets des activités en devises??
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2017 Finance et politique : la bourse préfère-t-elle la gauche ?
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2017 L'Union des marchés de capitaux : progrès réalisés et prochaines étapes
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2017 Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach
by Chlibi Souhir & Jawadi Fredj & Sellami Mohamed

2017 On the estimation of regime-switching Lévy models
by Chevallier Julien & Goutte Stéphane

2017 Exchange Rate Adjustments and US Trade with China: What does a State Level Analysis Tell Us?
by Demir Firat & Wu Chen

2017 Is the free cash flow hypothesis valid in Turkey?
by Eyup Kadioglu & Ender Aykut Yilmaz

2017 Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach
by Dahiru A. Balaa & Taro Takimotob

2017 The bond benchmark continues to tip to swaps
by Lawrence L Kreicher & Robert Neil McCauley & Philip Wooldridge

2017 La création monétaire au sein de la zone euro limitée par les ventes de titres de dette par des non-résidents
by ANDRÉ, J. & ROERO, C. & FEGAR, G. & MOSQUERA YON, T.

2017 Conditional Co-Movement And Dynamic Interactions: Us And Bric Equity Markets
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2017 Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach
by Anoop S Kumar & B Kamaiah

2017 Interaction between the public attitudes and the stock exchange dynamics in Southeastern European countries
by Vladimir Tsenkov & Ani Stoitsova-Stoykova

2017 Determinants of Government Bond Spreads and Contagion between 2001–2014
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2017 Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange
by Kofi A. Ababio & John W. Muteba Mwamba

2016 Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions
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2016 Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs
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2016 Analysis of Herding in REITs of an Emerging Market: The Case of Turkey
by Omokolade Akinsomi & Yener Coskun & Rangan Gupta

2016 Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud

2016 Geopolitical Risks and Stock Market Dynamics of the BRICS
by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta

2016 The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective
by Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta

2016 Can Weather Conditions in New York Predict South African Stock Returns?
by Nicholas Apergis & Rangan Gupta

2016 The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches
by Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar

2016 Capital Markets Union in Europe: Why other Unions must lead the Way
by Viral V. Acharya & Sascha Steffen

2016 Get Bold with Blockchain
by Jessel, Benjamin & Marshall, Tommy

2016 The role of financial institutions in advancing responsible value chains
by Mulder, Herman

2016 Assessment of the place of the Russian Federation in the global financial market
by Yu. Danilov.

2016 The Russian ruble crisis of December 2014
by A. Obizhaeva.

2016 Equity-Bond Returns Correlation and the Bond Yield: Evidence of Switching Behaviour from the G7 Markets
by Andreas Humpe & Prof. David McMillan

2016 Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison
by Dominika P. Galkiewicz

2016 Sovereign Risk Spillover Effects and the Role of Systemically Important Financial Institutions: Evidence from the European Debt Crisis
by Haoshen Hu & Jörg Prokop & Hans‐Michael Trautwein

2016 Mind the gap: The difference between U.S. and European loan rates
by Berg, Tobias & Saunders, Anthony & Steffen, Sascha & Streitz, Daniel

2016 Demography, Capital Flows and Asset Allocation over the Life-cycle
by Mann, Katja & Davenport, Margaret

2016 US International Equity Investment and Economic Fundamentals
by Hasler, Nicole

2016 Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence
by Heiland, Inga

2016 A market-based indicator of currency risk: Evidence from American Depositary Receipts
by Rövekamp, Ingmar & Eichler, Stefan

2016 Designing the ESM—Who Profits, Who Pays?
by Herz, Bernhard & Bauer, Christian & Hild, Alexandra

2016 Central Bank Transparency and Cross-Border Banking
by Littke, Helge C. N. & Eichler, Stefan & Tonzer, Lena

2016 Interconnectedness in the global financial market
by Raddant, Matthias & Kenett, Dror

2016 Which market integration measure?
by Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max

2016 Policy uncertainty and international financial markets: The case of Brexit
by Belke, Ansgar & Dubova, Irina & Osowski, Thomas

2016 The relative valuation of gold
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert

2016 Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials
by Belke, Ansgar & Gros, Daniel & Osowski, Thomas

2016 A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts
by Eichler, Stefan & Roevekamp, Ingmar

2016 Central Bank Transparency and Cross-border Banking
by Eichler, Stefan & Littke, Helge & Tonzer, Lena

2016 The Political Determinants of Government Bond Holdings
by Eichler, Stefan & Plaga, Timo

2016 On the return-volatility relationship in the Bitcoin market around the price crash of 2013
by Bouri, Elie & Azzi, Georges & Haubo Dyhrberg, Anne

2016 Systemic risk: Time-lags and persistence
by Kubitza, Christian & Gründl, Helmut

2016 Dynamics of the European sovereign bonds and the identification of crisis periods
by Chen, Zhenxi & Reitz, Stefan

2016 Measuring the frequency dynamics of financial and macroeconomic connectedness
by Barunik, Jozef & Krehlik, Tomas

2016 An incomplete markets explanation of the UIP puzzle
by Rabitsch, Katrin

2016 The pricing of sentiment risk in European stock markets
by Keiber, Karl Ludwig & Samyschew, Helene

2016 Why do investors buy sovereign default insurance?
by Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G.

2016 Fire buys of central bank collateral assets
by de Roure, Calebe

2016 Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
by Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad

2016 On the dynamics of the investment income balance
by Knetsch, Thomas A. & Nagengast, Arne J.

2016 Cyclical investment behavior across financial institutions
by Timmer, Yannick

2016 Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models
by Schmitt, Noemi & Westerhoff, Frank

2016 Herding behavior and volatility clustering in financial markets
by Schmitt, Noemi & Westerhoff, Frank

2016 Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries
by Cuestas, Juan Carlos & Tang, Bo

2016 Drivers of global liquidity and global bank flows: A view from the euro area
by Mary Everett

2016 Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency estimates, it utilizes a wider information set, namely, close, high, and low prices, which are readily available. In the absence of end-of-day quote data, it generally provides the highest cross-sectional and average time-series correlations with the TAQ effective spread benchmark. Moreover, it delivers the most accurate estimates for less liquid stocks. Our estimator has many potential applications including an accurate measurement of transaction cost, systematic liquidity risk, and commonality in liquidity for U.S. stocks dating back almost one century
by Abdi, Farshid & Ranaldo, Angelo

2016 Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing
by Takatoshi Ito & Masahiro Yamada

2016 Crisis-Contingent Dynamics of Connectedness: An SVAR-Spatial-Network “Tripod” Model with Thresholds
by Sun, Hang

2016 Volatility transmission between stock and exchange-rate markets: A connectedness analysis
by Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero

2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang

2016 A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
by David E. Allen & Michael McAleer & Abhay K. Singh

2016 Modelling volatility spillovers for bio-ethanol, sugarcane and corn
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang

2016 How are VIX and Stock Index ETF Related?
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer

2016 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer

2016 Nowhere to run, nowhere to hide: asset diversification in a flat world
by John Cotter & Stuart Gabriel & Richard Roll

2016 The European Stability Mechanism - bastion of calm or crisis accelerant?
by Alexandra M. D. Hild & Bernhard Herz & Christian Bauer

2016 Equity Markets’ Clustering and the Global Financial Crisis
by Leon Rincon, C.E. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup

2016 The Dynamic Factor Network Model with an Application to Global Credit-Risk
by Falk Bräuning & Siem Jan Koopman

2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang

2016 Connecting VIX and Stock Index ETF
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer

2016 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?
by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer

2016 The Holders and Issuers of International Portfolio Securities
by Vahagn Galstyan & Philip R. Lane & Caroline Mehigan & Rogelio Mercado

2016 Foreign Bank Identity: Does it Matter for Credit Growth?
by Caroline Mehigan &

2016 Bilateral Adjustment of Bank Assets: Boom and Bust
by Caroline Mehigan &

2016 Exports, Real Exchange Rates and External Exposures: Empirical Evidence from Turkish Manufacturing Firms
by Nazli Toraganli & Cihan Yalcin

2016 Are UK industries resilient in dealing with uncertainty? The case of Brexit
by Jamal BOUOIYOUR & Refk SELMI

2016 The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis
by Jamal BOUOIYOUR & Refk SELMI

2016 Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data
by Mateja Gabrijelčič & Uroš Herman & Andreja Lenarčič

2016 Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement
by Rudolf Alvise Lennkh & Antonello D'Agostino

2016 Financial Contagion: A New Perspective (and a New Test)
by Matteo Cominetta

2016 The banking sector and the Swiss financial account during the financial and European debt crises
by Raphael Anton Auer & Cédric Tille

2016 Does the Yuan's Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?
by Juan Carlos Cuestas & Ying Sophie Huang & Bo Tang

2016 Does It Pay To Be Good? An Analysis Of Vice And Virtue Stock Performance In The Eurozone
by Toni Vide

2016 Sovereign Wealth Funds and Infrastructure Development in Africa
by Seedwell Hove

2016 Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation
by Murat Midiliç & Michael Frömmel

2016 portfolio management with Islam Equity in Korea stock market
by Hong-Bae Kim

2016 Sovereign CDS Spread Determinants and Spill-Over Effects
by Spyros Spyrou & Emilios Galariotis & Panagiota Makrichoriti

2016 The Relationship between Exchange Rates, Equity Index and Equity Index Futures: A Study on Borsa Istanbul
by AYBEN KOY & ?HSAN ERSAN

2016 Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis
by Gideon Boako & Paul Alagidede

2016 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
by Jones Odei Mensah & Paul Alagidede

2016 Determinants of Cross-Border Mergers and Acquisitions Targeting Africa: 1991-2011
by MK Wilson and DJM Vencatachellum

2016 What drives cross-border bank expansion? Answers from Kenya
by Odongo Kodongo

2016 Policy uncertainty and international financial markets: the case of Brexit
by Ansgar Belke & Irina Dubova & Thomas Osowski

2016 Lost and Found: Market Access and Public Debt Dynamics
by Bassanetti , Antonio & Cottarelli , Carlo & Presbitero, Andrea

2016 Financialisation in Emerging Economies: A Systematic Overview and Comparison with Anglo-Saxon Economies
by Karwowski, Ewa & Stockhammer, Engelbert

2016 Exchange Rate Flexibility, Financial Market Openness and Economic Growth
by Lee, Il Houng & Kim, Kyunghun & Kang, Eunjung

2016 Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies
by Jeon, Bang & Wu, Ji & Chen, Minghua & Wang, Rui

2016 Do foreign banks take more risk? Evidence from emerging economies
by Jeon, Bang & Wu, Ji & Chen, Minghua & Wang, Rui

2016 Measuring Systemic Risk Contribution of International Mutual Funds
by Aizenman, Joshua & Jinjarak, Yothin & Zheng, Huanhuan

2016 Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies
by Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko

2016 Foreign exchange intervention and monetary policy design: a market microstructure analysis
by Montoro, Carlos & Ortiz, Marco

2016 Modelling Extreme Risks in Commodities and Commodity Currencies
by Fernanda Fuentes & Rodrigo Herrera & Adam Clements

2016 Disentangling the Effect of Private and Public Cash Flows on Firm Value
by Cristina Mabel Scherrer & Marcelo Fernandes

2016 International Capital Market Frictions and Spillovers from Quantitative Easing
by Margaux MacDonald

2016 International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns
by Bruno Solnik & Thaisiri Watewai

2016 Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
by Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou

2016 An Empirical Comparison of Fast and Slow Stochastics
by Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho

2016 The one-trading-day-ahead forecast errors of intra-day realized volatility
by Degiannakis, Stavros

2016 A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan
by Majeed, Ayesha & Masih, Mansur

2016 Expect the unexpected: housing price bubble on the horizon in Malaysia
by Naseer, Areef Ahmed & Masih, Mansur

2016 Corporate Governance and Capital Structure: Stock, Bonds and Substitution
by Ripamonti, Alexandre & Kayo, Eduardo

2016 Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models
by Naser, Hanan & Ahmed, Abdul Rashid

2016 The Stock-Bond Comovements and Cross-Market Trading
by Li, Mengling & Zheng, Huanhuan & Chong, Terence Tai Leung & Zhang, Yang

2016 Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models
by Bonga-Bonga, Lumengo & Nleya, Lebogang

2016 Global Economic and Financial Crisis: Exploring the Transmission Channels and Impacts on sub-Saharan African Economies
by Ho, Sin-Yu

2016 Common Information in Carry Trade Risk Factors
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta

2016 International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?
by Bua, Giovanna & Trecroci, Carmine

2016 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data
by Degiannakis, Stavros & Potamia, Artemis

2016 Wavelet Based Analysis Of Major Real Estate Markets
by Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz

2016 Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?
by Jiranyakul, Komain

2016 Financial Development and Geographic Isolation: Global Evidence
by Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias

2016 Estudio de las posibilidades de inversión en los mercados frontera
by Cuervo Valledor, Álvaro & Pérez Mena, Adolfo & Vicente López, Miguel & Calvo Clúa, Rosalía

2016 Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market
by Sinha, Pankaj & Mathur, Kritika

2016 The Road to International Currency: Global Perspective and Chinese Experience
by Liu, Tao & Wang, Xiaosong

2016 Recalibrarea sistemului bancar european in contextul noilor cerinte si realitati
by Danila, Marius

2016 Testing for Financial Market Integration of the Chinese Market with the US Market
by Hatemi-J, Abdulnasser & Mustafa, Alan

2016 Implicatii ale plasarii dobanzilor in zona negativa
by Danila, Marius

2016 Uniunea Pietelor de capital - un proiect esential pentru Europa
by Danila, Marius

2016 Forecast in Capital Markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2016 Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries
by Zdravkovski, Aleksandar

2016 What Explains Herd Behavior in the Chinese Stock Market?
by Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi

2016 The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis
by Halim, Asyraf Abdul & Ariff, Muhammad & Masih, A. Mansur M.

2016 Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach
by Hasnul, Al Gifari & Masih, Mansur

2016 The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity
by Shehadeh, Ali & Li, Youwei & Moore, Michael

2016 Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation
by Ceylan, Özcan

2016 Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt
by Li, Youwei & Waterworth, James

2016 Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?
by Cuestas, Juan Carlos & Huang, Ying & Tang, Bo

2016 US Dollar Carry Trades in the Era of “Cheap Money”
by Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael

2016 Convergența instituțională a României cu Uniunea Europeană
by Georgescu, George

2016 Is uncertainty over Brexit damaging the UK and European equities?
by Bouoiyour, Jamal & Selmi, Refk

2016 Brexit concerns, UK and European equities: A lose-lose scenario?
by Bouoiyour, Jamal & Selmi, Refk

2016 Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight
by Arfaoui, Mongi & Ben Rejeb, Aymen

2016 The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach
by Bouoiyour, Jamal & Selmi, Refk

2016 Stepping out of the limit order book: Empirical evidence from the EBS FX market
by Yoshida, Yushi & Susai, Masayuki

2016 Discussion of "Financial Intermediation in a Global Environment" (Victoria Nuguer)
by Kollmann, Robert

2016 Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?
by Phiri, Andrew

2016 The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries
by Issaoui, Fakhri & WASSIM, TOUILI & HASSEN, TOUMI

2016 Prospects of Romania’s international investment position and financial stability risks
by Georgescu, George

2016 Stock Market Liberalizations and Efficiency: The Case of Latin America
by Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi

2016 Momentum: Strategies, Size and Risk Factor
by João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão

2016 Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies
by Ewa Karwowski & Engelbert Stockhammer

2016 Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany
by Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Michal Bernad Pietrzak & Tomáš Meluzin

2016 Interdependence among Capital Markets of Germany, Poland and Baltic States
by Tomas Meluzin & Marek Zinecker & Michal Bernard Pietrzak & Marcin Faldzinski & Adam P. Balcerzak

2016 Value-at-Risk with Application of DCC-GARCH Model
by Tomas Meluzin & Marek Zinecker & Michal Bernard Pietrzak & Marcin Faldzinski & Adam P. Balcerzak

2016 Econometric-wavelet prediction in spatial aspect
by Monika Hadas-Dyduch

2016 Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany
by Marcin Faldzinski & Adam P. Balcerzak & Tomas Meluzin & Michal Bernard Pietrzak & Marek Zinecker

2016 The influence of financial markets on economic growth
by Kamil Pastor

2016 Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance
by Roman Horváth & Štefan Lyócsa & Eduard Baumöhl

2016 Spillovers between food and energy prices and structural breaks
by Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo

2016 Motivations for capital controls and their effectiveness
by Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay

2016 Real Estate Bubbles and Urban Development
by Edward L. Glaeser

2016 Exchange Traded Funds (ETFs)
by Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi

2016 Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks
by Takatoshi Ito & Masahiro Yamada

2016 Currency Manipulation
by Tarek A. Hassan & Thomas M. Mertens & Tony Zhang

2016 Self-Fulfilling Debt Crises: A Quantitative Analysis
by Luigi Bocola & Alessandro Dovis

2016 International Banking and Cross-border Effects of Regulation: Lessons from the United States
by Jose Berrospide & Ricardo Correa & Linda Goldberg & Friederike Niepmann

2016 Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy
by Wenxin Du & Carolin E. Pflueger & Jesse Schreger

2016 The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
by Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu

2016 How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps
by Robert P. Bartlett, III & Justin McCrary

2016 Debt Crises: For Whom the Bell Tolls
by Harold Cole & Daniel Neuhann & Guillermo Ordoñez

2016 A Model of the International Monetary System
by Emmanuel Farhi & Matteo Maggiori

2016 A Model of Safe Asset Determination
by Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt

2016 The Costs of Sovereign Default: Evidence from Argentina
by Benjamin Hébert & Jesse Schreger

2016 The 'Real' Explanation of the PPP Puzzle
by Nicholas Ford & Charles Yuji Horioka

2016 Organizational Complexity and Balance Sheet Management in Global Banks
by Nicola Cetorelli & Linda S. Goldberg

2016 Coordinated Noise Trading: Evidence from Pension Fund Reallocations
by Zhi Da & Borja Larrain & Clemens Sialm & José Tessada

2016 The "Real" Explanation of the Feldstein-Horioka Puzzle
by Nicholas Ford & Charles Yuji Horioka

2016 The Term Structure of Interest Rates in India
by Rajnish Mehra & Arunima Sinha

2016 The Sovereign-Bank Diabolic Loop and ESBies
by Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos

2016 Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates
by Shin-ichi Fukuda

2016 Migrants, Ancestors, and Investments
by Konrad B. Burchardi & Thomas Chaney & Tarek A. Hassan

2016 A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices
by Jan F. Kiviet & Zhenxi Chen

2016 Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
by Stefano Bosi & Patrice Fontaine & Cuong Le Van

2016 International financial flows, domestic banks, and the economic development of the periphery: Italy, 1861-1913
by Paolo Di Martino & Barbara Pistoresi & Alberto Rinaldi

2016 Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly
by Thomas Flavin & David Cronin & Lisa Sheenan

2016 Operational Hedging of Exchange Rate Risks
by Tscheke, Jan

2016 Networks of volatility spillovers among stock markets
by Eduard Baumohl & Evzen Kocenda & Stefan Lyocsa & Tomas Vyrost

2016 Frequency aspects of information transmission in a network of three Western equity markets
by Harald Schmidbauer & Angi Rosch & Erhan Uluceviz

2016 How banks’ strategies influence financial cycles: An approach to identifying micro behavior
by Simone Berardi & Gabriele Tedeschi

2016 Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt
by Mariya Gubareva & Maria Rosa Borges

2016 Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence
by Mariya Gubareva & Maria Rosa Borges

2016 Determinants of non-resident government debt ownership
by António Afonso & Jorge Silva

2016 Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays
by Hiroshi Fujiki & Charles M. Kahn

2016 Searching high and low: Extremal dependence of international sovereign bond markets
by Bojan Basrak & Petra Posedel & Marina Tkalec & Maruska Vizek

2016 On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation
by Julián Caballero & Andres Fernandez & Jongho Park

2016 Risk and Return Spillovers among the G10 Currencies
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty

2016 The Cross-Section of Crypto-Currencies as Financial Assets: An Overview
by Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee

2016 Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries
by Cathy Yi-Hsuan Chen & Thomas C. Chiang & Wolfgang Karl Härdle &

2016 Risk-adjusted Covered Interest Parity: Theory and Evidence
by Alfred Wong & David Leung & Calvin Ng

2016 The Renminbi Central Parity: An Empirical Investigation
by Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang

2016 Measuring Spillovers between the US and Emerging Markets
by Tom Pak Wing FongAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Ka Fai LiAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Angela Kin Wan Sze

2016 The Coming Wave: Where Do Emerging Market Investors Put Their Money?
by G. Andrew Karolyi & David T. Ng & Eswar S. PrasadAuthor-Workplace-Name: Cornell University

2016 Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
by Liu, Yuna

2016 Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers
by Liu, Yuna

2016 Trust and stock market correlation: a cross-country analysis
by Liu, Yuna

2016 Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation
by Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas

2016 The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements
by Byström, Hans

2016 Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust
by Simatele, Munacinga & Sjö, Bo & Sweeny, Richard

2016 Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market
by Feng, Xunan & Johansson, Anders C.

2016 The Political Determinants of Government Bond Holdings
by Eichler, Stefan & Plaga, Timo

2016 A market-based indicator of currency risk: Evidence from American Depositary Receipts
by Eichler, Stefan & Roevekamp, Ingmar

2016 A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps
by Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter

2016 Modeling Financial Market Volatility in Transition Markets: A Multivariate Case
by Leoni Eleni Oikonomikou

2016 Comparing the market risk premia forecasts in JSE and NYSE equity markets
by Leoni Eleni Oikonomikou

2016 Forecasting the Market Risk Premium with Artificial Neural Networks
by Leoni Eleni Oikonomikou

2016 Policy initiatives and Örmsíaccess to external finance: Evidence from a panel of emerging Asian economies
by Udichibarna Bose & Ronald McDonald & Serafeim Tsoukas

2016 Saving China's Stock Market
by Yi Huang & Jianjun Miao & Pengfei Wang

2016 Tracing Financial Innovations Diffusion And Substitution Trajectories. Recent Evidence On Exchange Traded Funds In Japan And South Korea
by Adam Marszk & Ewa Lechman

2016 International banking and cross-border effects of regulation: lessons from the United States
by Berrospide, Jose M. & Correa, Ricardo & Goldberg, Linda S. & Niepmann, Friederike

2016 Trading activity in the Indian government bond market
by Fleming, Michael J. & Sareen, Samita & Saggar, Seema

2016 International Banking and Cross-Border Effects of Regulation : Lessons from the United States
by Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann

2016 Bad Bad Contagion
by Londono, Juan M.

2016 Predictability of Growth in Emerging Markets: Information in Financial Aggregates
by Ayelen Banegas

2016 Does bitcoin reveal new information about exchange rates and financial integration?
by Pieters, Gina

2016 Is the Renminbi a safe haven?
by Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong

2016 Banking crises, external crises and gross capital flows
by Janus, Thorsten & Riera-Crichton, Daniel

2016 Monetary policy and global banking
by Brauning, Falk & Ivashina, Victoria

2016 Exchange rates and the yield curve
by Stavrakeva, Vania & Tang, Jenny

2016 The dynamic factor network model with an application to global credit risk
by Brauning, Falk & Koopman, Siem Jan

2016 Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis
by Correa, Ricardo & Sapriza, Horacio & Zlate, Andrei

2016 Finance and Sustainability Synthesis Report of WP7
by Alessandro Vercelli & Eric Clark & Andrew Gouldson

2016 Synthesis Report; Empirical analysis for new ways of global engagement
by Carolina Alves & Vivienne Boufounou & Konstantinos Dellis & Christos Pitelis & Jan Toporowski

2016 Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis
by Evzen Kocenda & Michala Moravcova

2016 Carbon taxation and market financial instruments for mobilizing climate finance
by Oleksandr Sushchenko & Reimund Schwarze

2016 The Role of High-Frequency Traders in the Foreign Exchange Market Bid-Ask Spreads
by Carlos Lenczewski

2016 Sovereign Debt Issuance and Selective Default
by Paczos, Wojtek; Shakhnov, Kirill

2016 Does speculation in the oil market drive investor herding in net exporting nations?
by Mehmet Balcilar & Riza Demirer & Talat Ulussever

2016 A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
by Allen, D.E. & McAleer, M.J. & Singh, A.K.

2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
by Chang, C-L. & McAleer, M.J. & Wang, Y-A.

2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
by Chang, C-L. & McAleer, M.J. & Wang, Y-A.

2016 How are VIX and Stock Index ETF Related?
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.

2016 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
by Caporin, M. & Chang, C-L. & McAleer, M.J.

2016 If you’re so smart: John Maynard Keynes and currency speculation in the interwar years
by Olivier Accominotti & David Chambers

2016 Covered interest parity: evidence from Russian money market
by Kuga Iakov & Elena Kuzmina

2016 Increasing Trends in the Excess Comovement of Commodity Prices
by Kazuhiko Ohashi & Tatsuyoshi Okimoto

2016 Short Selling in the Tails
by Marco Valerio Geraci & Tomas Garbaravicius & David Veredas

2016 US Crashes of 2008 and 1929 How did the French market react? An empirical study
by Raphael Hekimian & David Le Bris

2016 Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek
by Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond-Feingold

2016 International investment positions revisited: Investor heterogeneity and individual security characteristics
by Martijn Boermans & Robert Vermeulen

2016 International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands
by Jon Frost & Jakob de Haan & Neeltje van Horen

2016 Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound
by Christian Dreger & Dieter Gerdesmeier & Barbara Roffia

2016 Exchange Rates and Macro News in Emerging Markets
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2016 The Integration of International Financial Markets: An Attempt to Quantify Contagion in an Input-Output-Type Analysis
by Dieter Schumacher

2016 Macro News and Exchange Rates in the BRICS
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2016 Corporate cash-pool valuation in a multi-firm context: a closed formula
by Berlinger, Edina & Bihary, Zsolt & Walter, György

2016 How much is corporate cash-pooling worth? Modelling and simulation
by Berlinger, Edina & Bihary, Zsolt & Walter, György

2016 Implicit rating: A potential new method to alert crisis on the interbank lending market
by Berlinger, Edina

2016 Life after default? Private vs. official sovereign debt restructurings
by Silvia Marchesi

2016 The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets
by Martin T. Bohl & Christian Gross & Waldemar Souza

2016 Pricing the Odious in Odious Debts
by Collet, Stéphanie & Oosterlinck, Kim

2016 Currency Manipulation
by Hassan, Tarek & Mertens, Thomas & Zhang, Tony

2016 Exchange Rate Behavior with Negative Interest Rates: Some Early Negative Observations
by Hameed, Allaudeen & Rose, Andrew K

2016 Who is afraid of BlackRock?
by Massa, Massimo & Schumacher, David & Wang, Yan

2016 Currency Value
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas

2016 The impact of international swap lines on stock returns of banks in emerging markets
by Andries, Alin Marius & Fischer, Andreas M & Yesin, Pinar

2016 Currency Premia and Global Imbalances
by Della Corte, Pasquale & Riddiough, Steven & Sarno, Lucio

2016 What you say and how you say it: Information disclosure in Latin American firms
by Maximiliano González & Alexander Guzmán & Diego Fernando Tellez & María Andrea Trujillo

2016 Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes
by Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas

2016 Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America
by Laura Pareja Restrepo

2016 Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion
by Lubos Komarek & Kristyna Ters & Jorg Urban

2016 Markets are Smart! Structural Reforms and Country Risk
by Christopher Findlay & Silvia Sorescu & Camilo Umana Dajud

2016 Exchange Traded Funds (ETFs)
by Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi

2016 How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?
by Ines Chaieb & Vihang R. Errunza & Rajna Gibson

2016 Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market
by Umit Yilmaz

2016 When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds
by Michael Melvin & Duncan Shand

2016 The Renminbi Central Parity: An Empirical Investigation
by Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang

2016 Exchange Rates and Macro News in Emerging Markets
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2016 Macro News and Exchange Rates in the BRICS
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2016 Implied Volatility Around the World : Geographical Markets and Asset Classes
by Julian P. Veley & Brian C. Payne & Jiri Tresl & Wilfredo Toledo

2016 Contagion in International Stock and Currency Markets During Recent Crisis Episodes
by Pami Dua & Divya Tuteja

2016 Financial Markets in the Face of the Apocalypse
by Jedrzej Bialkowski & Ehud I. Ronn

2016 Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly
by Cronin, David & Flavin, Thomas J. & Sheenan, Lisa

2016 Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market
by Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu

2016 Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence
by Tomoyuki Iida & Takeshi Kimura & Nao Sudo

2016 International propagation of financial shocks in a search and matching environment
by Isoré, Marlène

2016 What slice of the pie? The corporate bond market boom in emerging economies
by Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian

2016 Sovereign GDP-linked bonds
by Benford, James & Joy, Mark & Kruger, Mark

2016 Assessing vulnerabilities to financial shocks in some key global economies
by Lukasz, Rachel & Fisher, Jack

2016 Contagion, spillover and interdependence
by Rigobon, Roberto

2016 Agreeing on disagreement: heterogeneity or uncertainty?
by Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels

2016 International Debt Deleveraging
by Luca Fornaro

2016 Government Default, Bonds, and Bank Lending Around the World: What do the Data Say?
by Nicola Gennaioli & Alberto Martín & Stefano Rossi

2016 Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices
by R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo

2016 Informational contagion in the laboratory
by Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer

2016 Market timing and performance attribution in the ECB reserve management framework
by Francesco Potente & Antonio Scalia

2016 Carry trades and exchange rate volatility: a TVAR approach
by Alessio Anzuini & Francesca Brusa

2016 Beyond the austerity dispute: new priorities for fiscal policy
by Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babecký & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & Vítor Castro & Cristina Checherita-Westphal & Jerome Creel & Jasper De Jong & Luiz de Mello & Francesco Di Comite & Olga Diukanova & Luc Eyraud & Serena Fatica & Marien Ferdinandusse & Davide Fiaschi & Maura Francese & Maximilian Freier & Josip Funda & Davide Furceri & Paul Hubert & Anna Iara & Joao Jalles & Tidiane Kinda & Gabor P.Kiss & ya Koeva-Brooks & Martin Larch & Jesús López Rodríguez & Prakash Loungani & d'Artis Kancs & Sandro Momigliano & Carlos Mulas-Granados & Ludovit Odor & George Palaiodimos & Lucio Pench & Damiaan Persyn & Álvaro Pina & Lesley Potters & Doris Prammer & Jonathan Pycroft & Ernesto Rezk & Marzia Romanelli & Fabrizio Saccomanni & Francesco Saraceno & Gerd Schwartz & Ricardo Sousa & Martino Tasso & Teresa Ter-Minassian & Pietro Tommasino & Anke Weber & Jochen Zimmer

2016 What do external statistics tell us about undeclared assets held abroad and tax evasion?
by Valeria Pellegrini & Alessandra Sanelli & Enrico Tosti

2016 Measuring market liquidity in us fixed income markets: a new synthetic indicator
by Carmen Broto & Matías Lamas

2016 How firms borrow in international bond markets: securities regulation and market segmentation
by Alberto Fuertes & José María Serena

2016 Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?
by Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll

2016 Dating Systemic Financial Stress Episodes in the EU Countries
by Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen

2016 Limits to Arbitrage and Deviations from Covered Interest Rate Parity
by James Pinnington & Maral Shamloo

2016 A Spark from the Public Sector: Co-lending by Government-owned and Private-sector Lenders
by Veljko Fotak

2016 Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses
by Justine Pedrono

2016 Banks' Capital Structure and US Dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?
by Justine Pedrono & Aurélien Violon

2016 Financial Development and Geographic Isolation: Global Evidence
by Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma

2016 Desarrollo de la Banca Islámica. El Caso de Indonesia. Contexto y evolución
by Jaime Alcaide Arranz & Simón Sosvilla-Rivero

2016 Is Good News for Donald Trump Bad News for the Peso?
by T. Randolph Beard & Hyeongwoo Kim & Michael Stern

2016 Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
by Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou

2016 Dynamic Global Currency Hedging
by Bent Jesper Christensen & Rasmus T. Varneskov

2016 Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany
by Marcin Faldzinski & Adam P. Balcerzak & Tomas Meluzin & Michal Bernard Pietrzak & Marek Zinecker

2016 Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany
by Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Tomas Meluzin & Michal Bernard Pietrzak

2016 Раздел 3. Финансовые Рынки И Финансовые Институты
by V. Mau & A. Bozhechkova & A. Kiyutsevskaya & P. Trunin & S. Belev & A. Alaev & A. Mamedov & E. Fomina & A. Abramov & A. Shadrin & O. Izriadnova & S. Drobyshevskiy & M. Kazakova & S. Tsukhlo & G. Idrisov & A. Kaukin & Yu. Ponomarev & Yu. Bobylev & E. Gataulina & N. Shagaida & V. Uzun & R. Ianbykh & N. Volovik & M. Baeva & A. Knobel & L. Karachurina & T. Kliachko & I. Dezhina & G. Malginov & A. Radygin & G. Zadonskiy & E. Apevalova & N. Polezhaeva & G. Sternik & V. Tsymbal & I. Starodubrovskaya & K. Kazenin & V. Zatsepin

2016 S - Saneamiento básico
by Boris Branisa & Marta Kornacka & Marcelo Cardona

2016 R - Remesas
by Carlos Gustavo Machicado & Marta Kornacka & Marcelo Cardona

2016 Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand
by Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul

2016 An Empirical Analysis of Stock Market Development and Economic Growth: The Case of Macedonia
by Lazarov Darko & Miteva-Kacarski Emilija & Nikoloski Krume

2016 The banking sector and the Swiss financial account during the financial and European debt crises:
by Raphael A. Auer & Cedric Tille

2016 Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc
by Adrien Alvero & Andreas M. Fischer

2016 Comment on "The historical origins of the safe haven status of the Swiss franc"
by Tobias Straumann

2016 Reserve Options Mechanism: The New Monetary Policy Tool of CBRT and Its Effect on Exchange Rate Volatility
by Ibrahim Yasar Gok

2016 Vice versus virtue investing around the world
by Sebastian Lobe & Christian Walkshäusl

2016 Impact of culture and patriotism on home bias in bond portfolios
by Elina Pradkhan

2016 Oil prices and stock returns: nonlinear links across sectors
by Carlos Pinho & Mara Madaleno

2016 Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation
by Reiner Franke & Frank Westerhoff

2016 Modeling share returns - an empirical study on the Variance Gamma model
by Andreas W. Rathgeber & Johannes Stadler & Stefan Stöckl

2016 Structural break tests and the Greek sovereign debt crisis: revisited
by Bruce Q. Budd

2016 Spillover effects on the sectoral returns for australian and New Zealand equity markets
by Faruk Balli & Hatice O. Balli & Ronglan Hong

2016 Specification errors of asset-pricing models for a market characterized by few large capitalization firms
by Nader Shahzad Virk & Hilal Anwar Butt

2016 Rating Performance and Bank Business Models: Is There a Change with the 2007–2009 Crisis?
by Vincenzo D’Apice & Giovanni Ferri & Punziana Lacitignola

2016 The Shadow Banking System in the Euro Area: Definitions, Key Features and the Funding of Firms
by Fabrizio Malatesta & Sergio Masciantonio & Andrea Zaghini

2016 A learning-augmented approach to pricing risk in South Africa
by Jacques Peeperkorn & Yudhvir Seetharam

2016 Stock markets and effective exchange rates in European countries: threshold cointegration findings
by Christos Kollias & Stephanos Papadamou & Costas Siriopoulos

2016 Is there a low-risk anomaly across countries?
by Adam Zaremba

2016 On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters
by Elie Bouri & Riza Demirer

2016 Markup and efficiency of Indian banks: an input distance function approach
by Abhiman Das & Subal C. Kumbhakar

2016 Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach
by Zouheir Mighri & Faysal Mansouri

2016 Asymmetry with respect to the memory in stock market volatilities
by Carl Lönnbark

2016 The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
by Mehmet Fatih Öztek & Nadir Öcal

2016 Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India
by Sanjay Sehgal & Mala Dutt

2016 Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach
by Henryk Gurgul & Artur Machno

2016 Spotting Bubbles: A Two-Pillar Framework for Policy Makers
by Bradley A. Jones

2016 Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index
by Amanjot Singh & Manjit Singh

2016 Does it pay to be good? An analysis of vice and virtue stock performance in the Eurozone
by Toni Vide

2016 Dylematy reformy indeksów rynku finansowego
by Piotr Mielus

2016 Makroekonomiczne czynniki dotyczące not, nastawienia oraz trendów ratingów kredytowych krajów strefy euro
by Patrycja Chodnicka-Jaworska

2016 Integration of Stock Returns and Volatility of Emerging Equity Markets
by Rakesh Kumar

2016 Undervaluation and private equity takeovers
by Subhrendu Rath & Mamunur Rashid

2016 Tail risk hedging for mutual funds using equity market state prices
by Michael J O’Neill & Zhangxin (Frank) Liu

2016 Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices
by Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³

2016 The influence of currency risk upon the market value of commercial banks operating in the Polish banking sector
by Zbigniew Korzeb

2016 The Financial Crisis’ Impact on the Central and Eastern Europe Capital Markets
by Daniel Stefan ARMEANU & Adrian ENCIU & Carmen OBREJA & Sorin-Iulian CIOACÃ

2016 Testing and Interpreting Uncovered Interest Parity in Russia
by Vasilyev, Dmitry & Busygin, Vladimir & Busygin, Sergei

2016 Currency integration of Russia and other CIS countries: what is changing in a crisis?
by Afanasiev, Dmitriy & Fedorova, Elena

2016 How not to deal with the crisis (About the book by Barry Eichengreen, "Hall of Mirrors. The Great Depression, Great Recession, and undigested learned the lessons of history")
by Tooze, Adam

2016 The contagious effects analysis of Chinese Equity Market to South Asia’s emerging financial markets
by Lianqian Yin & Yaqiong Li

2016 Testing Exchange Rate Models in a Small Open Economy: an SVR Approach
by Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras

2016 On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries
by Murad A. BEIN & Mehmet AGA

2016 Whose Short Sales Are Informed? Institutions vs. Individuals
by Cheng-Yi CHIEN & Kuei-Yuan WANG & Chih-Hsiang HSU

2016 The Relationship between Insurance Industry and Banking Sector in China: Asymmetric Granger Causality Test
by Guochen Pan & Jingyan Guo & Qiaoling Jing

2016 Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices
by Adam Zaremba

2016 The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises
by Hatice Gaye Gencer & Sercan Demiralay

2016 Determining the Stock Optimal Portfolio using Value at Risk
by Asgharpur, Hossein & Rezazadeh , Ali

2016 Integration from Retail Banking to Non-Financial Corporations in EMU
by Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent

2016 Financial Integration-Growth Nexus : A Quantile Regression Analysis
by Ibrahim, Saifuzzaman & Abdul Rahman, Mazlina & Wan Wan Ngah, Azman Saini & Mahamad Zakaria, Muhammad Farhan

2016 Integration of the Indian Stock Market :at the angle of Time-Frequency
by Shah, Aasif & Deo, Malabika

2016 Boom and Bust of Foreign Assets under Integrated Banking System
by Koga, Maiko & Yoshino, Koichi

2016 From Oil to Stock Markets
by Guesmi, Khaled & Boubaker, Heni & Lai, Van Son

2016 The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods
by Al-Mohana, Safa & Hatemi-J, Abdulnasser

2016 The Empirical Evidence on Government Bond Market Integration in East Asia
by Liu, Lian

2016 Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea
by Han, Heejoon & Lee, Na Kyeong

2016 The Nexus between Trading Volume and Stock Prices: Panel Evidence from OECD Countries
by Zeren, Feyyaz & Konuk, Filiz

2016 Joint distribution of stock indices: Methodological aspects of construction and selection of copula models
by Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

2016 Contagion: Recent Models in International Finance Literature
by Can Sever

2016 Macroeconomic Variables, Government Effectiveness and Sovereign Credit Rating: A Case of Egypt
by Osama M. Badr & Ahmed F. El-khadrawi

2016 Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis
by Erwan le Saout & Sébastien Ganneval

2016 Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality
by Wafa Kammoun Masmoudi

2016 Multi-Asset Seasonality and Trend-Following Strategies
by Nick Baltas

2016 Vliv korupčního prostředí na efektivitu firem v nových zemích Evropské unie
by Jan Hanousek & Anastasiya Shamshur & Jiří Trešl

2016 Shluková analýza skoků na kapitálových trzích
by Jan Hanousek & Evžen Kočenda & Jan Novotný

2016 Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries
by Mato Njavro & Petra Posedel & Maruška Vizek

2016 Company Profitability Before and After IPO. Is it a Windows Dressing or Equity Dilution Effect?
by Radoslaw Pastusiak & Monika Bolek & Maciej Malaczewski & Marta Kacprzyk

2016 Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets
by Michael Princ

2016 Volatility Of Yields Of Government Bonds Among Giips Countries During The Sovereign Debt Crisis In The Euro Area
by Tomas Heryan & Jan Ziegelbauer

2016 Which countries pay more or less for their long term debt? A CART approach || ¿Qué países pagan más o menos por su deuda a largo plazo? Una aproximación a través de la metodología CART
by González-Fernández, Marcos & González-Velasco, Carmen

2016 Considerations on the Impact of the Global Financial Crisis on Economies from Eastern Europe
by Lucian Belașcu & Camelia Budac

2016 The Need for the Dissemination of Statistical Data and Information
by Anna-Alexandra Frunza & Gabriela Iuliana Munteanu

2016 Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement
by Hans B. Christensen & Luzi Hail & Christian Leuz

2016 Behavioral Approach for Projection of Profitability of Financial Assets
by Alexander Apostolov

2016 Law and Ownership Reexamined
by Holderness, Clifford G.

2016 Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration
by Holderness, Clifford G.

2016 Problems Of Attracting Of Foreign Direct Investments In Ukraine
by Vira TRONKO & Dariia SAI

2016 Covariances matrix under the multivariate-Gh funtion to desing portfolios
by José Antonio Núñez Mora & Leovardo Mata Mata

2016 The Reversal of Stock Market Trends as a Behavioral Bias: Evidence from Tunisian Stock Exchange
by Hsini Mosbeh & Kouki Mondher

2016 Key features of the Chinese bond market
by Zsanett Sütõ & Tamás Tóth

2016 Prospect Theory Based Portfolio Optimization Problem with Imprecise Forecasts
by Massimiliano Kaucic & Roberto Daris

2016 Religious holidays and analysts forecast optimism: Evidence from MENA countries
by Harit Satt

2016 Deterministic Elements of Japanese Stock Prices under Low Interest Rates
by Yutaka Kurihara

2016 Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration
by Aysegul Ates

2016 Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework
by Mobeen Ur Rehman

2016 Shrinking the Variance-Covariance Matrix: Simpler is Better
by Muhammad Husnain & Arshad Hassan & Eric Lamarque

2016 On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach
by Khaled Guesmi & Zied Fiti & Ilyes Abid & Gazi Salah Uddin

2016 On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach
by Khaled Guesmi & Zied Fiti & Ilyes Abid & Gazi Salah Uddin

2016 Analyzing the Synchronization between the Financial and Business Cycles in Turkey
by Cüneyt Akar

2016 Socioeconomic Characterization and Equity Market Knowledge of the Citizens of Barranquilla, Colombia
by Guillén León & Sergio Afcha

2016 Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
by Stephanía Mosquera & Natalia Restrepo & Jorge Uribe

2016 The Twentieth Symposium of Finance
by M. Akýn DOÐANAY

2016 South African Exchange Rate After 2000s: An Econometric Investigation
by Leleng KEBALO

2016 A Regime Switching Explanation of the Reactions of Market Participant during the Crisis
by Bachar FAKHRY

2016 Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test
by Christian Rudolf RICHTER & Bachar FAKHRY

2016 A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps
by Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER

2016 A tőzsdei elszámolóházak vesztesége
by Berlinger, Edina & Váradi, Kata & Dömötör, Barbara & Illés, Ferenc

2016 Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data
by Thomas C. Chiang & Lanjun Lao & Qingfeng Xue

2016 The pricing of first day opening price returns for ChiNext IPOs
by Qi Deng & Zhong-guo Zhou

2016 Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market
by Javier Vidal-García & Marta Vidal & Duc Khuong Nguyen

2016 Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
by Mi-Hsiu Chiang & Chang-Yi Li & Son-Nan Chen

2016 Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance
by Paul B. McGuinness

2016 The leverage effect puzzle: the case of European sovereign credit default swap market
by Agata Kliber

2016 On exact pricing of FX options in multivariate time-changed Lévy models
by Roman V. Ivanov & Katsunori Ano

2016 On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi

2016 Long-Run Comovements in East Asian Stock Market Volatility
by Gilles Truchis & Benjamin Keddad

2016 Capital Surges and Credit Booms: How Tight is the Relationship?
by Puspa D. Amri & Greg M. Richey & Thomas D. Willett

2016 Twin Banking and Currency Crises and Monetary Policy
by Ryota Nakatani

2016 Sovereign Risk Premia and the International Balance Sheet: Lessons from the European Crisis
by Benedetta Bianchi

2016 Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches
by Souhir Chlibi & Fredj Jawadi & Mohamed Sellami

2016 Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi

2016 Typical and Tail Performance of Canadian Equity SRI Mutual Funds
by Mohamed A. Ayadi & Hatem Ben-Ameur & Lawrence Kryzanowski

2016 “Spectral Risk Measures: Properties and Limitations”: Comment on Dowd, Cotter, and Sorwar
by Mario Brandtner

2016 The Effectiveness of Public Enforcement: Evidence from the Resolution of Tunneling in China
by Lars Helge Haß & Sofia Johan & Maximilian André Müller

2016 Revisiting the Bright and Dark Sides of Capital Flows in Business Groups
by Joseph P. H. Fan & Li Jin & Guojian Zheng

2016 Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices
by Dawood Ashraf

2016 Genetic distance and cognitive human capital: a cross-national investigation
by Oasis Kodila-Tedika & Simplice A. Asongu

2016 Comparing the Forecasting Performance of Futures Oil Prices with Genetically Evolved Neural Networks
by Mona Shazly & Alice Lou

2016 Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations
by Michael P. Hughes & Karl Rogers

2016 Asset Prices and Taxes: A Cross-Country Perspective
by Trevor Chamberlain & Hesam Shahriari

2016 How safe are the safe haven assets?
by Kateryna Anatoliyevna Kopyl & John Byong-Tek Lee

2016 Changing organizational form in the stock exchange industry and risk-taking
by Isaac Otchere & Sana Mohsni

2016 Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective
by Gueorgui Konstantinov

2016 Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis
by Kevin Aretz & Marc Aretz

2016 (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets
by Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales

2016 Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries
by Arkady Gevorkyan & Willi Semmler

2016 The Asymmetric Momentum Effect in the Chinese Class A Share Market Amid Market Swings
by Yuan Wu

2016 Pricing Foreign Exchange Options Under Intervention by Absorption Modeling
by Taiga Saito

2016 Does Arab spring have a spillover effect on Dubai financial market?
by Malek Alsharairi & Wa’el Abubaker

2016 Co-movement of oil price, exchange rate and stock index of major oil importing countries: A wavelet coherence approach
by M. Thenmozhi & N. Srinivasan

2016 Foreign Bank Entry And Bank Competition In Africa: An Inverted U-Shaped Relation
by Boubacar Diallo

2016 Dependence between stock market and foreign exchange market in South Asia: A Copula-Garch approach
by Javed Bin Kamal & A.K. Enamul Haque

2016 Impacto del desarrollo del sistema financiero en el comercio de los países que integran la OCDE
by Ortiz-Zarco, Ruth & Ortiz-Zarco, Eusebio

2016 Hacia un Modelo de Valuación de Activos de Capital para México: Análisis de Activos Individuales con Coeficientes Variantes en el Tiempo
by López-Herrera, Francisco & Valencia-Herrera, Humberto

2016 Cost of Capital in Emerging Markets: Bridging Gaps between Theory and Practice
by Eduardo Walker

2016 The Dynamics Of International Financial Markets In The First Quarter Of 2016
by Andrei Rădulescu

2016 The Currency Carry Trade: Selection Skill or Behavioral Bias
by Ian Hudson

2016 Style Investing with Machine Learning
by Philipp Kallerhoff

2016 The Impact Of The Real Exchange Rate And Other Macroeconomic And Microeconomic Variables On The Competitiveness Of Mexican Manufacturing Exports, El Impacto Del Tipo De Cambio Real Y Otras Variables Macro Y Micro En La Competitividad De Las Exportaciones Manufactureras Mexicanas
by Sergio Quiroz Galvez & Mario Alberto Lagunes Perez & Carlos Jimenez Garcia

2016 Estimating The Risk-Return Relationship In The International Stock Market, Estimaciã“N De La Relaciã“N Rentabilidadriesgo En El Mercado Accionario Internacional
by Daniel Botero Guzmán & Carlos Enrique Vecino Arenas

2016 Exchange Rate And Determinants Of Exports In Periods Of Financial Volatility In The North America Free Trade Agreement Zone,Tipo De Cambio Y Determinantes De Las Exportaciones En Periodos De Volatilidad Financiera En La Zona Del Tratado De Libre Comercio De Norteamerica
by Mario Alberto Lagunes Perez & Hector Hugo Perez Villarreal

2016 Asset Price Volatility And Efficient Discrimination In Credit Market Equilibrium
by David Nickerson

2016 Carry Trade Strategies With Factor Augmented Macro Fundamentals: A Dynamic Markov-Switching Factor Model
by Gokcen Ogruk

2016 Performance Of Chilean Pension Funds Investments Abroad 2010-2014
by Renato Balbontín & Rodrigo Blanch

2016 Текущие Оценки И Проблемы Измерения Уровня Финансовой Грамотности В Мировой Практике
by Khudko Elizaveta

2016 Динамика Основных Индикаторов Финансового Рынка В Январе 2016 Г
by E. Gorbatikov & Elizaveta Khudko

2016 The experience of financial markets reforms in the countries – competitors of Russia in the global capital market
by Danilov Yuri

2016 Current Estimates And Problems Of Financial Literacy Measurement In The World Practice
by Khudko Elizaveta

2016 Russian Financial Markets In January 2016
by E. Gorbatikov

2016 Russian Financial Markets In December 2015
by E. Gorbatikov & Elizaveta Khudko

2016 The Russian Stock Market during the Ukrainian Crisis: A Network Perspective
by Harald Schmidbauer & Angi Rösch & Erhan Uluceviz & Narod Erkol

2016 Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland
by Stefan Lyocsa & Peter Molnar & Igor Fedorko

2016 US Dollar Carry Trades in the Era of "Cheap Money"
by Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore

2016 European Government Bond Market Contagion in Turbulent Times
by Pilar Abad & Helena Chulia

2016 Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration
by Dogus EMIN

2016 IPO Cycles in Central and Eastern Europe: What Factors Drive these Cycles?
by Polona Peterle & Ales S. Berk

2016 Audit Delay and Its Implication for Fraudulent Financial Reporting: A Study of Companies Listed in the Indonesian Stock Exchange
by Tulus Suryanto

2016 Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study
by Srikanta Kundu & Nityananda Sarkar

2016 A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico
by Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez

2016 Herding and excessive risk in the American stock market: A sectoral analysis
by Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar

2016 Dynamics of financial markets and transaction costs: A graph-based study
by Lillo, Felipe & Valdés, Rodrigo

2016 The role of institutional investors in propagating the 2007 financial crisis in Southern Europe
by Díez-Esteban, José María & Farinha, Jorge Bento & García-Gómez, Conrado Diego

2016 Executive pensions, risk-shifting, and foreign exchange exposure
by Krapl, Alain A. & White, Reilly S.

2016 Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity
by Farouk, Faizal & Masih, Mansur

2016 The price of freedom: Idiosyncratic currency devaluations
by Stocker, Marshall L.

2016 Debt structure and corporate performance in emerging markets
by Davydov, Denis

2016 Pernicious effects: How the credit rating agencies disadvantage emerging markets
by Luitel, Prabesh & Vanpée, Rosanne & De Moor, Lieven

2016 Financial centers and ownership concentration: When is ownership concentration value relevant? Evidence from an emerging market
by Farooq, Omar & Zarouali, Ilham

2016 An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries
by Yavas, Burhan F. & Dedi, Lidija

2016 Foreign news and the structure of co-movement in European equity markets: An intraday analysis
by Ben Omrane, Walid & Hussain, Syed Mujahid

2016 Contagion effects in selected European capital markets during the financial crisis of 2007–2009
by Burzala, Milda Maria

2016 Idiosyncratic volatility and stock returns: Evidence from the MILA
by Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio

2016 Soft commodities and the global financial crisis: Implications for the economy, resources and institutions
by Karyotis, Catherine & Alijani, Sharam

2016 Liquidity, liquidity risk, and information flow: Lessons from an emerging market
by Tissaoui, Kais & Ftiti, Zied

2016 Modelling the joint dynamics of oil prices and investor fear gauge
by Ji, Qiang & Fan, Ying

2016 Spikes and crashes in the oil market
by Aboura, Sofiane & Chevallier, Julien

2016 Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange
by Drakos, Anastassios A.

2016 Financial markets development, business cycles, and bank risk in South America
by Vithessonthi, Chaiporn & Tongurai, Jittima

2016 Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis
by Sui, Lu & Sun, Lijuan

2016 Global economic activity as an explicator of emerging market equity returns
by Graham, Michael & Peltomäki, Jarkko & Piljak, Vanja

2016 Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets
by Dimic, Nebojsa & Kiviaho, Jarno & Piljak, Vanja & Äijö, Janne

2016 On emerging stock market contagion: The Baltic region
by Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios

2016 MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008
by Assaf, Ata

2016 Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada
by Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve

2016 Global financial crisis and emerging stock market contagion: A volatility impulse response function approach
by Jin, Xiaoye & An, Ximeng

2016 Financial market interdependencies: A quantile regression analysis of volatility spillover
by Ben Rejeb, Aymen & Arfaoui, Mongi

2016 Microstructures, financial reforms and informational efficiency in an emerging market
by Arjoon, Vaalmikki

2016 Integration of emerging stock markets with global stock markets
by Al Nasser, Omar M. & Hajilee, Massomeh

2016 International evidence on Islamic equity fund characteristics and performance persistence
by Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine

2016 Can hedge funds time global equity markets? Evidence from emerging markets
by Aiken, Adam L. & Kilic, Osman & Reid, Sean

2016 Extreme risk spillover effects in world gold markets and the global financial crisis
by Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene

2016 Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets
by Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet

2016 Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching
by Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan

2016 What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads
by Cui, Jin & In, Francis & Maharaj, Elizabeth Ann

2016 Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change
by Aktürk, Halit

2016 Trade duration, informed trading, and option moneyness
by Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin

2016 Labor protection and the privatization or partial privatization method
by Belkhir, Mohamed & Ben-Nasr, Hamdi

2016 In search of the determinants of European asset market comovements
by Gomes, Pedro & Taamouti, Abderrahim

2016 Interest rate changes and stock returns: A European multi-country study with wavelets
by Ferrer, Román & Bolós, Vicente J. & Benítez, Rafael

2016 Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space
by Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung

2016 Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces
by Chiang, Thomas C. & Chen, Xiaoyu

2016 Derivative markets in emerging economies: A survey
by Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D.

2016 The geographic distribution of international currencies and RMB internationalization
by He, Qing & Korhonen, Iikka & Guo, Junjie & Liu, Fangge

2016 Global financial crisis and spillover effects among the U.S. and BRICS stock markets
by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon

2016 Gold, oil, and stocks: Dynamic correlations
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

2016 Stock and currency market linkages: New evidence from realized spillovers in higher moments
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza

2016 Global risk spillover and the predictability of sovereign CDS spread: International evidence
by Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen

2016 Are U.S. investors blindly chasing returns in foreign countries?
by Guo, Liang

2016 Stock prices and macroeconomic factors: Some European evidence
by Peiró, Amado

2016 Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach
by Naifar, Nader

2016 Do carry trade returns show signs of long memory?
by Auer, Benjamin R. & Hoffmann, Andreas

2016 Do socially (ir)responsible investments pay? New evidence from international ESG data
by Auer, Benjamin R. & Schuhmacher, Frank

2016 U.S. stock markets and the role of real interest rates
by Huang, Wanling & Mollick, André Varella & Nguyen, Khoa Huu

2016 Forecasting stock market volatility using Realized GARCH model: International evidence
by Sharma, Prateek & Vipul,

2016 Order aggressiveness of different broker-types in response to monetary policy news
by Smales, Lee A.

2016 The impact of foreign trades on emerging market liquidity
by Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf

2016 Political conflict and foreign portfolio investment: Evidence from North Korean attacks
by Gerlach, Jeffrey R. & Yook, Youngsuk

2016 Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market
by Suh, Sangwon & Kim, Young Ju

2016 Foreign investors and the delay of information dissemination in the Korean stock market
by Kang, Jangkoo & Kwon, Kyung Yoon & Park, Hyoung-jin

2016 A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets
by Charfeddine, Lanouar & Benlagha, Noureddine

2016 The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China
by Zou, Liping & Tang, Tiantian & Li, Xiaoming

2016 Cross-listing and value creation
by Ghadhab, Imen & Hellara, Slaheddine

2016 The impact of investor sentiment on returns and conditional volatility in U.S. futures markets
by Bahloul, Walid & Bouri, Abdelfettah

2016 The informative role of trading volume in an expanding spot and futures market
by Bhaumik, S. & Karanasos, M. & Kartsaklas, A.

2016 Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations
by Thapa, Chandra & Neupane, Suman & Marshall, Andrew

2016 The effect of additional foreign market presence on the trading volume of cross-listed/traded stocks
by Ghadhab, Imen

2016 Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model
by Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan

2016 A heterogeneous agent exchange rate model with speculators and non-speculators
by Elias, Christopher J.

2016 Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates
by Fukuda, Shin-ichi

2016 The holders and issuers of international portfolio securities
by Galstyan, Vahagn & Lane, Philip R. & Mehigan, Caroline & Mercado, Rogelio

2016 Exchange rate exposure and risk management: The case of Japanese exporting firms
by Ito, Takatoshi & Koibuchi, Satoshi & Sato, Kiyotaka & Shimizu, Junko

2016 The anatomy of sovereign risk contagion
by Wu, Eliza & Erdem, Magdalena & Kalotychou, Elena & Remolona, Eli

2016 Do the size, value, and momentum factors drive stock returns in emerging markets?
by Cakici, Nusret & Tang, Yi & Yan, An

2016 The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
by Drago, Danilo & Gallo, Raffaele

2016 China's capital flight: Pre- and post-crisis experiences
by Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank

2016 Intra-safe haven currency behavior during the global financial crisis
by Fatum, Rasmus & Yamamoto, Yohei

2016 How do global investors differentiate between sovereign risks? The new normal versus the old
by Amstad, Marlene & Remolona, Eli & Shek, Jimmy

2016 Diversification with volatility products
by Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia

2016 Sovereign debt and reserves with liquidity and productivity crises
by Corneli, Flavia & Tarantino, Emanuele

2016 Factor decomposition of the Eurozone sovereign CDS spreads
by Fabozzi, Frank J. & Giacometti, Rosella & Tsuchida, Naoshi

2016 Does reserve accumulation crowd out investment?
by Reinhart, Carmen M. & Reinhart, Vincent & Tashiro, Takeshi

2016 International portfolio diversification and multilateral effects of correlations
by Bergin, Paul R. & Pyun, Ju Hyun

2016 What moves international stock and bond markets?
by Cenedese, Gino & Mallucci, Enrico

2016 Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?
by Adler, Gustavo & Djigbenou, Marie-Louise & Sosa, Sebastian

2016 What drives international portfolio flows?
by Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara

2016 Why firms favour the AIM when they can list on main market?
by Doukas, John A. & Hoque, Hafiz

2016 Terrorism and its impact on the cost of debt
by Procasky, William J. & Ujah, Nacasius U.

2016 Market frictions and the pricing of sovereign credit default swaps
by Rubia, Antonio & Sanchis-Marco, Lidia & Serrano, Pedro

2016 Global corporate bond issuance: What role for US quantitative easing?
by Lo Duca, Marco & Nicoletti, Giulio & Vidal Martínez, Ariadna

2016 Say on pay laws, executive compensation, pay slice, and firm valuation around the world
by Correa, Ricardo & Lel, Ugur

2016 Market maturity and mispricing
by Jacobs, Heiko

2016 Leverage dynamics over the business cycle
by Halling, Michael & Yu, Jin & Zechner, Josef

2016 Indexing and active fund management: International evidence
by Cremers, Martijn & Ferreira, Miguel A. & Matos, Pedro & Starks, Laura

2016 Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle
by Holderness, Clifford G. & Pontiff, Jeffrey

2016 Revisiting calendar anomalies: Three decades of multicurrency evidence
by Kumar, Satish

2016 Does the Shariah screening process matter? Evidence from Shariah compliant portfolios
by Ashraf, Dawood & Khawaja, Mohsin

2016 Investor mood, herding and the Ramadan effect
by Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis

2016 Earnings management behaviors under different monitoring mechanisms: The case of Islamic and conventional banks
by Abdelsalam, Omneya & Dimitropoulos, Panagiotis & Elnahass, Marwa & Leventis, Stergios

2016 Sovereign debt ratings and stock liquidity around the World
by Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru

2016 The determinants of failed takeovers in the banking sector: Deal or country characteristics?
by Caiazza, Stefano & Pozzolo, Alberto Franco

2016 Bank integration and co-movements across housing markets
by Milcheva, Stanimira & Zhu, Bing

2016 Financial innovation: The bright and the dark sides
by Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M.

2016 Religiosity and the cost of debt
by Chen, Hanwen & Huang, Henry He & Lobo, Gerald J. & Wang, Chong

2016 Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
by Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng

2016 National culture and the cost of debt
by Chui, Andy C.W. & Kwok, Chuck C.Y. & (Stephen) Zhou, Gaoguang

2016 Earnings management, capital structure, and the role of institutional environments
by An, Zhe & Li, Donghui & Yu, Jin

2016 Currency momentum, carry trade, and market illiquidity
by Orlov, Vitaly

2016 The determinants of global bank lending: Evidence from bilateral cross-country data
by Aysun, Uluc & Hepp, Ralf

2016 Too-international-to-fail? Supranational bank resolution and market discipline
by Górnicka, Lucyna A. & Zoican, Marius A.

2016 Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs
by Tourani-Rad, Alireza & Gilbert, Aaron & Chen, Jun

2016 The systemic risk of European banks during the financial and sovereign debt crises
by Black, Lamont & Correa, Ricardo & Huang, Xin & Zhou, Hao

2016 Downside and upside risk spillovers between exchange rates and stock prices
by Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea

2016 Flight-to-quality and correlation between currency and stock returns
by Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin

2016 Sovereign Wealth Funds' Internationalization Strategies: The Use of Investment Vehicles
by Murtinu, Samuele & Scalera, Vittoria G.

2016 Less is more: Testing financial integration using identification-robust asset pricing models
by Beaulieu, Marie-Claude & Gagnon, Marie-Hélène & Khalaf, Lynda

2016 Liquidity risk contagion in the interbank market
by Eross, Andrea & Urquhart, Andrew & Wolfe, Simon

2016 Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets
by Gozgor, Giray & Lau, Chi Keung Marco & Bilgin, Mehmet Huseyin

2016 Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas
by Naifar, Nader & Hammoudeh, Shawkat & Al dohaiman, Mohamed S.

2016 The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks
by Huang, Ying & Jacoby, Gady & Jiang, Christine X.

2016 The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets
by Lin, Hsiao-Mei & Fok, Robert (Chi-Wing) & Yang, Shih-An & Chang, Yuanchen

2016 Dynamic spillovers between Nigerian, South African and international equity markets
by Fowowe, Babajide & Shuaibu, Mohammed

2016 Human capital and international portfolio diversification: A reappraisal
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo

2016 Correlated beliefs, returns, and stock market volatility
by David, Joel M. & Simonovska, Ina

2016 Systemic risk, international regulation, and the limits of coordination
by Kara, Gazi Ishak

2016 Policy uncertainty, irreversibility, and cross-border flows of capital
by Julio, Brandon & Yook, Youngsuk

2016 Cross-border alliances and risk management
by Bodnaruk, Andriy & Manconi, Alberto & Massa, Massimo

2016 Technical trading: Is it still beating the foreign exchange market?
by Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan

2016 Do exchange rate changes have symmetric or asymmetric effects on stock prices?
by Bahmani-Oskooee, Mohsen & Saha, Sujata

2016 Hostility and deal completion likelihood in international acquisitions: The moderating effect of information leakage
by Ngo, Thanh & Susnjara, Jurica

2016 Stock returns and economic forces—An empirical investigation of Chinese markets
by Chen, Xiaoyu & Chiang, Thomas C.

2016 Intra-day realized volatility for European and USA stock indices
by Degiannakis, Stavros & Floros, Christos

2016 Macroprudential oversight, risk communication and visualization
by Sarlin, Peter

2016 Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach
by Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros

2016 Global financial market impact of the announcement of the ECB's asset purchase programme
by Georgiadis, Georgios & Gräb, Johannes

2016 Pricing default risk: The good, the bad, and the anomaly
by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

2016 Impact of legal institutions on IPO survival: A global perspective
by Espenlaub, Susanne & Goyal, Abhinav & Mohamed, Abdulkadir

2016 Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods
by Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun

2016 Does monitoring by the media improve the performance of government banks?
by Ho, Po-Hsin & Chen, Hung-Kun & Lin, Chih-Yung & Chi, Che-Wei

2016 Regime-dependent determinants of Euro area sovereign CDS spreads
by Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin

2016 Risk and return spillovers among the G10 currencies
by Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry

2016 Does high-frequency trading increase systemic risk?
by Jain, Pankaj K. & Jain, Pawan & McInish, Thomas H.

2016 Pricing errors and the geography of trade in the foreign exchange market
by Piccotti, Louis R.

2016 Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

2016 Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?
by Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria

2016 The effect of political risk on currency carry trades
by Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja

2016 Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation
by Atil, Ahmed & Bradford, Marc & Elmarzougui, Abdelaziz & Lahiani, Amine

2016 Brexit: (Not) another Lehman moment for banks?
by Schiereck, Dirk & Kiesel, Florian & Kolaric, Sascha

2016 How do China's oil markets affect other commodity markets both domestically and internationally?
by Ji, Qiang & Fan, Ying

2016 Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund
by Li, Yong & Benson, Karen & Faff, Robert

2016 Dynamic spillovers between Shanghai and London nonferrous metal futures markets
by Kang, Sang Hoon & Yoon, Seong-Min

2016 Testing for herding in the Athens Stock Exchange during the crisis period
by Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory

2016 Solving the SRI puzzle? A note on the mainstreaming of ethical investment
by Erragragui, Elias & Lagoarde-Segot, Thomas

2016 African stock markets convergence: Regional and global analysis
by Boako, Gideon & Alagidede, Paul

2016 Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels
by Kolaric, Sascha & Schiereck, Dirk

2016 Exposing volatility spillovers: A comparative analysis based on vector autoregressive models
by Philippas, Dionisis & Dragomirescu-Gaina, Catalin

2016 Risk-based explanation for the country-level size and value effects
by Zaremba, Adam

2016 Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market
by Hossfeld, Oliver & Röthig, Andreas

2016 Turn-of-the-month effect: New evidence from an emerging stock market
by Kayacetin, Volkan & Lekpek, Senad

2016 A game-theoretic model of underpricing and over-subscription in Chinese IPO’s
by Geertsema, Paul & Lu, Helen

2016 A closer insight into the causality between short selling trades and volatility
by Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer

2016 The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets
by Vortelinos, Dimitrios I. & Saha, Shrabani

2016 The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry
by Apergis, Emmanuel & Apergis, Nicholas

2016 The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach
by Jin, Xiaoye

2016 Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco

2016 Tsallis entropy: Do the market size and liquidity matter?
by Gurdgiev, Constantin & Harte, Gerard

2016 What drives gold demand in central bank's foreign exchange reserve portfolio?
by Ghosh, Amit

2016 Risk-on/Risk-off: Financial market response to investor fear
by Smales, L.A.

2016 A comparison of investors’ sentiments and risk premium effects on valuing shares
by Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias

2016 Bitcoin, gold and the dollar – A GARCH volatility analysis
by Dyhrberg, Anne Haubo

2016 The betting against beta anomaly: Fact or fiction?
by Buchner, Axel & Wagner, Niklas

2016 Financial and real sector returns, IMF-related news, and the Asian crisis
by Kutan, Ali M. & Muradoğlu, Yaz G.

2016 On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
by Auer, Benjamin R.

2016 Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
by Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang

2016 A parsimonious quantile regression model to forecast day-ahead value-at-risk
by Haugom, Erik & Ray, Rina & Ullrich, Carl J. & Veka, Steinar & Westgaard, Sjur

2016 Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies
by dos Santos, Marco Aurélio & Fávero, Luiz Paulo Lopes & Distadio, Luiz Fernando

2016 Socially responsible, green, and faith-based investment strategies: Screening activity matters!
by Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian

2016 Financial openness, domestic financial development and credit ratings
by Andreasen, Eugenia & Valenzuela, Patricio

2016 Asian financial integration: Global or regional? Evidence from money and bond markets
by Rughoo, Aarti & You, Kefei

2016 Dynamic spillover effects in futures markets: UK and US evidence
by Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas

2016 On the intensity of liquidity spillovers in the Eurozone
by Smimou, K. & Khallouli, W.

2016 Banking industry performance in the wake of the global financial crisis
by Bhimjee, Diptes C. & Ramos, Sofia B. & Dias, José G.

2016 Bond market investor herding: Evidence from the European financial crisis
by Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I.

2016 A melting pot — Gold price forecasts under model and parameter uncertainty
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert

2016 Does investor sentiment really matter?
by Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios

2016 Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
by Boldanov, Rustam & Degiannakis, Stavros & Filis, George

2016 Herd behavior and equity market liquidity: Evidence from major markets
by Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I.

2016 Are stock markets really efficient? Evidence of the adaptive market hypothesis
by Urquhart, Andrew & McGroarty, Frank

2016 Dynamic efficiency of stock markets and exchange rates
by Sensoy, Ahmet & Tabak, Benjamin M.

2016 Risk-return trade-off for European stock markets
by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S.

2016 Will the crisis “tear us apart”? Evidence from the EU
by Pappas, Vasileios & Ingham, Hilary & Izzeldin, Marwan & Steele, Gerry

2016 Stock market risk in the financial crisis
by Grout, Paul A. & Zalewska, Anna

2016 Oil price and stock market co-movement: What can we learn from time-scale approaches?
by Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes

2016 Ownership, analyst coverage, and stock synchronicity in China
by Feng, Xunan & Hu, Na & Johansson, Anders C.

2016 Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
by Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail

2016 Deflation, bank credit growth, and non-performing loans: Evidence from Japan
by Vithessonthi, Chaiporn

2016 Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs
by Gupta, Rakesh & Yuan, Tian & Roca, Eduardo

2016 Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola

2016 Global commodities and African stocks: A ‘market of one?’
by Boako, Gideon & Alagidede, Paul

2016 A Markov switching unobserved component analysis of the CDX index term premium
by Calice, Giovanni & Ioannidis, Christos & Miao, RongHui

2016 Price discovery of cross-listed firms
by Ghadhab, Imen & Hellara, Slaheddine

2016 Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco

2016 Global oil market and the U.S. stock returns
by Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi

2016 Volatility in electricity derivative markets: The Samuelson effect revisited
by Jaeck, Edouard & Lautier, Delphine

2016 Financial development and deployment of renewable energy technologies
by Kim, Jeayoon & Park, Kwangwoo

2016 On the dynamic links between commodities and Islamic equity
by Nagayev, Ruslan & Disli, Mustafa & Inghelbrecht, Koen & Ng, Adam

2016 Information spillover dynamics of the energy futures market sector: A novel common factor approach
by Kuruppuarachchi, Duminda & Premachandra, I.M.

2016 Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH
by Basher, Syed Abul & Sadorsky, Perry

2016 The impact of oil shocks on exchange rates: A Markov-switching approach
by Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry

2016 Recent hikes in oil-equity market correlations: Transitory or permanent?
by Zhang, Bing & Li, Xiao-Ming

2016 Psychological barriers in oil futures markets
by Dowling, Michael & Cummins, Mark & Lucey, Brian M.

2016 Assessing Euro crises from a time varying international CAPM approach
by Baillie, Richard T. & Cho, Dooyeon

2016 Testing against changing correlation
by Harvey, Andrew & Thiele, Stephen

2016 The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis
by Beck, Roland & Georgiadis, Georgios & Gräb, Johannes

2016 Time-varying importance of country and industry factors in European corporate bonds
by Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco

2016 Financial sector linkages and the dynamics of bank and sovereign credit spreads
by Kallestrup, René & Lando, David & Murgoci, Agatha

2016 News sentiment and bank credit risk
by Smales, Lee A.

2016 Free float and market liquidity around the world
by Ding, Xiaoya (Sara) & Ni, Yang & Zhong, Ligang

2016 Anticipatory effects in the FTSE 100 index revisions
by Fernandes, Marcelo & Mergulhão, João

2016 Time-varying integration of the sovereign bond markets in European post-transition economies
by Posedel Šimović, Petra & Tkalec, Marina & Vizek, Maruška & Lee, Junsoo

2016 Risk and return of short-duration equity investments
by Cejnek, Georg & Randl, Otto

2016 Exchange rates and commodity prices: Measuring causality at multiple horizons
by Zhang, Hui Jun & Dufour, Jean-Marie & Galbraith, John W.

2016 Uncovered interest parity: The long and the short of it
by Lothian, James R.

2016 Overreaction in ChiNext IPOs' initial returns: How much and what caused it?
by Deng, Qi & Zhou, Zhong-guo

2016 Venture capital investors and foreign listing choices of Chinese companies
by Cheng, Cheng & Schwienbacher, Armin

2016 Private equity exits in emerging markets
by Johan, Sofia & Zhang, Minjie

2016 The internationalisation of the RMB: New starts, jumps and tipping points
by Batten, Jonathan A. & Szilagyi, Peter G.

2016 Impact of terrorist attacks on stock market volatility in emerging markets
by Mnasri, Ayman & Nechi, Salem

2016 Escaping financial crises? Macro evidence from sovereign wealth funds' investment behaviour
by Ciarlone, Alessio & Miceli, Valeria

2016 Financial crises and contagion vulnerability of MENA stock markets
by Neaime, Simon

2016 Linkages in the term structure of interest rates across sovereign bond markets
by Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra

2016 On time-varying predictability of emerging stock market returns
by Auer, Benjamin R.

2016 The price impact of futures trades and their intraday seasonality
by Webb, Robert I. & Ryu, Doojin & Ryu, Doowon & Han, Joongho

2016 Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920–1938
by Foley-Fisher, Nathan & McLaughlin, Eoin

2016 The Elephant In The Ground: Managing Oil And Sovereign Wealth
by van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel

2016 Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe
by Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar

2016 Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model
by Niţoi, Mihai & Pochea, Maria Miruna

2016 Spillover dynamics for systemic risk measurement using spatial financial time series models
by Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia

2016 Goodness-of-fit test for specification of semiparametric copula dependence models
by Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K.

2016 Financial liberalisation and Capital structuring decisions of corporate firms: Evidence from India
by Jadiyappa, Nemiraja & Vanga, Nagi Reddy & Krishnankutty, Raveesh

2016 Structural change test in duration of bull and bear markets
by Nicolau, João

2016 Considering all microstructure effects: The extension of a trade indicator model
by Ryu, Doojin

2016 Do different time-horizons in volatility have any significance for the emerging markets?
by Alper Gormus, N.

2016 Herding among local individual investors: Evidence from online and offline trading
by Choi, Sujung

2016 Does speculation impact what factors determine oil futures prices?
by Gogolin, Fabian & Kearney, Fearghal

2016 Financial market segmentation and choice of exchange rate regimes
by Mathur, Vipul & Subramanian, Chetan

2016 Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry
by Han, I & Liang, Hsin-Yu & Chan, Kam C.

2016 Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity
by Lim, Kian-Ping & Hooy, Chee-Wooi & Chang, Kwok-Boon & Brooks, Robert

2016 Do foreign institutions outperform in the Taiwan options market?
by Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter

2016 Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis
by Kim, Hyun-Seok & Min, Hong-Ghi & McDonald, Judith A.

2016 On oil-US exchange rate volatility relationships: An intraday analysis
by Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi

2016 Islamic financial markets and global crises: Contagion or decoupling?
by Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios

2016 Global financial conditions and asset markets: Evidence from fragile emerging economies
by Yildirim, Zekeriya

2016 Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón

2016 Interpreting the movement of oil prices: Driven by fundamentals or bubbles?
by Zhang, Yue-Jun & Yao, Ting

2016 Strategic noise trading of later-informed traders in a multi-market framework
by Hsu, Chih-Hsiang

2016 The stock–bond comovements and cross-market trading
by Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang

2016 A new approach to risk-return trade-off dynamics via decomposition
by Frazier, David T. & Liu, Xiaochun

2016 Going public abroad
by Caglio, Cecilia & Hanley, Kathleen Weiss & Marietta-Westberg, Jennifer

2016 Analyst coverage and IPO management forecasts
by Chatalova, Natalia & How, Janice C.Y. & Verhoeven, Peter

2016 Does stock price informativeness affect labor investment efficiency?
by Ben-Nasr, Hamdi & Alshwer, Abdullah A.

2016 Convertible bond announcement effects: Why is Japan different?
by Dutordoir, Marie & Li, Hui & Liu, Frank Hong & Verwijmeren, Patrick

2016 Offshore operations and bank loan contracting: Evidence from firms that set up subsidiaries in offshore financial centers
by Ge, Wenxia & Kim, Jeong-Bon & Li, Tiemei & Li, Yutao

2016 Sentiment traders & IPO initial returns: The Indian evidence
by Clarke, Jonathan & Khurshed, Arif & Pande, Alok & Singh, Ajai K.

2016 Political risk and international valuation
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan

2016 Political uncertainty and corporate investment: Evidence from China
by An, Heng & Chen, Yanyan & Luo, Danglun & Zhang, Ting

2016 Are offshore firms worth more?
by Durnev, Art & Li, TieMei & Magnan, Michel

2016 Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market
by Azher, Sara & Iqbal, Javed

2016 The effect of North Korean threats on financial markets in South Korea and Japan
by Dibooglu, Sel & Cevik, Emrah. I.

2016 Asian emerging-market currencies in the international debt market (1994–2014)
by Meng, Jingjing

2016 Ruling Family Political Connections and Risk Reporting: Evidence from the GCC
by Al-Hadi, Ahmed & Taylor, Grantley & Al-Yahyaee, Khamis Hamed

2016 Fiscal Support and Earnings Management
by He, Guanming

2016 The Chilean peso exchange-rate carry trade and turbulence
by Cox, Paulo & Carreño, José Gabriel

2016 Operaciones de acarreo de divisas (carry trade) y sus efectos sobre la turbulencia cambiaria en Chile
by Cox, Paulo & Carreño, José Gabriel

2016 Metal Vadeli Ýþlem Piyasalarý ve Doðrusal Olmayan Dinamikleri
by Ayben KOY & Güldenur ÇETÝN

2016 The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?
by Buerhan Saiti & Mansur Masih

2016 Tax Risks in the Company’s Accounting System: Essence, Identification and Control
by Marina V. Shtiller & Vera L. Nazarova & Irina V. Selezneva & Oksana Yu. Kogut & Lilia M. Bekenova & Aygul S. Jondelbayeva & Valeri A. Korvyakov

2016 The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
by Nessrine Hamzaoui & Boutheina Regaieg

2016 Macroeconomic Factors and the Indian Stock Market: Exploring Long and Short Run Relationships
by Kiran Kumar Kotha & Bhawna Sahu

2016 Interest Rate Liberalization, Quality institutions and Stock Market Development in Selected Sub-Saharan African Countries
by Wakilat Olabisi Balogun & Jauhari B. Dahalan & Sallahuddin B. Hassan

2016 Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach
by Nessrine Hamzaoui & Boutheina Regaieg

2016 Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria
by Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode

2016 Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment
by Cumhur ÞAHÝN & Hüseyin ALTAY

2016 A Straightforward Analysis of Sector Portfolios in the US Stock Market
by Francisco JAREÑO & Marta TOLENTINO & Loredana NEGRUT

2016 Алтернативни Инвестиции В Зелена Енергия
by Иван Иванов

2016 Quantitative Easing, Tapering And Stock Market Indices
by Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN

2016 Comparing Spillover Effects Among Emerging Markets With A Higher (Lower) Share Of Commodity Exports: Evidence From The Two Major Crises
by Murad A. BEIN & Gulcay TUNA

2016 Fractal Market Hypothesis: The Emergent Financial Markets Case
by Flavia BARNA & Ştefana Maria DIMA & Bogdan DIMA & Lucian PAŞCA

2016 The Determinants of the Sovereign Debt Rating: Evidence for the European Union Countries
by EMILIAN C. MIRICESCU & LUCIAN ŢÂŢU & DELIA CORNEA

2016 What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis
by Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin

2016 Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits
by Eymen Errais & Dhikra Bahri

2016 Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?
by Pedro V. Piffaut & Damià Rey Miró

2016 Volatility estimators in econometric analysis of risk transfer on capital markets
by Marcin Faldzinski & Magdalena Osinska

2016 Risk of business internalization in the conditions of turbulent environment
by Ireneusz Tomasz Drabik

2016 Tangible investments of the entities from Lodz region
by Bogna Malgorzata Kazmierska-Jozwiak & Dorota Starzynska

2016 Diversificación internacional de portafolios con índices bursátiles: caso colombiano
by Luis Miguel Jiménez Gómez & Fred Restrepo Giraldo & Natalia María Acevedo Prins

2016 Las hipótesis de Fisher en Latinoamérica: un análisis de cointegración
by Antonio Ruiz Porras & Fidel Gustavo Cruz Ruiz

2016 For love or for money? A study of the marriage wage premium in Colombia
by Laura Gómez Duarte & Sami Gabriel Coavas Blanquicett

2016 Análisis del Comportamiento Manada en los sectores bursátiles de América Latina
by Juan Benjamín Duarte Duarte & Laura Daniela Garcés Carreño & Katherine Julieth Sierra Suárez

2016 Efectos estacionales en los mercados de capitales de la Alianza del Pacífico
by John Rosso & David Arbeláez García

2016 Spillovers of the ECB's non-standard monetary policy into CESEE economies
by Alessio Ciarlone & Andrea Colabella

2016 Management Systems Of A Possible Economic Crisis
by Carmen Elena COCA & Daniel Daneci PATRAU

2016 Dynamic spillovers between Nigerian, South African and international equity markets
by Babajide Fowowe & Mohammed Shuaibu

2016 Les marchés de dette obligataire en devise locale en Amérique latine
by Bruno Cabrillac & Marie-Hélène Ferrer

2016 La faiblesse des taux d’intérêt à long terme : un phénomène mondial
by Jhuvesh Sobrun & Philip Turner

2016 Determinants of Foreign Investment in the Brazilian Stock Market
by Walter Gonçalves Junior & William Eid Junior

2016 Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios
by Ricardo Pereira Câmara Leal & Carlos Heitor Campani

2016 The place of gold in the cross-market dependencies
by Aboura Sofiane & Chevallier Julien & Jammazi Rania & Tiwari Aviral Kumar

2016 Is there Life in the Old Dog Yet? Observations on the Political Economy and Constitutional Viability of Common Debt Issuing in the Euro Area
by Amtenbrink Fabian & Repasi René & De Haan Jakob

2016 Consequences of Different Eurobond Proposals
by Schäfer Hans-Bernd & Bigus Jochen

2016 Introduction: Eurobonds beyond Crisis Management
by Eger Thomas & Schäfer Hans-Bernd

2016 Islamic electronic trading platform on organized exchange
by Ahmet Suayb Gundogdu

2016 The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches
by Ahmad Monir Abdullah & Buerhan Saiti & Mansur Masih

2016 Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia
by Nader Naifar

2016 Unit root modeling for trending stock market series
by Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni

2016 Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system
by Alaa Alaabed & Mansur Masih

2016 Current Market Of Government Bonds In Romania: Key Issues
by BUNESCU Liliana

2016 The Consequences Of The Financial Crisis On The Romanian Banking System
by PETRIA Nicolae

2016 Should pension funds hedge currency risk? The case of Poland
by Radoslaw Kurach & Daniel Papla

2016 GDP-indexed bonds: what are the benefits for issuing countries, investors and international financial stability?
by B. Cabrillac & L. Gauvin & J.-L. Gossé

2016 Non-resident holdings of French CAC 40 companies at end-2015
by C. Guette-Khiter

2016 Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London
by L. Ferrara & K. Istrefi

2016 Les obligations indexées sur le PIB : quels bénéfices pour les émetteurs, les investisseurs et la stabilité financière internationale ?
by CABRILLAC, B. & GAUVIN, L. & GOSSÉ, L.

2016 Structure et évolution des portefeuilles-titres des personnes physiques : des comportements qui diffèrent selon l’âge, la catégorie socio-professionnelle et le montant des portefeuilles
by HODEAU, A.

2016 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2015
by GUETTE-KHITER, C.

2016 Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence
by FERRARA, L. & ISTREFI, K.

2016 Spillovers of the ECB's non-standard monetary policy into CESEE economies
by Alessio Ciarlone & Andrea Colabella

2016 Is Halloween Effect a New Puzzle? Evidence from Price Gap
by Haibin Xie & Qilin Qin & Shouyang Wang

2016 Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market
by Francesco Campanella & Mario Mustilli & Eugenio D¡¯Angelo

2016 The rights of shareholders – basic principle of corporate governance by means of case-specific jurisprudence
by Adrian Doru BÎGIOI & Cristina Elena DUMITRU

2016 Globalization and Asset Returns
by Geert Bekaert & Campbell R. Harvey & Andrea Kiguel & Xiaozheng Wang

2016 Alternative Trading Systems in Germany – Entry Standard vs. Neuer Markt
by Sonia Woś

2016 Testing sovereign contagion via changes of CDS price in European debt crisis
by Duong Thi Hieu

2016 The Analysis of the Real Convergence of the Countries from Central and Eastern Europe
by Roxana Badircea & Alina Manta & Alia Duta

2016 Financial Integration into EU: The Romanian Case
by Ibrahim Bozkurt & Engin Akman

2016 Exchange Rates, Interest Rates, and the Risk Premium
by Charles Engel

2016 Currency Risk: Comovements and Intraday Cojumps
by Jérôme Lahaye

2016 Gauging Liquidity Risk in Emerging Market Bond Index Funds
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol

2015 Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
by Goodness C. Aye & Tsangyao Chang & Rangan Gupta

2015 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Nico Katzke & Rangan Gupta

2015 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

2015 Capital Markets: Institutions, Instruments, and Risk Management, Fifth Edition
by Fabozzi, Frank J.

2015 Part 2: Innovative corporate services digitally enabled for internationalization
by Giorgino, Marco & Noci, Giuliano & Grassi, Laura & Palummeri, Valentina

2015 Part 1: Innovative corporate services digitally enabled
by Ferretti, Andrea & Brandirali, Marco & Saraceno, Nico

2015 Trends in cryptocurrencies and blockchain technologies: a monetary theory and regulation perspective
by Peters, Gareth W. & Panayi, Efstathios & Chapelley, Ariane

2015 The new Banking Union landscape in Europe: consolidation ahead?
by Schoenmaker, Dirk

2015 The consequences of exit from non-conventional monetary policy
by Turner, Philip

2015 Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]
by Diaconaşu Delia-Elena

2015 Long-Term Portfolio Investment: New Insight into Return and Risk
by A. Abramov & A. Radygin & M. Chernova.

2015 Effectiveness of Pension Saving Management: Theoretical and Empirical Aspects
by A. Abramov & A. Radygin & M. Chernova & K. Akshentseva.

2015 Russian Economy in the Context of World Trends
by B. Zamaraev & A. Kiyutsevskaya.

2015 Yükselen Ekonomilerde Risk Primi ve Toplam Dalgalanmalar
by Sahibe Meral ÇAKICI

2015 Nonlinear Expectation Formation in the U.S. Stock Market
by Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph

2015 Foreign Law Bonds: Can They Reduce Sovereign Borrowing Costs?
by Schumacher, Julian & Chamon, Marcos & Trebesch, Christoph

2015 International spillovers from US forward guidance to equity markets
by Moessner, Richhild

2015 Financial Fragmentation and Economic Growth in Europe
by Schnabel, Isabel & Seckinger, Christian

2015 Don't Stop Me Now: The Impact of Credit Market Segmentation on Firms' Financing Constraints
by Bremus, Franziska Maria & Neugebauer, Katja

2015 Banking Union and the governance of credit institutions: A legal perspective
by Binder, Jens-Hinrich

2015 Measuring sovereign contagion in Europe
by Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto

2015 Euro money market trading during times of crisis
by Fecht, Falko & Reitz, Stefan

2015 Modeling and predicting the market volatility index: The case of VKOSPI
by Han, Heejoon & Kutan, Ali M. & Ryu, Doojin

2015 Political risk guarantees and capital flows: The role of bilateral investment treaties
by Mina, Wasseem

2015 Estimating heterogeneous agents behavior in a two-market financial system
by Chen, Zhenxi & Huang, Weihong & Zheng, Huanhuan

2015 Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case
by Vasilev, Aleksandar

2015 A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?
by Temesvary, Judit & Ongena, Steven & Owen, Ann L.

2015 Dissecting short-sale performance: Evidence from large position disclosures
by Jank, Stephan & Smajlbegovic, Esad

2015 Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market
by Hossfeld, Oliver & Röthig, Andreas

2015 On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces
by Düll, Robert & König, Felix & Ohls, Jana

2015 The synchronization of European credit cycles
by Meller, Barbara & Metiu, Norbert

2015 Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence
by Feld, Lars P. & Köhler, Ekkehard A.

2015 Systemic risk of UCITS investment funds and financial market stability tested using MRS model
by Jakša Krišto & Alen Stojanović & Hrvoje Filipović

2015 Carry and Trend Following Returns in the Foreign Exchange Market
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

2015 Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

2015 International liquidity shocks and the European sovereign debt crisis: Was euro area unconventional monetary policy successful?
by Mary M. Everett

2015 The effect of index futures trading on volatility: Three markets for Chinese stocks
by Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos

2015 Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach
by Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin

2015 Securitized Markets, International Capital Flows, and Global Welfare
by Gregory Phelan & Alexis Akira Toda

2015 Did Foreign Banks “Cut and Run” or Stay Committed to Emerging Europe During the Crises?
by John Bonin & Dana Louie

2015 Volatility spillovers across petroleum markets
by Jozef Baruni & Evzen Kocenda & Lukas Vacha

2015 Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2015 Measuring Financial Integration: Lessons from the Correlation
by Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel

2015 Rational learning for risk-averse investors by conditioning on behavioral choices
by Michele Costola & Massimiliano Caporin

2015 Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions
by Morkoetter, Stefan & Wetzer, Thomas

2015 Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets
by Fuess, Roland & Ruf, Daniel

2015 Does Foreign Information Predict the Returns of Multinational Firms Worldwide?
by Finke, Christian & Weigert, Florian

2015 Something in the Air: Information Density, News Surprises, and Price Jumps
by Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael

2015 Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry
by Morkoetter, Stefan & Wetzer, Thomas

2015 Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term-Premium
by David Kohn

2015 Bitcoin, Gold and the Dollar – a GARCH Volatility Analysis
by Anne Haubo Dyhrberg

2015 Volatility spillovers in EMU sovereign bond markets
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection
by Fabio C. Bagliano & Claudio Morana

2015 The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine
by Manuel Hoffmann & Matthias Neuenkirch

2015 Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate
by Giovanni Ferri & Angelo Leogrande

2015 Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals
by Josh R. Stillwagon

2015 Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

2015 Elasticity and Discipline in the Global Swap Network
by Perry Mehrling

2015 The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets
by Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner

2015 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Nico Katzke & Rangan Gupta

2015 Debt and Financial Market Contagion
by Cody Yu-Ling Hsiao & James Morley

2015 Catalytic IMF? A gross flows approach
by Aitor Erce & Daniel Riera-Crichton

2015 European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
by Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand

2015 Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920-1938
by Nathan Foley-Fisher & Eoin McLaughlin

2015 Capitalising on the Irish Land Question:Land Reform and State Banking in Ireland, 1891-1938
by Nathan Foley-Fisher & Eoin McLaughlin

2015 Destabilizing carry trades
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2015 Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries
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2015 How Informed Stock Trading Can Affect Labor Investment Efficiency
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2015 The Market Timing Ability and Return Performance of Islamic Equities: an Empirical Study
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2015 Investment Finance and Financial Sector Development
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2015 Bond Market Development in Developing Asia
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2015 The Economics of Forest Carbon Sequestration Revisited: A Challenge for Emissions Offset Trading
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2015 Calendar Effects in Latin American Stock Markets
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2015 Anticipatory Effects in the FTSE 100 Index Revisions
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2015 Carry Trades, Order Flow and the Forward Bias Puzzle
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2015 Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets
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2015 “Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?
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2015 Time Varying Volatility Modeling of Pakistani and leading foreign stock markets
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2015 Time Varying Volatility Modeling of Pakistani and leading foreign stock markets
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2015 Analysis of Financial Crisis Results on Dry Bulk Market & Financing
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2015 Efficiency and Risk Convergence of Eurozone Financial Markets
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2015 Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
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2015 Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns
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2015 Impacts on investors sentiments of financial crisis- A study with references of recent financial crisis
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2015 Could the global financial crisis improve the performance of the G7 stocks markets?
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2015 Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
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2015 Kauzalní vztah peněžní nabídky a amerického akciového trhu
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2015 Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model
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2015 On the Relationship between Financial Integration, Financial Liberalization and Macroeconomic Volatility
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2015 A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?
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2015 Predicting changes in the output of OECD countries: An international network perspective
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2015 Return, shock and volatility co-movements between the bond markets of Turkey and developed countries
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2015 The Financial Economics of Gold - a survey
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2015 Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?
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2015 Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches
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2015 Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
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2015 Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach
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2015 Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors
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2015 Does the shariah index move together with the conventional equity indexes?
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2015 Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises
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2015 Foreign Bias in Australian Domiciled Mutual Fund Holdings
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2015 High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis
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2015 Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand
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2015 Loan Loss Provisioning in OIC Countries: Evidence from Conventional vs. Islamic Banks
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2015 Contemporary nature of stock exchange from the perspective of demutualization process
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2015 Shadow banking we wspolczesnym systemie finansowym
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2015 Luxembourg - addressing new challenges in a major financial sector
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2015 Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data
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2015 What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies
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2015 The International Monetary Fund: 70 Years of Reinvention
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2015 Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited
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2015 World Asset Markets and the Global Financial Cycle
by Silvia Miranda-Agrippino & Hélène Rey

2015 The Welfare Gains from Macro-Insurance Against Natural Disasters
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2015 The Coming Wave: Where Do Emerging Market Investors Put Their Money?
by G. Andrew Karolyi & David T. Ng & Eswar S. Prasad

2015 Was the Forex Fixing Fixed?
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2015 Correlated Beliefs, Returns, and Stock Market Volatility
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2015 Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision
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2015 Who is Internationally Diversified? Evidence from 296 401(k)
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2015 The U.S. listing gap
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2015 Dilemma not Trilemma: The global Financial Cycle and Monetary Policy Independence
by Hélène Rey

2015 Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
by Andrea Beltratti & René M. Stulz

2015 High-frequency, Algorithmic Spillovers Between NASDAQ and Forex
by Takatoshi Ito & Masahiro Yamada

2015 Do Foreign Firm Betas Change During Cross-listing?
by Karen K. Lewis

2015 Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms
by Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu

2015 Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?
by Sebastian Edwards

2015 The Real Value of China's Stock Market
by Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw

2015 State Capitalism vs. Private Enterprise
by Alexander Ljungqvist & Donghua Chen & Dequan Jiang & Haitian Lu & Mingming Zhou

2015 The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises
by Claudio, Morana

2015 The cost of default: private vs. official sovereign debt restructurings
by Silvia, Marchesi

2015 It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection
by Fabio Bagliano & Claudio Morana

2015 Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis
by Erdal Özmen & Özge Doğanay Yaşar

2015 The Convergence of IFRS and US GAAP: Evidence from the SEC’s Removal of Form 20-F Reconciliations
by Stuart Mestelman & Emad Mohammad & Mohamed Shehata

2015 Securities Transactions Taxes and Financial Crises
by Benoît Carmichael & Jean Armand Gnagne & Kevin Moran

2015 Securities Transactions Taxes and Financial Crises
by Benoît Carmichael & Jean Armand Gnagne & Kevin Moran

2015 The International Monetary Fund: 70 Years of Reinvention
by Reinhart, Carmen M. & Trebesch, Christoph

2015 The Structure of Corporate Holdings and Corporate Governance: Evidence from India
by Swarnodeep Homroy & Shantanu Banerjee

2015 The Coming U.S. Interest Rate Tightening Cycle: Smooth Sailing or Stormy Waters?
by Carlos Arteta & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocke

2015 How Connected is the Global Sovereign Credit Risk Network?
by Gorkem Bostanci & Kamil Yilmaz

2015 Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence
by Galip Kemal Ozhan

2015 R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?
by Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio

2015 The Coming Wave: Where Do Emerging Market Investors Put Their Money?
by Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar

2015 Measuring Tail-Risk Cross-Country Exposures in the Banking Industry
by Antonio Rubia Serrano & Lidia Sanchis-Marco

2015 Le Plan De Sauvetage De Chypre : Frein Ou Accelerateur Du Risque Systemique En Europe ?
by Jean Messiha & Frédéric Teulon

2015 Analyzing the impact of global financial crisis on the interconnectedness of Asian stock markets using network science
by Jitendra Aswani

2015 Foreign exchange markets, intervention and exchange rate regimes
by Ashima Goyal

2015 The ICA-based Factor Decomposition of the Eurozone Sovereign CDS Spreads
by Frank J. Fabozzi & Rosella Giacometti & Naoshi Tsuchida

2015 The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model
by Petra Palic & Petra Posedel Simovic & Maruska Vizek

2015 Time-varying integration in European post-transition sovereign bond market
by Petra Posedel Simovic & Marina Tkalec & Maruska Vizek

2015 China's Capital Flight: Pre- and Post-Crisis Experiences
by Yin-Wong Cheung & Sven Steinkamp & Frank Westermann

2015 Price discovery in the markets for credit risk: A Markov switching approach
by Thomas Dimpfl & Franziska J. Peter & &

2015 Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
by Dominika Paula Gałkiewicz & & &

2015 Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds
by Tim Adam & Andre Guettler & &

2015 Board Reforms and Firm Value: Worldwide Evidence
by Xi Li & Mingyi Hung & Larry Fauver & Alvaro Taboada

2015 What Makes the Bonding Stick? A Natural Experiment Involving the U.S. Supreme Court and Cross-Listed Firms
by Xi Li & Amir N. Licht & Christopher Poliquin & Jordan I. Siegel

2015 International Asset Allocations and Capital Flows: The Benchmark Effect
by Claudio Raddatz & Sergio L. Schmukler & Tomas Williams

2015 International liquidity and the European sovereign debt crisis: Was euro area unconventional monetary policy successful?
by Everett, Mary M.

2015 Upside and Downside Risks in Momentum Returns
by Victoria Dobrynskaya

2015 Study of Consistency of Bond and CDS Quotes
by Marat Kurbangaleev & Victor Lapshin & Sergey N. Smirnov

2015 Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
by Lucas, André & Zhang, Xin

2015 Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets
by Asgharian, Hossein & Liu, Lu & Larsson, Marcus

2015 Ownership, Analyst Coverage, and Stock Synchronicity in China
by Feng, Xunan & Hu, Na & Johansson, Anders C.

2015 The efficiency of Asian stock markets: Fresh evidence based on new tests
by Jen-Je Su & Eduardo Roca & Victor SH Wong

2015 Stock market interdependence between Australia and its trading partners: does trade intensity matter?
by Sudharshan Reddy Paramati & Rakesh Gupta & Eduardo Roca

2015 Volatility spillovers from international commodity markets to the Australian equity market
by Neda Todorova & Michael Soucek & Eduardo Roca

2015 Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs
by Tian Yuan & Rakesh Gupta & Eduardo Roca

2015 Institutional investors and newly public firms
by Suman Neupane & Biwesh Neupane & Chandra Thapa

2015 The Home Bias in Sovereign Ratings
by Andreas Fuchs & Kai Gehring

2015 Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

2015 Risk Sharing in International Economies and Market Incompleteness
by Gurdip Bakashi & Mario Cerrato & John Crosby

2015 Co-Movement, Spillovers and Excess Returns in Global Bond Markets?
by Joseph P. Byrne & Shuo Cao & Dimitris Korobilis

2015 Russia’s Money Markets and Financial Institutions in 2014
by Alexander Abramov

2015 A seniority arrangement for sovereign debt
by Chatterjee, Satyajit & Eyigungor, Burcu

2015 Good news is bad news: leverage cycles and sudden stops
by Akinci, Ozge & Chahrour, Ryan

2015 Informational contagion in the laboratory
by Cipriani, Marco & Guarino, Antonio & Guazzarotti, Giovanni & Tagliati, Federico & Fischer, Sven

2015 Betting against beta (and gamma) using government bonds
by Durham, J. Benson

2015 Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
by Chien, YiLi & Lustig, Hanno & Naknoi, Kanda

2015 Elastic attention, risk sharing, and international comovements
by Nie, Jun & Luo, Yulei & Li, Wei

2015 Realized Bank Risk during the Great Recession
by Altunbas, Yener & Manganelli, Simone & Marques-Ibanez, David

2015 How Effective are Macroprudential Policies? An Empirical Investigation
by Akinci, Ozge & Olmstead-Rumsey, Jane

2015 Catalytic IMF? a gross flows approach
by Erce, Aitor & Riera-Crichton, Daniel

2015 On the sustainability of exchange rate target zones with central parity realignments
by Martinez-Garcia, Enrique

2015 Global financial market impact of the announcement of the ECB's extended asset purchase programme
by Georgiadis, Georgios & Grab, Johannes

2015 Exchange rates and monetary policy
by Stavrakeva, Vania & Tang, Jenny

2015 Foreign exchange predictability during the financial crisis: implications for carry trade profitability
by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun

2015 G20/BCBS/FSB Proposal and their Integration into European Framework
by Mario Tonveronachi

2015 Avoided “act of vandalism” or “missed opportunity”? Two alternative accounts of the European Financial Transactions Tax proposal
by Marco Boffo

2015 Big Fish: Oil Markets and Speculation
by Alessandro Cologni & Elisa Scarpa & Francesco Giuseppe Sitzia

2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
by Nimet Varlık & Serdar Varlık

2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
by Nimet Varlık & Serdar Varlık

2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
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2015 Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi
by Evrim İmer-Ertunga & Şerife Serap Çakar

2015 Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi
by Evrim İmer-Ertunga & Şerife Serap Çakar

2015 Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi
by Evrim İmer-Ertunga & Şerife Serap Çakar

2015 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
by Mehmet Balcilar & NICO KATZKE & Rangan Gupta

2015 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke

2015 Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
by Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K.

2015 The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void
by Paolo Saguato

2015 SME Stock Exchanges – Should They Have a Greater Role?
by Aljosa Sestanovic

2015 The coming US interest rate tightening cycle: smooth sailing or stormy waters?
by Carlos Arteta & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker

2015 Inequality and Private Credit
by Fischer, Ronald & Huerta, Diego & Valenzuela, Patricio

2015 Financial Openness, Domestic Financial Development and Credit Ratings
by Andreasen, Eugenia & Valenzuela, Patricio

2015 Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
by Chien, YiLi & Lustig, Hanno & Naknoi, Kanda

2015 The U.S. Listing Gap
by Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M.

2015 Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard durning the European Crisis
by Beltratti, Andrea & Stulz, Rene M.

2015 Does Reserve Accumulation Crowd Out Investments?
by Reinhart, Carmen & Reinhart, Vincent & Tashiro, Takeshi

2015 Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale
by Houda Rharrabti Zaid

2015 Towards Greater Diversification in Central Bank Reserves
by Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

2015 International Portfolio Flows and Exchange Rate Volatility for Emerging Markets
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo

2015 Macro News and Commodity Returns
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2015 Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando

2015 Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis
by Michael Ehrmann & Marcel Fratzscher

2015 Internationale Verflechtung der Finanzmärkte: ein Versuch zur Quantifizierung des Dominoeffekts in Anlehnung an die Input-Output-Analyse
by Dieter Schumacher

2015 Spillovers between Food and Energy Prices and Structural Breaks
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2015 Médias et sentiment sur les marchés actions européens - Impact of sentiment media on European stock markets
by Nicolas Boitout & Fabrice Hervé & Mohamed Zouaoui

2015 An analysis of the dynamics of efficiency of mutual funds
by Veiga, Helena & Ramos, Sofía B. & Galán, Jorge

2015 The International Monetary Fund: 70 Years of Reinvention
by Reinhart, Carmen M. & Trebesch, Christoph

2015 Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
by Babina, Tania & Jotikasthira, Chotibhak & Lundblad, Christian T & Ramadorai, Tarun

2015 Has the Pricing of Stocks Become More Global?
by Petzev, Ivan & Schrimpf, Andreas & Wagner, Alexander F

2015 Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures
by Bluwstein, Kristina & Canova, Fabio

2015 Investing in Systematic Factor Premiums
by Koedijk, Kees & Slager, Alfred & Stork, Philip

2015 Financial Fragmentation and Economic Growth in Europe
by Schnabel, Isabel & Seckinger, Christian

2015 Size and Momentum Profitability in International Stock Markets
by Schmidt, Peter S. & Schrimpf, Andreas & von Arx, Urs & Wagner, Alexander F & Ziegler, Andreas

2015 What Do Stock Markets Tell Us About Exchange Rates?
by Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio

2015 Determinants and Valuation Effects of the Home Bias in European Banks' Sovereign Debt Portfolios
by Horváth, Bálint & Huizinga, Harry & Ioannidou, Vasso

2015 The Term Structure of Returns: Facts and Theory
by Koijen, Ralph & van Binsbergen, Jules H.

2015 Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis
by Ehrmann, Michael & Fratzscher, Marcel

2015 The Valuation Channel of External Adjustment
by Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro

2015 Fire Sales and Information Advantage: When Informed Investor Helps
by Massa, Massimo & Zhang, Lei

2015 International Debt Deleveraging
by Fornaro, Luca

2015 Subcontracting in International Asset Management: New Evidence on Market Integration
by Massa, Massimo & Schumacher, David

2015 State Capitalism vs. Private Enterprise
by Chen, Donghua & Jiang, Dequan & Ljungqvist, Alexander P. & Lu, Haitian & Zhou, Mingming

2015 Learning to open up: Capital account liberalizations in the post-Bretton Woods era
by Bicaba, Zorobabel T. & Coricelli, Fabrizio

2015 International Credit Flows and Pecuniary Externalities
by Brunnermeier, Markus K & Sannikov, Yuliy

2015 Rare Disasters and Exchange Rates
by Farhi, Emmanuel & Gabaix, Xavier

2015 Renta financiera y solvencia mundial
by Jose Luis Nicolini Llosa

2015 La adopción de las Normas Internacionales de Información Financiera en Colombia
by Rocío Vergara De La Ossa & Claudia Ines Londoño Vega & Nazly Del Carmen Pérez Benítez & Roberto Torres Castellar

2015 Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals
by Diego A. Agudelo & James E. Byder & Paula Yepes

2015 Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets
by Diego A. Agudelo & Lina M. Cortes & Mateo Vasco

2015 Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis
by Diego A. Agudelo & Marcela Gutiérrez & Laura Cardona

2015 Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo
by Diego Alejandro Martínez Cruz & José Fernando Moreno Gutiérrez & Juan Sebastián Rojas Moreno

2015 Financial Contagion in Latin America
by Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron

2015 The Impact of Large Orders in Electronic Markets
by L. Bosetti & P. Gottardo & M. Murgia & A. Pinna

2015 Securities Transactions Taxes and Financial Crises
by Benoît Carmichael & Jean Armand Gnagne & Kevin Moran

2015 Has the Pricing of Stocks Become More Global?
by Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner

2015 Size and Momentum Profitability in International Stock Markets
by Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER

2015 Changes in Funding Patterns by Latin American Banking Systems: How Large? How Risky? - Working Paper 420
by Liliana Rojas-Suarez and José María Serena & José María Serena

2015 Product Market Competition, Capital Constraints and Firm Growth
by Mikael C. Bergbrant & Delroy M. Hunter & Patrick J. Kelly

2015 What moves international stock and bond markets?
by MGino Cenedese & Enrico Mallucci

2015 The International Monetary Fund: 70 Years of Reinvention
by Carmen M. Reinhart & Christoph Trebesch

2015 Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence
by Lars P. Feld & Ekkehard A. Köhler

2015 International Portfolio Flows and Exchange Rate Volatility for Emerging Markets
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo

2015 China's Capital Flight: Pre- and Post-Crisis Experiences
by Yin-Wong Cheung & Sven Steinkamp & Frank Westermann

2015 Macro News and Commodity Returns
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2015 Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando

2015 Gold, Oil, and Stocks: Dynamic Correlations
by Jozef Baruník & Evžen Kocenda & Lukáš Vácha

2015 Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
by Jozef Baruník & Evžen Kocenda & Lukáš Vácha

2015 Spillovers between Food and Energy Prices and Structural Breaks
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2015 International Credit Flows and Pecuniary Externalities
by Markus Brunnermeier & Yuliy Sannikov

2015 Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?
by Alexandru MINEA & Jean-Louis COMBES & Weneyam Hippolyte BALIMA

2015 It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection
by Fabio C. Bagliano & Claudio Morana

2015 Toward robust early-warning models: A horse race, ensembles and model uncertainty
by Holopainen, Markus & Sarlin, Peter

2015 Did foreign banks “cut and run” or stay committed to Emerging Europe during the crises?
by Bonin, John P. & Louie, Dana

2015 The geographic distribution of international currencies and RMB internationalization
by He, Qing & Korhonen, Iikka & Guo, Junjie & Liu, Fangge

2015 Financial Stability Paper 34: The resilience of financial market liquidity
by Anderson, Nicola & Webber, Lewis & Noss, Joseph & Beale, Daniel & Crowley-Reidy, Liam

2015 Volatility contagion: new evidence from market pricing of volatility risk
by Raczko, Marek

2015 What do stock markets tell us about exchange rates?
by Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio

2015 What moves international stock and bond markets?
by Cenedese, Gino & Mallucci, Enrico

2015 Safe haven currencies: a portfolio perspective
by Cenedese, Gino

2015 Cross-country co-movement in long-term interest rates: a DSGE approach
by Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos

2015 Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?
by Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe

2015 Rethinking the Effects of Financial Liberalization
by Fernando Broner & Jaume Ventura

2015 Estimating Capital Flows to Emerging Market Economies with Heterogeneous Panels
by Hernandez Vega Marco A

2015 Sovereign debt and reserves with liquidity and productivity crises
by Flavia Corneli & Emanuele Tarantino

2015 Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets
by Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale

2015 Changes in funding patterns by Latin American banking systems:how large? how risky?
by Liliana Rojas-Suárez & José María Serena

2015 Motivations for Capital Controls and Their Effectiveness
by Radhika Pandey & Gurnain Pasricha & Ila Patnaik & Ajay Shah

2015 Domestic and Multilateral Effects of Capital Controls in Emerging Markets
by Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman

2015 Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis
by Michael Ehrmann & Marcel Fratzscher

2015 Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate
by Giovanni Ferri & Angelo Leogrande

2015 Oil and Gas, which is the Belle of the Ball ? The Impact of Oil and Gas Reserves on Sovereign Risk
by Emma Hooper

2015 Banking Leverage with Currency Diversification
by Justine Pedrono

2015 Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited
by Horioka, Charles Yuji & Terada-Hagiwara, Akiko & Nomoto, Takaaki

2015 Genetic Distance and Cognitive Human Capital: A Cross-National Investigation
by Oasis Kodila-Tedika & Simplice Asongu

2015 Impact of the economic integration in the international economic structure. The case of international mergers and acquisitions of Spanish multinational firms
by David de Matías Batalla

2015 Volatility spillovers in EMU sovereign bond markets
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee

2015 Parametric Portfolio Policies with Common Volatility Dynamics
by Yunus Emre Ergemen & Abderrahim Taamouti

2015 The Ethics of Financial Speculation in Futures Markets
by Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn

2015 Nominal GDP Futures Contract Targeting
by W. William Woolsey & Scott Sumner

2015 How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments
by Sebastien Lleo & William T. Ziemba

2015 Returns from Investing in S&P500 Futures Options, 1985–2010
by Alexandre Ziegler & William T. Ziemba

2015 The European Sovereign Debt Crisis and the Role of Credit Swaps
by Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos

2015 Climate Futures Markets
by Rita l. D'Ecclesia

2015 Electricity Futures
by Paolo Falbo & Daniele Felletti & Silvana Stefani

2015 Modeling the Dynamics of Temperature with a View to Weather Derivatives
by Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos

2015 Freight Futures Markets
by Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas

2015 Housing Futures Markets
by Jin Wook Choi & Jin Man Lee

2015 Volatility as an Asset Class
by Tom Nohel & Steven K. Todd

2015 Energy Futures Markets
by Betty Simkins & Yuecheng Jia

2015 Currency Futures
by Tim Weithers

2015 Interest Rate Futures: Elements of a Successful Financial Innovation
by Bluford H. Putnam

2015 World Metal Markets
by Raj Aggarwal & Brian Lucey & Fergal O'Connor

2015 Agricultural Futures Markets
by Paul E. Peterson & Jin Wook Choi

2015 The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading
by Barbara J. Mack

2015 Central Counterparty Clearing and Systemic Risk Regulation
by Robert S. Steigerwald

2015 The Strategic and Tactical Value of Commodity Futures
by Claude B. Erb & Campbell R. Harvey

2015 Volume and Volatility in Foreign Currency Futures Markets
by Ramaprasad Bhar & A. G. Malliaris

2015 Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
by Eugene F. Fama & Kenneth R. French

2015 The Variation of Certain Speculative Prices
by Benoit Mandelbrot

2015 Proof that Properly Anticipated Prices Fluctuate Randomly
by Paul A. Samuelson

2015 Financial Regulation and Supervision
by Xingyun PENG

2015 Financial Crises
by Xingyun PENG

2015 Financial Deepening and Financial Liberalization
by Xingyun PENG

2015 Financial Development and Financial Structure
by Xingyun PENG

2015 Monetary Policy Operations of the Central Bank
by Xingyun PENG

2015 National Income and Output Determination: The IS–LM Model
by Xingyun PENG

2015 Balance of Payments
by Xingyun PENG

2015 Exchange Rate Determination and the Exchange Rate System
by Xingyun PENG

2015 Price Levels: Inflation and Deflation
by Xingyun PENG

2015 Interest Rate Levels and Interest Rate Structure
by Xingyun PENG

2015 Demand for Money
by Xingyun PENG

2015 Money Supply
by Xingyun PENG

2015 Financial Derivatives Market
by Xingyun PENG

2015 Foreign Exchange Markets
by Xingyun PENG

2015 Short-Term Money Markets
by Xingyun PENG

2015 Long-Term Capital Markets
by Xingyun PENG

2015 Commercial Bank Operations and Management
by Xingyun PENG

2015 Financial Institutions in the Financial System
by Xingyun PENG

2015 Financing Options for Borrower–Spenders
by Xingyun PENG

2015 Asset Selection and Risk Management of Lender–Savers
by Xingyun PENG

2015 Time Allocation of Resources: Whether to Save or Spend
by Xingyun PENG

2015 Time Value of Money
by Xingyun PENG

2015 Financial System
by Xingyun PENG

2015 Money, Monetary Systems, and Statistics
by Xingyun PENG

2015 Hedging strategies of derivatives instruments for commodity trading entities
by Piotr Giruæ

2015 Financial Theory:Perspectives from China
by Xingyun Peng

2015 Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding
by Michael Dempsey

2015 Model Risk in Financial Markets:From Financial Engineering to Risk Management
by Radu Tunaru

2015 Global Derivative Debacles:From Theory to Malpractice
by Laurent L Jacque

2015 The World Scientific Handbook of Futures Markets
by

2015 Risikobewertung von Staatsanleihen im Euroraum während der Staatsschuldenkrise von Ansteckungseffekten getrieben
by Buchholz, Manuel & Tonzer, Lena

2015 Effects of the US stock market return and volatility on the VKOSPI
by Han, Heejoon & Kutan, Ali M. & Ryu, Doojin

2015 Political risk guarantees and capital flows: The role of bilateral investment treaties
by Mina, Wasseem

2015 Stock Market Linkages: Evidence From the US, China and India During the Subprime Crisis
by Amanjot SINGH & Parneet KAUR

2015 The Static and Dynamic Effects of Mergers and Acquisitions on Productivity in The period Post-Subprime Crisis: An Empirical Application to the Banking Sector in the European Union
by Hassen Toumi & Fakhri Issaoui & Bilel Ammouri & Wassim Touili

2015 A Critical Review of the Main Approaches on Financial Market Dynamics Modelling
by Pasca Lucian

2015 Globalization As Financial Crises Premise
by LUCHIAN, Ivan & FILIP, Angela

2015 Financial Integration In The Euro Area And Smes’ Access To Finance: Evidence Based On Aggregate Survey Data
by MOSCALU, Maricica

2015 European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis
by DUMITRESCU, Sorin

2015 Liquidity And Informational Inefficiency. The Case Of Romania
by CIOACĂ, Sorin-Iulian

2015 A Volatility Analysis Of The Euro Currency And The Bond Market
by POPOVICI, Oana Cristina

2015 Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns
by CĂLIN, Adrian Cantemir

2015 Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location
by Samuele Murtinu & Vittoria Giada Scalera

2015 Capital market development and emergence of institutional investors in the Asia-Pacific region
by Hans Genberg

2015 Monetary and Economic Union in West Africa: An analysis on trade
by Isaac Mensah

2015 Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012
by Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas

2015 A model for predicting Inactivity in the European Banking Sector
by Themistokles Lazarides

2015 Financial Risk in Polish Companies During the Global Economic Crisis of 2007–2008 with Particular Emphasis on Evaluation of the Use of Reserve Debt Capacity (Ryzyko finansowania polskich przedsiebiorstw w latach globalnego kryzysu ze szczegolnym uwzglednieniem oceny wykorzystania rezerwy pojemnosci zadluzeniowej )
by Patrycja Chodnicka & Katarzyna Niewinska

2015 Rola specjalnych praw ciągnienia we współczesnym międzynarodowym systemie walutowym
by Dominik A. Skopiec

2015 Estimación de modelos multivariados GARCH en los mercados accionarios de China y México
by Reyes Zárate, Francisco Javier

2015 Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic generalized distribution for the exchange rates of the Euro, Yen, Sterling Pound and Canadian dollar (2000-2014)
by Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio

2015 A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier
by Markus Hertrich

2015 CDS and Stock Market: Panel Evidence Under Cross-Section Dependency
by Sinan Esen & Feyyaz Zeren & Halil Şimdi

2015 Stimulating Intra-regional Investment in SAARC
by Raveen Ekanayake & Nipuni Perera

2015 Return Linkages and Volatility Spillover Effect Between Stock Markets and Currency Markets
by Gagan Deep Sharma & Namish Mishra

2015 Transfer Spending in the English Premier League: The Haves and the Have Nots
by Richard C.K. Burdekin & Michael Franklin

2015 Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets
by Altaf Muhammad & Zhang Shuguang

2015 The effectiveness of mutual funds: theoretical approaches and the experience of Russia
by Abramov, Alexander & Akshentseva, Kseniya & Radygin, Alexander

2015 Asymmetric Interaction between Stock Price Index and Exchange Rates: Empirical Evidence for Romania
by Corina Saman

2015 Evolution of Mutual Funds in Romania: Performance and Risks
by Tudorache Florentin Gabriel & Luminiţa Nicolescu & Radu Lupu

2015 Low Risk Anomaly In The Cee Stock Markets
by Adam ZAREMBA

2015 European Stock Markets Correlations In A Markov Switching Framework
by Iulia LUPU

2015 The Impact of Trade Announcements on Financial Markets. An Event Study Analysis
by Adrian Cantemir CALIN

2015 Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis
by Murad A.Bein & Gulcay TUNA

2015 Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model
by Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR

2015 Post-crisis financial intermediation
by Mihai, Ilie & OPREA, Cristian

2015 Emerging Markets Integration in Latin America (MILA) Stock market indicators: Chile, Colombia and Peru
by Lizarzaburu, Edmundo & Burneob, Kurt & Galindoc, Hamilton & Berggrund, Luis

2015 Time-Varying Bond Market Integration in EMU
by Gupta, Priyanshi & Sehgal, Sanjay & Deisting, Florent

2015 Do Regional Trade Agreements Increase Bilateral Greenfield Investment?
by Chala, Badassa Wolteji & Lee, Hyun-Hoon

2015 Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis
by Shah, Aasif & Deo, Malabika & King, Wayne

2015 Financial Accessibility and Economic Growth
by Boldbaatar, Myagmarsuren & Lee, Choong Lyol

2015 Study on Return and Volatility Spillover Effects among Stock, CDS, and Foreign Exchange Markets in Korea
by I, Taly

2015 The Book-to-Market Anomaly in the Chinese Stock Markets
by Ho, Kin-Yip & An, Jiyoun & Zhou, Lanyue

2015 Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets
by Cho, Daehyoung & Choi, Kyongwook

2015 International Interactions between Index Futures Markets: Testing Meteor Shower and Heat Wave Hypotheses on Turkey and US Markets
by Gök, İbrahim Yaşar & Kalaycı, Şeref

2015 Investigation of the Anomaly Existence in the Advanced and Emerging Markets
by Bozkurt, İbrahim

2015 Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey
by Ersoy, Ersan & Çıtak, Levent

2015 The estimation of the competitiveness of SME financing programs of development banks in Russia
by Bakaykina, Anna

2015 Variance Ratio Tests of the Random Walk in the BRVM
by Konan L¨¦on N'DRI

2015 Testing the Weak-Form Market Eficiency of the Euronext Wheat
by Mihai Cristian Dinică & Erica Cristina (Balea) Dinică

2015 Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey
by Halime Temel Nalın & Sevinç Güler

2015 Robust Portfolio Protection: A Scenarios-based Approach
by Selim Mankaï & Khaled Guesmi

2015 On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach
by Heni Boubaker & Nadia Sghaier

2015 Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol
by Lock, Eduardo & Winkelried, Diego

2015 The Euro Crisis and Contagion among Central and Eastern European Currencies: Recommendations for Avoiding Lending in a Safe Haven Currency such as CHF
by Gábor Dávid Kiss & Tamás Schuszter

2015 An Empirical Analysis of the Diffusion of Information across Stock Markets of Central and Eastern Europe
by Ovidiu Stoica & Mark J. Perry & Seyed Mehdian

2015 European Equity Market Contagion: An Empirical Application to Ireland’s Sovereign Debt Crisis
by Shaen Corbet & Cian Twomey

2015 Contagion and Market Interdependence during the Global Financial Crisis
by Filip Iorgulescu

2015 Innovative Banking Services for Centralised Corporate Cash Management
by György Walter & Balázs Kenesei

2015 Off-exchange Trading, Dark Pools and their Regulatory Dilemmas
by Zsuzsánna Biedermann

2015 Valuation Effect As A Determinant Of The International Investment Position In Central And Eastern European Economies
by Konrad Sobanski

2015 The determinants of capital structure choice: Evidence from Western Europe
by Ana Mugosa

2015 Skewness preference across countries
by Adam Zaremba & Andrzej Nowak

2015 Metal Returns, Stock Returns and Stock Market Volatility
by Mauricio Zeballos & Carlos del Carpio

2015 Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis || Efectos de sensibilidad, persistencia y asimetría en la volatilidad de los mercados bursátiles internacionales?en el entorno de la crisis financiera global
by Gabriel, Vítor

2015 Capital Market Efficiency in CEE Countries
by Dumitru-Nicu?or Cãrãu?u

2015 Foreign currency borrowers in Austria – evidence from the Household Finance and Consumption Survey
by Nicolas Albacete & Peter Lindner

2015 The Use of Payment Cards and the Prevention of Payment Card Fraud in Europe and Bulgaria
by Silvia Parusheva

2015 Projection of the Profitability of Exchange – Traded Assets for the Accounting for the Behavioral Peculiarities of Investors
by Alexander Apostolov

2015 China's Financial System: Growth and Risk
by Allen, Franklin & Qian, Jun "QJ" & Gu, Xian

2015 Ligações e transmissão de volatilidade intradiária entre mercados bolsistas europeus no âmbito da crise financeira global [Connections and transmission of intraday volatility among European stock markets within the global financial crisis]
by Vítor Manuel de Sousa Gabriel & José Ramos Pires Manso

2015 The turn of the month effect still exists in the main Latin American stock markets, including the level of individual stocks
by Kristjanpoller Rodríguez Werner & Arenas Yáñez Teresita

2015 Topology of the foreign currency/forint swap market
by Ádám Banai & András Kollarik & András Szabó-Solticzky

2015 International Trends in Student Lending
by Máté Vona

2015 The safety trap – the financial market and macroeconomic consequences of the scarcity of safe assets
by Dániel Horváth & Róbert Szini

2015 The Co-Movement of U.S. Equity Returns with the Developed and Emerging Markets of Australasia and Asia
by Earl D. Benson & Sophie X. Kong

2015 Regime-Dependent Relationships among Stock Markets in Frankfurt, Vienna and Warsaw
by Henryk Gurgul & Artur Machno

2015 Trading Volume and Momentum: The International Evidence
by Graham Bornholt & Paul Dou & Mirela Malin

2015 Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
by Lorne Switzer & Alan Picard

2015 Equity Anomalies and Idiosyncratic Risk Around the World
by Steve Fan & Scott Opsal & Linda Yu

2015 The impact of the federal funds rate on an investor’s return
by Ikhlaas Gurrib

2015 Revisiting Stock Market Integration Pre-Post Subprime Mortgage Crisis: Insight From BRIC Countries
by Chin-Hong Puah & Rayenda Khresna Brahmana & Kai-Hung Wong

2015 Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets
by Emilio Rojas Olea & Werner Kristjanpoller Rodríguez

2015 Notes on the2015 Finance Symposium
by Alper Veli ÇAM

2015 Transcending the Trend of Financialization: The Heterodox vs. Islamic Economics View
by Mohammad Dulal MIAH & Yasushi SUZUKI

2015 Home-Host Banking Issues and Non-Core Funding—Evidence from Central and Eastern Europe
by Adrian Babin

2015 The Steel European Stock Market Efficiency
by Viorica CHIRILA & Ciprian CHIRILA

2015 Volatility and co-movement: an analysis of stock markets behavior of selected emerging and developed countries
by Sarod Khandaker & Silvia Zia Islam

2015 An evaluation of gold as an inflation hedge: Empirical evidence from South Africa
by Kavir Naidoo & Faeezah Peerbhai

2015 Combining local and global markets in asset pricing in emerging markets:Evidence from three BRICS nations
by Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera

2015 Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets
by Hatice Gaye Gencer

2015 The shadow economy: a relevant factor for investment decisions in selected European Union countries
by Miroslava Kostova Karaboytcheva & Carolina Silva Cassorla

2015 Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market
by Manel Youssef & Lotfi Belkacem & Khaled Mokni

2015 Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads
by Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen

2015 Project Finance Recent Applications and Future Trends: The State of the Art
by A. Garcia-Bernabeu & F. Mayor-Vitoria & F. Mas-Verdu

2015 Institutional and Market Drivers towards a European Capital Markets Union
by Julia Stefanova & Tsvetoslav Stoev

2015 Structural Changes in the Industry of the European Union and Bulgaria. Evolution and Future Challenges after the Crisis
by Iskra Christova-Balkanska

2015 Capital markets union – advantages and disadvantages for Romania 
by Iulian Panait

2015 Long Term Adr Performance: How Do Regional Issues Listed On The Nyse Compare To Us And Regional Index Returns?
by Mark Schaub & Todd A. Brown

2015 Empirical Investigation of Herding Behavior in East Asian Stock Markets Toward the U.S. Market
by Shih-Jui Yang & Ai-Chi Hsu & Show-Yen Lai & Chien-Chiang Lee

2015 Performance Of Technical Analysis In Declining Global Markets
by Jogiyanto Hartono & Dedhy Sulistiawan

2015 Towards the Capital Market Union
by Iulian PANAIT

2015 The Impact of Macroeconomic Changes to the European Currency Market
by Iulia LUPU

2015 Transaction Costs And Nonlinear Mean Reversion In The Eu Emission Trading Scheme
by KIM, JEONGHYUN & SEO, BYEONGSEON

2015 Саморегулируемые Организации В Сфере Финансового Рынка
by N. Polezhaeva

2015 Финансовые Рынки
by Evgeniy Gorbatikov & Elizaveta Khudko

2015 Финансовые Рынки
by Elizaveta Khudko & E. Gorbatikov

2015 Рынок Корпоративных Облигаций
by Elizaveta Khudko

2015 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2015 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2015 Финансовые Рынки
by Nikita Andrievskiy

2015 Financial markets in October 2015
by E. Gorbatikov & E. Khudko

2015 The Rf Central Bank’S Course Is To Achieve Medium-Run Stability
by Ye. Goryunov & P. Trunin

2015 Russia’s financial markets in October 2015
by E. Gorbatikov & E. Khudko

2015 Russian Financial Markets In May 2015
by Evgeniy Gorbatikov & Elizaveta Khudko

2015 Financial Markets In February 2015
by Nikita Andrievskiy & Elizaveta Khudko

2015 Financial Markets In January 2015
by Nikita Andrievskiy & Elizaveta Khudko

2015 Financial Market In December 2014
by Nikita Andrievskiy & Elizaveta Khudko

2015 The Effects of the Financial Crisis on EU Financial Regulation for Commodities
by Umberto Marengo

2015 Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market
by Ales Cornanic & Jiri Novak

2015 International Dependence and Contagion across Asset Classes: The Case of Poland
by Michal Adam & Piotr Banbula & Michal Markun

2015 Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises
by Ramzi FARHANI & Ghrissi MHAMDI & Abdelkader AGUIR & Mounir SMIDA

2015 Interdependencia de los mercados de valores en el mundo
by Elena Moreno García. & Daniel Vázquez Cotera. & Sergio Hernández Mejía & Luis Alberto Larios Ojeda

2015 An Actual Position Benchmark for Mexican Pension Funds Performance
by Óscar V. De la Torre Torres. & Evaristo Galeana Figueroa. & Dora Aguilasocho Montoya.

2015 Financial Integration and Financial Development: Does Financial Integration Metter?
by Besnik Fetai

2015 Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan

2015 The relationship between bank competition and financial stability: a case study of the Mexican banking industry
by Raúl Osvaldo Fernández & Jesús G. Garza-García

2015 A Sharpe-ratio-based measure for currencies
by Javier Prado-Dominguez & Carlos Fernández-Herráiz

2015 SME Stock Exchanges - Should They Have a Greater Role?
by Aljosa Sestanovic

2015 Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market
by Sesar Andrijana & Tomic Bojan

2015 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
by Bojan Tomic

2015 Long-term portfolio investments: New insight into return and risk
by Abramov, Alexander & Radygin, Alexander & Chernova, Maria

2015 Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis
by Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine

2015 The value relevance of risk disclosure in annual reports: Evidence from MENA emerging markets
by Moumen, Néjia & Ben Othman, Hakim & Hussainey, Khaled

2015 Benefits of wavelet-based carry trade diversification
by Orlov, Vitaly & Äijö, Janne

2015 On quantitative easing and high frequency exchange rate dynamics
by Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios

2015 Better the devil you know: The influence of political incumbency on Australian financial market uncertainty
by Smales, Lee A.

2015 Volatility returns with vengeance: Financial markets vs. commodities
by Aboura, Sofiane & Chevallier, Julien

2015 Do asset backed securities ratings matter on average?
by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Treepongkaruna, Sirimon

2015 A comparison among various dimensions of illiquidity effect: A case study of Finland
by Butt, Hilal Anwar

2015 The role of institutional investors and individual investors in financial markets: Evidence from closed-end funds
by Huang, Emily J.

2015 Economics as energy framework: Complexity, turbulence, financial crises, and protectionism
by Rutledge, John

2015 Leading indicators of systemic banking crises: Finland in a panel of EU countries
by Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter

2015 Investor response to public news, sentiment and institutional trading in emerging markets: A review
by Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M.

2015 Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
by Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung

2015 Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options
by Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti

2015 Commonality in liquidity in emerging markets: Another supply-side explanation
by Bai, Min & Qin, Yafeng

2015 Funding liquidity constraints and the forward premium anomaly in a DSGE model
by Chu, Shiou-Yen

2015 Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka
by Sriananthakumar, Sivagowry & Narayan, Seema

2015 Sovereign default, enforcement and the private cost of capital
by Andreasen, Eugenia

2015 The reward for trading illiquid maturities in credit default swap markets
by Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro

2015 Volatility spillovers in EMU sovereign bond markets
by Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón

2015 Market risk of BRIC Eurobonds in the financial crisis period
by Vortelinos, Dimitrios I. & Lakshmi, Geeta

2015 Cross-country variations in capital structure adjustment—The role of credit ratings
by Huang, Yu-Li & Shen, Chung-Hua

2015 Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries
by Kim, Bong-Han & Kim, Hyeongwoo & Lee, Bong-Soo

2015 Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets
by Agudelo, Diego A. & Giraldo, Santiago & Villarraga, Edwin

2015 The extreme-value dependence between the crude oil price and Chinese stock markets
by Chen, Qian & Lv, Xin

2015 The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets
by Chang, Chih-Hsiang & Lin, Shih-Jia

2015 Out of sight, not out of mind: The evidence from Taiwan mutual funds
by Wang, Jin-Ying & Fok, Robert (Chi-Wing) & Gao, Ming & Liu, Yu-Jane

2015 Measuring sovereign risk contagion in the Eurozone
by Suh, Sangwon

2015 Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country
by Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W.

2015 Financial flows and per capita income in developing countries
by Anwar, Sajid & Cooray, Arusha

2015 Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
by Chang, Charles & Lin, Emily

2015 Managing extreme risk in some major stock markets: An extreme value approach
by Karmakar, Madhusudan & Shukla, Girja K.

2015 Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis
by Maghyereh, Aktham I. & Awartani, Basel & Hilu, Khalil Al

2015 Signalling the Dotcom bubble: A multiple changes in persistence approach
by Leone, Vitor & de Medeiros, Otavio Ribeiro

2015 Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro
by Grossmann, Axel & Simpson, Marc W.

2015 Asymmetric risk and return: Evidence from the Australian Stock Exchange
by Vo, Minh & Cohen, Michael & Boulter, Terry

2015 Global risk exposures and industry diversification with Shariah-compliant equity sectors
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

2015 Empirical tests on the liquidity-adjusted capital asset pricing model
by Vu, Van & Chai, Daniel & Do, Viet

2015 The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan
by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert

2015 Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism
by Tseng, Yi-Heng & Chen, Shu-Heng

2015 Do audit committees reduce the agency costs of ownership structure?
by Cai, Charlie X. & Hillier, David & Tian, Gaoliang & Wu, Qinghua

2015 Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence
by Maderitsch, R.

2015 Correlations across Asia-Pacific bond markets and the impact of capital flow management measures
by Chantapacdepong, Pornpinun & Shim, Ilhyock

2015 Stock-return volatility and daily equity trading by investor groups in Korea
by Umutlu, Mehmet & Shackleton, Mark B.

2015 The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia
by Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J.

2015 The market timing ability and return performance of Islamic equities: An empirical study
by Mohammad, Nazeeruddin & Ashraf, Dawood

2015 Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis
by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben

2015 Decomposition of book-to-market and the cross-section of returns for Chinese shares
by Cakici, Nusret & Chatterjee, Sris & Topyan, Kudret

2015 Common deviation and regime-dependent dynamics in the index derivatives markets
by Lee, Jaeram & Kang, Jangkoo & Ryu, Doojin

2015 Industry herding and momentum strategies
by Demirer, Rıza & Lien, Donald & Zhang, Huacheng

2015 Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market
by Wang, Shu-Feng & Lee, Kuan-Hui

2015 Size and price-to-book effects: Evidence from the Chinese stock markets
by Hilliard, Jitka & Zhang, Haoran

2015 Herding and fundamental factors: The Hong Kong experience
by Lam, Keith S.K. & Qiao, Zhuo

2015 Cross-sectoral interactions in Islamic equity markets
by Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk

2015 Do securitized real estate markets jump? International evidence
by Li, Jie & Li, Guangzhong & Zhou, Yinggang

2015 Foreign ownership in emerging stock markets
by Batten, Jonathan A. & Vo, Xuan Vinh

2015 The informational content of ADR mispricing
by Beckmann, Klaus S. & Ngo, Thanh & Wang, Daphne

2015 Competition of trading volume among markets: Evidence from stocks with multiple cross-listing destinations
by Wang, Jing & Zhou, Haigang

2015 The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks
by Ghadhab, Imen & Hellara, Slaheddine

2015 Do demographic changes matter? A cross-country perspective
by Šević, Aleksandar & Brawn, Derek

2015 Cultural distance and foreign IPO underpricing variations
by Cai, Kelly & Zhu, Hui

2015 Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions
by Assaf, Ata

2015 Heterogeneous agents in multi-markets: A coupled map lattices approach
by Huang, Weihong & Chen, Zhenxi

2015 Convenience yield and inventory accessibility: Impact of regional market conditions
by Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard

2015 Value at Risk of the main stock market indexes in the European Union (2000–2012)
by Iglesias, Emma M.

2015 Foreign exchange market intervention and price discovery
by Chen, Yu-Lun & Gau, Yin-Feng

2015 Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
by Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro

2015 Democracy, political risks and stock market performance
by Lehkonen, Heikki & Heimonen, Kari

2015 Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?
by Ebeke, Christian & Lu, Yinqiu

2015 The tail risk premia of the carry trades
by Dupuy, Philippe

2015 What do Chinese macro announcements tell us about the world economy?
by Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova

2015 The world market risk premium and U.S. macroeconomic announcements
by Du, Ding & Hu, Ou

2015 Noisy news and exchange rates: A SVAR approach
by Redl, Chris

2015 The valuation channel of external adjustment
by Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro

2015 Regional integration of the East Asian stock markets: An empirical assessment
by Boubakri, Salem & Guillaumin, Cyriac

2015 Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times
by Temesvary, Judit

2015 FX market liquidity, funding constraints and capital flows
by Banti, Chiara & Phylaktis, Kate

2015 U.S. unconventional monetary policy and transmission to emerging market economies
by Bowman, David & Londono, Juan M. & Sapriza, Horacio

2015 Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola

2015 Real financial market exchange rates and capital flows
by Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P.

2015 Capital inflows and euro area long-term interest rates
by Carvalho, Daniel & Fidora, Michael

2015 ECB policy and Eurozone fragility: Was De Grauwe right?
by Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena

2015 Financial structure, corporate savings and current account imbalances
by Tan, Zhibo & Yao, Yang & Wei, Shang-Jin

2015 Worth the hype? The effect of G20 summits on global financial markets
by Lo Duca, Marco & Stracca, Livio

2015 The credit signals that matter most for sovereign bond spreads with split rating
by Vu, Huong & Alsakka, Rasha & Gwilym, Owain ap

2015 Credit ratings and cross-border bond market spillovers
by Böninghausen, Benjamin & Zabel, Michael

2015 Financial crises and the composition of cross-border lending
by Cerutti, Eugenio & Hale, Galina & Minoiu, Camelia

2015 Drivers of structural change in cross-border banking since the global financial crisis
by Bremus, Franziska & Fratzscher, Marcel

2015 Foreign exchange risk and the term-structure of industry costs of equity
by Krapl, Alain & Giaccotto, Carmelo

2015 Empirical evidence on the currency carry trade, 1900–2012
by Doskov, Nikolay & Swinkels, Laurens

2015 Asset pledgeability and international transmission of financial shocks
by Trani, Tommaso

2015 Modeling financial contagion using mutually exciting jump processes
by Aït-Sahalia, Yacine & Cacho-Diaz, Julio & Laeven, Roger J.A.

2015 The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
by Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis

2015 Central clearing and collateral demand
by Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume

2015 Commonality in news around the world
by Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui

2015 Trade credit and cross-country predictable firm returns
by Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W.

2015 Culture and R2
by Eun, Cheol S. & Wang, Lingling & Xiao, Steven C.

2015 The “greatest” carry trade ever? Understanding eurozone bank risks
by Acharya, Viral V. & Steffen, Sascha

2015 Why do term structures in different currencies co-move?
by Jotikasthira, Chotibhak & Le, Anh & Lundblad, Christian

2015 The U.S. housing price bubble: Bernanke versus Taylor
by Fitwi, Abrar M. & Hein, Scott E. & Mercer, Jeffrey M.

2015 The determinants of foreign trading volume of stocks listed in multiple markets
by Dodd, Olga & Louca, Christodoulos & Paudyal, Krishna

2015 Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession
by Spierdijk, Laura & Umar, Zaghum

2015 The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?
by Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes

2015 Sovereign Wealth Funds: A literature review
by Alhashel, Bader

2015 Does one size fit all? Determinants of insurer capital structure around the globe
by Altuntas, Muhammed & Berry-Stölzle, Thomas R. & Wende, Sabine

2015 As told by the supplier: Trade credit and the cross section of stock returns
by Goto, Shingo & Xiao, Gang & Xu, Yan

2015 Can implied volatility predict returns on the currency carry trade?
by Egbers, Tom & Swinkels, Laurens

2015 Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
by Blatt, Dominik & Candelon, Bertrand & Manner, Hans

2015 How firms use corporate bond markets under financial globalization
by Gozzi, Juan Carlos & Levine, Ross & Martinez Peria, Maria Soledad & Schmukler, Sergio L.

2015 Equity financing activities and European value-growth returns
by Walkshäusl, Christian

2015 Understanding the price of volatility risk in carry trades
by Ahmed, Shamim & Valente, Giorgio

2015 The dark side of cross-listing: A new perspective from China
by Busaba, Walid Y. & Guo, Lin & Sun, Zhenzhen & Yu, Tong

2015 Financial indicators signaling correlation changes in sovereign bond markets
by De Santis, Roberto A. & Stein, Michael

2015 Product market competition and analyst forecasting activity: International evidence
by Haw, In-Mu & Hu, Bingbing & Lee, Jay Junghun

2015 Time-varying international stock market interaction and the identification of volatility signals
by Strohsal, Till & Weber, Enzo

2015 Drivers of cross-border banking exposures during the crisis
by Cerutti, Eugenio

2015 The market valuation of share repurchases in Europe
by Andriosopoulos, Dimitris & Lasfer, Meziane

2015 Institutional herding in international markets
by Choi, Nicole & Skiba, Hilla

2015 Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds
by Adam, Tim & Guettler, Andre

2015 Can mutual funds pick stocks in China? Evidence from the IPO market
by Feng, Xunan & Johansson, Anders C.

2015 Commodity prices and BRIC and G3 liquidity: A SFAVEC approach
by Ratti, Ronald A. & Vespignani, Joaquin L.

2015 Credit default swaps and the market for sovereign debt
by Ismailescu, Iuliana & Phillips, Blake

2015 Herding on fundamental information: A comparative study
by Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I.

2015 Momentum is really short-term momentum
by Gong, Qiang & Liu, Ming & Liu, Qianqiu

2015 National culture and corporate cash holdings around the world
by Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu

2015 Discussion of “Textual analysis and international financial reporting: Large sample evidence”
by Chen, Jason V. & Li, Feng

2015 Textual analysis and international financial reporting: Large sample evidence
by Lang, Mark & Stice-Lawrence, Lorien

2015 The intertemporal risk-return relationship: Evidence from international markets
by Chiang, Thomas C. & Li, Huimin & Zheng, Dazhi

2015 Creditor moral hazard during the EMU debt crisis
by Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P.

2015 Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014
by Kang, Hyunju & Suh, Hyunduk

2015 Industry long-term return reversal
by Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela

2015 Short-horizon excess returns and exchange rate and interest rate effects
by Joseph, Nathan Lael & Lambertides, Neophytos & Savva, Christos S.

2015 Explaining cross-border bank expansion in East Africa
by Kodongo, Odongo & Natto, Dinah & Biekpe, Nicholas

2015 Does sovereign creditworthiness affect bank valuations in emerging markets?
by Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain

2015 Analyst earnings forecast under complex corporate ownership in China
by Huang, Wei & Wright, Brian

2015 Herding dynamics in exchange groups: Evidence from Euronext
by Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios

2015 Opening and closing price efficiency: Do financial markets need the call auction?
by Ibikunle, Gbenga

2015 Foreigners’ trading and stock returns in Spain
by Porras, Eva & Ülkü, Numan

2015 International portfolios: A comparison of solution methods
by Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor

2015 Institutions, Corporate Governance and Capital Flows
by Mukherjee, Rahul

2015 Capital controls and recovery from the financial crisis of the 1930s
by Mitchener, Kris James & Wandschneider, Kirsten

2015 Evaluating international financial integration in a center-periphery economy
by Yu, Changhua

2015 Political risk and the factors that affect international bids
by Glambosky, Mina & Gleason, Kimberly & Murdock, Maryna

2015 Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon

2015 Liquidity and stock returns: Evidence from international markets
by Chiang, Thomas C. & Zheng, Dazhi

2015 Informational efficiency and spurious spillover effects between spot and derivatives markets
by Sogiakas, Vasilios & Karathanassis, George

2015 Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis
by Kadilli, Anjeza

2015 Short sales and the weekend effect—Evidence from a natural experiment
by Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu

2015 Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach
by Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim

2015 A dynamic model of hedging and speculation in the commodity futures markets
by Cifarelli, Giulio & Paladino, Giovanna

2015 Frontier market transaction costs and diversification
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat

2015 The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X
by He, Peng William & Jarnecic, Elvis & Liu, Yubo

2015 Cross-listings and liquidity commonality around the world
by Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui

2015 Granger causality and systemic risk
by Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio

2015 Stock return predictability in South Africa: The role of major developed markets
by Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo

2015 The political risk factor in emerging, frontier, and developed stock markets
by Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja

2015 Cross-listing decisions and the foreign bias of investors
by Dodd, Olga & Frijns, Bart

2015 Cultural differences and the structure of loan syndicates
by Kleimeier, Stefanie & Chaudhry, Sajid M.

2015 Technology upgrades in emerging equity markets: Effects on liquidity and trading activity
by Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren

2015 Eurozone network “Connectedness” after fiscal year 2008
by Cimini, Riccardo

2015 Intraday exchange rate volatility transmissions across QE announcements
by Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios

2015 Investor attention to the Eurozone crisis and herding effects in national bank stock indexes
by Peltomäki, Jarkko & Vähämaa, Emilia

2015 Should Islamic investors consider SRI criteria in their investment strategies?
by Erragraguy, Elias & Revelli, Christophe

2015 Revisiting the earnings–price effect: The importance of future earnings
by Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei

2015 Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
by Neaime, Simon

2015 Higher order comoments of multifactor models and asset allocation
by Boudt, Kris & Lu, Wanbo & Peeters, Benedict

2015 Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
by Wu, Shue-Jen & Lee, Wei-Ming

2015 Predicting the equity premium with the demand for gold coins and bars
by Baur, Dirk G. & Löffler, Gunter

2015 Volatility spillovers in the European bank CDS market
by Alemany, Aida & Ballester, Laura & González-Urteaga, Ana

2015 Stock market interdependence between China and the world: A multi-factor R-squared approach
by He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua

2015 Stochastic volatility and leverage: Application to a panel of S&P500 stocks
by Ozturk, Serda Selin & Richard, Jean-Francois

2015 Currency competition between the dollar and euro: Evidence from exchange rate behaviors
by Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok

2015 The benefits of international diversification: market development, corporate governance, market cap, and structural change effects
by Switzer, Lorne N. & Tahaoglu, Cagdas

2015 The transmission of market shocks and bilateral linkages: Evidence from emerging economies
by Balli, Faruk & Balli, Hatice O. & Jean Louis, Rosmy & Vo, Tuan Kiet

2015 Modelling the lowballing of the LIBOR fixing
by Poskitt, Russell & Dassanayake, Wajira

2015 The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan
by Wang, Yi-Chen & Wang, Ching-Wen & Huang, Chia-Hsing

2015 Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
by Bredin, Don & Conlon, Thomas & Potì, Valerio

2015 Trading costs on the Stock Exchange of Thailand
by Jenwittayaroje, Nattawut & Charoenwong, Charlie & Ding, David K. & Yang, Yung Chiang

2015 Will precious metals shine? A market efficiency perspective
by Charles, Amélie & Darné, Olivier & Kim, Jae H.

2015 Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks
by Ciner, Cetin

2015 Are gold and silver a hedge against inflation? A two century perspective
by Bampinas, Georgios & Panagiotidis, Theodore

2015 Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests
by Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh

2015 On the efficiency of the global gold markets
by Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan

2015 The financial economics of gold — A survey
by O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G.

2015 Do fund managers herd in frontier markets — and why?
by Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay

2015 Australian Dollar carry trades: Time varying probabilities and determinants
by Kim, Suk-Joong

2015 What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices
by Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L.

2015 What determines the yen swap spread?
by Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor

2015 Examining real interest parity: Which component reverts quickest and in which regime?
by Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E.

2015 Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis
by Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel

2015 Does the stock market drive herd behavior in commodity futures markets?
by Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald

2015 Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data
by Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay

2015 The elusive nature of motives to trade: Evidence from international stock markets
by Gębka, Bartosz & Serwa, Dobromił

2015 Mandatory adoption of IFRS and timely loss recognition across Europe: The effect of corporate finance incentives
by Chan, Ann L.-C. & Hsu, Audrey W.-H. & Lee, Edward

2015 On the stock market liquidity and the business cycle: A multi country approach
by Galariotis, Emilios & Giouvris, Evangelos

2015 Why stay-at-home investing makes sense
by O'Hagan-Luff, Martha & Berrill, Jenny

2015 Direct versus indirect regression estimates of foreign exchange cash flow exposure
by Krapl, Alain & O'Brien, Thomas J.

2015 Corporate international diversification and risk
by Krapl, Alain A.

2015 Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle
by Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat

2015 Interactions between oil and financial markets — Do conditions of financial stress matter?
by Wan, Jer-Yuh & Kao, Chung-Wei

2015 Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets
by Ziel, Florian & Steinert, Rick & Husmann, Sven

2015 Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?
by Le, Thai-Ha & Chang, Youngho

2015 How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?
by Tsai, Chun-Li

2015 A unit root model for trending time-series energy variables
by Narayan, Paresh Kumar & Liu, Ruipeng

2015 Performance of utility based hedges
by Cotter, John & Hanly, Jim

2015 Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
by Khalfaoui, R. & Boutahar, M. & Boubaker, H.

2015 Do exchange rates respond asymmetrically to shocks in the crude oil market?
by Atems, Bebonchu & Kapper, Devin & Lam, Eddery

2015 Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min

2015 Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
by Baillie, Richard T. & Kim, Kun Ho

2015 Measures of equity home bias puzzle
by Mishra, Anil V.

2015 The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
by Cho, Dooyeon

2015 Predicting exchange rate cycles utilizing risk factors
by Ahmed, Jameel & Straetmans, Stefan

2015 Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
by Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek

2015 Information shares of two parallel currency options markets: Trading costs versus transparency/tradability
by Piccotti, Louis R. & Schreiber, Ben Z.

2015 Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
by Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza

2015 Disentangling contagion among sovereign CDS spreads during the European debt crisis
by Broto, Carmen & Pérez-Quirós, Gabriel

2015 On financial risk and the safe haven characteristics of Swiss franc exchange rates
by Grisse, Christian & Nitschka, Thomas

2015 FX funding risks and exchange rate volatility
by Ree, Jack Joo K. & Yoon, Kyoungsoo & Park, Hail

2015 Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?
by Smimou, K. & Khallouli, W.

2015 Regional and global spillovers and diversification opportunities in the GCC equity sectors
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

2015 Impact of changes in the CSI 300 Index constituents
by Wang, Chuan & Murgulov, Zoltan & Haman, Janto

2015 The formulation of the four factor model when a considerable proportion of firms is dual-listed
by Garyn-Tal, Sharon & Lauterbach, Beni

2015 Pricing, dynamics, and determinants of illiquidity risks: International evidence
by Saad, Mohsen & Samet, Anis

2015 Options and central bank currency market intervention: The case of Colombia
by Keefe, Helena Glebocki & Rengifo, Erick W.

2015 Exchange risk premia and firm characteristics
by Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin

2015 Military regimes and stock market performance
by Civilize, Sireethorn & Wongchoti, Udomsak & Young, Martin

2015 Matching the BRIC equity premium: A structural approach
by Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick

2015 Are the KOSPI 200 implied volatilities useful in value-at-risk models?
by Kim, Jun Sik & Ryu, Doojin

2015 Emerging market hedge funds in the United States
by Park, Hyuna

2015 Measuring stock market contagion: Local or common currency returns?
by Mink, Mark

2015 Determinants of corporate listings on stock markets in Sub-Saharan Africa: Evidence from Ghana
by Acquaah, Moses

2015 The dynamic relationship between stock, bond and foreign exchange markets
by Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran

2015 Investor heterogeneity and commonality in stock return and liquidity
by Pan, Deng & Shi, Jing & Wu, Fei & Zhang, Bohui

2015 Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs
by Lyócsa, Štefan & Baumöhl, Eduard

2015 On the sustainability of exchange rate target zones with central parity realignments
by Martínez-García, Enrique

2015 What do scientists know about inflation hedging?
by Arnold, Stephan & Auer, Benjamin R.

2015 Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
by Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo

2015 Predictability dynamics of Islamic and conventional equity markets
by Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk

2015 Can re-regulation of the financial sector strike back public debt?
by Agnello, Luca & Sousa, Ricardo M.

2015 Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach
by Boubaker, Heni & Sghaier, Nadia

2015 Analysis of the management of currency composition of foreign exchange reserves in Australia
by Soesmanto, Tommy & Selvanathan, Eliyathamby A. & Selvanathan, Saroja

2015 How well does the weighted price contribution measure price discovery?
by Wang, Jianxin & Yang, Minxian

2015 Networked relationships in the e-MID interbank market: A trading model with memory
by Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele

2015 Corporate governance and state expropriation risk
by Col, Burcin & Errunza, Vihang

2015 Sovereign and corporate credit risk: Evidence from the Eurozone
by Bedendo, Mascia & Colla, Paolo

2015 Cross-listings and corporate cash savings: International evidence
by Kusnadi, Yuanto

2015 Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares
by Li, Shan & Brockman, Paul & Zurbruegg, Ralf

2015 Foreign institutional investors and corporate governance in emerging markets: Evidence of a split-share structure reform in China
by Huang, Wei & Zhu, Tao

2015 Firm crash risk, information environment, and speed of leverage adjustment
by An, Zhe & Li, Donghui & Yu, Jin

2015 Innovation efficiency, global diversification, and firm value
by Gao, Wenlian & Chou, Julia

2015 The effect of index futures trading on volatility: Three markets for Chinese stocks
by Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L.

2015 One currency, two markets: the renminbi's growing influence in Asia-Pacific
by Shu, Chang & He, Dong & Cheng, Xiaoqiang

2015 Assessing the impact of the Chinese stimulus package at home and abroad: A damp squib?
by Burdekin, Richard C.K. & Weidenmier, Marc D.

2015 Bank diversification, performance and stock market response: Evidence from listed public banks in South Asian countries
by Edirisuriya, Piyadasa & Gunasekarage, Abeyratna & Dempsey, Michael

2015 Volatility transmission and volatility impulse response functions among the Greater China stock markets
by Jin, Xiaoye

2015 The Impact of Accounting Disclosures and the Regulatory Environment on the Information Content of Earnings Announcements
by Eiler, Lisa A. & Miranda-Lopez, Jose & Tama-Sweet, Isho

2015 Pricing and spread components at the Lima Stock Exchange
by Chávez-Bedoya, Luis & Loaiza Álamo, Carlos & Téllez De Vettori, Giannio

2015 Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima
by Chávez-Bedoya, Luis & Loaiza Alamo, Carlos & Téllez de Vettori, Giannio

2015 A Test of the Market Efficiency of the Integrated Latin American Market (MILA) Index in Relation to Changes in the Price of Oil
by Katerin Hernández-Gamarra & Julio Sarmiento-Sabogal & Edgardo Cayon-Fallon

2015 Coal Sector Returns and Oil Prices: Developed and Emerging Countries
by Mohammad Z. Hasan & Ronald A. Ratti

2015 Crude Oil Price Shocks and Stock Returns: Evidences from Turkish Stock Market under Global Liquidity Conditions
by Berna Aydogan & Istemi Berk

2015 Financial Integration, Financial Dependence and Employment Growth
by Nurullah Gur

2015 The Determinants of Banking Performance in Front of Financial Changes: Case of Trade Banks in Tunisia
by Makram Nouaili & Ezzeddine Abaoub & Anis Ochi

2015 A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm
by Fethi Belhaj & Ezzeddine Abaoub

2015 Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets
by Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar

2015 The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey
by Serhan Cevik & Joshua Charap

2015 An Early Warning Model with Technical Trading Indicators
by Kutluk Kagan Sumer

2015 Analysis of the evolution of sovereign bond yields by wavelet techniques
by David Chinarro & Eduardo Martínez & Simón J. Sosvilla

2015 Factores determinantes del salario del sector privado en el Ecuador para el año 2014: un caso de estudio en la ciudad de Guayaquil
by Manuel A. Zambrano-Monserrate & Daniel A. Sanchez-Loor

2015 The second-generation informational problem in the financial markets
by Jadwiga Glanc & Piotr Osiewacz

2015 Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012
by Elzbieta Szulc & Dagna Wleklinska

2015 Comparative analysis of mature and emerging markets\' stock market indices using Hurst exponents
by Agnieszka Kapecka

2015 The Regional Development of Poland in 2005–2013 – the Main Tendencies
by Izabella Kudrycka

2015 Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia
by Jorge Mario Uribe & Natalia Restrepo López

2015 Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos
by Rojas, Emilio & Kristjanpoller, Werner

2015 The Shadow Banking System And Its Role In Triggering The Global Crisis
by Carmen BOGHEAN

2015 Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond
by Chunming Yuan & Tanu J. Pongsiri

2015 Der Einfluss des Wechselkurses auf den deutschen Export – Simulationen mit Fehlerkorrekturmodellen
by Christian Grimme & Claire Thürwächter

2015 Der »Franken-Schock«: Die Freigabe des Schweizer Franken – wer gewinnt und wer verliert?
by Peter Bernholz & Ernst Baltensperger & David Iselin & Oliver Landmann & Rudolf Minsch

2015 Disequilibria and contagion in financial markets: Evidence from a new test
by Luca De Angelis & Attilio Gardini

2015 Déséquilibres globaux et crise globale : quel partage des risques avec des assureurs en dernier ressort ?
by Christophe Boucher & Catherine Lubochinsky

2015 Internationaliser la monnaie tout en s’endettant massivement : le cas de la Chine
by Alicia Garcia Herrero

2015 La politique de change chinoise et la place du renminbi dans le système monétaire international
by Virginie Coudert & Pauline Lez

2015 Testing the predict power of VIX: an application of multiplicative error model
by Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira

2015 Closing price manipulation in Borsa Istanbul and the impact of call auction sessions
by Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic

2015 Financial integration in emerging market economies: Effects on volatility transmission and contagion
by Aymen Ben Rejeb & Adel Boughrara

2015 Islamic stock markets and potential diversification benefits
by Mouna Boujelbene Abbes & Yousra Trichilli

2015 Financial reforms, financial openness, and corporate debt maturity: International evidence
by Senay Agca & Gianni De Nicolò & Enrica Detragiache

2015 The impact of monetary policy on bank lending rate in South Africa
by B.T. Matemilola & A.N. Bany-Ariffin & Fatima Etudaiye Muhtar

2015 Empirical dynamics of emerging financial markets during the global mortgage crisis
by Rahmi Erdem Aktug

2015 Non-resident holdings of French CAC 40 shares at end-2014
by P. Bui Quang.

2015 Le portefeuille-titres des résidents entre 2008 et 2015
by BUI QUANG, P.

2015 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2014
by BUI QUANG, P.

2015 Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries
by Vladimir Tsenkov

2015 Trends on the Capital Market in Greece before and after the State Debt Crisis
by Vasiliki Bazdekidu

2015 The Volatility of Romanian Exchange Rate: A GARCH Approach
by Elena Pelinescu & Delia-Elena Diacona?u

2015 CASH vs. SYNTHETIC CDOs
by Silviu Eduard Dinca

2015 Macro- and Microeconomic Risks of Student Loans in an International Context
by Máté Vona

2015 Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries
by Joanna Olbryś & Elżbieta Majewska

2015 Herd behaviour in Southeast Asian stock markets — An empirical investigation
by Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen

2015 The Place Of Bucharest Stock Exchange Amongst The Capital Markets From Central And Eastern Europe
by Iulia-Oana Stefan

2015 Structured Finance & Assets Securitisation: Participants’ Motivations And Competitive Advantages
by Silviu Eduard Dinca

2015 The Development Of The Romanian’S Capital Market And Its Importance In The European Economy
by Raducu Stefan BRATU

2015 Technical Analysis Of Ftse 100 Index Using Quantmod Package
by Sorin Marius Pirnac

2015 International Credit Flows and Pecuniary Externalities
by Markus K. Brunnermeier & Yuliy Sannikov

2015 A Seniority Arrangement for Sovereign Debt
by Satyajit Chatterjee & Burcu Eyigungor

2015-06 Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case
by Vasilev, Aleksandar

2014 Price Limit And Stock Volatility In China During Financial Crises
by Wing Chan, Derek Wang, Terence Chong

2014 Alpha or Not Alpha: The Case of the Hedge Fund Industry
by Hugues Pirotte & Nils Tuchschmid

2014 Does Oil Price Uncertainty Matter for Stock Returns in South Africa?
by Goodness C. Aye

2014 Revisiting Herding Behavior in REITs: A Regime-Switching Approach
by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta

2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
by Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta

2014 Testing for Multiple Bubbles in the BRICS Stock Markets
by Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar

2014 Financiarisation des marchés de matières premières
by Lambinet, Rémy

2014 Couverture du risque de volatilité et de corrélation dans un portefeuille
by Malongo, Hassan

2014 Valuation effects of termination of cross-listings
by Füss, Roland & Hommel, Urich & Plagge, Jan-Carl

2014 A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets
by Hwang, Peter & Sitorus, Romora Edward

2014 Spread Risk Premia in Corporate Credit Default Swap Markets
by Oliver Entrop & Richard Schiemert & Marco Wilkens

2014 International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth
by Yavuz ARSLAN & Temel TAŞKIN

2014 Spillover dynamics for systemic risk measurement using spatial financial time series models
by Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia

2014 Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?
by Tonzer, Lena & Buchholz, Manuel

2014 Detecting financial contagion in a multivariate system
by Manner, Hans & Blatt, Dominik & Candelon, Bertrand

2014 Effective exchange rates, current accounts and global imbalances
by Beckmann, Joscha & Czudaj, Robert

2014 Why do small Chinese firms list on the Frankfurt Stock Exchange?
by Xu, Hongmei

2014 The impact of the financial crisis on transatlantic information flows: An intraday analysis
by Dimpfl, Thomas & Peter, Franziska J.

2014 Austerity, fiscal volatility, and economic growth
by Curatola, Giuliano & Donadelli, Michael & Gioffré, Alessandro & Grüning, Patrick

2014 Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert

2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
by Beckmann, Joscha & Berger, Theo & Czudaj, Robert

2014 Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets
by Rühl, Tobias R. & Stein, Michael

2014 State dissolution, sovereign debt and default: Lessons from the UK and Ireland, 1920-1938
by Foley-Fisher, Nathan & McLaughlin, Eoin

2014 The role of a changing market environment for credit default swap pricing
by Leppin, Julian S. & Reitz, Stefan

2014 Real financial market exchange rates and capital flows
by Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P.

2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
by Stolbov, Mikhail

2014 The role of a changing market: Environment for credit default swap pricing
by Leppin, Julian S. & Reitz, Stefan

2014 The Role of a Changing Market Environment for Credit Default Swap Pricing
by Leppin, Julia S. & Reitz, Stefan

2014 A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
by Rabitsch, Katrin & Stepanchuk, Serhiy

2014 Bank's strategies during the financial crisis
by Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone

2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
by Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan

2014 Gold, Oil, and Stocks
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

2014 Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?
by Barunik, Jozef & Kočenda, Evžen & Vácha, Lukáš

2014 Irish land bonds: 1891-1938
by Foley-Fisher, Nathan & McLaughlin, Eoin

2014 Structural analysis with independent innovations
by Herwartz, Helmut

2014 Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching
by Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan

2014 Decomposition of country-specific corporate bond spreads
by Dötz, Niko

2014 When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

2014 An Incomplete Markets Explanation to the UIP Puzzle
by Katrin Rabitsch

2014 Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions
by Christian R. Proaño & Christian Schoder & Willi Semmler

2014 A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
by Katrin Rabitsch & Serhiy Stepanchuk

2014 International Portfolios: A Comparison of Solution Methods
by Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov

2014 How smooth is the stock market integration of CEE-3?
by Eduard Baum??hl & ??tefan Ly??csa

2014 Generalized Momentum Asset Allocation Model
by Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

2014 Options delta hedging with no options at all
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection
by Florian Mueller

2014 Disentangling the Accruals Mispricing in Europe: Is It an Industry Effect?
by Elisabetta Basilico & Tommi Johnsen

2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
by Roberto Casarin & Monica Billio & Anthony Osuntuyi

2014 The Stock Market, the Real Economy and Contagion
by Dirk G Baur & Isaac Miyakawa

2014 Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence
by Fink, Christopher & Raatz, Katharina & Weigert, Florian

2014 A variance spillover analysis without covariances: what do we miss?
by Fengler, Matthias R. & Gisler, Katja I. M.

2014 The long and the short of it: Sovereign debt crises and debt maturity
by Raquel Fernández & Alberto Martin

2014 The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models
by Ryota Nakatani

2014 The Companys Brand Evaluation on the Base of the Financial Markets Instruments
by Magomet Yandiev

2014 Procyclicality and path dependence of sovereign credit ratings: The example of Europe
by Freitag L.

2014 The resurgence of cultural borders in international finance during the financial crisis: Evidence from Eurozone cross-border depositing
by Kleimeier S. & Sander H. & Heuchemer S.

2014 Da “sabedoria prática” dos Mercantilistas à Economia Monetária de Keynes: A Administração da Economia Doméstica frente à atual configuração do Sistema Monetário Internacional e após a Crise Financeira Internacional de 2008
by Everton Sotto Tibiriçá Rosa & Thiago Custódio Alves de Oliveira

2014 The non-linear trade-off between return and risk: a regime-switching multi-factor framework
by John Cotter & Enrique Salvador

2014 Performance of Utility Based Hedges
by John Cotter & Jim Hanly

2014 Hurting without Hitting: The Economic Cost of Political Tension
by He, Yinghua & Nielsson, Ulf & Wang, Yonglei

2014 The Role of Uncertainty Avoidance in Foreign Investment Bias
by Burcu Erdogan

2014 Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
by Galkiewicz, Dominika Paula

2014 Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
by Gałkiewicz, Dominika

2014 The Price of Euro: Evidence from Sovereign Debt Markets
by Erik Makela

2014 Investment Returns and Economic Fundamentals in International Art Markets
by Renneboog, L.D.R. & Spaenjers, C.

2014 Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
by André Lucas & Xin Zhang

2014 Mutual Funds and Information Diffusion: The Role of Country-Level Governance
by Chunmei Lin & Massimo Massa & Hong Zhang

2014 Prospects for an EMU between Federalism and Nationalism
by Frank A.G. den Butter & Mathieu L.L. Segers

2014 On International Consumption Risk Sharing, Financial Integration and Financial Development
by Yasin Mimir

2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
by Gozde Gurgun & Ibrahim Unalmis

2014 International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth
by Yavuz Arslan & Temel Taskin

2014 The direct and indirect e ects of oil shocks on energy related stocks
by David C Broadstock & Rui Wang & Dayong Zhang

2014 Investment Grade, Asset Prices and Changes in the Source of Systematic Risk
by Bruno Giovannetti & Mauro Rodrigues, Eduardo Ros

2014 Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
by Marie Briere & Ariane Szafarz

2014 Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market
by Thomas Nitschka

2014 Exchange rate returns and external adjustment: evidence from Switzerland
by Christian Grisse & Thomas Nitschka

2014 Press Freedom and Jumps in Stock Prices
by Thorsten Lehnert

2014 Is Barrier version of Merton model more realistic? Evidence from Europe
by Petra Andrlikova

2014 Price and Volatility Linkages between Indian Stocks and their European GDRs
by Partha Ray & Vinodh Madhavan

2014 The relation between national stock prices and effective exchange rates: Does it affect exchange rate exposure?
by Marko Korhonen

2014 Financial Structure and Economic Development in Africa
by Nyasha Mahonye and Kalu Ojah

2014 Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market
by Anmar Pretorius and Alain Kabundi

2014 Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component
by M. FRÖMMEL & F VAN GYSEGEM

2014 The dynamics of European financial market integration
by G. EVERAERT & L. POZZI

2014 Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries
by M. FRÖMMEL & M. LUETJE

2014 Romania’s external debt threats
by Zaman, Gheorghe & Georgescu, George

2014 Explaining Foreign Holdings of Asia’s Debt Securities
by Horioka, Charles Yuji & Nomoto, Takaaki & Terada-Hagiwara, Akiko

2014 Stock Market Co-Movement and Exchange Rate Flexibility: Experience of the Republic of Korea
by Park, Yung Chul & Park, Hail

2014 Regional Financial Regulation in Asia
by Kawai, Masahiro & Morgan, Peter J.

2014 Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
by Jiahan Li & Ilias Tsiakas & Wei Wang

2014 Foreign Exchange Risk and the Predictability of Carry Trade Returns
by Gino Cenedese & Lucio Sarno & Ilias Tsiakas

2014 The Equity-like Behaviour of Sovereign Bonds
by Alfonso Dufour & Andrei Stancu & Simone Varotto

2014 Capital inflows and euro area long-term interest rates
by Daniel Carvalho & Michael Fidora

2014 Financial Integration and the Great Leveraging
by Daniel Carvalho

2014 A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification
by Degiannakis, Stavros & Dent, Pamela & Floros, Christos

2014 Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach
by Shijaku, Gerti

2014 Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting
by Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong

2014 The 1719-20 stock euphoria: a pan-European perspective
by Condorelli, Stefano

2014 Intra-Day Realized Volatility for European and USA Stock Indices
by Degiannakis, Stavros & Floros, Christos

2014 Diversification strategy, Ownership Structure, and Firm Value: a study of public‐listed firms in Indonesia
by Brahmana, Rayenda Khresna & Setiawan, Doddy & Hooy, Chee Wooi

2014 Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change
by Akturk, Halit

2014 Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods
by Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent

2014 The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?
by Hryckiewicz, Aneta

2014 Banking business models and the nature of financial crises
by Hryckiewicz, Aneta & Kozlowski, Lukasz

2014 The onshore-offshore interaction of RMB market: a high-frequency analysis
by Liu, Tao

2014 Low Versus High Leverage (LVH)
by Bebel, Arkadiusz

2014 Využití metody value averaging při investicích na světových akciových trzích
by Škatuĺárová, Ivana & Šoba, Oldřich & Širůček, Martin

2014 Validita modelu CAPM na akciovém trhu USA
by Širůček, Martin & Šoba, Oldřich & Němeček, Jaroslav

2014 Institutional Investment in Infrastructure in Emerging Markets and Developing Economies
by Inderst, Georg & Stewart, Fiona

2014 Causal relationship between financial depth and economic growth: evidence from Asia-Pacific Countries
by M. Sani,, Nur Fatin Najwa & Ismail, Fathiyah & W. Mahmood, Wan Mansor

2014 Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA
by Fuinhas, José Alberto & Marques, António Cardoso & Nogueira, David Coito

2014 Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)
by Ezzat, Hassan & Kirkulak, Berna

2014 Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market
by ETOUNDI ATENGA, ERIC MARTIAL

2014 Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market
by Mellado, Cristhian & Escobari, Diego

2014 Акции С Наибольшей Доходностью
by Sinchugova, Regina

2014 An empirical examination of stock market integration in EMU
by Matei, Florin

2014 Assessing the readiness of BRICS grouping for mutually beneficial financial integration
by Bonga-Bonga, Lumengo

2014 ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States
by Lechman, Ewa & Marszk, Adam

2014 Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis
by Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad

2014 Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa
by Valli, Mohammed & Masih, Mansur

2014 Exploring Diversification Benefits in Asia-Pacific Equity Markets
by Mensah, Jones Odei & Premaratne, Gamini

2014 The European Financial System in Limelight
by Adnan, Noureen & Shahzad, Syed Jawad Hussain

2014 The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study
by Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat

2014 Global Variance Risk Premium and Forex Return Predictability
by Aloosh, Arash

2014 Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

2014 Bounding the productivity default shock : Evidence from the The European Sovereign Debt Crisis
by Alonso-Ortiz, Jorge & Colla, Esteban & Da-Rocha, Jose-Maria

2014 How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries
by Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur

2014 Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America
by Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell

2014 A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter
by Rodríguez-Aguilar, Román & Cruz-Aké, Salvador & Venegas-Martínez, Francisco

2014 Extreme Returns in the European Financial Crisis
by Chouliaras, Andreas & Grammatikos, Theoharry

2014 Terrorism and Stock Market Linkages: An Empirical Study from Pakistan
by Arif, Imtiaz & Suleman, Tahir

2014 Portfolio diversification strategy for Malaysia: International and sectoral perspectives
by Hakim, Idwan & Masih, Mansur

2014 Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches
by Rahim, Adam Mohamed & Masih, Mansur

2014 Comovement of East and West Stock Market Indexes
by Yusoff, Yuzlizawati & Masih, Mansur

2014 Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity
by Farouk, Faizal & Masih, Mansur

2014 Uncertainty and Volatility in MENA Stock Markets During the Arab Spring
by Al Shugaa, Ameen & Masih, Mansur

2014 Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC
by Omer, Gamal Salih & Masih, Mansur

2014 Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors
by Rahim, Adam Mohamed & Masih, Mansur

2014 Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia
by Naseri, Marjan & Masih, Mansur

2014 Superstition and financial decision making
by Hirshleifer, David & Jian, Ming & Zhang, Huai

2014 Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
by Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina

2014 Models of Competitiveness (I)
by Dusa, Silvia

2014 What Bitcoin Looks Like?
by Bouoiyour, Jamal & Selmi, Refk

2014 Knowledge-Based Economy in the Competitiveness Equation. The Case of the Republic of Serbia
by Tosic, Natasa & Iordan-Constantinescu, Nicolae

2014 Euro and the three Cs - competition, competitiveness, convergence
by Iordan-Constantinescu, Nicolae

2014 What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon
by Bouoiyour, Jamal & Selmi, Refk

2014 The Great Depression and the Great Recession: A Comparative Analysis of their Analogies
by Peicuti, Cristina

2014 Leverage, return, volatility and contagion: Evidence from the portfolio framework
by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet

2014 Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula
by Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir

2014 Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
by Ilhan, Bilal & Masih, Mansur

2014 Investment Decisions: Are we fully-Rational?
by Pereira Reichhardt, Joaquín & Iqbal, Tabassum

2014 Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening
by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet

2014 Leverage versus volatility: Evidence from the Capital Structure of European Firms
by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet

2014 Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds
by Chang, Chia-Lin & Ke, Yu-Pei

2014 Does oil price uncertainty transmit to the Thai stock market?
by Jiranyakul, Komain

2014 Does oil price uncertainty transmit to the Thai stock market?
by Jiranyakul, Komain

2014 العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011
by Al-Habashneh, Fedel & Shhateet, Mohammad & AL-Bdore, Jaber & Amareen, Zainah

2014 Does oil price uncertainty transmit to the Thai stock market?
by Jiranyakul, Komain

2014 Oil price volatility and real effective exchange rate: the case of Thailand
by Jiranyakul, Komain

2014 Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis
by Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur

2014 Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia
by Kabir, Sarkar Humayun & Masih, Mansur

2014 Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application
by Chunxiu, Ma & Masih, Mansur

2014 The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
by Saiti, Buerhan & Masih, Mansur

2014 The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
by Abu Bakar, Norhidayah & Masih, Abul Mansur M.

2014 Corporate governance in Islamic Finance: Basic concepts and issues
by Elasrag, Hussein

2014 The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?
by Hryckiewicz, Aneta

2014 Dependence patterns across Gulf Arab stock markets: a copula approach
by Syed Abul, Basher & Salem, Nechi & Hui, Zhu

2014 Does oil price uncertainty transmit to the Thai stock market?
by Jiranyakul, Komain

2014 The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity
by Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin

2014 Corporate governance in Islamic financial institutions
by Elasrag, Hussein

2014 Assessing Credit Risk in Money Market Fund Portfolios
by Collins, Sean & Gallagher, Emily

2014 Corporate governance in Islamic financial institutions
by Elasrag, Hussein

2014 Capital Asset Pricing Model and Stochastic Volatility: A Case study of India
by Fung, Ka Wai Terence & Demir, Ender & Zhou, Lu

2014 The conditional pricing of currency and inflation risks in Africa's equity markets
by Kodongo, Odongo & Ojah, Kalu

2014 Panel Data Analysis of Performance of QDII Equity Funds in China
by Jin, Hui & Cao, Yanka

2014 Systemic Liquidity Crisis with Dynamic Haircuts
by Sever, Can

2014 Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
by Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav

2014 Dynamic Spillover Effects in Futures Markets
by Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos

2014 Stock markets and energy prices
by Syed Abul, Basher

2014 Influence of Foreign Institutional Investments (FIIs) on the Indian stock market
by Vardhan, Harsh & Sinha, Pankaj

2014 Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
by Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi

2014 SPACs with focus on China
by Shachmurove, Yochanan & Vulanovic, Milos

2014 Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis
by El Ghini, Ahmed & Saidi, Youssef

2014 Pricing Default Risk: The Good, The Bad, and The Anomaly
by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

2014 Global Style Portfolios Based on Country Indices
by Angelidis, Timotheos & Tessaromatis, Nikolaos

2014 Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling
by Abdul Qayyum & Muhammad Arshad Khan

2014 Valuation effect as a determinant of the international investment position in Central and Eastern European Economies
by Konrad Sobanski

2014 An anatomy of the Level 3 fair-value hierarchy discount
by Emanuel Bagna & Giuseppe Di Martino & Davide Rossi

2014 The Elephant in the Ground: Managing oil and sovereign wealth
by Ton van den Bremer & Frederick van der Ploeg & Samuel Wills

2014 Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market
by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

2014 Trade Credit and Cross-country Predictable Firm Returns
by Rui Albuquerque & Tarun Ramadorai & Sumudu W. Watugala

2014 Factors behind the Decline in Real Long-Term Government Bond Yields
by Romain Bouis & Kei-Ichiro Inaba & Łukasz Rawdanowicz & Ane Kathrine Christensen

2014 US Long Term Interest Rates and Capital Flows to Emerging Economies
by Eduardo Olaberría

2014 Spillover Effects from Exiting Highly Expansionary Monetary Policies
by Łukasz Rawdanowicz & Romain Bouis & Jérôme Brezillon & Ane Kathrine Christensen & Kei-Ichiro Inaba

2014 International Credit Flows and Pecuniary Externalities
by Markus K. Brunnermeier & Yuliy Sannikov

2014 The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment
by Laura Alfaro & Anusha Chari & Fabio Kanczuk

2014 Momentum Trading, Return Chasing, and Predictable Crashes
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan

2014 International Financial Integration and Crisis Contagion
by Michael B. Devereux & Changhua Yu

2014 The Carry Trade: Risks and Drawdowns
by Kent Daniel & Robert J. Hodrick & Zhongjin Lu

2014 Evidence for Relational Contracts in Sovereign Bank Lending
by Peter Benczur & Cosmin L. Ilut

2014 Capital Market Financing, Firm Growth, Firm Size Distribution
by Tatiana Didier & Ross Levine & Sergio L. Schmukler

2014 Forward and Spot Exchange Rates in a Multi-currency World
by Tarek A. Hassan & Rui C. Mano

2014 Capital Controls and Recovery from the Financial Crisis of the 1930s
by Kris James Mitchener & Kirsten Wandschneider

2014 Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations
by Raymond Fisman & Yasushi Hamao & Yongxiang Wang

2014 Do ETFs Increase Volatility?
by Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi

2014 Foreign Ownership of U.S. Safe Assets: Good or Bad?
by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh

2014 Central Clearing and Collateral Demand
by Darrell Duffie & Martin Scheicher & Guillaume Vuillemey

2014 International Liquidity and Exchange Rate Dynamics
by Xavier Gabaix & Matteo Maggiori

2014 The Price of Political Uncertainty: Theory and Evidence from the Option Market
by Bryan Kelly & Lubos Pastor & Pietro Veronesi

2014 Political Risk Spreads
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel

2014 Pricing sovereign credit risk of an emerging market
by Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa

2014 Market perception of sovereign credit risk in the euro area during the financial crisis
by Gonzalo Camba-Méndez & Dobromił Serwa

2014 Over the Hedge: Do Exporters Practice Selective Hedging?
by Richard Fabling & Arthur Grimes

2014 Reconsidering Corporate Ratings
by Bertrand K Hassani & Xin Zhao

2014 The determinants of abandoned M&As in the banking sector
by Caiazza, Stefano & Pozzolo, Alberto Franco

2014 Can Financial Stability be Maintained in Developing Countries after the Global Crisis: The Role of External Financial Shocks?
by Hasan Comert & Mehmet Selman Colak

2014 The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets
by Costas Karfakis & Theodore Panagiotidis

2014 Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
by Galkiewicz, Dominika Paula

2014 Determinants of Capital Structure in Non-Financial Companies
by Kühnhausen, Fabian & Stieber, Harald W.

2014 Examining real interest parity: which component reverts quickest and in which regime?
by Kavita Sirichand & Andrew Vivian & Mark E.Wohar

2014 Monetary Policy, Incomplete Asset Markets, and Welfare in a Small Open Economy
by Shigeto Kitano & Kenya Takaku

2014 Banking Union Optimal Design under Moral Hazard
by Marius Andrei Zoican & Lucyna Anna Gornicka

2014 Financial Fragmentation and Economic Growth in Europe
by Isabel Schnabel & Christian Seckinger

2014 Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk
by Meryem Duygun & Huseyin Ozturk & Mohamed Shaban & Emili Tortosa-Ausina

2014 Sovereign credit ratings, market volatility, and financial gains
by António Afonso & Pedro Gomes & Abderrahim Taamouti

2014 The relevance of fiscal rules for fiscal and yield developments
by António Afonso & Ana Sofia Guimarães

2014 Contagion in EU Sovereign Yield Spreads
by António Afonso & Ana Catarina Ramos Félix

2014 Oil price impact on financial markets:
by Anna Creti & Zied Ftiti & Khaled Guesmi

2014 Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
by Walid Chkili & Duc Khuong Nguyen

2014 Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities
by Gilles de Truchis & Benjamin Keddad

2014 Equity Risk Premium and Regional Integration
by Mohamed Arouri & Frédéric Teulon & Christophe Rault

2014 Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk
by Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon

2014 Dynamics in the correlations of the Credit Default Swaps’ G14 dealers: Are there any contagion effects due to Lehman Brothers’ bankruptcy and the global financial crisis?
by Irfan Akbar Kazi & Suzanne Salloy

2014 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
by Adnen Ben Nasr & Thomas Lux & Ahdi Noomen Ajmi & Rangan Gupta

2014 The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach
by Khaled Guesmi & Frédéric Teulon

2014 On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach
by Chaker Aloui & Duc Khuong Nguyen

2014 How to switch off the cypriot financial crisis without weakening durably Europe ?
by Jean Messiha & Bruno-Laurent Moschetto & Frederic Teulon

2014 Dynamic spillovers among major energy and cereal commodity prices
by Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon

2014 Do global factors impact BRICS stock markets? A quantile regression approach
by Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen

2014 Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches
by Gazi Salah Uddin & Mohamed Arouri & Aviral Kumar Tiwari

2014 The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries
by Irfan Akbar Kazi & Mohamed Mehanaoui & Farhan Akbar

2014 Destabilizing Carry Trades
by Guillaume Plantin & Hyun Song Shin

2014 Return and Volatility Spillovers in Industrial Metals
by Brian M. Lucey

2014 Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets
by Raj Aggarwal & Brian M. Lucey & Fergal A. O'Connor

2014 The Global Preference for Dividends in Declining Markets
by Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Carl B. Muckley

2014 Which Precious Metals Spill Over on Which, When and Why? – Some Evidence
by Jonathan A. Batten & Cetin Ciner & Brian M. Lucey

2014 Uncertainty and Economic Activity: A Global Perspective
by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci

2014 Quantifying Informational Linkages in a Global Model of Currency Spot Markets
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin

2014 Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
by Dominika Paula Gałkiewicz & & Melanie &

2014 Interactions between CNY and CNH Money and Forward Exchange Markets
by David Leung & John Fu

2014 Sovereign Credit Ratings, Transparency and International Portfolio Flows
by Amar Gande & David Parsley

2014 One Currency, Two Markets: The Renminbi's Growing Influence in Asia-Pacific
by Chang Shu & Dong He & Xiaoqiang Cheng

2014 What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market
by Elena Kalotychou & Eli Remolona & Eliza Wu

2014 Asymmetric exchange-rate exposure in BRIC countries
by Dranev Yury & Maxim Babushkin

2014 Does Trading Anonymously Enhance Liquidity?
by Dennis, Patrick J. & Sandås, Patrik

2014 Can Mutual Funds Pick Stocks in China? Evidence from the IPO Market
by Johansson, Anders C. & Feng, Xunan

2014 State dissolution, sovereign debt and default:Lessons from the UK and Ireland, 1920-1938
by Nathan Foley-Fisher & Eoin McLaughlin

2014 Fiscal Discoveries and Yield Decouplings
by Luis Catão & Ana Fostel & Romain Ranciere

2014 BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests
by Abdulnasser Hatemi-J & Eduardo Roca

2014 Policy initiatives and firms access to external fi nance: Evidence from a panel of emerging Asian economies
by Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas

2014 Increase in home bias in the Eurozone debt crisis: the role of domestic shocks
by Camille Cornand & Pauline Gandré & Céline Gimet

2014 Russia’s Financial Markets and Financial Institutions in 2013
by Alexander Abramov

2014 A Comparison of the Internal and External Determinants of Global Bank Loans: Evidence from Bilateral Cross- Country Data
by Uluc Asyun & Ralf Hepp

2014 Options and Central Banks Currency Market Intervention: The Case of Colombia
by Helena Glebocki Keefe & Erick W. Rengifo

2014 LIBOR: origins, economics, crisis, scandal, and reform
by Hou, David & Skeie, David R.

2014 Arbitrage-free affine models of the forward price of foreign currency
by Durham, J. Benson

2014 Panel remarks at the International Symposium of the Banque de France
by Dudley, William

2014 The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
by Lahaye, Jerome & Neely, Christopher J.

2014 Sovereign Default and the Choice of Maturity
by Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan

2014 Banks, Capital Flows and Financial Crises
by Akinci, Ozge & Queraltó, Albert

2014 Financial Frictions and Macroeconomic Fluctuations in Emerging Economies
by Akinci, Ozge

2014 Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis
by Londono, Juan M. & Tian, Mary

2014 U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies
by Bowman, David & Londono, Juan M. & Sapriza, Horacio

2014 Financial crises and the composition of cross-border lending
by Cerutti, Eugenio & Hale, Galina & Minoiu, Camelia

2014 Can interest rate factors explain exchange rate fluctuations?
by Yung, Julieta

2014 Intra-safe haven currency behavior during the global financial crisis
by Fatum, Rasmus & Yamamoto, Yohei

2014 International financial integration and crisis contagion
by Devereux, Michael B. & Yu, Changhua

2014 Global and European Imbalances:A critical review
by Carlos A. Carrasco & Felipe Serrano

2014 On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
by Jozef Baruník & Frantisek Cech

2014 Is Barrier version of Merton model more realistic? Evidence from Europe
by Petra Andrlíková

2014 Romanian Economy In The European Context, In 2014. Risks And Opportunities
by Petru POPESCU & Ana Alexandrina POPESCU

2014 Financial Stress, Sovereign Debt, and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions
by Christian Proano & Christian Schoder & Willi Semmler

2014 Revisiting Herding Behavior in REITs: A RegimeSwitching Approach
by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas

2014 The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
by Bodeutsch, D.S. & Franses, Ph.H.B.F.

2014 Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
by Sebastien Lleo & Bill Ziemba

2014 Regulating financial market infrastructures
by Guido Ferrarini & Paolo Saguato

2014 Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
by Albert N. Shiryaev & Mikhail N. Zhitlukhin & Bill Ziemba & William T. Ziemba

2014 Insurgent capitalism: Island, bricolage and the re-making of finance
by Donald MacKenzie & Juan Pablo Pardo-Guerra

2014 A multi-level approach to understanding the impact of cyber crime on the financial sector
by Monica Lagazio & Nazneen Sherif & Mike Cushman

2014 The elephant in the ground: managing oil and sovereign wealth
by Ton van den Bremer & Frederick van der Ploeg & Samuel Wills

2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
by Tatsuyoshi Okimoto

2014 Policy Uncertainty in China, Oil Shocks and Stock Returns
by Wensheng Kang & Ronald A. Ratti

2014 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
by Ronald A. Ratti & Joaquin L. Vespignani

2014 The determinants of the volatility of returns on cross-border asset holdings
by Faruk Balli & Syed Abul Basher & Faisal Rana

2014 Currency hedge – walking on the edge?
by Fabio Filipozzi & Kersti Harkmann

2014 Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
by Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina

2014 How Does Corporate Investment Respond to Increased Entry Threat?
by Valta, Philip & Frésard , Laurent

2014 Risk versus Ambiguity and International Security Design
by Hill, Brian & Michalski, Tomasz

2014 Cross-Market Spillovers with ‘Volatility Surprise’
by Sofiane Aboura & Julien Chevallier

2014 Robust Portfolio Protection: A Scenarios-Based Approach
by Selim Mankaï & Khaled Guesmi

2014 Looking at the other side of carry trades: Are there any safe haven currencies?
by Virginie Coudert & Cyriac Guillaumin & Hélène Raymond

2014 Reforming the architecture of EMU: Ensuring stability in Europe
by Jakob de Haan & Jeroen Hessel & Niels Gilbert

2014 Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises
by Jon Frost & Ruben van Tilburg

2014 Credit ratings and bond spreads of the GIIPS
by Tim de Vries & Jakob de Haan

2014 It hurts (stock prices) when your team is about to lose a soccer match
by Michael Ehrmann & David-Jan Jansen

2014 Adaptive learning and survey data
by Agnieszka Markiewicz & Andreas Pick

2014 Institutional Determinants of Financial Development in MENA Countries
by Mondher Cherif & Christian Dreger

2014 Macro News and Bond Yield Spreads in the Euro Area
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2014 Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis
by Franziska Bremus & Marcel Fratzscher

2014 Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2014 The Global Crisis and Equity Market Contagion
by Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl

2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
by Tatsuyoshi Okimoto

2014 Banks, Sovereign Risk and Unconventional Monetary Policies
by Stéphane Auray, Aurélien Eyquem, Xiaofei Ma

2014 Banks, Sovereign Risk and Unconventional Monetary Policies
by Stéphane Auray, Aurélien Eyquem, Xiaofei Ma

2014 Hedge Fund Innovation
by Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski

2014 Who Collects Art? An International Empirical Assessment
by Lasse Steiner & Bruno S. Frey & Magnus Resch

2014 The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks
by Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos

2014 Out-of-Sample Evidence on the Returns to Currency Trading
by Accominotti, Olivier & Chambers, David

2014 International Liquidity and Exchange Rate Dynamics
by Gabaix, Xavier & Maggiori, Matteo

2014 The Price of Political Uncertainty: Theory and Evidence from the Option Market
by Kelly, Bryan & Pástor, Luboš & Veronesi, Pietro

2014 The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market
by Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel

2014 Never Say Never: Commentary on a Policymaker’s Reflections
by Obstfeld, Maurice

2014 Global Liquidity and Drivers of Cross-Border Bank Flows
by Cerutti, Eugenio & Claessens, Stijn & Ratnovski, Lev

2014 Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis
by Bremus, Franziska & Fratzscher, Marcel

2014 International Financial Integration and Crisis Contagion
by Devereux, Michael B & Yu, Changhua

2014 The Elephant in the Ground: Managing Oil and Sovereign Wealth
by Van Den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel

2014 Forward and Spot Exchange Rates in a Multi-currency World
by Hassan, Tarek & Mano, Rui C.

2014 External Liabilities and Crises
by Catão, Luis A. V. & Milesi-Ferretti, Gian Maria

2014 Banks, Government Bonds, and Default: What do the Data Say?
by Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano

2014 Capital Controls and Recovery from the Financial Crisis of the 1930s
by Mitchener, Kris & Wandschneider, Kirsten

2014 Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market
by Hsu, Po-Hsuan & Taylor, Mark P

2014 Common Macro Factors and Currency Premia
by Filippou, Ilias & Taylor, Mark P

2014 Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange
by Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera

2014 A Consumption-Based Approach to Exchange Rate Predictability
by Jair N. Ojeda-Joya

2014 An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?
by Alexander Guarín & José Fernando Moreno & Hernando Vargas

2014 Hitos del conflicto y riesgo país
by Andres Castaneda & Juan Fernando Vargas

2014 Distributional Linkages between European Sovereign Bond and Bank Asset Returns
by Julio Galvez & Javier Mencía

2014 Central Bank Currency Swaps and the International Monetary System
by Christophe Destais

2014 Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
by Virginie Coudert & Cyriac Guillaumin & Hélene Raymond

2014 Foreign Direct Investment and Governance Quality in Russia
by Olga Kuzmina & Natalya Volchkova & Tatiana Zueva

2014 A comparison of the internal and external determinants of global bank loans: Evidence from bilateral cross-country data
by Uluc Aysun & Ralf Hepp

2014 Why does the Euro fail? The DCCA approach
by Paulo Ferreira & Andreia Dionisio & Gilney Zebende

2014 Macro News and Bond Yield Spreads in the Euro Area
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2014 Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2014 The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
by Yin-Wong Cheung & Dagfinn Rime

2014 Spillovers from Systemic Bank Defaults
by Mark Mink & Jakob de Haan

2014 The Impact of Financial Constraints and Wealth Inequality on International Trade Flows, Capital Movements and Entrepreneurial Migration
by Spiros Bougheas & Rod Falvey

2014 Uncertainty and Economic Activity: A Global Perspective
by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci

2014 The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility
by Yang, Yan & Copeland, Laurence

2014 Circuit Breakers on the London Stock Exchange: Do they improve subsequent market quality?
by James Brugler & Oliver Linton

2014 Uncertainty and Economic Activity: A Global Perspective
by Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci

2014 The Impact of Large Orders in Electronic Markets
by Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna

2014 The determinants of global bank credit-default-swap spreads
by Hasan, Iftekhar & Liu, Liuling & Zhang, Gaiyan

2014 Leading indicators of systemic banking crises: Finland in a panel of EU countries
by Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter

2014 Banking reform, risk-taking, and earnings quality – Evidence from transition countries
by Fang, Yiwei & Hasan, Iftekhar & Li, Lingxiang

2014 The offshore renminbi exchange rate: Microstructure and links to the onshore market
by Cheung, Yin-Wong & Rime, Dagfinn

2014 Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models
by Murphy, David & Vasios, Michalis & Vause, Nick

2014 Good News is Bad News: Leverage Cycles and Sudden Stops
by Ozge Akinci & Ryan Chahrour

2014 An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
by S. Mouabbi

2014 Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned
by C. Bortoli & L. Harreau & C. Pouvelle

2014 Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default
by Mengus, E.

2014 Le marché de la titrisation en Europe : caractéristiques et perspectives
by Kern E.

2014 How much of bank credit risk is sovereign risk? Evidence from the eurozone
by Junye Li & Gabriele Zinna

2014 Are Sovereign Wealth Funds contrarian investors?
by Alessio Ciarlone & Valeria Miceli

2014 Price pressures in the UK index-linked market: an empirical investigation
by Gabriele Zinna

2014 On bank credit risk: systemic or bank-specific? Evidence from the US and UK
by Junye Li & Gabriele Zinna

2014 Exploring flows to tax havens through means of a gravity model: evidence from Italy
by Alessia Cassetta & Claudio Pauselli & Lucia Rizzica & Marco Tonello

2014 Sovereign debt markets in turbulent times: creditor discrimination and crowding-out effects
by Fernando Broner & Alberto Martin & Jaume Ventura & Aitor Erce

2014 Integración financiera y modelos de financiación de los bancos globales
by José María Serena & Eva Valdeolivas

2014 It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match
by Michael Ehrmann & David-Jan Jansen

2014 Database of Sovereign Defaults, 2015 (Revised May 2015)
by David Beers & Jean-Sébastien Nadeau

2014 Shift-Volatility Transmission in East Asian Equity Markets
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad

2014 EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
by Marta Gómez-Puig & Simón Sosvilla-Rivero

2014 An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
by Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera

2014 A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes
by Amalia Morales-Zumaquero & Simón Sosvilla-Rivero

2014 Causality and Contagion in EMU Sovereign Debt Markets
by Marta Gómez-Puig & Simón Sosvilla-Rivero

2014 London Calling: Nonlinear Mean Reversion across National Stock Markets
by Hyeongwoo Kim & Jintae Kim

2014 Cross listing: price discovery dynamics and exchange rate effects
by Cristina M. Scherrer

2014 Extreme negative coexceedances in South Eastern European stock markets
by Dragan Tevdovski

2014 Price discovery in dual-class shares across multiple markets
by Marcelo Fernandes & Cristina M. Scherrer

2014 Impacto del límite de inversión al exterior en la eficiencia financiera de las carteras administradas por las AFP peruanas
by Tamy Suzuki & Alida Valdivia

2014 Раздел 3. Финансовые Рынки И Финансовые Институты
by V. Mau & I. Kiyutsevskaya & P. Trunin & A. Mamedov & S. Belev & M. Dechko & A. Alaev & I. Arlashkin & A. Deryugin & V. Nazarov & A. Abramov & M. Khromov & A. Shadrin & O. Izryadnova & S. Tsukhlo & E. Ilyukhina & Yu. Bobylev & N. Karlova & V. Uzun & N. Shagaida & R. Yanbykh & N. Volovik & S. Misikhina & L. Karachurina & T. Klyachko & I. Dezhina & G. Malginov & A. Radygin & Yu. Simachev & M. Kuzyk & B. Kuznetsov & E. Pogrebnyak & E. Apevalova & N. Polezhaeva & G. Zadonsky & G. Sternik & V. Tsymbal & V. Zatsepin & I. Starodubrovskaya & K. Kazenin & I. Tolmacheva

2014 International Financial Crises
by Lorenzoni, Guido

2014 External Adjustment, Global Imbalances, Valuation Effects
by Gourinchas, Pierre-Olivier & Rey, Hélène

2014 Towards contemporary issues in the financial system
by

2014 Le système financier indien à l'épreuve de la crise
by Ano Sujithan, Kuhanathan

2014 Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
by da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina

2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
by Stolbov, Mikhail

2014 Futures and Forwards Contracts from Perspective of Islamic Law
by Injadat, Ehab M. M.

2014 Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach
by Francisco López-Herrera & Roberto J. & Edgar Ortiz

2014 Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors
by Dimitris Kenourgios & Dimitrios Dimitriou

2014 International Portfolio Diversification: United States and South Asian Equity Markets
by Rizwan Mushtaq & Syed Zulfiqar Ali Shah

2014 Financial System And Modern Monetary Mechanism
by CUHAL, Radu & STARIȚÎNA, Ludmila & BASISTÎI, Nicolae

2014 Impact Of Systemic Banking Crises On Macroeconomic Policy
by COCIUG, Victoria & POSTOLACHE (DOGOTARI), Victoria

2014 Speculative Bubbles And Financial Crises
by FETINIUC, Valentina & IVAN, Luchian & GHERBOVEŢ, Sergiu

2014 Financial Innovations And Prudential Regulation - Impact Of New Rules Of Basel Iii
by COCIUG, Victoria & DOGOTARI (Postolache), Victoria

2014 Romanian Financial Market’S Reaction To Fed Tapering Talk During 2013
by PANAIT, Iulian

2014 Testing Stock Markets’ Integration From Central And Eastern European Countries Within Euro Zone
by CHIRILA, Viorica & CHIRILA, Ciprian

2014 Aspects Of The Euro Area Financial System Fragmentation
by ALINICA, Alina Georgeta

2014 Disposition of Merida city, Venezuela businesses to participate in alternative stock market
by Víctor Pérez & Daniel Ramírez & Carlos Quintero & Armando Borrero

2014 Re-examining the Impact of ACFTA on ASEAN's Exports of Manufactured Goods to China
by Tham Siew Yean & Andrew Kam Jia Yi

2014 Re-examining the Impact of ACFTA on ASEAN's Exports of Manufactured Goods to China
by Tham Siew Yean & Andrew Kam Jia Yi

2014 Structural Breaks and Finance-Driven Growth Hypothesis in ECOWAS: Further Empirical Evidence
by Olusegun A. Omisakin & Oluwatosin A. Adeniyi

2014 Growth and project finance in the least developed countries
by Lisbeth F. la Cour & Jennifer Müller

2014 The Carry Trade On The Euro And The European Stock Market
by Fabio PARLAPIANO

2014 A Tale Of Two Euro-Zones. Banks' Funding, Sovereign Risk And Unconventional Monetary Policies
by Nicolas FULLI-LEMAIRE

2014 State Anti-Crisis Management of Banking Sector: Looking for Optimization Ways and Contemporary Development Trends
by Mihail Nikolaevich DUDIN & Vladimir Dmitriyevich SEKERIN & Olga Olegovna SMIRNOVA & ?vgenia ?vgenevna FROLOVA & Ekaterina Nikolaevna SEPIASHVILI

2014 Impact Of The Fii'S Indian Equity Investment Behavior On The Bric Countries' Stock Market Volatility During The Subprime Crisis. An Empirical Investigation
by AMANJOT SINGH & PARNEET KAUR

2014 Czynniki determinujace rating kredytowy krajow europejskich. (Determinants of credit ratings of European countries.)
by Patrycja Chodnicka & Piotr Jaworski & Katarzyna Niewinska

2014 Perspektywy internacjonalizacji waluty Chin
by Dominik A. Skopiec

2014 Stochastic discount factor for Mexico and Chile : a continuous updating estimation approach / Factor de descuento estocástico para México y Chile, un enfoque de estimación continuamente actualizada
by Valencia Herrera, Humberto

2014 Interrelaciones y causalidad entre los principales mercados de capitales en América Latina : un enfoque de series de tiempo
by Gurrola Ríos, César & Santillán Salgado, Roberto & Jiménez Preciado, Ana Lorena

2014 Attracting Foreign Direct Investment
by David M. Gould & Congyan Tan & Amir S. Sadeghi Emamgholi

2014 Explaining the bid-ask spread in the foreign exchange market: A test of alternate models
by Sirimon Treepongkaruna & Tim Brailsford & Stephen Gray

2014 POLITICAL RISK ON THE FINANCIAL MARKET The problem of adequate scientific assessment of business operations - the naivety of economists
by Leszek Dziawgo

2014 Influence Of The Economic And Financial Condition Of Strategic Shareholders Upon The Market Value Of Commercial Banks In The Polish Banking Sector
by Zbigniew Korzeb

2014 Sovereign wealth funds – public investment vehicles, foreign policy element. Comparative evolution in the international context
by Doina Draniceanu

2014 Hedging Effectiveness of Applying Constant and Time-Varying Hedge Ratios: Evidence from Taiwan Stock Index Spot and Futures
by Dar-Hsin Chen & Leo Bin & Chun-Yi Tseng

2014 Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis
by Anghelache, Gabriela Victoria & Kralik, Lorand Istvan & Acatrinei, Marius & Pete, Stefan

2014 The Optimal Hedging Ratio for Non-Ferrous Metals
by Dinica, Mihai Cristian & Armeanu, Daniel

2014 Interdependence Of International Capital Markets
by Baresa, Suzana & Bogdan, Sinisa & Ivanovic, Zoran

2014 A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets
by Hwang, Peter & Sitorus, Romora Edward

2014 Financial Development and Economic Growth in Selected African Countries: Any Role for Stock Markets? - Sviluppo finanziario e crescita economica in una selezione di paesi africani: quale ruolo per i mercati azionari?
by Solarin, Sakiru Adebola & Dahalan, Jauhari

2014 National States Sovereignty, Democracy and Global Financial Markets: The European Issue - Sovranità nazionale, democrazia e finanza globale: la questione europea
by Reviglio, Edoardo & Bassanini, Franco

2014 Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: the Asian Crisis vs. the Global Crisis
by Han, Young Wook

2014 A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets
by Islam , Raisul

2014 Country Fundamentals and Currency Excess Returns
by Kim, Daehwan & Song, Chi-Young

2014 The Determinants of Future Bank Stock Returns in Eight Asian Countries
by An, Jiyoun & Na, Sung-o

2014 Autocorrelation in the global stochastic trend
by Durdyev, Ruslan & Peresetsky, Anatoly

2014 Long-run equilibrium relationships in the international stock market factor systems
by Hyung-Suk Choi

2014 Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound
by Samih Antoine Azar

2014 A Sentiment Analysis of Twitter Content as a Predictor of Exchange Rate Movements
by Serda Selin Ozturk & Kursad Ciftci

2014 On Chaotic Nature of the Emerging European Forex Markets
by S. Anoop Kumar & B. Kamaiah

2014 Is Solow’s Paradox Absent in World Leading Capital Markets? Econometric Evidence
by Bilal Mehmood & Anam Shafique & Rabia Rafaqat

2014 Efficient Market Hypothesis: Some Evidences from Emerging European Forex Markets
by S. Anoop Kumar & Bandi Kamaiah

2014 In which Media are Analysts’ Recommendations most Followed?
by Nadine Galy & Laurent Germain & Denis Hilton & Rainer Mathes

2014 What Maximum Fees Should Investors Pay to Active Fund Managers?
by Chekib Ezzili & Patrice Poncet

2014 Islamic Equity Indices: Insight and Comparison with Conventional Counterparts
by Abdelbari El Khamlichi & Aurélie Sannajust & Humaylin Kabir Sarkar

2014 Alpha or not Alpha: The Case of the Hedge Fund Industry
by Hugues Pirotte & Nils S. Tuchschmid

2014 Time varying vine copulas for multivariate returns (in Russian)
by Oleg Groshev

2014 Islamic finance: an alternative financial system for stability, equity, and growth
by Hossein Askari & Noureddine Krichene

2014 Determinanty integrácie akciových trhov krajín V4
by Eduard Baumöhl

2014 Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě
by Jan Hanousek & Jan Novotný

2014 Financial Development and Innovation Activity: Evidence from Selected East Asian Countries
by Lain-Tze Tee & Soo-Wah Low & Si-Roei Kew & Noor A. Ghazali

2014 Liquidity and credit risk in the emerging financial markets
by Amir Saadaoui, Younes Boujelbene

2014 What are the difference among the currencies of foreign exchange loans?
by Gábor Dávid Kiss, Tamás Schuszter

2014 Managing Public – Private Partnership Market In The Times Of Economic Crisis
by Joanna Krzes-Dobieszewska

2014 Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets
by Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka

2014 The Financial Analysis of Citizens Financial Group, Inc.TM
by Condrea Andrei & Mouries Alexandre

2014 Characteristics Of The Emerging Market Economies - Brics, From The Perspective Of Stock Exchange Markets
by Sechel Ioana-Cristina & Ciobanu Gheorghe

2014 The Recent Records on the US Stock Market – High Intrinsic Value or Just Another Bubble?
by Dimiter Nenkov

2014 Credit Default Swaps: A Survey
by Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian

2014 Comprehensive Crisis Indicator for Russia
by Fedorova, E. & Afanasev, D.

2014 “Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market
by Katarzyna Bień-Barkowska

2014 What factors influence the yield curve?
by Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti

2014 Systemic Banking Crises, Financial Liberalization and Governance
by Basma Majerbi & Houssem Rachdi

2014 Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany
by Abdullah Iqbal & Ortenca Kume

2014 The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis
by Sha Liu

2014 Did Behavioral Mutual Funds Exploit Market Inefficiencies During or After the Financial Crisis?
by Nikolaos Philippas

2014 How do the Results Given by International Rating Agencies Penalize Spain? Criteria to Analyse the Country Risk and to Determine the Risk Premium/¿Cómo las agencias internacionales de rating califican a España? Criterios para el análisis del Riesgo-País y para determinar la Prima de Riesgo
by FRUET-CARDOZO, J. VICENTE & CAÑAS-MADUEÑO, JUAN ANTONIO & MILLÁN DE LA LASTRA, JOSÉ RAMÓN

2014 Crisis y cambios estructurales en el sector bancario español: Una comparación con otros sistemas financieros/The Crisis and Structural Changes to the Spanish Banking Sector: A Comparison with other Financing Systems
by CALVO BERNARDINO, ANTONIO & MARTÍN DE VIDALES CARRASCO,IRENE

2014 Transmisión entre mercados bursátiles y crisis financiera: El caso de España/Transmission between Stock Markets and Financial Crisis: The Case of Spain
by RICO BELDA, PAZ

2014 Análisis multidimensional de la desigualdad en el marco del desarrollo humano/Multidimensional Analysis of Inequality under the Human Development Framework
by JORDÁ , VANESA & TRUEBA, CARMEN & SARABIA, JOSE MARIA

2014 Does oil price uncertainty transmit to the Thai stock market?
by Komain Jiranyakul

2014 A New Perspective of Benevolent Loan, QARD Al-Hassan, Using Upfront Payment ‘Mesbah Point’
by Amir Behnam Izadyar & Feroza Ragnath

2014 Reasons of 2008 Global Economic Crisis, Measures Taken and Recommendations for Turkey
by Mustafa METE & Filiz Sanal Çevik & M. Vahit Eren

2014 Defragmenting the effect of major news announcements on financial markets
by Ikhlaas Gurrib

2014 The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners
by Abdul Jalil Khan & Parvez Azim & Shabib Haider Syed

2014 The Great Depression and the Great Recession: A Comparative Analysis of their Analogies
by Cristina Peicuti

2014 Common Stochastic Volatility in International Real Estate Market
by Mohamadou L. Fadi & Yongsheng Wang

2014 Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach
by Emilio Rojas & Werner Kristjanpoller

2014 A Fed szigorodó monetáris politikájának hatása az eszközárakra a feltörekvő piacokon
by Szabó, Zsolt

2014 A Panel Data Analysis for Financial Stability Indicators
by Mirela Niculae & Mihaela Simionescu

2014 An Econometric Model for Financial Stability Indicators
by Mihaela Simionescu & Mirela Niculae & Marinel Nedelut

2014 The Level Of Knowledge In The Value Relevance Literature
by Mihaela Alina ROBU

2014 The impact of Mena conflicts (the Arab spring) on global financial markets
by Mohammad Mahdi Mousavi & Jamal Ouenniche

2014 The origin of bias in sovereign credit ratings: reconciling agency views with institutional quality
by Huseyin Ozturk*

2014 Size and liquidity effects in Nigeria: an industrial sector study
by Bruce Hearn

2014 Análisis de la dinámica del rendimiento de precios del platino mediante modelos de series de tiempo
by Beltrán, Jaime H. & Núñez, José A.

2014 The Yield Curve Factors and Economic Surprises in the Chilean Bond Market
by Luis Ceballos

2014 Does Misaligned Currency Affect Economic Growth? – Evidence from Croatia
by Tonci Svilokos & Meri Suman Tolic

2014 Addition Of The Fuzzy Logic Model To Black-Scholes, For Pricing Mexican Currency Options, La Incorporacion De La Logica Difusa Al Modelo Black-Scholes, Para La Determinacion Del Precio De La Opcion Cambiaria Mexicana
by Manuel Munoz Palma & Ezequiel Aviles Ochoa

2014 Overseas Performance Of Chilean Pension Funds,Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero
by Renato Balbontin

2014 Influence of External Factors on the Taiwan Stock Exchange
by Chin-Wen Huang

2014 Investor Overreaction in Asian and US Stock Markets: Evidence from the 2008 Financial Crisis
by Yu-Nan Tai

2014 Country and Industry Factor Influence on Investment in Latin American Emerging Markets
by Rishma Vedd & Keji Chen & Nataliya Yassinski

2014 Tests of Equity Market Anomalies for Select Emerging Markets
by Sanjay Sehgal & Srividya Subramaniam & Florent Deisting

2014 Value at Risk Estimation for Heavy Tailed Distributions
by Imed Gammoudi & Lotfi BelKacem & Mohamed El Ghourabi

2014 Australian Coal Company Risk Factors: Coal and Oil Prices
by M. Zahid Hasan & Ronald A. Ratti

2014 International Evidence of Spillover Effects of Deposit Rates: A Multivariate Garch Model
by Fujen Daniel Hsiao & Yan Hu

2014 The Risk-Return Trade-Off Of Investing In Latin American Emerging Stock Markets
by Rishma Vedd & Paul Lazarony

2014 Modeling Risk Convergence for European Financial Markets
by Radu Lupu & Adrian Cantemir Calin & Iulia Lupu & Oana Cristina Popovici

2014 Considerations on the Role of Financial Markets in Economic Growth
by Carmen Albu

2014 Does Investor Sentiment Matter in Post-Communist East European Stock Markets?
by Dragos Stefan Oprea

2014 The Comovement in Stock Price Indexes of Japan, United States, and China : Estimation of a Nonlinear Cointegration Model
by Asako, Kazumi & Yan, Zhang & Liu, Zhentao

2014 Linkages and Performance Comparison among Eastern Europe Stock Markets
by José Soares da Fonseca

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2014 FINANCIAL MARKET IN October 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 FINANCIAL MARKETS IN October 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Markets In September 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Market In August 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Market In July 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Markets In June2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Markets In May 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 FINANCIAL MARKET IN March 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Markets In March 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Markets in Russia in January 2014
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Markets in Russia in February 2013
by Nikita Andrievskiy & Elizaveta Khudko

2014 Financial Markets in Russia in December 2013
by Nikita Andrievskiy & Elizaveta Khudko

2014 Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility
by Eduard Baumöhl & Štefan Lyócsa

2014 The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies
by Agata Kliber

2014 Grouping Stock Markets with Time-Varying Copula-GARCH Model
by Anna CZAPKIEWICZ & Pawel MAJDOSZ

2014 Productivity and Efficiency Evaluation of US Mutual Funds
by Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR

2014 Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries
by Anita CEH CASNI & Maruska VIZEK

2014 Strategy of Sustainable Development in Investment Portfolio Case
by Alfredas Lukasevicius & Indre Lapinskaite

2014 Looking for Synergy with Momentum in Main Asset Classes
by Lukas Macijauskas & Dimitrios I. Maditinos

2014 The Impact of Financial Structure on the Performance of European Listed Firms
by Hani El-Chaarani

2014 Financial Crisis, Intervention and Performance Measurement
by Apostolos Xanthopoulos Ph.D

2014 Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests
by Amira Akl Ahmed

2014 Expectativas cambiarias, selección adversa y liquidez
by Jimmy Melo

2014 ¿Es útil el análisis técnico en periodos de crisis financiera? Evidencia para el mercado bursátil latinoamericano
by Espinosa, Christian. & Gorigoitía, Juan

2014 Consecuencias económicas de la reforma de gobierno corporativo en un mercado de capitales emergente. Pruebas de México
by Macías, Antonio J. & Román, Francisco J.

2014 Inside shadow banking: understanding the doomsday machine
by Wesley C. Marshall

2014 The Application Of The Capital Asset Pricing Model On The Croatian Capital Market
by Bojan Tomic

2014 Asymmetric Information in Asset Markets
by George Richards & Denis Green

2014 Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange
by Mirzaee Ghazani, Majid & Khalili Araghi, Mansour

2014 Non-scheduled news arrival and high-frequency stock market dynamics
by Smales, Lee A.

2014 Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
by Chkili, Walid & Nguyen, Duc Khuong

2014 Value versus growth in IPOs: New evidence from Finland
by Hahl, Teemu & Vähämaa, Sami & Äijö, Janne

2014 The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa
by Hearn, Bruce

2014 On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
by Tamakoshi, Go & Hamori, Shigeyuki

2014 Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
by Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa

2014 Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty
by Donadelli, Michael & Persha, Lauren

2014 Style and performance of international socially responsible funds in Europe
by Leite, Paulo & Cortez, Maria Céu

2014 The prospects of BRIC countries: Testing weak-form market efficiency
by Mobarek, Asma & Fiorante, Angelo

2014 Cross-market spillovers with ‘volatility surprise’
by Aboura, Sofiane & Chevallier, Julien

2014 Gold and exchange rates: Downside risk and hedging at different investment horizons
by Reboredo, Juan C. & Rivera-Castro, Miguel A.

2014 The performance synergies between science and engineering and business management backgrounds of managers in high-tech mutual funds: Evidence from Taiwan
by Wang, Ming-Chang & Cheng, Ming-Yuan

2014 Optimal currency carry trade strategies
by Laborda, Juan & Laborda, Ricardo & Olmo, Jose

2014 The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns
by Hou, Yang & Li, Steven

2014 Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets?
by Hueng, C. James

2014 Herding of institutional investors and margin traders on extreme market movements
by Lin, Anchor Y. & Lin, Yueh-Neng

2014 Causality and contagion in EMU sovereign debt markets
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón

2014 Creditor rights and corporate cash holdings: International evidence
by Yung, Kenneth & Nafar, Nadia A.

2014 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets
by Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang

2014 The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
by Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón

2014 Causes and consequences of corporate asset exchanges by listed companies in China
by Lou, Fang & Wang, Jiwei & Yuan, Hongqi

2014 Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis
by Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio

2014 Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach
by Tamakoshi, Go & Hamori, Shigeyuki

2014 The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?
by Gorea, Denis & Radev, Deyan

2014 Do ADR investors herd?: Evidence from advanced and emerging markets
by Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng

2014 Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements
by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min

2014 How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies
by Pontines, Victor & Siregar, Reza Y.

2014 Has there been any change in the comovement between the Chinese and US stock markets?
by Zhang, Bing & Li, Xiao-Ming

2014 Patterns of volatility transmissions within regime switching across GCC and global markets
by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo

2014 The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime
by Reher, Gerrit & Wilfling, Bernd

2014 A time-varying perspective on the CAPM and downside betas
by Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan

2014 Legal protection of investors, corporate governance, and investable premia in emerging markets
by O'Connor, Thomas & Kinsella, Stephen & O'Sullivan, Vincent

2014 The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia
by Fang, Chung-Rou & You, Shih-Yi

2014 Country credit risk determinants with model uncertainty
by Maltritz, Dominik & Molchanov, Alexander

2014 Investor herding behaviour of Chinese stock market
by Yao, Juan & Ma, Chuanchan & He, William Peng

2014 Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
by Moore, Tomoe & Wang, Ping

2014 Chinese Lunar New Year effect in Asian stock markets, 1999–2012
by Yuan, Tian & Gupta, Rakesh

2014 Mispricing of Chinese warrants
by Powers, Eric & Xiao, Gang

2014 The differential impact of the bank–firm relationship on IPO underpricing: evidence from China
by Hao, Xiangchao & Shi, Jing & Yang, Jian

2014 Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets
by Liu, Qingfu & An, Yunbi

2014 Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange
by He, William Peng & Lepone, Andrew

2014 Overnight price discovery and the internationalization of a currency: The case of the Korean won
by Wang, Jianxin

2014 The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange
by Lowe, Alpha

2014 The central bank in market efficiency: The case of Taiwan
by Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern

2014 Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
by Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis

2014 Issuer's choice of Islamic bond type
by Azmat, Saad & Skully, Michael & Brown, Kym

2014 Performance of global Islamic versus conventional share indices: International evidence
by Ho, Catherine Soke Fun & Abd Rahman, Nurul Afiqah & Yusuf, Noor Hafizha Muhamad & Zamzamin, Zaminor

2014 Predicting future price volatility: Empirical evidence from an emerging limit order market
by Jain, Pawan & Jiang, Christine

2014 Do foreign investors improve informational efficiency of stock prices? Evidence from Japan
by He, Wen & Shen, Jianfeng

2014 IPO firm value and its connection with cornerstone and wider signalling effects
by McGuinness, Paul B.

2014 Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison
by Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi

2014 Asymmetric Information and Volatility Forecasting in Commodity Futures Markets
by Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing

2014 How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test
by Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen

2014 Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
by Yang, Lu & Hamori, Shigeyuki

2014 Value investing and technical analysis in Taiwan stock market
by Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua

2014 Emerging market currency exposure: Taiwan
by Du, Ding & Hu, Ou & Wu, Hong

2014 Country risk and the cost of equity in emerging markets
by Warnes, Ignacio & Warnes, Pablo E.

2014 U.S. stock market uncertainty and cross-market European stock returns
by Sarwar, Ghulam

2014 What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand
by Vithessonthi, Chaiporn

2014 Financial markets development and bank risk: Experience from Thailand during 1990–2012
by Vithessonthi, Chaiporn

2014 Do political institutions affect the choice of the U.S. cross-listing venue?
by Cosset, Jean-Claude & Martineau, Charles & Samet, Anis

2014 Financial integration and international business cycle co-movement
by Davis, J. Scott

2014 Realized volatility spillovers in the non-ferrous metal futures market
by Todorova, Neda & Worthington, Andrew & Souček, Michael

2014 The Greek Economy and Banking System: Recent Developments and the Way Forward
by Provopoulos, George A.

2014 Impacts of the financial crisis on eurozone sovereign CDS spreads
by Gündüz, Yalin & Kaya, Orcun

2014 The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis
by Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung

2014 The offshore renminbi exchange rate: Microstructure and links to the onshore market
by Cheung, Yin-Wong & Rime, Dagfinn

2014 A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis
by Ludwig, Alexander

2014 Capital Controls in the 21st Century
by Eichengreen, Barry & Rose, Andrew

2014 Transmission of government default risk in the eurozone
by Kohonen, Anssi

2014 The exchange rate effect of multi-currency risk arbitrage
by Hau, Harald

2014 Currency excess returns and global downside market risk
by Atanasov, Victoria & Nitschka, Thomas

2014 Are European sovereign bonds fairly priced? The role of modelling uncertainty
by de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem

2014 The political determinants of sovereign bond yield spreads
by Eichler, Stefan

2014 Granular institutional investors and global market interdependence
by Jinjarak, Yothin & Zheng, Huanhuan

2014 Is there momentum or reversal in weekly currency returns?
by Raza, Ahmad & Marshall, Ben R. & Visaltanachoti, Nuttawat

2014 Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions
by Proaño, Christian R. & Schoder, Christian & Semmler, Willi

2014 Generating currency trading rules from the term structure of forward foreign exchange premia
by Sager, Michael & Taylor, Mark P.

2014 Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures
by Cakici, Nusret & Tan, Sinan

2014 The determinants of the volatility of returns on cross-border asset holdings
by Balli, Faruk & Basher, Syed Abul & Rana, Faisal

2014 Net foreign asset (com)position: Does financial development matter?
by Vermeulen, Robert & de Haan, Jakob

2014 Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011
by Kennedy, Mike & Palerm, Angel

2014 The intra-day impact of communication on euro-dollar volatility and jumps
by Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle

2014 Quantifying the speculative component in the real price of oil: The role of global oil inventories
by Kilian, Lutz & Lee, Thomas K.

2014 Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

2014 Currency risk premia and uncovered interest parity in the International CAPM
by Balvers, Ronald J. & Klein, Alina F.

2014 Currency devaluation and stock market response: An empirical analysis
by Patro, Dilip K. & Wald, John K. & Wu, Yangru

2014 On the persistence and volatility in European, American and Asian stocks bull and bear markets
by Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S.

2014 Conditional risk premia in currency markets and other asset classes
by Lettau, Martin & Maggiori, Matteo & Weber, Michael

2014 Crash-neutral currency carry trades
by Jurek, Jakub W.

2014 Financial development and innovation: Cross-country evidence
by Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan

2014 Countercyclical currency risk premia
by Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien

2014 Betting against beta
by Frazzini, Andrea & Pedersen, Lasse Heje

2014 A dynamic equilibrium model of imperfectly integrated financial markets
by Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane

2014 Cross-asset contagion in times of stress
by Papavassiliou, Vassilios G.

2014 Identifying speculators in the FX market: A microstructure approach
by Schreiber, Ben Z.

2014 The impact of institutional quality on initial public offerings
by Autore, Don M. & Boulton, Thomas J. & Smart, Scott B. & Zutter, Chad J.

2014 Modeling regional linkage of financial markets
by Huang, Weihong & Chen, Zhenxi

2014 Adaptive learning and survey data
by Markiewicz, Agnieszka & Pick, Andreas

2014 Foreign direct investment and governance quality in Russia
by Kuzmina, Olga & Volchkova, Natalya & Zueva, Tatiana

2014 A spatial–temporal analysis of East Asian equity market linkages
by Tam, Pui Sun

2014 Institutional development and stock price synchronicity: Evidence from China
by Hasan, Iftekhar & Song, Liang & Wachtel, Paul

2014 Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan

2014 The role of correlation dynamics in sector allocation
by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang

2014 Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?
by Jung, R.C. & Maderitsch, R.

2014 Financial contagion and asset pricing
by Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin

2014 The home bias is here to stay
by Levy, Haim & Levy, Moshe

2014 Modelling long run comovements in equity markets: A flexible approach
by Martins, Luis F. & Gabriel, Vasco J.

2014 The pricing of G7 sovereign bond spreads – The times, they are a-changin
by D’Agostino, Antonello & Ehrmann, Michael

2014 Macro-Networks: An application to euro area financial accounts
by Castrén, Olli & Rancan, Michela

2014 Domestic investor protection and foreign portfolio investment
by Giofré, Maela

2014 Asymmetric increasing trends in dependence in international equity markets
by Okimoto, Tatsuyoshi

2014 Do regulatory changes affect the underpricing of European IPOs?
by Akyol, Ali C. & Cooper, Tommy & Meoli, Michele & Vismara, Silvio

2014 The spillover effects of unremunerated reserve requirements: Evidence from Thailand
by Vithessonthi, Chaiporn & Tongurai, Jittima

2014 Systematic liquidity and the funding liquidity hypothesis
by Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui

2014 Determinants of financial stress in emerging market economies
by Park, Cyn-Young & Mercado, Rogelio V.

2014 Systemic risk, governance and global financial stability
by Ellis, Luci & Haldane, Andy & Moshirian, Fariborz

2014 Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
by Rösch, Christoph G. & Kaserer, Christoph

2014 The determinants of U.S. banks’ international activities
by Temesvary, Judit

2014 Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
by Chan, Pak To & Walter, Terry

2014 Macro-financial determinants of the great financial crisis: Implications for financial regulation
by Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter

2014 Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
by Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco

2014 Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns
by Nitschka, Thomas

2014 Are unsolicited ratings biased? Evidence from long-run stock performance
by Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S.

2014 Foreign exchange risk and the predictability of carry trade returns
by Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias

2014 Integration of European bond markets
by Christiansen, Charlotte

2014 The MAX effect: European evidence
by Walkshäusl, Christian

2014 Financial development and barriers to the cross-border diffusion of financial innovation
by Ang, James B. & Kumar, Sanjesh

2014 Asymmetric responses of ask and bid quotes to information in the foreign exchange market
by Chen, Yu-Lun & Gau, Yin-Feng

2014 Industry co-movement and cross-listing: Do home country factors matter?
by Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung

2014 Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets
by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong

2014 Prepayment behaviors of Japanese residential mortgages
by Kishimoto, Naoki & Kim, Yong-Jin

2014 The Sarbanes–Oxley act and cross-listed foreign private issuers
by Li, Xi

2014 Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period
by He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua

2014 Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets
by Galagedera, Don U.A.

2014 Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong

2014 Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market
by Syamala, Sudhakar Reddy & Reddy, V. Nagi & Goyal, Abhinav

2014 Factor reversal in the euro zone stock returns: Evidence from the crisis period
by Chou, Hsin-I & Zhao, Jing & Suardi, Sandy

2014 Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets
by Ben Sita, Bernard & Abdallah, Wissam

2014 Performance persistence in fixed interest funds: With an eye on the post-debt crisis period
by Grose, Chris & Dasilas, Apostolos & Alexakis, Christos

2014 Financial crises and the global value premium: Revisiting Fama and French
by Yamani, Ehab A. & Swanson, Peggy E.

2014 Political uncertainty and financial market uncertainty in an Australian context
by Smales, Lee A.

2014 African stock market returns and liquidity premia
by Assefa, Tibebe A. & Mollick, André Varella

2014 CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis
by Calice, Giovanni

2014 Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes
by Donadelli, Michael & Paradiso, Antonio

2014 Financial stress spillovers in advanced economies
by Apostolakis, George & Papadopoulos, Athanasios P.

2014 A cross-country analysis of herd behavior in Europe
by Mobarek, Asma & Mollah, Sabur & Keasey, Kevin

2014 The interactions between China and US stock markets: New perspectives
by Ye, George L.

2014 Can international LETFs deliver their promised exposure to foreign markets?
by Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui

2014 The long-run component of foreign exchange volatility and stock returns
by Du, Ding & Hu, Ou

2014 The impact of currency movements on asset value correlations
by Byström, Hans

2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

2014 The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring
by Hearn, Bruce

2014 Anonymity and the Information Content of the Limit Order Book
by Duong, Huu Nhan & Kalev, Petko S.

2014 An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
by Guidi, Francesco & Ugur, Mehmet

2014 Order choices under information asymmetry in foreign exchange markets
by Gau, Yin-Feng & Wu, Zhen-Xing

2014 New evidence on turn-of-the-month effects
by Sharma, Susan Sunila & Narayan, Paresh Kumar

2014 Bidder country characteristics and informed trading in U.S. targets
by Madura, Jeff & Marciniak, Marek

2014 Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks
by Li, Huimin & Zheng, Dazhi & Chen, Jun

2014 Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand
by Vithessonthi, Chaiporn

2014 Unbiasedness and risk premiums in the Indian currency futures market
by Kumar, Satish & Trück, Stefan

2014 Dependence structure between CEEC-3 and German government securities markets
by Yang, Lu & Hamori, Shigeyuki

2014 Bond futures, inflation-indexed bonds, and inflation risk premium
by Kanas, Angelos

2014 Persistent exchange-rate movements and stock returns
by Du, Ding

2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh

2014 Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk
by Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric

2014 Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis
by Wang, Lihong

2014 Does high frequency trading affect technical analysis and market efficiency? And if so, how?
by Manahov, Viktor & Hudson, Robert & Gebka, Bartosz

2014 Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries
by Chau, Frankie & Deesomsak, Rataporn & Wang, Jun

2014 External liabilities and crises
by Catão, Luis A.V. & Milesi-Ferretti, Gian Maria

2014 Collective action clauses: How do they affect sovereign bond yields?
by Bardozzetti, Alfredo & Dottori, Davide

2014 Investor base and corporate borrowing: Evidence from international bonds
by Massa, Massimo & Žaldokas, Alminas

2014 Foreign capital raising by Indian firms: An examination of domestic stock price response
by Meisami, Alex & Misra, Lalatendu & Mehran, Jamshid & Shi, Yilun

2014 Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds
by Hilliard, Jitka

2014 The international syndicated loan market network: An “unholy trinity”?
by Champagne, Claudia

2014 The effectiveness of competing regulatory regimes and the switching effects: Evidence from an emerging market
by Farag, Hisham

2014 Australia's home bias and cross border taxation
by Mishra, Anil V.

2014 Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis
by Kuttu, Saint

2014 Are all forms of financial integration equally risky? Asset price contagion during the global financial crisis
by Ahrend, Rudiger & Goujard, Antoine

2014 Has the global banking system become more fragile over time?
by Anginer, Deniz & Demirguc-Kunt, Asli

2014 The network structure of the CDS market and its determinants
by Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume

2014 Ring fencing and consolidated banks’ stress tests
by Cerutti, Eugenio & Schmieder, Christian

2014 Financial integration, globalization, and real activity
by De Nicolò, Gianni & Juvenal, Luciana

2014 When-issued trading in the Indian IPO market
by Brooks, Raymond M. & Mathew, Prem G. & Yang, J. Jimmy

2014 Transparent bookbuilding, certification and initial public offerings
by Khurshed, Arif & Paleari, Stefano & Pande, Alok & Vismara, Silvio

2014 Financial networks and trading in bond markets
by Booth, G. Geoffrey & Gurun, Umit G. & Zhang, Harold

2014 European business cycles and stock return predictability
by Zhu, Yanjian & Zhu, Xiaoneng

2014 Overnight information flow and realized volatility forecasting
by Todorova, Neda & Souček, Michael

2014 The structure of equity markets across countries: Scarcity and stock valuations
by Braun, Matías

2014 Investing in gold: Individual asset risk in the long run
by Michis, Antonis A.

2014 Is gold a safe haven against equity market investment in emerging and developing countries?
by Gürgün, Gözde & Ünalmış, İbrahim

2014 Foreign exchange customers and dealers: Who’s driving whom?
by Gradojevic, Nikola

2014 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model
by Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi

2014 Country world betas: The link between the stock market beta and macroeconomic beta
by Ülkü, Numan & Baker, Saleh

2014 Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?
by Choudhry, Taufiq & Jayasekera, Ranadeva

2014 Why do some Chinese technology firms avoid ChiNext and go public in the US?
by Güçbilmez, Ufuk

2014 Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs
by Charteris, Ailie & Chau, Frankie & Gavriilidis, Konstantinos & Kallinterakis, Vasileios

2014 The effect of financial market development on bank risk: evidence from Southeast Asian countries
by Vithessonthi, Chaiporn

2014 How does trading volume affect financial return distributions?
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza

2014 Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data
by Urquhart, Andrew & McGroarty, Frank

2014 The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
by Horta, Paulo & Lagoa, Sérgio & Martins, Luís

2014 The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza

2014 On financial contagion and implied market volatility
by Kenourgios, Dimitris

2014 Forward premium anomaly of the British pound and the euro
by Grossmann, Axel & Lee, Allissa A. & Simpson, Marc W.

2014 Sovereign rating actions and the implied volatility of stock index options
by Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain

2014 Classifying returns as extreme: European stock and bond markets
by Christiansen, Charlotte

2014 On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
by Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek

2014 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
by Bekiros, Stelios D.

2014 Equity prices and financial globalization
by Jinjarak, Yothin

2014 Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
by Liu, Lu

2014 Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective
by Smimou, K.

2014 Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data
by Dufrénot, Gilles & Keddad, Benjamin

2014 Revisiting fast profit investor sentiment and stock returns during Ramadan
by Al-Khazali, Osamah

2014 European integration and corporate financing
by Muradoğlu, Yaz Gülnur & Onay, Ceylan & Phylaktis, Kate

2014 A note on cointegration of international stock market indices
by Dimpfl, Thomas

2014 Do mutual funds have information advantage? Evidence from seasoned equity offerings in China
by Xiang, Erwei & Tian, Gloria Y. & Yang, Fan & Liu, Zhiyuan

2014 Culture's impact on institutional investors' trading frequency
by Beracha, Eli & Fedenia, Mark & Skiba, Hilla

2014 Trend following, risk parity and momentum in commodity futures
by Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen

2014 Price discovery in crude oil futures
by Elder, John & Miao, Hong & Ramchander, Sanjay

2014 Modeling the daily electricity price volatility with realized measures
by Frömmel, Michael & Han, Xing & Kratochvil, Stepan

2014 Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration
by Castagneto-Gissey, G. & Chavez, M. & De Vico Fallani, F.

2014 Interdependence of oil prices and stock market indices: A copula approach
by Sukcharoen, Kunlapath & Zohrabyan, Tatevik & Leatham, David & Wu, Ximing

2014 Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat
by Sadorsky, Perry

2014 Dynamic spillovers among major energy and cereal commodity prices
by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min

2014 How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process
by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min

2014 Oil and US dollar exchange rate dependence: A detrended cross-correlation approach
by Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F.

2014 Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
by Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid

2014 The dispersion effect in international stock returns
by Leippold, Markus & Lohre, Harald

2014 Modelling stock volatilities during financial crises: A time varying coefficient approach
by Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula

2014 Timescale-dependent stock market comovement: BRICs vs. developed markets
by Lehkonen, Heikki & Heimonen, Kari

2014 The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
by Rose, Annica

2014 International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
by Otsubo, Yoichi

2014 Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model
by Huang, Lin & Wu, Jia & Zhang, Rui

2014 The global financial crisis: An analysis of the spillover effects on African stock markets
by Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi

2014 Dependence of stock and commodity futures markets in China: Implications for portfolio investment
by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian

2014 Conditional pricing of currency risk in Africa's equity markets
by Kodongo, Odongo & Ojah, Kalu

2014 Price discovery process in the emerging sovereign CDS and equity markets
by Ngene, Geoffrey M. & Kabir Hassan, M. & Alam, Nafis

2014 Does investor recognition matter for asset pricing?
by Hacıbedel, Burcu

2014 Dual-class unifications and corporate governance in Brazil
by Bortolon, Patrícia M. & Câmara Leal, Ricardo P.

2014 Emerging market sovereign bond spreads and shifts in global market sentiment
by Csontó, Balázs

2014 Does the decision to issue public debt affect firm valuation? Russian evidence
by Davydov, Denis & Nikkinen, Jussi & Vähämaa, Sami

2014 Identifying risks in emerging market sovereign and corporate bond spreads
by Zinna, Gabriele

2014 Idiosyncratic volatility and mergers and acquisitions in emerging markets
by Zhu, PengCheng & Jog, Vijay & Otchere, Isaac

2014 Do global factors impact BRICS stock markets? A quantile regression approach
by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong

2014 Risk–return trade-off in the pacific basin equity markets
by Cheng, Ai-Ru & Jahan-Parvar, Mohammad R.

2014 Foreign shocks and international cost of equity destabilization. Evidence from the MENA region
by Guyot, Alexis & Lagoarde-Segot, Thomas & Neaime, Simon

2014 Robust control, informational frictions, and international consumption correlations
by Luo, Yulei & Nie, Jun & Young, Eric R.

2014 Balance sheet effects and original sinners’ risk premiums
by Tkalec, Marina & Vizek, Maruška & Verbič, Miroslav

2014 Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
by Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Masih, Rumi & Masih, Mansur & Alhabshi, Syed Othman

2014 Direct and indirect oil shocks and their impacts upon energy related stocks
by Broadstock, David C. & Wang, Rui & Zhang, Dayong

2014 Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies
by Dungey, Mardi & Gajurel, Dinesh

2014 Modeling multivariate extreme events using self-exciting point processes
by Grothe, Oliver & Korniichuk, Volodymyr & Manner, Hans

2014 When R2 meets the short-sales constraints
by Cai, Jinghan & Xia, Le

2014 Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day
by Cohen, Gil

2014 A two-period model with portfolio choice: Understanding results from different solution methods
by Rabitsch, Katrin & Stepanchuk, Serhiy

2014 Realized volatility transmission: The role of jumps and leverage effects
by Souček, Michael & Todorova, Neda

2014 Smart money or dumb money? A study on the selection ability of mutual fund investors in China
by Feng, Xunan & Zhou, Mingshan & Chan, Kam C.

2014 An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen

2014 Frontier stock market integration and the global financial crisis
by Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang

2014 What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

2014 Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan
by Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan

2014 Interest rate risk propagation: Evidence from the credit crunch
by Yang, Hsin-Feng & Liu, Chih-Liang & Chou, Ray Yeutien

2014 An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
by Simpson, Marc W. & Grossmann, Axel

2014 Spillovers among CDS indexes in the US financial sector
by Tamakoshi, Go & Hamori, Shigeyuki

2014 Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
by Chuang, Chung-Chu & Wang, Yi-Hsien & Yeh, Tsai-Jung & Chuang, Shuo-Li

2014 Dynamic relationship between Turkey and European countries during the global financial crisis
by Sensoy, Ahmet & Soytas, Ugur & Yildirim, Irem & Hacihasanoglu, Erk

2014 Stock market integration of emerging Asian economies: Patterns and causes
by Narayan, S. & Sriananthakumar, S. & Islam, S.Z.

2014 Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
by Guesmi, Khaled & Fattoum, Salma

2014 Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
by Baumöhl, Eduard & Lyócsa, Štefan

2014 Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong

2014 Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
by Al-Shboul, Mohammad & Anwar, Sajid

2014 Calendar anomalies in cash and stock index futures: International evidence
by Floros, Christos & Salvador, Enrique

2014 How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis
by Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman

2014 The sovereign spread in Asian emerging economies: The significance of external versus internal factors
by Banerji, Sanjay & Ventouri, Alexia & Wang, Zilong

2014 Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis
by Aloui, Chaker & Hkiri, Besma

2014 Volatility spillovers between the oil market and the European Union carbon emission market
by Reboredo, Juan C.

2014 Extracting market information from equity options with exponential Lévy processes
by Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.

2014 Credit constraints, equity market liberalization, and growth rate asymmetry
by Popov, Alexander

2014 State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization
by Ben-Nasr, Hamdi & Cosset, Jean-Claude

2014 The effect of sovereign wealth funds on the credit risk of their portfolio companies
by Bertoni, Fabio & Lugo, Stefano

2014 Contracts, governance, and country risk in project finance: Theory and evidence
by Byoun, Soku & Xu, Zhaoxia

2014 Creditor rights and capital structure: Evidence from international data
by Cho, Seong-Soon & El Ghoul, Sadok & Guedhami, Omrane & Suh, Jungwon

2014 The value of firms' voluntary commitment to improve transparency: The case of special segments on Euronext
by Kim, Abby

2014 Credit ratings and information asymmetry on the Chinese syndicated loan market
by Korkeamäki, Timo & Pöyry, Salla & Suo, Maiju

2014 The impact of local governance institutions on foreign market listings: The case of Chinese firms
by Hornstein, Abigail S.

2014 Net foreign assets and macroeconomic volatility
by Chia, W.M. & Jinjarak, Y. & Rana, P. & Xie, T.

2014 Financial constraints and corporate investment in Asian countries
by Ameer, Rashid

2014 On Litigation Risk and Disclosure Complexity: Evidence from Canadian Firms Cross-Listed in the US
by Gillan, Stuart L. & Panasian, Christine A.

2014 The Real and Accrual-based Earnings Management Behaviors: Evidence from the Split Share Structure Reform in China
by Kuo, Jing-Ming & Ning, Lutao & Song, Xiaoqi

2014 Uluslararasý Portföy Yönetiminde Rejim Geçiþken Karar Destek Modelleri: Geliþmekte Olan Menkul Kýymet Piyasalarý Üzerine Bir Uygulama
by Kadir Tuna & Mehmet Tuna & Alper Ozun

2014 Is Implied Taylor Rule Interest Rate Applicable as a Carry Trade Strategy?
by Gokcen Ogruk

2014 Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market
by Mesut BALLIBEY & Serpil TÜRKYILMAZ

2014 Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey
by Hatice Gaye Gencer & Zafer Musoglu

2014 Have Exchange Traded Funds Influenced Commodity Market Volatility?
by Shaen Corbet & Cian Twomey

2014 Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets
by Shaen Corbet & Cian Twomey

2014 Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models
by Serpil TURKYILMAZ & Mesut BALIBEY

2014 The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis
by Shaen Corbet

2014 Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case
by Halim DABBOU & Ahmed SILEM

2014 Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures
by Zhiyuan Pan & Xianchao Sun

2014 Does historical VIX term structure contain valuable information for predicting VIX futures?
by Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik

2014 The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012
by Elzbieta Szulc & Dagna Wleklinska & Karolina Gorna & Joanna Gorna

2014 Financial Globalization in Emerging Economies: Much Ado About Nothing?
by Eduardo Levy Yeyati & Tomas Williams

2014 Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni
by Rojas, Emilio & Kristjanpoller, Werner

2014 ¿Han sido los mercados bursátiles eficientes informacionalmente?
by Juan Benjamín Duarte Duarte & Juan Manuel Mascareñas Pérez-Iñigo

2014 Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos
by Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas Pérez-Iñigo

2014 An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
by Alexander Guarín & José Fernando Moreno & Hernando Vargas

2014 Estimación bayesiana del valor en riesgo: una aplicación para el mercado de valores colombiano
by Charle Augusto Londoño & Juan Carlos Correa & Mauricio Lopera

2014 Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos
by Jorge M. Uribe & Julián Fernández

2014 Research Funding After The Economic Crisis.Comparative Study
by Mircea-Iosif RUS & Andreea HEGYI & Mircea-Ioan PASTRAV

2014 The Success Of Emerging Capital Markets In Determining Economic Growth
by Ion POHOAŢĂ & Oana R. SOCOLIUC & Delia E. DIACONAŞU

2014 L`Incidence De Crises Sur Les Systèmes Bancaires Européens
by Adina APĂTĂCHIOAE

2014 Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods
by Walid Mensi & Makram Beljid & Shunsuke Managi

2014 Modelling the oil price –exchange rate nexus for South Africa
by Babajide Fowowe

2014 The determinants of regional stock market integration in middle east: A conditional ICAPM approach
by Khaled Guesmi & Frédéric Teulon

2014 Warum ABS schlechte Produkte sein können, aber nicht müssen
by Bernd Rudolph

2014 On the structure of financial contagion: Econometric tests and Mercosur evidence
by Ariel M. Viale & David A. Bessler & James W. Kolari

2014 « Juste valeur » et « prix de modèle » : une comparaison internationale de la structure des portefeuilles de trading et du ratio « rentabilité »
by Laurent Clerc & Didier Marteau

2014 Politique monétaire non conventionnelle : l'expérience israélienne
by Jacob Braude & Nathan Sussman

2014 Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
by Regis Augusto Ely

2014 The impacts of investor sentiment on different economic sectors: Evidence from Istanbul Stock Exchange
by Utku Uygur & Oktay Tas

2014 The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors
by Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih

2014 Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach
by Stefan Lyocsa & Eduard Baumohl

2014 Interdependence between Islamic capital market and money market: Evidence from Indonesia
by Imam Wahyudi & Gandhi Anwar Sani

2014 Price jumps on European stock markets
by Jan Hanousek & Evzen Kocenda & Jan Novotny

2014 Technical Trading and Testing of Intra-day Market Efficiency in the Foreign Exchange Market
by Petr Zeman

2014 Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals
by Stefan Avdjiev & Elod Takáts

2014 Asset managers in emerging market economies
by Ken Miyajima & Ilhyock Shim

2014 Non-US banks' claims on the Federal Reserve
by Robert N McCauley & Patrick McGuire

2014 Non-deliverable forwards: 2013 and beyond
by Robert N McCauley & Chang Shu & Guonan Ma

2014 Summary of the conference of 27 May “Promoting financial integration in Africa”
by S. Guérineau. & L. Jacolin

2014 Non-resident holdings of shares in French CAC 40 companies at end-2013
by P. Bui Quang.

2014 Monetary and credit developments in 2013
by C. Roero.

2014 International workshop on algorithmic and high-frequency trading:a brief summary
by A. Bernales. & J. Dugast.

2014 International adjustment and rebalancing of global demand:where do we stand?
by Y. Kalantzis. & P. Towbin. & S. Zignago.

2014 Réussir l’intégration financière en Afrique. Synthèse de la conférence organisée par la Banque de France et la Ferdi le 27 mai 2014
by GUÉRINEAU, S. & JACOLIN, L.

2014 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2013
by BUI QUANG, P.

2014 Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013
by Bernales, A. & Dugast, J.

2014 Ajustement international et rééquilibrage de la demande mondiale : où en sommes-nous ?
by Kalantzis, Y. & Zignago, S. & To wbin, P.

2014 Testing For Long Memory In Volatility In The Indian Forex Market
by Anoop S. Kumar

2014 Non-Parametric Sign Test And Paired Samples Test Of Effectiveness Of Official Fx Intervention
by Srđan Marinković

2014 An Analysis Of The Effect Of Currency Mismatch On A Country’S Default Risk
by Irena Jankovic & Bosko Zivkovic

2014 An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
by Alexander Guarín & José Fernando Moreno & Hernando Vargas

2014 Measuring the degree of integration within a group of stock markets
by Boryana Bogdanova

2014 International Credit Cycles: A Regional Perspective
by Mikhail Stolbov

2014 European ETFs: Risks, tracking error and new regulation
by Marco Elia

2014 Performance of mutual equity funds in Brazil – A bootstrap analysis
by Marco Antonio Laes & Marcos Eugênio da Silva

2014 Global, regional, and country-specific components of financial market indicators
by Zalán Kocsis

2014 The Growing Importance Of Capital Market Derivatives In Romania And Their Impact In The European Economy
by Lect. Raducu Stefan BRATU, PhD & Assist.Lect. Sorin Marius TUDOR, PhD

2014 Cointegration of Capital Markets in ASEAN-5 Countries
by Channarong Chaiphat

2014 Financial Networks and Contagion
by Matthew Elliott & Benjamin Golub & Matthew O. Jackson

2014(XXIV) Empirical evidence on cross-country differences in explaining accruals anomaly
by Diana MURESAN & Monica Ioana POP SILAGHI

2013 Short Selling and Inside Information
by Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti

2013 Determinants of Financial Stress in Emerging Market Economies
by Park, Cyn-Young & Mercado, Jr., Rogelio V.

2013 Asian Capital Market Integration: Theory and Evidence
by Park, Cyn-Young

2013 Determinants of mutual fund flows
by Kopsch, Fredrik & Song, Han-Suck & Wilhelmsson, Mats

2013 Fonds souverains : aspects juridiques
by Azar, Samar

2013 La prise des risques financiers : une approche macro-économique du rôle des marchés
by Pisani, Florence

2013 Les crises économiques et financières et les facteurs favorisant leur occurrence
by Cabrol, Sébastien

2013 An Alternative Sales Analysis Approach for Vacant Land Valuation
by D. Richard WINCOTT

2013 Risk-On/Risk-Off, Capital Flows, Leverage and Safe Assets
by McCauley, Robert

2013 Estimating the Probability of a Lost Decade for U.S. and Global Equity
by LeBaron, Blake

2013 Foreign-owned Banks: (way) Underestimated - and Volatile - Participants in the U.S. Banking Market
by Nolle, Daniel

2013 Factors of Economic Development and Structural Reforms in Russia
by V. Zuev.

2013 Cross-Border Retail Banking: Exploring the Unknown Financial Globalization in Times of Financial Crises
by Harald Sander & Stefanie Kleimeier

2013 Rating-Meldungen europäischer Staaten und Werteffekte bei US-Banken: Eine Note zur Interdependenz globaler Kapitalmärkte
by Christian Happ & Frederik Schauer & Dirk Schiereck

2013 Herd behavior in world stock markets: Evidence from quantile regression analysis
by Sibel ÇELİK

2013 Systematic consumption risk in currency returns
by Mathias Hoffmann & Rahel Suter

2013 The News Content of Bank Rating Changes - Evidence from a Global Event Study
by Christian Fieberg & Armin Varmaz & Jörg Prokop & Finn Marten Körner

2013 Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies
by Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner

2013 What is the wind behind the sails to go abroad? Empirical evidence from the mutual fund industry
by Lang, Gunnar & Schäfer, Henry

2013 Sovereign Asset Values and Implications for the Credit Market
by Posch, Peter N & Kalteier, Eva-Maria

2013 Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction
by Strohsal, Till & Weber, Enzo

2013 Can Network Effects Impede Optimal Contracting in Debt Securities?
by Hornuf, Lars & Engert, Andreas

2013 Credit Ratings and Cross-Border Bond Market Spillovers
by Zabel, Michael & Böninghausen, Benjamin

2013 Sovereign risk contagion in the Eurozone: A time-varying coefficient approach
by Ludwig, Alexander

2013 Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
by Beckmann, Joscha & Czudaj, Robert

2013 The microstructure of exchange rate management: FX intervention and capital controls in Brazil
by de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan

2013 Multifractal models in finance: Their origin, properties, and applications
by Segnon, Mawuli & Lux, Thomas

2013 Exchange rates in target zones: Evidence from the Danish Krone
by Reitz, Stefan & Taylor, Mark P.

2013 International comparison of stock market valuation: Evidence from a new index
by Jochem, Axel & Reitz, Stefan

2013 Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
by da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina

2013 Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis
by Baumeister, Christiane & Kilian, Lutz

2013 Transatlantic systemic risk
by Trapp, Monika & Wewel, Claudio

2013 Real financial market exchange rates and capital flows
by Gelman, Maria & Jochem, Axel & Reitz, Stefan

2013 Repo funding and internal capital markets in the financial crisis
by Düwel, Cornelia

2013 Sovereign default swap market efficiency and country risk in the eurozone
by Gündüz, Yalin & Kaya, Orcun

2013 Offshoring And Financial Markets
by Gianfranco Battisti

2013 What Remains of the Theory of Demand Management in a Globalising World?
by Amit Bhaduri

2013 The Impact of Local Governance Institutions on Foreign Market Listings: The Case of Chinese Firms
by Abigail S. Hornstein

2013 Price Jumps on European Stock Markets
by Jan Hanousek & Ev??en Ko??enda & Jan Novotn??

2013 Price Jump Indicators: Stock Market Empirics During the Crisis
by Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda

2013 Impact of Financial Deregulation on Monetary and Economic Policy in the Czech Republic, Hungary and Poland: 1990-2003
by Patricia McGrath

2013 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2013 Deciphering the Libor and Euribor Spreads during the subprime crisis
by Loriana Pelizzon & Domenico Sartore

2013 Bayesian Markov Switching Stochastic Correlation Models
by Roberto Casarin & Marco Tronzano & Domenico Sartore

2013 International Investors, Exchange Rates and Equity Prices
by Dirk G Baur & Isaac Miyakawa

2013 From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)
by Alesia Kalbaska

2013 Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide
by Weigert, Florian

2013 Understanding FX Liquidity
by Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul

2013 Variance Risk Premiums in Foreign Exchange Markets
by Ammann, Manuel & Buesser, Ralf

2013 Government default, bonds, and bank lending around the world: What do the data say?
by Nicola Gennaioli & Alberto Martin & Stefano Rossi

2013 Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects
by Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura

2013 FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11
by Bos J.W.B. & Frömmel M. & Lamers M.A.J.

2013 Sobre el gobierno corporativo de los organismos multilaterales de crédito
by Mario Bergara & Leandro Zipitría

2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
by Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano

2013 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

2013 The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
by Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Javier Sosvilla Rivero

2013 Recent Developments in Financial Economics and Econometrics: An Overview
by Chia-Lin Chang & David Allen & Michael McAleer

2013 At the core of the international financial system
by Valentina Feroldi & Edoardo Gaffeo

2013 Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends
by Josh Stillwagon

2013 Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values
by Josh Stillwagon

2013 Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets
by Josh Stillwagon

2013 The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward
by Josh Stillwagon

2013 Short-Selling, Leverage and Systemic Risk
by Amelia Pais & Philip A. Stork

2013 Banking Unions: Distorted Incentives and Efficient Bank Resolution
by Marius A. Zoican & Lucyna A. Górnicka

2013 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
by Hooi Hooi Lean & Michael McAleer

2013 Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth

2013 Sukuk Defaults: On Distress Resolution in Islamic Finance
by Sweder van Wijnbergen & Sajjad Zaheer

2013 Recent Developments in Financial Economics and Econometrics: An Overview
by Chia-Lin Chang & David Allen & Michael McAleer

2013 Volatility Spillovers from the US to Australia and China across the GFC
by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh

2013 Measuring the performance of hedge funds using two-stage peer group benchmarks
by Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick

2013 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
by Alexeev, Vitali & Tapon, Francis

2013 A survey of research into broker identity and limit order book
by Pham, Thu Phuong & Westerholm, P. Joakim

2013 Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange
by Pham, Thu Phuong

2013 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
by Pham, Thu Phuong & Westerholm, P. Joakim

2013 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
by Ratti, Ronald A & Vespignani, Joaquin L.

2013 Home Bias in Open Economy Financial Macroeconomics
by Nicolas Coeurdacier & Hélène Rey

2013 Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin
by Marie Briere & Kim Oosterlinck & Ariane Szafarz

2013 Waterloo: a Godsend for French Public Finances?
by Kim Oosterlinck & Loredana Ureche-Rangau & Jacques-Marie Vaslin

2013 Time variation in asset price responses to macro announcements
by Linda S. Goldberg & Christian Grisse

2013 Currency excess returns and global downside market risk
by Victoria Galsband & Thomas Nitschka

2013 On financial risk and the safe haven characteristics of Swiss franc exchange rates
by Christian Grisse & Thomas Nitschka

2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
by Niccolò Battistini & Marco Pagano & Saverio Simonelli

2013 Does Uncovered Interest Rate Parity Hold After All?
by Muhammad Omer & Jakob de Haan & Bert Scholtens

2013 Adaptive Learning and Survey Data
by Agnieszka Markiewicz & Andreas Pick

2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
by Pei Kuang & M. Schröder & Q. Wang

2013 FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11
by J. W.B. BOS & M. FRÖMMEL & M. LAMERS

2013 News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market
by M. FRÖMMEL & X. HAN & F. VAN GYSEGEM

2013 Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
by Papadimitriou, Theophilos & Gogas, Periklis & Plakandaras, Vasilios

2013 Forecasting daily and monthly exchange rates with machine learning techniques
by Papadimitriou, Theophilos & Gogas, Periklis & Plakandaras, Vasilios

2013 The People's Republic of China's Financial Policy and Regional Cooperation in the Midst of Global Headwinds
by Azis, Iwan J.

2013 Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets
by McCauley, Robert N.

2013 Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
by Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras

2013 Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets
by Stelios D. Bekiros

2013 Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently?
by Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio

2013 International Business Cycles with Complete Markets
by Alexandre Dmitriev & Ivan Roberts

2013 Modeling CAC40 Volatility Using Ultra-high Frequency Data
by Degiannakis, Stavros & Floros, Christos

2013 Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence
by Degiannakis, Stavros & Floros, Christos & Dent, Pamela

2013 Nonparametric approach to portfolio diversification: the case of Australian equity market
by Trofimov, Ivan D.

2013 A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion
by Urbina, Jilber

2013 Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE
by Okur, Mustafa & Cevik, Emrah Ismail

2013 Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors
by Degiannakis, Stavros & Livada, Alexandra

2013 Extreme conditional value at risk: a coherent scenario for risk management
by Muteba Mwamba, John & Mhlanga, Isaah

2013 Závislost cen akcií ropných společností na ceně ropy
by Šoba, Oldřich & Širůček, Martin & Havíř, Tomáš

2013 Vliv peněžní nabídky na akciové bubliny v Japonsku
by Sirucek, Martin

2013 Stock market and crude oil relationship: A wavelet analysis
by shafaai, Shafizal & Masih, Mansur

2013 An application of MGARCH-DCC analysis on selected currencies in terms of gold Price
by Mohamad, Sharifah Fairuz Syed & Masih, Mansur

2013 Gold price movements in selected currencies: wavelet approach
by Mohamad, Sharifah Fairuz Syed & Masih, Mansur

2013 Causality between Malaysian Islamic Stock Market and Macroeconomic Variables
by Naseri, Marjan & Masih, Mansur

2013 The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach
by Ayub, Aishaton & Masih, Mansur

2013 What is driving the Capital Inflows to Costa Rica? Risk Premium and Interest Rate Differentials
by Leon, Jorge & Vega, Melissa

2013 The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
by Masih, Mansur & Majid, Hamdan Abdul

2013 The Overreaction Hypothesis: The Case of Ukrainian Stock Market
by Mynhardt, H. R. & Plastun, Alex

2013 The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility
by Karkowska, Renata

2013 Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis
by Masih, Mansur & Majid, Hamdan Abdul

2013 Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis
by Masih, Mansur & Majid, Hamdan Abdul

2013 Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis
by Dewandaru, Ginanjar & Alaoui, Abdelkader & Masih, A. Mansur M. & Alhabshi, Syed Othman

2013 Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters
by Asongu, Simplice

2013 Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa
by Cheteni, Priviledge

2013 Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries
by BOUKEF JLASSI, NABILA & HAMDI, HELMI

2013 The application of the capital asset pricing model on the Croatian capital market
by Tomić, Bojan

2013 اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج
by Ghassan, Hassan B. & Alhajhoj, Hassan R.

2013 Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence
by Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan

2013 Determinants of Islamic Banking Growth in Pakistan
by Shaikh, Salman

2013 Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
by El GHINI, Ahmed & SAIDI, Youssef

2013 Industry Shocks, Operating Risk, and Corporate Financial Policies around the World
by Makaew, Tanakorn & Maksimovic, Vojislav

2013 Cenové bubliny na dluhopisových trzích USA a Japonska
by Sirucek, Martin

2013 Sovereign risk contagion in the Eurozone: a time-varying coefficient approach
by Ludwig, Alexander

2013 Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics
by Girardi, Daniele

2013 Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties
by Mina, Wasseem

2013 Criza Datoriilor Suverane Și Contagiunea Pe Piețele Financiare: Cazul Crizei Financiare Din Islanda
by Ana, Maria-Irina & Chitu, Lucia Mihaela & Adriana, Stefania Adriana

2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 Oil Price and Exchange Rate Volatility in Nigeria
by Ogundipe, Adeyemi & Ogundipe, Oluwatomisin

2013 Shipping Market Financing: Special Features and the Impact of Basel III
by Sambracos, Evangelos & Maniati, Marina

2013 La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais
by Chiny, Faycal

2013 La modélisation des interactions entre les corrélations et les volatilités des marchés financiers Marocain, Français, Américain et Japonais
by Chiny, Faycal

2013 Impact of money supply on stock bubbles
by Sirucek, Martin

2013 The Fama French Model or the capital asset pricing model: international evidence
by Alves, Paulo

2013 News Flow, Web Attention and Extreme Returns in the European Financial Crisis
by Chouliaras, Andreas & Grammatikos, Theoharry

2013 Measures of Equity Home Bias Puzzle
by Mishra, Anil

2013 Reassess of capital structure theories
by Datta, Rajib & Chowdhury, Tasnim & Mohajan, Haradhan

2013 Echilibrul financiar global şi riscul suveran în perioada post-criză
by Georgescu, George

2013 Taxation of Domestic Dividend Income and Foreign Investment Holdings
by Mishra, Anil V & Ratti, Ronald A

2013 The global financial crisis: An analysis of the spillover effects on African stock markets
by Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi

2013 The Political Economy of Trade-Financial Liberalization and Financial Underdevelopment: A perspective from China
by Morgan, Horatio M.

2013 Volatility and dynamic conditional correlations of European emerging stock markets
by Baumohl, Eduard & Lyocsa, Stefan

2013 Jump Processes in Exchange Rates Modeling
by Bunčák, Tomáš

2013 A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies
by Fulli-Lemaire, Nicolas

2013 Analogy Making, Option Prices, and Implied Volatility
by Siddiqi, Hammad

2013 Size and liquidity effects in Nigeria: an industrial sector study
by Hearn, Bruce

2013 Does Uncovered Interest rate Parity Hold After All?
by Omer, Muhammad & de Haan, Jakob & Scholtens, Bert

2013 Credit Ratings and Cross-Border Bond Market Spillovers
by Böninghausen, Benjamin & Zabel, Michael

2013 DOW effects in returns and in volatility of stock markets during quiet and turbulent times
by Dumitriu, Ramona & Stefanescu, Razvan

2013 România în perioada post-criză: investiţiile străine directe şi efecte asupra echilibrului financiar extern
by Georgescu, George

2013 Stock Market Linkages in Emerging Asia-Pacific Markets
by P., Srinivasan & M., Kalaivani

2013 La crisis de la deuda, el euro y la construcción política europea: reflexiones desde la economía
by Costas, Antón & Lago-Peñas, Santiago

2013 The Effects of Trade Openness on Malaysian Exchange Rate
by Lee, Chin & Law, Chee-Hong

2013 Diversifying Risks in Bond Portfolios: A Cross-border Approach
by Sun, David & Tsai, Shih-Chuan

2013 The impact of mega sports events on the stock markets
by Zawadzki, Krystian

2013 Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach
by Baumöhl, Eduard

2013 Globalized Banking Sectors: Features and Policy Implications amidst Global Uncertainties
by Siregar, Reza

2013 Sectoral equity returns and portfolio diversification opportunities across the GCC region
by Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy

2013 The Degree of the Polish and Slovak equity market integration with the euro area equity market
by Slawomir Ireneusz Bukowski

2013 Why has Japan’s Massive Government Debt Not Wreaked Havoc (Yet)?
by Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara

2013 International Debt Deleveraging
by Luca Fornaro

2013 Institutional Investors and Infrastructure Financing
by Raffaele Della Croce & Juan Yermo

2013 Institutional Investors and Green Infrastructure Investments: Selected Case Studies
by Christopher Kaminker & Osamu Kawanishi & Fiona Stewart & Ben Caldecott & Nicholas Howarth

2013 Pension Fund Investment in Infrastructure: A Comparison Between Australia and Canada
by Georg Inderst & Raffaele Della Croce

2013 On the persistence and volatility in European, American and Asian stocks bull and bear markets
by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya

2013 Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels
by Christian R. Proaño & Christian Schoder & Willi Semmler

2013 Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects
by Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura

2013 Crowding Out Redefined: The Role of Reserve Accumulation
by Carmen M. Reinhart & Takeshi Tashiro

2013 Why Has Japan's Massive Government Debt Not Wreaked Havoc (Yet)?
by Charles Y. Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara

2013 Time Variation in Asset Price Responses to Macro Announcements
by Linda S. Goldberg & Christian Grisse

2013 Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises
by Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath

2013 Commodity Trade and the Carry Trade: a Tale of Two Countries
by Robert Ready & Nikolai Roussanov & Colin Ward

2013 Exchange Rates and Interest Parity
by Charles Engel

2013 External Adjustment, Global Imbalances and Valuation Effects
by Pierre-Olivier Gourinchas & Hélène Rey

2013 Do Firms Issue more equity when markets are more liquid?
by René M. Stulz & Dimitrios Vagias & Mathijs A. van Dijk

2013 The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks
by Viral V. Acharya & Sascha Steffen

2013 Political Credit Cycles: The Case of the Euro Zone
by Jesus Fernandez-Villaverde & Luis Garicano & Tano Santos

2013 On Returns Differentials
by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock

2013 Conditional Risk Premia in Currency Markets and Other Asset Classes
by Martin Lettau & Matteo Maggiori & Michael Weber

2013 Measuring Sovereign Contagion in Europe
by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon

2013 The Golden Dilemma
by Claude B. Erb & Campbell R. Harvey

2013 Informed Trading and Expected Returns
by James J. Choi & Li Jin & Hongjun Yan

2013 Dependence and contagion between asset prices in Poland and abroad. A copula approach
by Michał Adam & Piotr Bańbuła & Michał Markun

2013 Propagation of Financial Crises: A Heterogenous Agents Approach
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2013 Reviewing the Leverage Cycle
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2013 Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification
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2013 Home Away From Home? Safe Haven Effects and London House Prices
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2013 On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability
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2013 Conditional Risk Premia in Currency Markets and Other Asset Classes
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2013 The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks
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2013 Finance at Center Stage: Some Lessons of the Euro Crisis
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2013 Political Credit Cycles: The Case of the Euro Zone
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2013 Fiscal Discoveries and Sudden Decouplings
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2013 Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories
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2013 Financial Shocks and Economic Activity in the Netherlands
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2013 Co-movements between Latin American and U.S. stock markets: convergence after the financial crisis
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2013 Inflation and the Steeplechase Between Economic Activity Variables
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2013 Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps
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2013 Exchange rates and commodity prices: measuring causality at multiple horizons
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2013 The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence
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2013 Internationalization versus Regionalisation in the Emerging Stock Markets
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2013 Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa
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2013 Contagion Effects in the European Nyse Euronext Stock Markets in the Context of the 2010 Sovereign Debt Crisis
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2013 Systematic Consumption Risk in Currency Returns
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2013 Oil Prices, Exchange Rates and Asset Prices
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2013 Forecasting Exchange Rates: An Investor Perspective
by Michael Melvin & John Prins & Duncan Shand

2013 Exchange Rate Uncertainty and International Portfolio Flows
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2013 On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
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2013 Exchange Rate Expectations of Chartists and Fundamentalists
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2013 Equity Risk Premium and Regional Integration
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2013 Market Structure and the Cost of Capital
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2013 Dodging the Steamroller: Fundamentals versus the Carry Trade
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2013 Interdependence Of International Financial Market-- The Case Of India And U.S
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2013 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
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2013 Recent Developments in Financial Economics and Econometrics: An Overview
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2013 Spillover in Euro Area Sovereign Bond Markets
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2013 How to create a financial crisis by trying to avoid one: the Brazilian 1999-financial collapse as "Macho-Monetarism" can't handle "Bubble Thy Neighbour" levels of inflows
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2013 Sovereign Borrowing, Financial Assistance and Debt Repudiation
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2013 Sovereign Contagion in Europe: Evidence from the CDS Market
by P. Manasse & L. Zavalloni

2013 Oil price shocks and stock market volatility: evidence from European data
by Stavros Degiannakis & George Filis & Renatas Kizys

2013 The Greek Economy and Banking System: Recent Developments and the Way Forward
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2013 Institutional development and stock price synchronicity : Evidence from China
by Hasan, Iftekhar & Song, Liang & Wachtel, Paul

2013 Extracting global stochastic trend from non-synchronous data
by Korhonen, Iikka & Peresetsky, Anatoly

2013 What determines stock market behavior in Russia and other emerging countries?
by Korhonen, Iikka & Peresetsky, Anatoly

2013 Financial Stability Paper No 23: The Fractal Market Hypothesis and its implications for the stability of financial markets
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2013 What do Chinese Macro Announcements Tell Us About the World Economy?
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2013 The market microstructure approach to foreign exchange - Looking back and looking forward
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2013 The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis
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2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
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2013 Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects
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2013 Market-implied inflation and growth rates adversely affected by the Brent
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2013 The procyclicality of foreign bank lending: evidence from the global financial crisis
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2013 Collective action clauses: how do they weigh on sovereigns?
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2013 The portfolio allocation strategies of sovereign wealth funds and the financial crisis
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2013 Disentangling contagion among sovereign cds spreads during the european debt crisis
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2013 The Safety of Government Debt
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2013 Which Parametric Model for Conditional Skewness?
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2013 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
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2013 Competition and Efficiency in the Mexican Banking Sector
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2013 Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions
by Maria Abascal & Tatiana Alonso & Sergio Mayordomo

2013 Futures Trading and the Excess Comovement of Commodity Prices
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2013 Classifying Returns as Extreme: European Stock and Bond Markets
by Charlotte Christiansen

2013 Is The Renminbi Appreciating Fast Enough?
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2013 Financing Infrastructure Construction In China
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2013 An Empirical Analysis Of The Determinants Of Household Saving (Consumption) In China: A Panel Analysis Of Provincial Data, 1995–2010
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2013 Can South-South Trade Be A Driving Force For Future Economic Growth?
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2013 Globalization And Economic Growth In East Asia
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2013 Inflation Targeting In South Korea, Indonesia, The Philippines And Thailand: The Impact On Business Cycle Synchronization Between Each Country And The World
by Takeshi Inoue & Yuki Toyoshima & Shigeyuki Hamori

2013 The Impact Of East Asian Ftas On The Structure Of Demand
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2013 Financial Market Linkage In East Asian Countries
by Kyosuke Shiotani & Yoichi Matsubayashi

2013 Business Cycle Synchronization And Production Fragmentation In East Asia
by Fumihide Takeuchi

2013 Decoupling — A Re-Examination
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2013 Integration versus Interdependence and Complexity in Global Trade and Finance in the Post-War Period
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2013 The development of financial markets and financial theory: 50 years of interaction
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2013 Law and Finance After a Decade of Research
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2013 Introductory Course on Financial Mathematics
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2013 Global Linkages and Economic Rebalancing in East Asia
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2013 States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives
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2013 The Interaction of Political, Fiscal and Financial Stability: Lessons from the Crisis
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2013 Illiquidité, contagion et risque systémique
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2013 Exchange rate pass-through and inflation dynamics in Tunisia: A Markov-switching approach
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2013 Stock returns and implied volatility: A new VAR approach
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2013 What Drives the Stock Market Integration in the CEE-3?
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2013 Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone
by Silvo Dajcman

2013 Causality between Regional Stock Markets: A Frequency Domain Approach
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2013 The EU Financial Transactions Tax: Antecedents and Current Debate
by Yiannis Kitromilides & Ana Rosa González

2013 The Access To Finance In Moldova - Banking Compared To Microfinance Organizations
by POPA, Viorica

2013 Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World
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2013 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
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2013 International Stock Price Co-movement
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2013 The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US
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2013 What Drives Stock Exchange Integration?
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2013 LIVING WITH INTERCONNECTED BANKING SECTORS DURING THE PERIOD OF GLOBAL FINANCIAL MARKET UNCERTAINTIES: EXPERIENCES oF EAST AND SOUTHEAST ASIA
by Reza Yamora SIREGAR

2013 Interbank Interest Rate Transmission In The Baltic Countries
by Marianna SINICÁKOVÁ & Veronika ŠULIKOVÁ

2013 Proposal Of A New Guaranteed Certificate Using Exotic Options
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2013 Volatility Spillover And Channels Transmission During Subprime Crisis: Empirical Study Of Usa Stock Market And Other Developed Stock Markets
by Ghorbel ACHRAF & Younes BOUJELBENE & Chouchene ISSAM

2013 Case Study On The Main Sources For Social Security Institutionally Granted By The Capital City Hall During 1864-1916
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2013 EsTrade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries
by Mustafa Caglayan & Omar S. Dahi & Firat Demir

2013 Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
by Christos Kollias & Stephanos Papadamou & Vangelis Arvanitis

2013 Convergence of Returns on Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives
by Jan Babecký & Luboš Komárek & Zlatuše Komárková

2013 A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
by Robert Faff & Sirimon Treepongkaruna

2013 Movements and co-movements across the European asset classes: portfolio allocations and policy implications
by Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri

2013 Le plan de sauvetage de Chypre : frein ou accélérateur du risque systémique en Europe ?
by Messiha, Jean & Teulon, Frédéric

2013 Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS
by Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang

2013 Supervision Of Financial Markets
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2013 The Relevance of Using Accounting Fundamentals in the Mexican Stock Market
by Dorantes, Carlos

2013 Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
by Kumar Tiwari, Aviral & Billah Dar, Arif & Bhanja, Niyati & Shah, Aasif

2013 Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations
by Nagayasu, Jun

2013 Cross–country convergence of financial reforms
by Heckelman, Jac C.

2013 Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australiano
by Trofimov, Ivan D.

2013 An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al mercato USA
by Hatemi-J, Abdulnasser & Sarmiento-Sabogal, Julio

2013 Dependence between Croatian and European stock markets – A copula GARCH approach
by Silvo Dajcman

2013 Connections between Frontier Markets
by Eliza-Olivia Lungu

2013 Estructura financiera optima, en la industria de los alimentos, que cotiza en la Bolsa Mexicana de Valores
by Guadalupe Hernandez Carmen & Humberto Rios Bolivar

2013 Integracion de los mercados financieros de Europa: El impacto de la crisis soberana de Grecia
by Alejandro Islas Camargo & Tania P. Sanabria Flores & Francisco Lopez Herrera

2013 De-globalising bank regulation
by Mario Tonveronachi

2013 Influence of the Greek Crisis on the Risk Perception of European Economies
by Agata Kliber

2013 Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis
by Silvo Dajčman

2013 About Draft on Financial Transaction Tax
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2013 Modern Features of Financial Globalization
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2013 Contribution of microfinance to economic growth: Transmission channel and the ways to test it
by Nargiza Alimukhamedova

2013 Essay on Wavelet analysis and the European term structure of interest rates
by Michaela M. Kiermeier

2013 Uhnwi In Emerging Markets – They Still Think, Act And Invest Differently
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2013 Investors' Dividend Preference On The Romanian Equity Market: A Cross-Sectional Empirical Investigation
by Andrei Anghel & Tudor Cristiana

2013 An Inquiry Into Contagion Transmission And Spillover Effects In Stock Markets
by Trenca Ioan & Petria Nicolae & Dezsi Eva

2013 Global Financial Meltdown And The Indian Economy
by Mukhopadhyay Debasis & Karmakar Asim Kumar

2013 The Patterns Of Eu Stock Markets. Is There A Sign Of Convergence?
by Muresan Diana & & &

2013 Estimation of the impact of the USD/EUR exchange rate on the gross foreign exchange reserves� dynamics in Bulgaria
by Silvia Trifonova & Mihail Konchev

2013 Network-centric organization of supervisory and regulatory processes in the banking system of the European Union
by Lyubomir Mirchev

2013 Financial Contagion Reloaded: The Case Of Cyprus
by Iulia Monica Oehler-Sincai

2013 Fdi In The Eec-10: A Comparative Analysis
by Simona Moagar-Poladian & Iulia Monica Oehler-Sincai

2013 The Equity Home Bias Puzzle: A Survey
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2013 Spillovers and contagion in the sovereign CDS market
by Michał Adam

2013 Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos
by Kristjanpoller Rodríguez Werner

2013 Aplicación de bicorrelación cruzada al rendimiento diario del precio del café
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2013 Financial Crises and Risk Premiums in International Interbank Markets
by Shin-ichi Fukuda & Mariko Tanaka

2013 Is the CDS spread still a reliable risk indicator? The impact of the European regulation on uncovered CDS positions on market developments in the Central and Eastern European region
by Dániel Horváth & Zsolt Kuti & Imre Ligeti

2013 Reasons for the LIBOR review and its effects on international interbank reference rate quotations
by Szilárd Erhart & Imre Ligeti & Zoltán Molnár

2013 Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data
by Piotr Gurgul & Robert Syrek

2013 Do Investors See Through Accounting Profitability and Recognize Efficiency? Evidence from Chinese Listed Companies
by Wenjuan Xie

2013 Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications
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2013 Asset Markets Contagion During the Global Financial Crisis
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2013 Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
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2013 Capturing volatility and its spillover in South Asian countries
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2013 Investigating smooth breaks in real exchange rates
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2013 Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas
by Nipun Agarwal

2013 Further evidence on the determinants of regional stock market integration in Latin America
by Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon

2013 The impacts of International Financial Crisis on Saudi Arabia Economy: Evidence from Asymmetric SVAR modelling
by Hassan B. Ghassan & Hassan R. Alhajhoj & Mohammed Kbiri Alaoui

2013 Sovereign Risk and Asset and Liability Management—Conceptual Issues
by Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova

2013 Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises
by Lu Yang & Shigeyuki Hamori

2013 Intellectual Monopoly in Public Auction
by Raul Sorin Fantana

2013 Management of Financial and Banking Risk
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2013 Analysis Of The Returns And Volatility Of The Environmental Stock Leaders
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2013 Global Imbalances and Taxing Capital Flows
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2013 Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton
by Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta

2013 Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States
by Andreea Dragoi

2013 Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States
by Andreea Dragoi

2013 State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States
by Andreea Dragoi & Cristina Balgar

2013 State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States
by Andreea Dragoi & Cristina Balgar

2013 Resetting the Growth Engines of the BRICS Countries as a Reaction to the Global Crisis
by Iulia Monica Oehler-Sincai

2013 Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia
by Almir Alihodzic

2013 Integration Of Latin American Stock Markets: Analysis Of Common Risk Factors, Integracion De Mercados Accionarios Latinoamericanos: Analisis De Factores De Riesgo En Comun
by Yaneth Romero Alvarez

2013 Developed Stock Markets Performance During The Greek Crisis, Desempeno De Los Mercados Accionarios Desarrollados Durante La Crisis Griega
by Eduardo Sandoval

2013 Accrual Anomaly and Idiosyncratic Risk: International Evidence
by Steve Fan & Linda Yu

2013 Does Foreign Investment Worsen the Domestic Stock Market During a Financial Crisis? Evidence from Taiwan
by Chun-Pin Hsu & Chun-Wen Huang & Alfred Ntoko

2013 Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets
by Sanjay Sehgal & Namita Rajput & Florent Deisting

2013 The Increasing Influence of Oil Prices on the Canadian Stock Market
by Shahriar Hasan & Mohammad Mahbobi

2013 The Influence of Foreign Portfolio Investment on Domestic Stock Returns: Evidence from Taiwan
by Chun-Pin Hsu

2013 The Fama French Model or the Capital Asset Pricing Model: International Evidence
by Paulo Alves

2013 Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets
by Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere

2013 Pre-close Transparency and Price Efficiency at Market Closing: Evidence from the Taiwan Stock Exchange
by Cheng-Yi Chien

2013 Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets
by Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao

2013 Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain
by Hisham Handal Abdelbaki

2013 Cross-Border Mergers and Acquisitions and Country Risk Ratings: Evidence From U.S. Financials
by Halil Kiymaz

2013 Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia
by Aldrin Herwany & Erie Febrian

2013 Efficiency Of The Eastern Caribbean Securities Exchange
by Kirwins Charles & Bruce Niendorf & Kristine Beck

2013 The Efficiency Of Emerging Stock Markets: Evidence From Asia And Africa
by Abdelmoneim Youssef & Giuseppe Galloppo

2013 The Financial Characteristics Of U.S. Companies Acquired By Foreign Companies
by Ozge Uygur & Gulser Meric & Ilhan Meric

2013 Managerial Ownership, Leverage And Audit Quality Impact On Firm Performance: Evidence From The Malaysian Ace Market
by Zunaidah Sulong & John C. Gardner & Amariah Hanum Hussin & Zuraidah Mohd Sanusi & Carl B. McGowan, Jr.

2013 Making public offers in the European Union
by Felicia Florentina Vasile (Epure)

2013 Statistical properties for European stock indices returns during 2007-2012
by Iulian Panait

2013 The month-of-the-year effect on Bucharest Stock Exchange
by Iulian Panait

2013 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2013 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2013 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2013 Финансовые Рынки В Мае 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2013 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2013 Финансовые Рынки
by Nikita Andrievskiy & Elizaveta Khudko

2013 Financial Markets in February 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 2012: A Year of the State’s Increasing Presence in the Stock Market
by Alexandr Abramov

2013 Financial Markets
by Nikita Andrievskiy & Elizaveta Khudko

2013 Financial Markets
by Natalia Burkova & Elizaveta Khudko

2013 Financial Market In November 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 FINANCIAL MARKET IN October 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 FINANCIAL MARKET IN September 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Financial Market In August 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Russia’S Financial Markets In July 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Russian Financial Markets In June 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Financial Markets in Russia in May 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Financial Markets in Russia in April 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Financial Markets in Russia in March 2013
by Nikita Andrievskiy & Elizaveta Khudko

2013 Crowding out redefined: the role of reserve accumulation
by Reinhart, Carmen M. & Tashiro, Takeshi

2013 Contagion among Central and Eastern European Stock Markets during the Financial Crisis
by Jozef BARUNÍK & Lukáš VÁCHA

2013 Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic
by Zlatuse Komarkova & Jitka Lesanovska & Lubos Komarek

2013 Financial Integration at Times of Financial Instability
by Jan Babecky & Lubos Komarek & Zlatuse Komarkova

2013 Financial Linkages and Financial Stability (Introduction)
by Zdenek Tuma

2013 Transaction fees and trading strategies in financial markets
by Alex Frino & Vito Mollica & Maria Grazia Romano

2013 Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk: an experimental analysis
by Annalisa Di Clemente

2013 The Determinants of Capital Structure in Emerging Capital Markets: Evidence from Serbia
by Dejan Malinić & Ksenija Denčić-Mihajlov & Ema Ljubenović

2013 EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011
by Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos

2013 El efecto de los impuestos a las transacciones financieras en la estabilidad de los mercados de capital. Un debate sin resolver
by Alonso, Miguel A. & Rallo, Juan Ramón & Romero, Alberto

2013 Comportamiento no lineal en series de productos primarios
by Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos

2013 Assessment of the Impact of Trade Partner’s Cross-Country Sovereign Rating on the Financial Market of Selected Emerging Market Economies
by Hesam Aldin SHAHRIVAR & Nwin Anefo Fru ASABA

2013 Financijalizacija periferije Europske unije, kapitalne kontrole i platna bilanca
by Dubravko Radoševic

2013 Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets
by Demirer, Riza

2013 Who was informative? Performance of foreign and local analysts’ stock recommendations during the Asian financial crisis
by Farooq, Omar

2013 Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis
by Loh, Lixia

2013 Asset prices and exchange risk: Empirical evidence from Canada
by Samson, Lucie

2013 Does stock market development always improve firm-level financing? Evidence from Tunisia
by Lagoarde-Segot, Thomas

2013 The autumn effect of gold
by Baur, Dirk G.

2013 The high returns to low volatility stocks are actually a premium on high quality firms
by Walkshäusl, Christian

2013 The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization
by Nitschka, Thomas

2013 Sovereign asset values and implications for the credit market
by Kalteier, Eva-Maria & Posch, Peter N.

2013 Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?
by He, Yan & Wang, Junbo & Wu, Chunchi

2013 Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
by Naifar, Nader & Al Dohaiman, Mohammed Saleh

2013 The impact of transparency on market quality for the Taiwan Stock Exchange
by Ke, Mei-Chu & Huang, Yen-Sheng & Liao, Tung Liang & Wang, Ming-Hui

2013 Uncovered interest parity puzzle: Asymmetric responses
by Lee, Byung-Joo

2013 All banks great, small, and global: Loan pricing and foreign competition
by de Blas, Beatriz & Russ, Katheryn Niles

2013 Futures mispricing, order imbalance, and short-selling constraints
by Lin, Emily & Lee, Cheng-Few & Wang, Kehluh

2013 Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets
by Yu, Hao & Nartea, Gilbert V. & Gan, Christopher & Yao, Lee J.

2013 Country-specific idiosyncratic risk and global equity index returns
by Hueng, C. James & Yau, Ruey

2013 Substitutability and complementarity of corporate governance mechanisms in Latin America
by Cueto, Diego C.

2013 Dynamics of the co-movement between stock and maritime markets
by Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan

2013 The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market
by Chen, Chun-nan

2013 Volatility and return spillovers in Canadian and U.S. industry ETFs
by Krause, Timothy & Tse, Yiuman

2013 Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies
by Singh, Manohar & Nejadmalayeri, Ali & Lucey, Brian

2013 Risk and return in the Tehran stock exchange
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

2013 Simultaneous stochastic volatility transmission across American equity markets
by Weber, Enzo

2013 Are foreign investors really beneficial? Evidence from South Korea
by Garner, Jacqueline L. & Kim, Won Yong

2013 Investor response to a natural disaster: Evidence from Japan's 2011 earthquake
by Hood, Matthew & Kamesaka, Akiko & Nofsinger, John & Tamura, Teruyuki

2013 Are stock markets in Asia related to carry trade?
by Fung, Hung-Gay & Tse, Yiuman & Zhao, Lin

2013 Tax reform and the identity of marginal traders around ex-dividend days
by Tseng, Yun-lan & Hu, Shing-yang

2013 Anonymity and order submissions
by Duong, Huu Nhan & Kalev, Petko S.

2013 Investor heterogeneity and the cross-sectional stock returns in China
by Opie, Wei & Zhang, Hong Feng

2013 Short sales, margin purchases and bid–ask spreads
by Zhao, Yan & Cheng, Lee-Young & Chang, Chong-Chuo & Ni, Cih-Ying

2013 Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
by Hou, Yang & Li, Steven

2013 The venture capital certification role in R&D: Evidence from IPO underpricing in Korea
by Cho, Jaemin & Lee, Jaeho

2013 Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market
by Gu, Li & McNelis, Paul D.

2013 An empirical study of credit spreads in an emerging market: The case of Korea
by Park, Keehwan & Ahn, Chang Mo & Kim, Dohyeon & Kim, Saekwon

2013 The price of sin in the Pacific-Basin
by Durand, Robert B. & Koh, SzeKee & Tan, Paul LiJian

2013 Liquidity commonality among Asian equity markets
by Wang, Jianxin

2013 Asset returns and liquidity effects: Evidence from a developed but small market
by Nguyen, Nhut H. & Lo, Ka Hei

2013 Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities
by Wang, Ming-Chieh

2013 Information asymmetry, price discovery, and the Chinese B-share discount puzzle
by Doukas, John A. & Wang, Liu

2013 The relation of trade size and price contribution in a traditional foreign exchange brokered market
by Ligon, James A. & Liu, Hao-Chen

2013 Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand
by Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk

2013 Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange
by Chien, Cheng-Yi & Lee, Hsiu-Chuan & Tai, Shih-Wen & Liao, Tzu-Hsiang

2013 The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets
by Dang, Li & Yang, J. Jimmy

2013 Fund ownership and stock price informativeness of Chinese listed firms
by Ding, Rong & Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward

2013 US cross-listing and corporate disclosure policy
by Charest, Guy & Cosset, Jean-Claude & Marhfor, Ahmed & M’Zali, Bouchra

2013 Does cross-listing in the US foster mergers and acquisitions and increase target shareholder wealth?
by Cosset, Jean-Claude & Meknassi, Siham

2013 The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany
by Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas

2013 Does culture influence IPO underpricing?
by Costa, Bruce A. & Crawford, Anthony & Jakob, Keith

2013 An empirical approach to determine specific weights of driving factors for the price of commodities—A contribution to the measurement of the economic scarcity of minerals and metals
by Gleich, Benedikt & Achzet, Benjamin & Mayer, Herbert & Rathgeber, Andreas

2013 Transmission of the global financial crisis to Korea
by Kim, Bong-Han & Kim, Seewon

2013 Is market integration associated with informational efficiency of stock markets?
by Hooy, Chee-Wooi & Lim, Kian-Ping

2013 International gross capital flows: New uses of balance of payments data and application to financial crises
by Janus, Thorsten & Riera-Crichton, Daniel

2013 Market efficiency broadcasted live: ECB code words and euro exchange rates
by Rosa, Carlo

2013 Do contagion effects exist in capital flow volatility?
by Lee, Hyun-Hoon & Park, Cyn-Young & Byun, Hyung-suk

2013 How do foreign investors impact domestic economic activity? Evidence from India and China
by Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun

2013 Is China or India more financially open?
by Ma, Guonan & McCauley, Robert N.

2013 Why do emerging markets liberalize capital outflow controls? Fiscal versus net capital flow concerns
by Aizenman, Joshua & Pasricha, Gurnain Kaur

2013 The market microstructure approach to foreign exchange: Looking back and looking forward
by King, Michael R. & Osler, Carol L. & Rime, Dagfinn

2013 Dynamic expectation formation in the foreign exchange market
by ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J.

2013 Dynamic stock market covariances in the Eurozone
by Connor, Gregory & Suurlaht, Anita

2013 Large foreign ownership and stock price informativeness around the world
by He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui

2013 The performance of NDF carry trades
by Doukas, John A. & Zhang, Hao

2013 Investment allocation decisions, home bias and the mandatory IFRS adoption
by Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan

2013 Are capital controls in the foreign exchange market effective?
by Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P.

2013 Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market
by Lovcha, Yuliya & Perez-Laborda, Alejandro

2013 Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
by Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio

2013 International diversification during the financial crisis: A blessing for equity investors?
by Vermeulen, Robert

2013 Spread the news: The impact of news on the European sovereign bond markets during the crisis
by Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel

2013 The pricing of sovereign risk and contagion during the European sovereign debt crisis
by Beirne, John & Fratzscher, Marcel

2013 Self-fulfilling crises in the Eurozone: An empirical test
by De Grauwe, Paul & Ji, Yuemei

2013 Contagion during the Greek sovereign debt crisis
by Mink, Mark & de Haan, Jakob

2013 Reassessing the link between the Japanese yen and emerging Asian currencies
by Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi

2013 The intraday effects of central bank intervention on exchange rate spreads
by Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman

2013 Financial crises and cross-border banking: New evidence
by Kleimeier, Stefanie & Sander, Harald & Heuchemer, Sylvia

2013 Does the euro dominate Central and Eastern European money markets?
by Kadow, Alexander & Cerrato, Mario & MacDonald, Ronald & Straetmans, Stefan

2013 How smooth is price discovery? Evidence from cross-listed stock trading
by Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao

2013 The “forward premium puzzle” and the sovereign default risk
by Coudert, Virginie & Mignon, Valérie

2013 Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability
by De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara

2013 Factor decomposition and diversification in European corporate bond markets
by Pieterse-Bloem, Mary & Mahieu, Ronald J.

2013 The relationship between the Renminbi future spot return and the forward discount rate
by Zhao, Yanping & de Haan, Jakob & Scholtens, Bert & Yang, Haizhen

2013 Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
by Chang, Sanders S.

2013 Predicting severe simultaneous recessions using yield spreads as leading indicators
by Christiansen, Charlotte

2013 General equilibrium pricing of currency and currency options
by Du, Du

2013 The European Union, the Euro, and equity market integration
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan

2013 Worldwide reach of short selling regulations
by Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael

2013 The cross section of conditional mutual fund performance in European stock markets
by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ

2013 New evidence on the first financial bubble
by Frehen, Rik G.P. & Goetzmann, William N. & Geert Rouwenhorst, K.

2013 The asset growth effect: Insights from international equity markets
by Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong

2013 The earnings announcement premium around the globe
by Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett

2013 Globalization of monitoring practices: The case of American influences on the dismissal risk of European CEOs
by Oxelheim, Lars & Randøy, Trond

2013 Risk contagion in the north-western and southern European stock markets
by de Araújo, André da Silva & Garcia, Maria Teresa Medeiros

2013 Real exchange rates, trade balance and capital flows in Africa
by Kodongo, Odongo & Ojah, Kalu

2013 Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers
by Alsakka, Rasha & ap Gwilym, Owain

2013 Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries
by Wang, Yudong & Wu, Chongfeng & Yang, Li

2013 Investor protection rights and foreign investment
by Giofré, Maela

2013 The wonder-clause
by Gelpern, Anna & Gulati, Mitu

2013 Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
by Gębka, Bartosz & Karoglou, Michail

2013 What drives the disappearing dividends phenomenon?
by Kuo, Jing-Ming & Philip, Dennis & Zhang, Qingjing

2013 Are extreme returns priced in the stock market? European evidence
by Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt

2013 Portfolio reallocation and exchange rate dynamics
by Ding, Liang & Ma, Jun

2013 Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
by Ülkü, Numan & Weber, Enzo

2013 Analyst forecasts and European mutual fund trading
by Franck, Alexander & Kerl, Alexander

2013 A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
by Asako, Kazumi & Liu, Zhentao

2013 Rewards for downside risk in Asian markets
by Alles, Lakshman & Murray, Louis

2013 Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
by Rösch, Christoph G. & Kaserer, Christoph

2013 Information immobility, industry concentration, and institutional investors’ performance
by Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla

2013 Long-term asset tail risks in developed and emerging markets
by Straetmans, Stefan & Candelon, Bertrand

2013 Systemic risk measures: The simpler the better?
by Rodríguez-Moreno, María & Peña, Juan Ignacio

2013 The term structure of sovereign default risk in EMU member countries and its determinants
by Eichler, Stefan & Maltritz, Dominik

2013 A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach
by Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao

2013 Who moves first? An intensity-based measure for information flows across stock exchanges
by Kehrle, Kerstin & Peter, Franziska J.

2013 Prestigious stock exchanges: A network analysis of international financial centers
by Cetorelli, Nicola & Peristiani, Stavros

2013 Trading on inside information: Evidence from the share-structure reform in China
by Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian

2013 Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
by Levy, Ariel & Lieberman, Offer

2013 Investor protection and cash holdings: Evidence from US cross-listing
by Huang, Ying & Elkinawy, Susan & Jain, Pankaj K.

2013 Does foreign institutional ownership increase return volatility? Evidence from China
by Chen, Zhian & Du, Jinmin & Li, Donghui & Ouyang, Rui

2013 The impact of sovereign rating actions on bank ratings in emerging markets
by Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain

2013 Measuring time-varying financial market integration: An unobserved components approach
by Berger, Tino & Pozzi, Lorenzo

2013 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
by Boubaker, Heni & Sghaier, Nadia

2013 Credit and liquidity components of corporate CDS spreads
by Corò, Filippo & Dufour, Alfonso & Varotto, Simone

2013 Competition, signaling and non-walking through the book: Effects on order choice
by Valenzuela, Marcela & Zer, Ilknur

2013 Analyzing determinants of bond yield spreads with Bayesian Model Averaging
by Maltritz, Dominik & Molchanov, Alexander

2013 Are stock market crises contagious? The role of crisis definitions
by Mierau, Jochen O. & Mink, Mark

2013 A spatial analysis of international stock market linkages
by Asgharian, Hossein & Hess, Wolfgang & Liu, Lu

2013 Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?
by Georgoutsos, Dimitris A. & Migiakis, Petros M.

2013 Granger-causality in peripheral EMU public debt markets: A dynamic approach
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón

2013 The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis
by Gagnon, Marie-Hélène & Gimet, Céline

2013 The effectiveness of position limits: Evidence from the foreign exchange futures markets
by Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng

2013 Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan

2013 Transatlantic systemic risk
by Trapp, Monika & Wewel, Claudio

2013 Sovereign credit spreads
by Uhrig-Homburg, Marliese

2013 Smiles all around: FX joint calibration in a multi-Heston model
by De Col, Alvise & Gnoatto, Alessandro & Grasselli, Martino

2013 Lessons from the evolution of foreign exchange trading strategies
by Neely, Christopher J. & Weller, Paul A.

2013 Disentangling mandatory IFRS reporting and changes in enforcement
by Barth, Mary E. & Israeli, Doron

2013 Mandatory IFRS reporting and changes in enforcement
by Christensen, Hans B. & Hail, Luzi & Leuz, Christian

2013 Why are stock exchange IPOs so underpriced and yet outperform in the long run?
by Otchere, Isaac & Owusu-Antwi, George & Mohsni, Sana

2013 Stock and foreign exchange market linkages in emerging economies
by Andreou, Elena & Matsi, Maria & Savvides, Andreas

2013 Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries
by Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al

2013 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
by Phuong Pham, Thu & Joakim Westerholm, P.

2013 Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets
by Philippas, Dionisis & Siriopoulos, Costas

2013 Liquidity measurement in frontier markets
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat

2013 A new perspective of equity market performance
by Galagedera, Don U.A.

2013 Financial crises and dynamic linkages among international currencies
by Dimitriou, Dimitrios & Kenourgios, Dimitris

2013 Time-variations in herding behavior: Evidence from a Markov switching SUR model
by Klein, Arne C.

2013 The role of country and industry factors during volatile times
by Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís

2013 Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
by Antonakakis, Nikolaos & Vergos, Konstantinos

2013 International stock market interdependence: Are developing markets the same as developed markets?
by Liu, Lu

2013 Institutional industry herding: Intentional or spurious?
by Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Ferreira, Mario Pedro Leite

2013 Bond futures and order imbalance
by Smales, Lee A.

2013 The information content of stock markets around the world: A cultural explanation
by Nguyen, Nhut H. & Truong, Cameron

2013 Integration versus segmentation in China's stock market: An analysis of time-varying beta risks
by Li, Hong

2013 Sectoral equity returns and portfolio diversification opportunities across the GCC region
by Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy

2013 A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach
by Tsagkanos, Athanasios & Siriopoulos, Costas

2013 Long-term return reversal: Evidence from international market indices
by Malin, Mirela & Bornholt, Graham

2013 Trade momentum
by Rizova, Savina

2013 The appeal of private targets in international acquisitions
by Madura, Jeff & Susnjara, Jurica

2013 Underwriter reputation and the underwriter–investor relationship in IPO markets
by Neupane, Suman & Thapa, Chandra

2013 Is corporate governance relevant during the financial crisis?
by Gupta, Kartick & Krishnamurti, Chandrasekhar & Tourani-Rad, Alireza

2013 International herding: Does it differ across sectors?
by Gębka, Bartosz & Wohar, Mark E.

2013 Unremunerated reserve requirements, exchange rate volatility, and firm value
by Vithessonthi, Chaiporn & Tongurai, Jittima

2013 The proof is in the pudding: Arbitrage is possible in limited emerging markets
by Ansotegui, Carmen & Bassiouny, Aliaa & Tooma, Eskandar

2013 Investor herds and regime-switching: Evidence from Gulf Arab stock markets
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

2013 The effect of a reduction in price discreteness on ex-day stock returns in a unique environment
by Al-Yahyaee, Khamis Hamed

2013 Modelling the sovereign linkages of key Latin American economies
by Thuraisamy, Kannan & Gannon, Gerard

2013 Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach
by Hou, Ai Jun

2013 The perils of a central bank's capital control: How substantial is the effect on firm value?
by Vithessonthi, Chaiporn & Tongurai, Jittima

2013 Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries
by Akıncı, Özge

2013 International Bond Risk Premia
by Dahlquist, Magnus & Hasseltoft, Henrik

2013 Sudden spikes in global risk
by Bacchetta, Philippe & van Wincoop, Eric

2013 Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets
by Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen

2013 An empirical study of multiple direct international listings
by You, Leyuan & Lucey, Brian M. & Shu, Yan

2013 The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets
by Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai

2013 Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India
by French, Joseph J. & Naka, Atsuyuki

2013 Do investors care about credit ratings? An analysis through the cycle
by Iannotta, Giuliano & Nocera, Giacomo & Resti, Andrea

2013 Are short sellers positive feedback traders? Evidence from the global financial crisis
by Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L.

2013 A network analysis of global banking: 1978–2010
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2013 Does order flow in the European Carbon Futures Market reveal information?
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2013 Insured uncovered interest parity
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2013 Information risk and credit contagion
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2013 An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters
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2013 The impact of global oil price shocks on the Lebanese stock market
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2013 Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries
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2013 Oil price asymmetric effects: Answering the puzzle in international stock markets
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2013 Modeling EU allowances and oil market interdependence. Implications for portfolio management
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2013 Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany
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2013 Downside risk and the energy hedger's horizon
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2013 Speculative trading and oil price dynamic: A study of the WTI market
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2013 U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis
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2013 The development of emerging stock markets and the demand for cross-listing
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2013 On detection of volatility spillovers in overlapping stock markets
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2013 Sovereign default risk premia: Evidence from the default swap market
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2013 The international evidence on discouraged small businesses
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2013 Duration, trading volume and the price impact of trades in an emerging futures market
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2013 Determinants of dividend smoothing in emerging market: The case of Korea
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2013 Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis
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2013 The effectiveness of forex interventions in four Latin American countries
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2013 Credit cycle dependent spread determinants in emerging sovereign debt markets
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2013 Financial liberalization and stock markets efficiency: New evidence from emerging economies
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2013 Measuring financial market integration in the European Union: EU15 vs. New Member States
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2013 Size, value, and momentum in emerging market stock returns
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2013 The volatility effect in emerging markets
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2013 Which firms are more prone to stock market manipulation?
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2013 Dynamic return predictability in the Russian stock market
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2013 Bilateral portfolio dynamics during the global financial crisis
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2013 Sharing risk within and across countries: the role of labor market institutions
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2013 International stock market integration: Central and South Eastern Europe compared
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2013 Estimation for multivariate stable distributions with generalized empirical likelihood
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2013 Stock exchange mergers and return co-movement: A flexible dynamic component correlations model
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2013 Financial openness, market structure and private credit: An empirical investigation
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2013 Understanding and predicting bank rating transitions using optimal survival analysis models
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2013 Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market
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2013 Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
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2013 Stock prices and the location of trade: Evidence from China-backed ADRs
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2013 Information transmission between sovereign debt CDS and other financial factors – The case of Latin America
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2013 The dynamic interactions among the stock, bond and insurance markets
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2013 Dynamic price integration in the global gold market
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2013 Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns
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2013 Dynamic relationships between industry returns and stock market returns
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2013 The impact of NAFTA on North American stock market linkages
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2013 Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?
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2013 Day-of-the-week effect on the VIX. A parsimonious representation
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2013 Determinants of bank credit default swap spreads: The role of the housing sector
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2013 The cost of adjustment: On comovement between the trade balance and the terms of trade
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2013 Determinants of stock market comovements among US and emerging economies during the US financial crisis
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2013 A core–periphery framework in stock markets of the euro zone
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2013 Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
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2013 Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
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2013 Credit and bank opaqueness: How to avoid financial crises?
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2013 Stochastic dominance relationships between stock and stock index futures markets: International evidence
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2013 Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
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2013 Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
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2013 A wavelet decomposition approach to crude oil price and exchange rate dependence
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2013 Endogenous current account balances in a world CGE model with international financial assets
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2013 Market structure and the cost of capital
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2013 The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets
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2013 Convertible bonds with resettable conversion prices
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2013 Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets
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2013 Stock market response to monetary and fiscal policy shocks: Multi-country evidence
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2013 Has the structural break slowed down growth rates of stock markets?
by Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika

2013 Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessment
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2013 Growth under exchange rate volatility: Does access to foreign or domestic equity markets matter?
by Demir, Firat

2013 Legal shareholder protection and corporate R&D investment
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2013 An international look at the lawsuit avoidance hypothesis of IPO underpricing
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2013 Determinants and price discovery of China sovereign credit default swaps
by Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan

2013 Intraday liquidity patterns in Indian stock market
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2013 On the predictability of realized volatility using feasible GLS
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2013 Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology
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2013 The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
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2013 Does financial system activity affect tax revenue in Malaysia? Bounds testing and causality approach
by Taha, Roshaiza & Colombage, Sisira R.N. & Maslyuk, Svetlana & Nanthakumar, Loganathan

2013 Determinants of bond market development in Asia
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2013 Foreign Private Issuers' Application of IFRS Around the Elimination of the 20-F Reconciliation Requirement
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2013 A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S
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2013 An Investigation of Some Hedging Strategies for Crude Oil Market
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2013 The Impact of Stock Market Performance upon Economic Growth
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2013 The Development of Stock Markets: In Search of a Theory
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2013 The Analysts’ Forecast of IPO Firms during the Global Financial Crisis
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2013 Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast
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2013 Efficiency of Currency Asset Classes
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2013 Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets
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2013 Target-Salden - ein Anker der Stabilität
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2013 Liquiditätsmanagement des Eurosystems im Zeichen der Krise
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2013 Globale Finanzmarktregulierung und Verbraucherschutz
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2013 Eigentum und Haftung zusammenbringen
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2013 TARGET Balances - An Anchor of Stability
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2013 Crisis de la deuda soberana y apalancamiento en la zona euro: un intento de cuantificación
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2013 Determination of the Time of Contagion in Capital Markets Based on the Switching Model
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2013 The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession
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2013 Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach
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2013 Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy
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2013 Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hölder Exponents
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2013 Evaluación del efecto tamaño de empresa en los mercados bursátiles de América Latina
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2013 Efectos de la política monetaria sobre la valoración de activos en el mercado accionario colombiano (2004-2012)
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2013 Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers
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2013 Computing risk measures for non-normal asset returns using Copula theory
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2013 Führt die Geldpolitik der japanischen Zentralbank zu einem Währungskrieg?
by Jürgen Matthes & Horst Löchel & Uwe Vollmer & Oliver Landmann

2013 Market Standards in Public Sector Debt Contracting
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2013 Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification
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2013 Les activités bancaires transfrontalières de détail : un aspect méconnu de la mondialisation financière en temps de crise
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2013 Fondamentaux, Contagion Et Dynamique Des Anticipations :Une Evaluation A Partir De La Crise Financiere Coreenne
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2013 Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis
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2013 Využitie Akreditívov Pri Financovaní Medzinárodného Obchodu
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2013 Bitcoin ako nová hrozba pre finančnú stabilitu?
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2013 Minimum Variance Portfolios in the Brazilian Equity Market
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2013 The Relationship Between Stock Prices and Exchange Rates Evidence from Developed and Developing Countries
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2013 Directional mobility of debt ratings
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2013 Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models
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2013 The OTC interest rate derivatives market in 2013
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2013 FX and derivatives markets in emerging economies and the internationalisation of their currencies
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2013 FX market trends before, between and beyond Triennial Surveys
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2013 The anatomy of the global FX market through the lens of the 2013 Triennial Survey
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2013 Non-residents holdings of French CAC 40 shares at end-2012
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2013 Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012
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2013 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2012
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2013 Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012
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2013 Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers
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2013 An Empirical Investigation of the Uncertain Information Hypothesis: Evidence From Borsa Istanbul
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2013 The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
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2013 Stock Exchanges mergers: the case for the United Arab Emirates
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2013 R 2 and the Economy
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2013 Liquidity, Sentiment and Segmentation: A Survey of Closed-End Fund Literature
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2013 Oil, Oil Volatility and Airline Stocks: A Global Analysis
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2013 The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone
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2013 Stylized Facts Of The Daily, Weekly And Monthly Returns On Bucharest Stock Exchange During 2007-2012
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2013 Initial Public Offering – Finance Source of Stock Exchanges
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2013 Unwinding RON carry-trade or RON speculative attack?
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2013 Banking Efficiency and European Financial Integration
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2013 Losses from Membership in EMU: An Estimated Two-Country DSGE Model
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2013 Home Bias in Open Economy Financial Macroeconomics
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2013 Sovereign Defaults: The Price of Haircuts
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2013 Hedging against the Government: A Solution to the Home Asset Bias Puzzle
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2013,4th quarter update LIBOR: origins, economics, crisis, scandal and reform
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2013(XXIII) Turnover And Market Value In Capital Markets In The European Union
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2013(XXIII) Volatility Of International Financial Markets And Public Debt Sustainability
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2012 Transatlantic systemic risk
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2012 No Contagion, only Globalization and Flight to Quality
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2012 The Equity Risk Premium in Developed Capital Markets: Starting Signal for a New Modesty?
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2012 Explaining Credit Default Swaps Pricing for Large Banks
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2012 Effectiveness of Capital Controls: Evidence from Thailand
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2012 World Economy in the Long Term: Growth Strategies for the Major Actors
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2012 Growing Russian Economy against Growing External Tension
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2012 A tournament analysis of mutual funds in Turkey
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2012 Do Oil Prices Directly Affect Stock Markets:Evidence from Istanbul Stock Exchange
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2012 Kredi notunun “yatırım yapılabilir” seviyeye yükselmesi:Öncesi ve sonrasındaki eğilimler
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2012 Does Inflation Targeting Reduce Pass-Through Effect?
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2012 Why solvency regulation of banks fails to reach its objective
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2012 Exchange rate expectations of chartists and fundamentalists
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2012 A new measure of equity duration: The duration-based explanation of the value premium revisited
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2012 Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches
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2012 On the brink? Intra-euro area imbalances and the sustainability of foreign debt
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2012 Structure in the Italian overnight loan market
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2012 Stock returns and implied volatility: A new VAR approach
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2012 Exchange rate pass-through and inflation dynamics in Tunisia: A Markov-Switching approach
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2012 Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach
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2012 Capital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India
by Ghosh, Saurabh & Reitz, Stefan

2012 Fixed income strategies for trading and for asset management
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2012 The cross-section of conditional mutual fund performance in European stock markets
by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ

2012 Etablierung eines außerbörslichen Kapitalmarktes für das Langlebigkeitsrisiko
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2012 Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro
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2012 Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model
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2012 International Stock Market Integration: Central and South Eastern Europe Compared
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2012 Investment strategies beating the market. What can we squeeze from the market?
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2012 Emerging Stock Premia: Do Industries Matter?
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2012 CDS Industrial Sector Indices, credit and liquidity risk
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2012 Financial press and stock markets in times of crisis
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2012 No Puzzle: The Foreign Exchange Exposure of Australian Firms
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2012 Carry Trade and Liquidity Risk: Evidence from Forward and Cross-Currency Swap Markets
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2012 International debt deleveraging
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2012 Financial reforms and capital flows: Insights from general equilibrium
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2012 Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis
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2012 Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
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2012 La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie
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2012 Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
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2012 Internalization, Clearing and Settlement, and Liquidity
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2012 Why is Price Discovery in Credit Default Swap Markets News-Specific?
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2012 Internalization, Clearing and Settlement, and Liquidity
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2012 Determinants of Banking System Fragility : A Regional Perspective
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2012 An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange
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2012 Common Movement of the Emerging Market Currencies
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2012 Exchange Rate Risk Exposure and the Value of European Firms
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2012 Crude Oil Prices and Liquidity, the BRIC and G3 countries
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2012 Measuring Financial Contagion with Extreme Coexceedances
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2012 Oil Shocks and their Impact on Energy Related Stocks in China
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2012 No contagion, only globalization and flight to quality
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2012 What Drives Target2 Balances? Evidence From a Panel Analysis
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2012 Global and country-specific business cycle risk in time-varying excess returns on asset markets
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2012 Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe
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2012 Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence
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2012 Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets
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2012 The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?
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2012 Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions
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2012 Financial Globalization in Emerging Countries: Diversification vs. Offshoring
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2012 How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
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2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
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2012 Currency Momentum Strategies
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2012 Econometric Analysis of Present Value Models When the Discount Factor Is near One
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2012 Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach
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2012 Regional Financial Markets With Common Currency
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2012 Intraday Liquidity Patterns in Indian Stock Market
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2012 Sovereign Wealth Fund Investments in the Banking Industry
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2012 Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions
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2012 Central Bank Communication and Correlation between Financial Markets: Canada and the United States
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2012 The Equity Risk Premium: Empirical Evidence from Emerging Markets
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2012 Imbalances? What Imbalances? A Dissenting View
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2012 Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
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2012 Luxembourg's specialisation as a financial centre within the global value networks of investment funds
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2012 Optimal Asset Allocation under Quadratic Loss Aversion
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2012 Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
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2012 Financial Innovation: The Bright and the Dark Sides
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2012 Occurrence of long and short term asymmetry in stock market volatilities
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2012 Property Rights and the Cost of Capital
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2012 The Rise Of The Swiss Tax Haven In The Interwar Period: An International Comparison
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2012 The International Integration of the Eastern Europe and two Middle East Stock Markets
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2012 The Relative Contemporaneous Information Response. A New Cointegration-Based Measure of Price Discovery
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2012 The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally
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2012 Country Portfolios with Heterogeneous Pledgeability
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2012 Funding under Borrowing Limits in International Portfolios
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2012 Competition between clearing houses on the European market
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2012 Development of the Banking Sector in Russia in 2011
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2012 Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market
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2012 The Cross-Section of Stock Returns in Frontier Emerging Markets
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2012 Perceived credit constraints in the European Union
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2012 Information immobility, industry concentration, and institutional investors' performance
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2012 How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries
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2012 Probability Weighting of Rare Events and Currency Returns
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2012 Financial Globalization in Emerging Countries : Diversification vs. Offshoring
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2012 How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
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2012 Financial Globalization in Emerging Countries : Diversification vs. Offshoring
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2012 How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
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2012 Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework
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2012 The pitch rather than the pit: investor inattention during FIFA World Cup matches
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2012 Modelling the Sovereign Linkages of Key Latin American Economies
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2012 Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data
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2012 Public borrowing in harsh times : the League of Nations Loans revisited
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2012 The International Evidence on Discouraged Small Businesses
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2012 Financial education, investor protection and international portfolio diversification
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2012 Price Discovery of Tokyo-New York Cross-listed Stocks
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2012 When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads
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2012 The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis
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2012 Financial Reforms and Capital Flows: Insights from General Equilibrium
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2012 Animal Spirits in the Euro Area Sovereign CDS Market
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2012 Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets
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2012 The Role of Speculation in Oil Markets: What Have We Learned So Far?
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2012 Determinants of Banking System Fragility: A Regional Perspective
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2012 Sudden Spikes in Global Risk
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2012 Internalization, Clearing and Settlement, and Liquidity
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2012 Currency Momentum Strategies
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2012 Home Bias in Open Economy Financial Macroeconomics
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2012 Sovereign Debt Rating Changes and the Stock Market
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2012 Liquidez en los Mercados Accionarios Latinoamericanos: Estimando el efecto del Mercado Integrado Latinoamericano (MILA)
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2012 Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia
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2012 Testing Uncovered Interest Rate Parity Using LIBOR
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2012 Financial Stability Paper No 14: Thoughts on determining central clearing eligibility of OTC derivatives
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2012 Measuring Sovereign Contagion in Europe
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2012 Integration of European Bond Markets
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2012 The Value of Uncertainty:Dealing with Risk in the Equity Derivatives Market
by George Kaye

2012 Calendar Anomalies and Arbitrage
by William T Ziemba

2012 Modeling and Pricing in Financial Markets for Weather Derivatives
by Fred Espen Benth & Jūratė Šaltytė Benth

2012 Investments And Portfolio Performance
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2012 Realizing Rational Exuberance:An Appreciation of the Mundell-Huang Da Lectures
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2012 A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm
by Diana DEZSI & Emil SCARLAT

2012 Initial Evidence from a New Database on Capital Market Restrictions
by Makram El-Shagi

2012 Does an Undervalued Currency Merit Economic Growth? – Evidence from Taiwan
by Ho-don Yan & Cheng-lang Yang

2012 The Theory Of International Financial Contagion
by LUPU, Iulia

2012 Financial Deepening And Economic Growth In The European Transition Economies
by Rajmund MIRDALA

2012 The Impact of the Application of International Standards for Intellectual Property Rights - A New Challenge of the Knowledge Era
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2012 How Effective Are Capital Controls in Asia?
by Maria Socorro Gochoco-Bautista & Juthathip Jongwanich & Jong-Wha Lee

2012 The Turkish Economy after the Global Financial Crisis
by Dani Rodrik

2012 Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi (Global Crisis, European Debt Crisis and Contagion in Emerging Markets)
by Doruk Kucuksarac & Pinar Ozlu & Deren Unalmis

2012 Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi
by Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli

2012 Globalization, Financial Crisis And Contagion: Time - Dynamic Evidence From Financial Markets Of Developing Countries
by Simplice A. ASONGU

2012 Algorithm for Construction of Portfolio of Stocks using Treynor's Ratio
by Pankaj SINHA & Lavleen GOYAL

2012 Trend Following Trading
by MARCUS DAVIDSSON

2012 ¿Se desvanece el efecto-enero en las bolsas de valores del continente americano?
by Rodríguez Benavides, Domingo & Ortiz, Edgar & López-Herrera, Francisco

2012 Federal Reserve Communications and Emerging Equity Markets
by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch

2012 The Cross-Section of German Stock Returns: New Data and New Evidence
by Sabine Artmann & Philipp Finter & Alexander Kempf & Stefan Koch & Erik Theissen

2012 The Role Of Accounting Engineering In Shaping The Balance Policy Of A Company
by Leszek Michalczyk

2012 Securitization As A Tool Of Bank Liquidity And Funding Management Before And After The Crisis: The Case Of The Eu
by Sylwester Kozak & Olga Teplova

2012 Foreign Exchange Market Efficiency. Empirical Results For The Usd/Eur Market
by Katarzyna Anna Czech, & Adam Waszkowski

2012 International Financing Decision: A Managerial Perspective
by Cristian PAUN

2012 The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange
by Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI

2012 The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Crisis
by Dajcman, Silvio & Festic, Mejra

2012 Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets
by Todea, Alexandru & Platon, Diana

2012 Indian Capital Market Review: Issues, Dimensions And Performance Analysis
by Shamim Ansari, Mohd.

2012 Derivates Agricultural Commodity Markets: A Brief Analysis of Their Structure and Operation
by Alcaraz Vera, Jorge Víctor & Chávez Rivera, Rubén

2012 A Bootstrap Analysis of the Nikkei 225
by Kung, James J. & Carverhill, Andrew P.

2012 Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach
by Khallouli, Wajih & Sandretto, René

2012 Stock Market Integration Between Three CEECs
by Maria Caporale, Guglielmo & Spagnolo, Nicola

2012 UK cross-sectional equity data: The case for robust investability filters
by Rossi, Francesco

2012 The Profitability of Carry Trade Relative to a Forecasting-Based Strategy - La profittabilità del carry trade comparata ad una strategia basata sulle previsioni
by Moosa, Imad A. & Halteh, Pashaar

2012 Does Speculation Play any Role in Determining CIS Exchange Rates? - La speculazione gioca un ruolo nella determinazione dei tassi di cambio nella CSI?
by Bhatti, Razzaque H.

2012 Co-movements of and Linkages between Asian Stock Markets
by Meric , Ilhan & Kim, Joe H. & Gong, Linguo & Meric, Gulser

2012 Long memory in the Croatian and Hungarian stock market returns
by Mejra Festic & Alenka Kavkler & Silvo Dajcman

2012 Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange
by Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali

2012 The business cycles and the influence of economic confidence indicators in the European region
by Alexandru Constantinescu

2012 Respuestas de política a la crisis financiera global: ¿Qué hicieron diferente las economías emergentes?
by Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio

2012 Solvency Ii – The New Eu Solvency Regime On The Insurance Market
by Emilia Clipici

2012 Persistence In Performance For Mutual Funds In Periods Of Crisis
by Chris GROSE & Theodoros KARGIDIS

2012 Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries
by Georgios Kouretas & Manolis Syllignakis

2012 A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
by Katarzyna Bień-Barkowska

2012 Detecting Risk Transfer in Financial Markets using Different Risk Measures
by Marcin Fałdziński & Magdalena Osińska & Tomasz Zdanowicz

2012 Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
by Ladislav Krištoufek & Miloslav Vošvrda

2012 Testing the “EU Announcement Effect” on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010
by Anita Radman Peša & Mejra Festić

2012 The Link Between the Brent Crude Oil Price and the US Dollar Exchange Rate
by Filip Novotný

2012 Collateralized Debt Obligations´ Valuation Using the One Factor Gaussian Copula Model
by Petra Buzková & Petr Teplý

2012 Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

2012 Challenges of Direct European Supervision of Financial Markets
by László Szegedi

2012 The Features, Background and Difficulties of Bank Regulatory Capital Requirements
by Alíz Zsolnai

2012 Dilemmas Of Financial Reporting As The Reliable Information Source Of An Entity Performance Results
by Joanna Zuchewicz

2012 Investor Relations & Importance In The Global Financial Market
by Danuta Dziawgo

2012 Sovereign wealth funds in the globalization of financial markets
by Djordje Cuzovic

2012 Statistical Analysis of Emerging Capital Markets
by Birãu Felicia Ramona

2012 The Threat of Non-Performing Loans in China in Lights of the Recent Crisis
by Ciobanu Gheorghe & ªarlea Mihaela & Manþa ªtefan George

2012 Innovation in Financial Systems. The Quest For Sustainability
by Voicu-Doroban?u Roxana

2012 A Financial Instability’s Theory in the Global Economy
by Ionescu Gr. Ion

2012 Historical Perspective on International Financial Centers
by Cosma Sorinel

2012 Interactions of Derivatives with Central Bank Issues
by Roxana Angela Calistru

2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
by Kulcsár Edina & Tarnóczi Tibor

2012 Multifractal Structure Of Central And Eastern European Foreign Exchange Markets
by Trenca Ioan & Plesoianu Anita & Capusan Razvan

2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
by Kulcsar Edina & Tarnoczi Tibor

2012 Index of Exchange Market Pressure (EMP): Specifics of Emerging Markets
by Fedorova, Ye. & Lukasevich, I.

2012 Risk-on/risk-off, capital flows, leverage and safe assets
by Robert N. McCauley

2012 How do FX market participants affect the forint exchange rate?
by Norbert Kiss M. & Zoltán Molnár

2012 Booms and Busts as Exchange Options
by Stephen Matteo Miller

2012 Return-based Style Analysis in Australian Funds
by Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori

2012 International Cross-Listing and Shareholders’ Wealth
by Olga Dodd & Christodoulos Louca

2012 A Decomposition Analysis of Capital Structure: Evidence from Pakistan’s Manufacturing Sector
by Attiya Yasmin Javid & Qaisar Imad

2012 Risk measurement under extreme events. An in-context methodological review
by Jorge Uribe & Inés Ulloa

2012 L’Impact De L’Application Des Reformes Bale Iii Sur L’Industrie Bancaire Roumaine
by Maria Halep & Gabriela Dragan

2012 On The Growth Effects Of Equity Market Liberalization
by ZHEN LI

2012 Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies
by Chin-Ping King

2012 La crisis financiera y sus repercusiones en la dinámica económica global
by Morales-Lazcano, Juan Antonio & Velazquez-Valadez, Guillermo

2012 Day of the Week Effect in Latin American Stock Markets
by Werner Kristjanpoller Rodriguez

2012 Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market
by Blaise Gadanecz & Kostas Tsatsaronis & Yener Altunbasb

2012 Global Financial and Economic Crisis and the EU Economic Governance Failure – Evidence From Spain
by Iulia Monica Oehler-Sincai

2012 Global Economic And Financial Crisis And The Failure Of The Community Governance, Through Spanish Experience
by Iulia Monica Oehler-Sincai

2012 Public Debt Geography
by Evgeny Sheremet

2012 Macro-prudential View of Financial Stability
by Dragan Momirovic

2012 Investment Styles Performance In European Stock Markets Before, During, And After Subprime Financial Crisis, Desempeno De Estilos De Inversion En Los Mercados Accionarios Europeos En Los Periodos Previo, Durante Y Post Crisis Subprime
by Eduardo Sandoval & Claudia Reyes

2012 The Price Response to KIKKEI 225 Stocks Index Adjustments
by Chia-Jung Tu

2012 International Evidence on Market Linkages After the 2008 Stock Market Crash
by Gulser Meric & Christine Lentz & Wayne Smeltz & Ilhan Meric

2012 Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation
by Krishna M. Kasibhatla

2012 International Volatility Transmission Of Reit Returns
by Deqing Diane Li & YingChou Lin & John Jin

2012 Are Downside Higher Order Co-Moments Priced? : Evidence From The French Market
by Houda Hafsa & Dorra Hmaied

2012 A Comparison Of Delta Hedging Under Two Price Distribution Assumptions By Likelihood Ratio
by Lingyan Cao & Zheng-Feng Guo

2012 Do You Know Where Your Derivatives Are?
by Ann Galligan Kelley

2012 The Role Of Technical Analysis In The Foreign Exchange Market
by Bernardo Quintanilla García & Jesús Cuauhtémoc Téllez Gaytán & Lawrence A. Wolfskill

2012 The Asymmetric Long-Run Relationship Between Crude Oil And Gold Futures
by Yen-Hsien Lee & Ya-Ling Huang & Hao-Jang Yang

2012 Behavioral Modeling Of Foreign Institutional Investor’S In Indian Equity Market
by Santosh Kumar & Tavishi & Raju G & Ashish Khatua

2012 A Comparison Of Gradient Estimation Techniques For European Call Options
by Lingyan Cao & Zheng-Feng Guo

2012 Improving the Forecasting Power of Volatility Models
by Ahmed Bensaida

2012 How Do the Asian and the Asia-Pacific Equity Markets Covariate? The Linkage with Japan
by Chikashi Tsuji

2012 Reserve Currencies: Factors of Evolution and their Role in the World Economy
by Sergey Narkevich & Pavel Trunin

2012 Financial Markets
by Natalia Burkova & Elizaveta Khudko

2012 IPO1-SPO2 problems of the Russian companies
by Alexandr Abramov

2012 Financial Markets
by Natalia Burkova & Elizaveta Khudko

2012 Capital controls: a normative analysis
by De Paoli, Bianca & Lipinska, Anna

2012 The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010
by Silvo Dajcman

2012 Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange
by Ceylan Onay & Gözde Ünal

2012 Integración Financiera México-Estados Unidos: Mercados Accionarios y de Derivados Accionarios
by Francisco López-Herrera. & Francisco Venegas-Martínez.

2012 Portfolio Diversification in Extreme Environments: Are There Benefits from Adding Commodity Future Indices?
by Bala Batavia & Nandakumar Parameswar & Cheick Wagué

2012 Education Government Regulations Come Always after Big Crises: Are Bankers Next to Split Following the Auditors?
by Theodore Pelagidis & Yanni Moutafidis

2012 Los rendimientos cambiarios latinoamericanos y la (a)simetría de los shocks informacionales: un análisis econométrico
by Arturo Lorenzo-Valdés & Antonio Ruiz-Porras

2012 Efficiency evaluation of Greek equity funds
by Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos

2012 Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
by Hatemi-J, Abdulnasser

2012 Equity market integration in the Asia Pacific region: Evidence from discount factors
by Claus, Edda & Lucey, Brian M.

2012 Financial crisis and extreme market risks: Evidence from Europe
by Orlowski, Lucjan T.

2012 Islamic investing
by Walkshäusl, Christian & Lobe, Sebastian

2012 The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets
by Kodongo, Odongo & Ojah, Kalu

2012 Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis
by Liu, Shinhua & Stowe, John D. & Hung, Ken

2012 Asymmetric and threshold effects on comovements among Germanic cross-listed equities
by Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas

2012 Measuring the risk premium in uncovered interest parity using the component GARCH-M model
by Li, Dandan & Ghoshray, Atanu & Morley, Bruce

2012 Technical analyses and order submission behaviors: Evidence from an emerging market
by Wang, Zi-Mei & Chiao, Chaoshin & Chang, Ya-Ting

2012 The predictability of aggregate Japanese stock returns: Implications of dividend yield
by Chen, Sichong

2012 Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon
by Khan, Walayet & Vieito, João Paulo

2012 The Thursday effect of the forward premium puzzle
by Ding, Liang

2012 Technology shocks under varying degrees of financial openness
by Cakici, S. Meral

2012 Intraday trading activities and volatility in round-the-clock futures markets
by Kao, Erin H. & Fung, Hung-Gay

2012 External vulnerability, balance sheet effects, and the institutional framework — Lessons from the Asian crisis
by Mulder, Christian & Perrelli, Roberto & Rocha, Manuel Duarte

2012 Asymmetric effects of U.S. stock returns on European equities
by Wahab, Mahmoud

2012 The impact of China's stock market reforms on its international stock market linkages
by Li, Hong

2012 Parametric Value-at-Risk analysis: Evidence from stock indices
by Mabrouk, Samir & Saadi, Samir

2012 Creditor rights and the outcome model of dividends
by Byrne, Julie & O’Connor, Thomas

2012 Quoted spreads and trade imbalance dynamics in the European Treasury bond market
by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo

2012 Why do merger premiums vary across industries and over time?
by Madura, Jeff & Ngo, Thanh & Viale, Ariel M.

2012 Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
by Burdekin, Richard C.K. & Siklos, Pierre L.

2012 How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis
by Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi

2012 Unintended regulatory consequences: Evidence from the Korean IPOs
by Chang, Kiyoung & Kim, Yong-Cheol & Kim, Young Sang & Thornton, John H.

2012 Volatility spillovers between the Chinese and world equity markets
by Zhou, Xiangyi & Zhang, Weijin & Zhang, Jie

2012 Alternative paths of convergence toward U.S. market and legal regulations: Cross-listing vs. merging with U.S. bidders
by Georgieva, Dobrina & Jandik, Tomas

2012 The overseas listing puzzle: Post-IPO performance of Chinese stocks and ADRs in the U.S. market
by Luo, Yongli & Fang, Fang & Esqueda, Omar A.

2012 Issuing and repurchasing: The influence of mispricing, corporate life cycle and financing waves
by Seifert, Bruce & Gonenc, Halit

2012 Is VIX an investor fear gauge in BRIC equity markets?
by Sarwar, Ghulam

2012 Emerging markets and financial crises: Regional, global or isolated shocks?
by Kenourgios, Dimitris & Padhi, Puja

2012 Modelling oil price and exchange rate co-movements
by Reboredo, Juan C.

2012 Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates
by Fatum, Rasmus & Hutchison, Michael & Wu, Thomas

2012 How resilient and countercyclical were emerging economies during the global financial crisis?
by Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L.

2012 International diversification with securitized real estate and the veiling glare from currency risk
by Kroencke, Tim A. & Schindler, Felix

2012 No contagion, only globalization and flight to quality
by Brière, Marie & Chapelle, Ariane & Szafarz, Ariane

2012 The impact of international portfolio composition on consumption risk sharing
by Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan

2012 Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
by Charles, Amélie & Darné, Olivier & Kim, Jae H.

2012 Foreign exchange market efficiency under recent crises: Asia-Pacific focus
by Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng

2012 International portfolio diversification: Currency, industry and country effects revisited
by Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A.

2012 Equity home bias and corporate disclosure
by Eichler, Stefan

2012 Foreign exchange market reactions to sovereign credit news
by Alsakka, Rasha & ap Gwilym, Owain

2012 What determines mutual fund trading in foreign stocks?
by Chan, Kalok & Covrig, Vicentiu

2012 Sovereign credit ratings and financial markets linkages: Application to European data
by Afonso, António & Furceri, Davide & Gomes, Pedro

2012 Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates
by Grammatikos, Theoharry & Vermeulen, Robert

2012 Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds
by Resnick, Bruce G.

2012 Global liquidity risk in the foreign exchange market
by Banti, Chiara & Phylaktis, Kate & Sarno, Lucio

2012 Sovereign debt disputes: A database on government coerciveness during debt crises
by Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura

2012 Country-specific equity market characteristics and foreign equity portfolio allocation
by Thapa, Chandra & Poshakwale, Sunil S.

2012 A corporate governance explanation of the A-B share discount in China
by Tong, Wilson H.S. & Yu, Wayne W.

2012 Sovereign wealth fund investment and the return-to-risk performance of target firms
by Knill, April M. & Lee, Bong Soo & Mauck, Nathan

2012 The effect of a closing call auction on market quality and trading strategies
by Kandel, Eugene & Rindi, Barbara & Bosetti, Luisella

2012 Currency momentum strategies
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas

2012 Market fragility and international market crashes
by Berger, Dave & Pukthuanthong, Kuntara

2012 Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence
by Bae, Kee-Hong & Baek, Jae-Seung & Kang, Jun-Koo & Liu, Wei-Lin

2012 Understanding commonality in liquidity around the world
by Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A.

2012 Do foreigners facilitate information transmission in emerging markets?
by Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S.

2012 Global, local, and contagious investor sentiment
by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu

2012 Time series momentum
by Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje

2012 Institutional determinants of capital structure adjustment speeds
by Öztekin, Özde & Flannery, Mark J.

2012 Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)
by Kalbaska, A. & Gątkowski, M.

2012 ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
by Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais

2012 What do bank acquirers want? Evidence from worldwide bank M&A targets
by Caiazza, Stefano & Clare, Andrew & Pozzolo, Alberto Franco

2012 The nature of the foreign listing premium: A cross-country examination
by Sarkissian, Sergei & Schill, Michael J.

2012 An international CAPM for partially integrated markets: Theory and empirical evidence
by Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara

2012 On the diversification benefits of commodities from the perspective of euro investors
by Belousova, Julia & Dorfleitner, Gregor

2012 Volatility spillovers and the effect of news announcements
by Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George

2012 Income diversification and risk: Does ownership matter? An empirical examination of Indian banks
by Pennathur, Anita K. & Subrahmanyam, Vijaya & Vishwasrao, Sharmila

2012 Multimarket trading and corporate bond liquidity
by Petrasek, Lubomir

2012 Non-Gaussian diversification: When size matters
by Desmoulins-Lebeault, François & Kharoubi-Rakotomalala, Cécile

2012 Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
by Afonso, António & Martins, Manuel M.F.

2012 The flow-performance relationship around the world
by Ferreira, Miguel A. & Keswani, Aneel & Miguel, Antonio F. & Ramos, Sofia B.

2012 Characteristic-based mean-variance portfolio choice
by Hjalmarsson, Erik & Manchev, Petar

2012 Combining equilibrium, resampling, and analyst’s views in portfolio optimization
by Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto

2012 Institutional investment horizon and investment–cash flow sensitivity
by Attig, Najah & Cleary, Sean & El Ghoul, Sadok & Guedhami, Omrane

2012 Higher co-moments and asset pricing on London Stock Exchange
by Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios

2012 Short selling of ADRs and foreign market short-sale constraints
by Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S.

2012 International diversification: An extreme value approach
by Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih

2012 Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
by Rittler, Daniel

2012 Political crises and the stock market integration of emerging markets
by Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan

2012 Gravity and culture in foreign portfolio investment
by Aggarwal, Raj & Kearney, Colm & Lucey, Brian

2012 Interest rate co-movements, global factors and the long end of the term spread
by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert

2012 IMF programs, financial and real sector performance, and the Asian crisis
by Kutan, Ali M. & Muradoglu, Gulnur & Sudjana, Brasukra G.

2012 Liquidity risk and stock returns around the world
by Liang, Samuel Xin & Wei, John K.C.

2012 Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London
by Fukuda, Shin-ichi

2012 Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy
by Arnold, Bruce & Borio, Claudio & Ellis, Luci & Moshirian, Fariborz

2012 Daily pricing of emerging market sovereign CDS before and during the global financial crisis
by Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias

2012 Financial contagion and the real economy
by Baur, Dirk G.

2012 The future and dynamics of global systemically important banks
by Moshirian, Fariborz

2012 Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries
by Rülke, Jan-Christoph

2012 Effect of exchange rate return on volatility spill-over across trading regions
by Galagedera, Don U.A. & Kitamura, Yoshihiro

2012 Financial reporting opacity and informed trading by international institutional investors
by Maffett, Mark

2012 The effect of enforcement on timely loss recognition: Evidence from insider trading laws
by Jayaraman, Sudarshan

2012 The information content of annual earnings announcements and mandatory adoption of IFRS
by Landsman, Wayne R. & Maydew, Edward L. & Thornock, Jacob R.

2012 Does eliminating the Form 20-F reconciliation from IFRS to U.S. GAAP have capital market consequences?
by Kim, Yongtae & Li, Haidan & Li, Siqi

2012 Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations
by Rughoo, Aarti & Sarantis, Nicholas

2012 Arbitrage and the Law of One Price in the market for American depository receipts
by Alsayed, Hamad & McGroarty, Frank

2012 A multidimensional classification of market anomalies: Evidence from 76 price indices
by Doyle, John R. & Chen, Catherine Huirong

2012 An intertemporal capital asset pricing model with heterogeneous expectations
by Koutmos, Dimitrios

2012 What drives delistings of foreign firms from U.S. Exchanges?
by Chaplinsky, Susan & Ramchand, Latha

2012 Exchange return co-movements and volatility spillovers before and after the introduction of euro
by Antonakakis, Nikolaos

2012 Recent trends in relative performance of global equity markets
by Galagedera, Don U.A.

2012 Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
by Nguyen, Cuong C. & Bhatti, M. Ishaq

2012 Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong

2012 Are changes in foreign exchange reserves a good proxy for official intervention?
by Suardi, Sandy & Chang, Yuanchen

2012 Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads
by Ji, Philip Inyeob

2012 Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
by Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza

2012 Information efficiency changes following FTSE 100 index revisions
by Daya, Wael & Mazouz, Khelifa & Freeman, Mark

2012 The listing and delisting of German firms on NYSE and NASDAQ: Were there any benefits?
by Bessler, Wolfgang & Kaen, Fred R. & Kurmann, Philipp & Zimmermann, Jan

2012 Diversification evidence from international equity markets using extreme values and stochastic copulas
by Bhatti, M. Ishaq & Nguyen, Cuong C.

2012 The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach
by Tsai, I-Chun

2012 Do momentum-based trading strategies work in emerging currency markets?
by Tajaddini, Reza & Crack, Timothy Falcon

2012 Financial globalization and stock market risk
by Esqueda, Omar A. & Assefa, Tibebe A. & Mollick, André Varella

2012 Joint dynamics of foreign exchange and stock markets in emerging Europe
by Ülkü, Numan & Demirci, Ebru

2012 Changing integration of EMU public property markets
by Yunus, Nafeesa & Swanson, Peggy E.

2012 The impact of capital account liberalization measures
by Vithessonthi, Chaiporn & Tongurai, Jittima

2012 Exchange rate risk in the US stock market
by Du, Ding & Hu, Ou

2012 Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009
by Antell, Jan & Vaihekoski, Mika

2012 Modeling dependence dynamics through copulas with regime switching
by Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.

2012 On the international transmission of shocks: Micro-evidence from mutual fund portfolios
by Raddatz, Claudio & Schmukler, Sergio L.

2012 Dollar illiquidity and central bank swap arrangements during the global financial crisis
by Rose, Andrew K. & Spiegel, Mark M.

2012 The carry trade and fundamentals: Nothing to fear but FEER itself
by Jordà, Òscar & Taylor, Alan M.

2012 Getting beyond carry trade: What makes a safe haven currency?
by Habib, Maurizio M. & Stracca, Livio

2012 Market response to policy initiatives during the global financial crisis
by Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia

2012 An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
by Siriopoulos, Costas & Fassas, Athanasios

2012 The effect of foreign segment location on the geographical diversification discount
by Jory, Surendranath R. & Ngo, Thanh N.

2012 Risk appetite, carry trade and exchange rates
by Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza

2012 Integration of 22 emerging stock markets: A three-dimensional analysis
by Graham, Michael & Kiviaho, Jarno & Nikkinen, Jussi

2012 A macro stress test model of credit risk for the Brazilian banking sector
by Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos

2012 Stock option contract adjustments: The case of special dividends
by Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E.

2012 GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case
by Simonato, Jean-Guy

2012 Spatial modeling of stock market comovements
by Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G.

2012 The relationship between reciprocal currency futures prices
by Bick, Avi

2012 Can dual-currency sovereign CDS predict exchange rate returns?
by Pu, Xiaoling & Zhang, Jianing

2012 Butterfly effect: The US real estate market downturn and the Asian recession
by Xue, Yi & He, Yin & Shao, Xinjian

2012 Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data
by Rieger, Marc Oliver & Wang, Mei

2012 Foreign exposure through domestic equities
by Cai, Fang & Warnock, Francis E.

2012 An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
by Calice, Giovanni & Ioannidis, Christos

2012 Common factors, principal components analysis, and the term structure of interest rates
by Juneja, Januj

2012 Mutual fund managers stock preferences in Latin America
by Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff

2012 Self-affinity in financial asset returns
by Goddard, John & Onali, Enrico

2012 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
by Gupta, Rakesh & Guidi, Francesco

2012 The effect of the Fukushima nuclear accident on stock prices of electric power utilities in Japan
by Kawashima, Shingo & Takeda, Fumiko

2012 Oil shocks and their impact on energy related stocks in China
by Broadstock, David C. & Cao, Hong & Zhang, Dayong

2012 Oil price shocks and European industries
by Scholtens, Bert & Yurtsever, Cenk

2012 A utility based approach to energy hedging
by Cotter, John & Hanly, Jim

2012 Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market
by Chang, Kuang-Liang

2012 Oil prices, exchange rates and emerging stock markets
by Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry

2012 Price discount, inventories and the distortion of WTI benchmark
by Kao, Chung-Wei & Wan, Jer-Yuh

2012 The cross-section of stock returns in frontier emerging markets
by de Groot, Wilma & Pang, Juan & Swinkels, Laurens

2012 Euro money market spreads during the 2007–? financial crisis
by Cassola, Nuno & Morana, Claudio

2012 Time-varying performance of international mutual funds
by Turtle, H.J. & Zhang, Chengping

2012 Global style momentum
by Chao, Hsiao-Ying & Collver, Charles & Limthanakom, Natcha

2012 Cross-listing and subsequent delisting in foreign markets
by You, Leyuan & Parhizgari, Ali M. & Srivastava, Suresh

2012 Does information vault Niagara Falls? Cross-listed trading in New York and Toronto
by Chen, Haiqiang & Choi, Paul Moon Sub

2012 Economic freedom and cross-border venture capital performance
by Wang, Lanfang & Wang, Susheng

2012 Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
by Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung

2012 Industry and country factors in emerging market returns: Did the Asian crisis make a difference?
by Bai, Ye & Green, Christopher J. & Leger, Lawrence

2012 Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis
by Karolyi, G. Andrew

2012 The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia
by Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J.

2012 Return and volatility spillovers among CIVETS stock markets
by Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal

2012 Price jumps in Visegrad-country stock markets: An empirical analysis
by Hanousek, Jan & Novotný, Jan

2012 To liberalize or not to liberalize: Political and economic determinants of financial liberalization
by Kaya, Ilker & Lyubimov, Konstantin & Miletkov, Mihail

2012 The roles of news and volatility in stock market correlations during the global financial crisis
by Mun, Melissa & Brooks, Robert

2012 How national and international financial development affect industrial R&D
by Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias

2012 Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets
by Lazăr, Dorina & Todea, Alexandru & Filip, Diana

2012 Econometric analysis of present value models when the discount factor is near one
by West, Kenneth D.

2012 International market links and volatility transmission
by Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo

2012 Spurious regressions in technical trading
by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke

2012 Sovereign risk contagion in the Eurozone
by Metiu, Norbert

2012 Stock returns and inflation: Evidence from quantile regressions
by Alagidede, Paul & Panagiotidis, Theodore

2012 Another look at the uncovered interest rate parity: Have we missed the fundamentals?
by Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr

2012 Is currency hedging necessary for emerging-market equity investment?
by Kim, Daehwan

2012 Gauging potential sovereign risk contagion in Europe
by Fong, Tom Pak Wing & Wong, Alfred Y-T.

2012 Limited investor attention and the mispricing of American Depositary Receipts
by Eichler, Stefan

2012 Bank of Canada communication, media coverage, and financial market reactions
by Hayo, Bernd & Neuenkirch, Matthias

2012 Order flow in the South: Anatomy of the Brazilian FX market
by Wu, Thomas

2012 The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?
by Bracke, Thierry & Fidora, Michael

2012 Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model
by Liu, Hsiang-Hsi

2012 Assessing the impacts of oil price fluctuations on stock returns in emerging markets
by Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen

2012 Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia
by Haughton, Andre Yone & Iglesias, Emma M.

2012 The changing role of house price dynamics over the business cycle
by Dufrénot, Gilles & Malik, Sheheryar

2012 The more contagion effect on emerging markets: The evidence of DCC-GARCH model
by Celık, Sibel

2012 Dynamic modelling of real estate investment trusts and stock markets
by Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin

2012 Financial market integration: Theory and empirical results
by Arouri, Mohamed El Hedi & Foulquier, Philippe

2012 Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
by Franke, Reiner & Westerhoff, Frank

2012 International business cycles with complete markets
by Dmitriev, Alexandre & Roberts, Ivan

2012 Relative risk aversion and the transmission of financial crises
by Boschi, Melisso & Goenka, Aditya

2012 Bilateral political relations and sovereign wealth fund investment
by Knill, April & Lee, Bong-Soo & Mauck, Nathan

2012 Chinese block transactions and the market reaction
by Bian, Jiangze & Wang, Jun & Zhang, Ge

2012 Do US macroeconomic conditions affect Asian stock markets?
by Narayan, Seema & Narayan, Paresh Kumar

2012 Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis
by Xu, Haifeng & Hamori, Shigeyuki

2012 A reexamination of capital controls’ effectiveness: Recent experience of Thailand
by Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch

2012 Firm incentives, institutional complexity and the quality of “harmonized” accounting numbers
by Isidro, Helena & Raonic, Ivana

2012 Do accounting standards matter to financial analysts? An empirical analysis of the effect of cross-listing from different accounting standards regimes on analyst following and forecast error
by Abdallah, Abed AL-Nasser & Abdallah, Wissam & Ismail, Ahmad

2012 Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical
by Seyyed Ali Paytakhti Oskooe

2012 Contagion in International Stock Markets during the Sub Prime Mortgage Crisis
by Hsien-Yi Lee

2012 The Advantages of Using Factoring, as Financing Technique on International Transactions Market
by Oana-Mihaela Orheian

2012 The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera

2012 La medición del riesgo en eventos extremos. Una revisión metodológica en contexto
by Uribe Gil, Jorge Mario & Ulloa Villegas, Inés Maria

2012 Estudio de los gastos de I+D: un análisis empírico en el sector del automóvil
by Teresa Duarte Atoche & José Ángel Pérez López & José Antonio Camúñez Ruiz

2012 Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias
by Juan Pablo Zárate Perdomo & Adolfo León Cobo Serna & José Eduardo Gómez-González

2012 Benefits From International Diversification: Indian Experiences
by Malay Kanti Roy & Hirak Ray & Tamojit Roy

2012 Securitization of mortgage debt, domestic lending, and international risk sharing
by Mathias Hoffmann & Thomas Nitschka

2012 Crude oil market efficiency: An empirical investigation via the Shannon entropy
by Walid Mensi & Chaker Alaoui & Khuong Nguyen

2012 Target Losses in Case of a Euro Breakup
by Hans-Werner Sinn

2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
by David Longworth

2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
by David Longworth

2012 Comment le dollar devient-il une monnaie internationale ?
by Michel Lelart

2012 La gestion alternative des fonds souverains altérée par les crises ?
by Lamia Jaidane-Mazigh

2012 L'or est-il une valeur refuge pendant les récessions et les crises boursières ?
by Virginie Coudert & Hélène Raymond

2012 Komplikovanosť Štruktúry Finančných Derivátov - Faktor Rizikovosti Súčasného Finančného Sektora
by Jana Drutarovská

2012 Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns
by Pradosh Simlai

2012 Measuring the Spread Components of Oil and Gas Companies from CDS
by Juliano Ribeiro de Almeida & Guilherme Ribeiro de Almeida

2012 Financial Stability and Market Structure: International Evidence
by Marcos Soares da Silva & José Angelo Divino

2012 The Impact of Fiscal Policy on Emerging Markets Sovereign Spreads
by Katia Rocha & Ajax Moreira

2012 Editorial Report - 2011
by Ricardo Pereira Câmara Leal

2012 An Analysis of Manipulation Strategies in Stock Markets
by Rasim Ozcan

2012 Shadow Banking for Connected Lending and The Countermeasures: Turkish Case
by Ihsan Ugur Delikanli & Ali Alp & Saim Kilic

2012 Enhancements to the BIS debt securities statistics
by Branimir Gruic & Philip Wooldridge

2012 The euro area crisis and cross-border bank lending to emerging markets
by Stefan Afdjiev & Zsolt Kuti & Elod Takáts

2012 Have public bailouts made banks' loan books safer?
by Michael Brei & Blaise Gadanecz

2012 Eurodollar banking and currency internationalisation
by Dong He & Robert N McCauley

2012 FX volume during the financial crisis and now
by Morten Bech

2012 Non-residents’ equity holdings in French CAC 40 companies at end-2011
by J. Le Roux.

2012 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2011
by LE ROUX, J.

2012 Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias
by Juan Pablo Zárate Perdomo & Adolfo León Cobo & José Eduardo Gómez-González

2012 An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange
by Bulent KOKSAL

2012 Financial Crises Contagion: Analysis of the Crise Contagion on the Conditional Volatility of ISE
by Engin CETINKAYA & Erdinc ALTAY

2012 Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model
by Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN

2012 Re-Engineering of the Business through Financial Innovations
by Katerina Voicheska

2012 Larger than One Probabilities in Mathematical and Practical Finance
by Mark Burgin & Gunter Meissner

2012 Internationalization, diversification and risk in multinational banks
by Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo

2012 Asset-backed securitisation and financial stability: the downgrading delay effect
by Mario La Torre & Fabiomassimo Mango

2012 The impact of market fragmentation on the liquidity of European Stock Exchanges
by Simone Francesco Fioravanti & Monica Gentile

2012 Rare Macroeconomic Disasters
by Robert J. Barro & José F. Ursúa

2012 Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond
by Roberto Tatiwa Ferreira & Savio de Melo Zachis

2012 Retrospective Of Financial Reporting On Capital Market
by Diana Muresan

2012 Trading Carbon Dioxide On The European Cabon Market Using The Eu Ets Platform
by Florin Sebastian Duma & Ioan Alin Nistor

2012 The New Perspectives On The Tobin Tax. Could It Provide Any Support For The Euro-Area?85
by Anca Tanasie & Nicu Marcu

2012 Road To Euro. Comparative Analysis Romania-Bulgaria
by Roxana Maria Badircea & Alina Georgiana Manta

2012 Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach
by Kusdhianto SETIAWAN

2012 Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
by Cosmin Ilut

2012 Corrigendum: Emerging Market Currency Excess Returns
by Stephen Gilmore & Fumio Hayashi

2012 International Portfolio Allocation under Model Uncertainty
by Pierpaolo Benigno & Salvatore Nisticò

2011 Modelarea sectorului administratiei publice in corelatie cu indicatorii cresterii economice - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>
by Stanica, Cristian

2011 How Effective are Capital Controls in Asia?
by Gochoco-Bautista,, Maria Socorro & Jongwanich, Juthathip & Lee, Jong-Wha

2011 The international politics of IFRS harmonization
by Karthik Ramanna

2011 Financial Innovation and Transparency in Turbulent Times
by Delimatsis, Panagiotis

2011 Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration
by Samitas, Aristeidis & Tsakalos, Ioannis

2011 The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
by Karathanassis, G.A. & Sogiakas, V.I.

2011 Global Crises: A Network Perspective on the Economic Integration
by Leila, Ali

2011 Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors
by Wamg, Jianxin

2011 Asset Management mit barwert- sowie zeitreihenorientierten Rendite- und Risikoprognosen
by Cetin-Behzet Cengiz & Rüdiger von Nitzsch

2011 Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
by Michael Pohl

2011 Türk şirket birleşmelerinin satın alınan şirketlerin hisse senedi fiyatları üzerindeki etkileri
by Mert Hakan HEKİMOĞLU & Başak TANYERİ

2011 Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler
by Rasim ÖZCAN

2011 Determinants of credit ratings, sovereign bond spreads and real interest rates in emerging markets
by Saygın ŞAHİNÖZ & Rauf GÖNENÇ

2011 Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies
by Yongyang SU & Chi Keung Marco LAU & Mehmet Hüseyin BİLGİN

2011 Return risk map in a fuzzy environment
by Brotons, José M. & Terceño, Antonio

2011 Impact of the Foreign Institutional Investments on Stock Market: Evidence from India
by GARG, ASHISH & BODLA, B. S.

2011 How does the domiciliation decision affect mutual fund fees?
by Lang, Gunnar & Köhler, Matthias

2011 Fiscal adjustment in Greece: In search for sustainable public finances
by van Aarle, Bas & Kappler, Marcus

2011 International diversification benefits with foreign exchange investment styles
by Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas

2011 International diversification with securitized real estate and the veiling glare from currency risk
by Kroencke, Tim Alexander & Schindler, Felix

2011 International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk
by Schindler, Felix & Kröncke, Tim-Alexander

2011 Information value, export and hedging
by Broll, Udo & Eckwert, Bernhard

2011 Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
by Beckmann, Joscha

2011 What Might Central Banks Lose or Gain in Case of Euro Adoption – A GARCH-Analysis of Money Market Rates for Sweden, Denmark and the UK
by Buscher, Herbert S. & Gabrisch, Hubert

2011 Evolvement of uniformity and volatility in the stressed global financial village
by Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel

2011 Globale Ungleichgewichte: Sind sie für die Finanzmarktkrise (mit-) verantwortlich?
by Merrbach, Martin

2011 An equilibrium model of 'global imbalances' revisited
by Körner, Finn Marten

2011 The long run relationship between private consumption and wealth: common and idiosyncratic effects
by Dreger, Christian & Reimers, Hans-Eggert

2011 Solidarität und Wettbewerb in der Europäischen Union in Zeiten der Finanz- und Verschuldungskrise
by Eger, Thomas

2011 Staatsschuldenkrise in Europa: Ist die Finanzierung der Schuldnerländer alternativlos?
by Smeets, Heinz-Dieter

2011 Transparency and emerging market bond spreads
by Moretti, Laura

2011 Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
by Hanauer, Matthias & Kaserer, Christoph & Rapp, Marc Steffen

2011 Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation
by Franke, Reiner & Westerhoff, Frank

2011 Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
by Franke, Reiner & Westerhoff, Frank

2011 International Propagation of Financial Shocks in a Search and Matching Environment
by Marlène Isoré

2011 Informed and Uninformed Trading in the EUR/PLN Spot Market
by Katarzyna Bien

2011 Volatility Transmission in Emerging European Foreign Exchange Markets
by Evzen Kocenda & Vit Bubak & Filip Zikes

2011 Growth Shocks and Portfolio Flows
by Eylem Ersal Kiziler

2011 Time lags in processing market-sensitive information. A case study
by Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni

2011 Risk sharing with the monarch: Excusable defaults and contingent debt in the age of Philip II, 1556-1598
by Maurizio Drelichman & Joachim Voth

2011 Análisis de las calificaciones de riesgo soberano: el caso uruguayo
by Fernando Borraz & Alejandro Fried & Diego Gianelli

2011 Legal protection of investors, corporate governance, and investable premia in emerging markets
by Stephen Kinsella & Thomas O'Connor & Vincent O'Sullivan

2011 A Utility Based Approach to Energy Hedging
by John Cotter & Jim Hanly

2011 Corporate Payout Policy in Japan
by Abhinav Goyal & Cal Muckley

2011 Hedging Effectiveness under Conditions of Asymmetry
by John Cotter & Jim Hanly

2011 Intra-Day Seasonality in Foreign Market Transactions
by Kevin Dowd & John Cotter

2011 Intra-Day Seasonality in Foreign Market Transactions
by John Cotter & Kevin Dowd

2011 Intra-Day Seasonality in Foreign Market Transactions
by John Cotter & Kevin Dowd

2011 Evaluating the Precision of Estimators of Quantile-Based Risk Measures
by John Cotter & Kevin Dowd

2011 Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
by Kevin Dowd & John Cotter

2011 Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
by John Cotter & Kevin Dowd

2011 Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach
by John Cotter & Kevin Dowd

2011 Margin Requirements with Intraday Dynamics
by John Cotter & Francois Longin

2011 Re-evaluating Hedging Performance
by John Cotter & Jim Hanly

2011 Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements
by John Cotter & Kevin Dowd

2011 Tail Behaviour of the Euro
by John Cotter

2011 Volatility and Irish Exports
by Don Bredin & John Cotter

2011 The determinants of the composition of public debt in developing and emerging market countries
by Forslund, Kristine & Lima, Lycia & Panizza, Ugo

2011 Measuring Co-Movements of CDS Premia during the Greek Debt Crisis
by Sergio Andenmatten & Felix Brill

2011 BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets
by Marcelo Bianconi & Joe A. Yoshino & Mariana O. Machado de Sousa

2011 Structured Eurobonds
by Christian Bauer & Bernhard Herz & Alexandra Hild

2011 Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009
by Jan Antell & Mika Vaihekoski

2011 The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)
by Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L.

2011 Measuring Financial Market Integration over the Long Run: Is there a U-Shape?
by Vadym Volosovych

2011 Esigi Asinca : Kredi Notunun “Yatirim Yapilabilir” Seviyeye Yukselmesinin Etkileri
by Ibrahim Burak Kanli & Yasemin Barlas

2011 Resource Curse: A Corporate Transparency Channel
by Art Durnev & Sergei Guriev

2011 Assessing the Performance of Funds of Hedge Funds
by Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein

2011 Investment in Microfinance Equity: Risk, Return, and Diversification Benefits
by Marie Briere & Ariane Szafarz

2011 Intraday patterns in FX returns and order flow
by Francis Breedon & Angelo Ranaldo

2011 Foreign currency returns and systematic risks
by Victoria Galsband & Thomas Nitschka

2011 Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
by Andrew Stuart Duncan & Alain Kabundi

2011 The Rand as a Carry Trade Target: Risk, Returns and Policy Implications
by Shakill Hassan & Sean Smith

2011 A new model-based approach to measuring time-varying financial market integration
by T. BERGER & L. POZZI

2011 Spread Components in the Hungarian Forint-Euro Market
by M. FRÖMMEL & F. VAN GYSEGEM

2011 Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>
by Lupu, Radu

2011 Riding the Yield Curve: A Spanning Analysis
by Galvani, Valentina & Landon, Stuart

2011 Financial Integration in Emerging Asia: Challenges and Prospects
by Park, Cyn-Young & Lee, Jong-Wha

2011 The Current State of Financial and Regulatory Frameworks in Asian Economies: The Case of India
by Gupta, Abhijit Sen

2011 Bond Market Development in Asia: An Empirical Analysis of Major Determinants
by Bhattacharyay, Biswa Nath

2011 The Great Liquidity Freeze: What Does It Mean for International Banking?
by Domanski, Dietrich & Turner, Philip

2011 The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies
by Park, Yung Chul

2011 Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises
by Acharya, Viral V. & Cooley, Thomas & Richardson, Matthew & Walter, Ingo

2011 PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

2011 Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

2011 The Greek Sovereign Debt Crisis: Testing for Regime Changes
by N. Apergis & E. Mamatzakis & C. Staikuras

2011 Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers
by Pierre L. Siklos

2011 Model Risk in Variance Swap Rates
by Carol Alexander & Stamatis Leontsinis

2011 The Hazards of Volatility Diversification
by Carol Alexander & Dimitris Korovilas

2011 Is foreign-bank efficiency in financial centers driven by home-country characteristics?
by Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas

2011 Alberto Quadrio Curzio - Valeria Miceli, Sovereign Wealth Funds. A complete guide to state-owned investment funds
by Schilirò, Daniele

2011 Effectiveness of the Global Banking System in 2010: A Data Envelopment Analysis approach
by Thanh, Ngo

2011 Causality analysis between public expenditure and economic growth of Polish economy in last decade
by Gurgul, Henryk & Lach, Łukasz

2011 Asymmetric Loss Functions and the Rationality of Expected Stock Returns
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.

2011 Stock market diagnosis
by Panait, Iulian

2011 Korea investment corporation: its origin and evolution
by Kim, Woochan

2011 The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange
by Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel

2011 The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach
by Çankaya, Serkan & Ulusoy, Veysel & Eken, Hasan/M.

2011 Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011
by Panait, Iulian & Slavescu, Ecaterina Oana

2011 Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 What determines the behavior of the Russian stock market
by Peresetsky, A. A.

2011 Impact of monetary policy on US stock market
by Sirucek, Martin

2011 Variance Risk Premium Differentials and Foreign Exchange Returns
by Arash, Aloosh

2011 An analysis of the R&D effect on stock returns for European listed firms
by duqi, andi & mirti, riccardo & torluccio, giuseppe

2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
by Simplice A., Asongu

2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
by Rossi, Francesco

2011 The Going Public Decision and the Structure of Equity Markets
by Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo

2011 U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
by Rossi, Francesco

2011 Monetary Union effects on European stock market integration: An international CAPM approach with currency risk
by Dimitriou, Dimitrios & Simos, Theodore

2011 Political crises and risk of financial contagion in developing countries: Evidence from Africa
by Simplice A, Asongu

2011 Growth under Exchange Rate Volatility: Does Access to Foreign or Domestic Equity Markets Matter?
by Demir, Firat

2011 Does Power of Political Economy and Regulation Make Istanbul a Financial Center? (Ekonomi Politik ve Düzenlemenin Gücü Istanbul’u Finans Merkezi Yapabilir Mi?)
by Coskun, Yener

2011 Financial Integration and Economic Growth in the European Transition Economies
by Mirdala, Rajmund

2011 Shocks on the Romanian foreign exchange market before and after the global crisis
by Dumitriu, Ramona & Stefanescu, Razvan

2011 Agricultural commodities and financial markets
by Modena, Matteo

2011 Contagion between United States and european markets during the recent crises
by Muñoz, Mª Pilar & Márquez, María Dolores & Sánchez, Josep A.

2011 Islamic private equity: what is new?
by Yousfi, Ouidad

2011 Are oil, gold and the euro inter-related? time series and neural network analysis
by Malliaris, A.G. & Malliaris, Mary

2011 Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
by Petrushchak, Bohdan

2011 Are the Major South Asian Equity Markets Co-Integrated?
by Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Mehar, Dr. Ayub & Osman, Ms. Amber

2011 Theory of financial integration and achievements in the European Union
by Stavarek, Daniel & Repkova, Iveta & Gajdosova, Katarina

2011 Default probability estimation in small samples - with an application to sovereign bonds
by Orth, Walter

2011 Who issues debt securities in emerging countries?
by Mamoru, Nagano

2011 Financial Deepening and Economic Growth in the European Transition Economies
by Mirdala, Rajmund

2011 Commodity investments: opportunities for Indian institutional investors
by Mukherjee, Dr. Kedar nath

2011 All Things Considered: The Interaction of the Reasons for the Financial Crisis
by Abdala Rioja, Yamile E

2011 Efficiency of islamic and conventional banks in countries with islamic banking
by Kablan, S & Yousfi, O

2011 Sovereign risk and debt sustainability: warning levels for Romania
by Zaman, Gheorghe & Georgescu, George

2011 The impact of oil price fluctuations on stock markets in developed and emerging economies
by Le, Thai-Ha & Chang, Youngho

2011 Domestic Wheat Price Formation and Food Inflation in India
by Dasgupta, Dipak & Dubey, R.N. & Sathish, R

2011 Cross-border bank lending to selected SEACEN economies: an integrative report
by Pontines, Victor & Siregar, Reza Yamora

2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
by Simplice A., Asongu

2011 The calendar regularity of earnings and volatility distribution on the Ukrainian stock market
by Petrushchak, Bohdan

2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
by Simplice A., Asongu

2011 Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
by Petrushchak, Bohdan

2011 European countries with a diagnosis of financial default: expectancy and fear of its announcement in Ukraine
by Konchyn, Vadym

2011 Oil prices, exchange rates and emerging stock markets
by Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry

2011 Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
by Simplice A, Asongu

2011 Theory of financial risk
by Estrada, Fernando

2011 Indicatori de măsurare a integrării financiare europene. Literature review
by Avadanei, Andreea

2011 Hedging vs. speculative pressures on commodity futures returns
by Cifarelli, Giulio & Paladino, Giovanna

2011 On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries
by Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan

2011 The Belle Epoque of International Finance. French Capital Exports, 1880-1914
by Rui Esteves

2011 Monitoring and Tracking Long-Term Finance to Support Climate Action
by Barbara Buchner & Jessica Brown & Jan Corfee-Morlot

2011 Regulatory Reform of OTC Derivatives and Its Implications for Sovereign Debt Management Practices
by OECD

2011 Pension Funds Investment in Infrastructure: Policy Actions
by Raffaele Della Croce

2011 The Role of Pension Funds in Financing Green Growth Initiatives
by Raffaele Della Croce & Christopher Kaminker & Fiona Stewart

2011 Volatility spillovers and contagion from mature and emerging stock markets
by John Beirne & Guiglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo

2011 India's financial globalisation
by Shah, Ajay & Patnaik, Ila

2011 Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes
by M. Kabir Hassan & Eric Girard

2011 Credit Default Swaps and Sovereign Debt Markets
by M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu

2011 Determinants of Credit Default Swaps in International Markets
by M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu

2011 Capital Inflows, Exchange Rate Flexibility, and Credit Booms
by Nicolas E. Magud & Carmen M. Reinhart & Esteban R. Vesperoni

2011 The International Monetary System: Living with Asymmetry
by Maurice Obstfeld

2011 Sovereign CDS and Bond Pricing Dynamics in the Euro-area
by Giorgia Palladini & Richard Portes

2011 The Forward Premium Puzzle in a Two-Country World
by Ian Martin

2011 Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis
by Andrew K. Rose & Mark M. Spiegel

2011 On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios
by Claudio Raddatz & Sergio L. Schmukler

2011 Liquidity management of U.S. global banks: Internal capital markets in the great recession
by Nicola Cetorelli & Linda S. Goldberg

2011 Rare Macroeconomic Disasters
by Robert J. Barro & José F. Ursua

2011 Global Asset Pricing
by Karen K. Lewis

2011 Stories of the Twentieth Century for the Twenty-First
by Pierre-Olivier Gourinchas & Maurice Obstfeld

2011 Global Crises and Equity Market Contagion
by Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl

2011 Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
by Andrew Ang & Francis A. Longstaff

2011 Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data
by Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon

2011 Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement
by Hans B. Christensen & Luzi Hail & Christian Leuz

2011 Differences of Opinion and International Equity Markets
by Bernard Dumas & Karen K. Lewis & Emilio Osambela

2011 U.S. International Equity Investment and Past and Prospective Returns
by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan

2011 The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies
by Thai-Ha LE & Youngho CHANG

2011 Bayesian semiparametric GARCH models
by Xibin Zhang & Maxwell L. King

2011 Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
by Xibin Zhang & Maxwell L. King & Han Lin Shang

2011 REITs, interest rates and stock prices in Malaysia
by Hooi Hooi Lean & Russell Smyth

2011 Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector
by Caiazza, Stefano & Pozzolo, Alberto Franco & Trovato, Giovanni

2011 What do foreigners want? Evidence from targets in bank cross-border M&As
by Caiazza, Stefano & Clare, Andrew & Pozzolo, Alberto Franco

2011 Do multinational banks create or destroy economic value?
by Gulamhussen, M. A. & Piheiro, Carlos & Pozzolo, Alberto Franco

2011 How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets
by Manuel Hernandez & Raul Ibarra & Danilo Trupkin

2011 How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets
by Manuel Hernandez & Raul Ibarra & Danilo Trupkin

2011 資本市場の国際統合と経済厚生
by 中田 勇人

2011 PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks
by Mark J. Holmes & Jesus Otero & Theodore Panagiotidis

2011 Real Interest Parity: A note on Asian countries using panel stationarity tests
by Mark J. Holmes & Theodore Panagiotidis & Jesus Otero

2011 Daily CDS pricing in emerging markets before and during the global financial crisis
by Ingo Fender & Bernd Hayo & Matthias Neuenkirch

2011 Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework
by Bernd Hayo & Britta Niehof

2011 Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements
by Madhuri Malhotra & M. Thenmozhi & Arun Kumar Gopalaswamy

2011 Currency Total Return Swaps: Valuation and Risk Factor Analysis
by Romain Cuchet & Pascal François & Georges Hübner

2011 Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

2011 PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

2011 Default Risk Premium and Aggregate Fluctuations in a Small Open Economy
by S. Meral Cakici

2011 Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong

2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong

2011 Is Momentum Really Momentum? International Evidence
by Qiang Gong & Ming Liu & Qianqiu Liu

2011 Fiscal developments and financial stress: a threshold VAR analysis
by António Afonso & Jaromír Baxa & Michal Slavík

2011 European integration and banking efficiency: a panel cost frontier approach
by Cândida Ferreira

2011 Downside risk and flight to quality in the currency market
by Victoria Dobrynskaya

2011 The interdependence of Coffee spot and futures markets
by John M. Fry & Baoying Lai

2011 Financial Integration and Cooperation in East Asia: Assessment of Recent Developments and Their Implications
by Hong Bum Jang

2011 Bilateral Portfolio Dynamics During the Global Financial Crisis
by Vahagn Galstyan & Philip Lane

2011 Capital Account Liberalization and the Role of the Renminbi
by Nicholas Lardy & Patrick Douglass

2011 Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?
by Katharina Diekmann

2011 Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics
by Viet Hoang Nguyen & Yongcheol Shin

2011 The smallest stocks are not just smaller: US and international evidence
by De Moor, Lieven & Sercu, Piet

2011 The Value of Clean Hands: How to Appeal to International Equity Investors
by Sercu, Piet & Vanpée, Rosanne

2011 Why are Trend Cycle Decompositions of Alternative Models So Different?
by Shigeru Iwata & Han Li

2011 Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
by Richard C. K. Burdekin & Pierre L. Siklos

2011 A Macro-Finance Approach to Exchange Rate Determination
by Yu-chin Chen & Kwok Ping Tsang

2011 Back on the Map - Essays on Financial Markets in the Baltic States
by Soultanaeva, Albina

2011 The Cost of Insecure Property Rights: R2 Revisited
by Bjuggren, Per-Olof & Eklund, Johan E

2011 A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929
by Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz

2011 Regulation of Credit Rating Agencies - Evidence from Recent Crisis
by Mai Hassan & Christian Kalhoefer

2011 Are Real Estate Markets Integrated with the World Market?
by Abdulnasser Hatemi-J & Eduardo Roca

2011 Are Euro exchange rates markets efficient? New evidence from a large panel
by Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo

2011 Policies Convertible Bonds and Stock Liquidity
by Jason West

2011 As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
by Ana Rita Gonzaga & Helder Sebastião

2011 The Changing Role of Global Financial Brands in the Underwriting of Foreign Government Debt (1815-2010)
by Marc Flandreau & Juan Flores & Norbert Gaillard & Sebastian Nieto-Parra

2011 Trade in secured debt, adjustment in haircuts and international portfolios
by Tommaso Trani

2011 Country Portfolios with Imperfect Corporate Governance
by Rahul Mukherjee

2011 The reform of European securities settlement systems: Towards an integrated financial market
by Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand

2011 A closer look at financial development and income distribution
by Céline Gimet & Thomas Lagoarde-Segot

2011 Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective
by Céline Gimet & Thomas Lagoarde-Segot

2011 A sentiment-based explanation of the forward premium puzzle
by Yu, Jianfeng

2011 Financial integration and international business cycle co-movement: the role of balance sheets
by Davis, Scott

2011 Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
by Jozef Barunik & Lukas Vacha & Ladislav Krištoufek

2011 Fiscal developments and financial stress: a threshold VAR analysis
by António Afonso & Jaromír Baxa & Michal Slavík

2011 On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications
by Peter S. Schmidt & Andreas Schrimpf & Urs von Arx & Alexander F. Wagner & Andreas Ziegler

2011 Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
by Fernández Macho, Francisco Javier

2011 Time-Varying Beta Estimators in the Mexican Emerging Market
by Nieto Domenech, Belén & Orbe Mandaluniz, Susan & Zárraga Alonso, Ainhoa

2011 A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929
by Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz

2011 Without purpose and strategy?: a spatio-functional analysis of the regional allocation of public investment in Greece
by Vassilis Monastiriotis & Yiannis Psycharis

2011 The European Securities and Markets Authority and institutional design for the EU financial market – a tale of two competences: Part (2) rules in action
by Niamh Moloney

2011 Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
by RICHARD C. K. BURDEKIN & PIERRE L. SIKLOS

2011 Large Capital Infusions, Investor Reactions, and the Return and Risk Performance of Financial Institutions over the Business Cycle and Recent Financial Crisis
by Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S.

2011 Mutual Fund Return Predictability in Partially Segmented Markets
by Banegas, Ayelen & Timmermann, Allan & Gillen, Ben & Wermers, Russ

2011 Why Are U.S. Stocks More Volatile?
by Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M.

2011 Financial Inclusion and Financial Stability : Current Policy Issues
by Alfred Hannig & Stefan Jansen

2011 Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
by Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter

2011 The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies
by Yung Chul Park

2011 The Great Liquidity Freeze : What Does It Mean for International Banking?
by Dietrich Domanski & Philip Turner

2011 Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
by Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter

2011 The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies
by Yung Chul Park

2011 Bond Market Development in Asia : An Empirical Analysis of Major Determinants
by Biswa Nath Bhattacharyay

2011 The Current State of Financial and Regulatory Frameworks in Asian Economies : The Case of India
by Abhijit Sen Gupta

2011 Financial Inclusion and Financial Stability : Current Policy Issues
by Alfred Hannig & Stefan Jansen

2011 Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
by Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter

2011 The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies
by Yung Chul Park

2011 The Great Liquidity Freeze : What Does It Mean for International Banking?
by Dietrich Domanski & Philip Turner

2011 Bond Market Development in Asia : An Empirical Analysis of Major Determinants
by Biswa Nath Bhattacharyay

2011 The Current State of Financial and Regulatory Frameworks in Asian Economies : The Case of India
by Abhijit Sen Gupta

2011 Evidence for Dynamic Contracts in Sovereign Bank Lending
by Peter Benczur & Cosmin Ilut

2011 The impact of oil price fluctuations on stock markets in developed and emerging economies
by Thai-Ha Le & Youngho Chang

2011 International Diversification During the Financial Crisis: A Blessing for Equity Investors?
by Robert Vermeulen

2011 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
by Theoharry Grammatikos & Robert Vermeulen

2011 Running for the Exit: International Banks and Crisis Transmission
by Ralph de Haas & Neeltje van Horen

2011 Some hypothesis on commonality in liquidity: New evidence from the Chinese stock market
by Paresh Kumar Narayan & Xinwei Zheng & Zhichao Zhang

2011 Has the structural break slowed down growth rates of stock markets?
by Paresh Kumar Narayan & Seema Narayan

2011 An analysis of firm and market volatility
by Susan Sunila Sharma & Paresh Kumar Narayan & Xinwei Zheng

2011 The January and turn-of-the-month effect on firm returns and return volatility
by Susan Sunila Sharma & Paresh Kumar Narayan

2011 How does investor sentiment affect stock market crises?Evidence from panel data
by Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer

2011 The dollar squeeze of the financial crisis
by Sundaresan, Suresh & Pascoa, Mario R. & Luque, Jaime & Bottazzi, Jean-Marc

2011 Stock Prices Of Domestic Banking Sector And External Shocks In East Asia
by Masahiro Inoguchi

2011 On the divers of commodity co-movement: Evidence from biofuels
by Augusto Ruperez Micola & Francisco Penaranda

2011 Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market
by Gerrit Reher & Bernd Wilfling

2011 The International Monetary System: Living with Asymmetry
by Obstfeld, Maurice

2011 Sovereign CDS and Bond Pricing Dynamics in the Euro-area
by Palladini, Giorgia & Portes, Richard

2011 The impact of dark trading and visible fragmentation on market quality
by de Jong, Frank & Degryse, Hans & van Kervel, Vincent

2011 Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis
by Rose, Andrew K & Spiegel, Mark

2011 Stories of the Twentieth Century for the Twenty-First
by Gourinchas, Pierre-Olivier & Obstfeld, Maurice

2011 Global crises and equity market contagion
by Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud

2011 Financial Cycles: What? How? When?
by Claessens, Stijn & Kose, Ayhan & Terrones, Marco E

2011 Where It All Began: Lending of Last Resort and the Bank of England during the Overend, Gurney Panic of 1866
by Flandreau, Marc & Ugolini, Stefano

2011 Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis
by Foucault, Thierry & Frésard, Laurent

2011 Carry Trades and Global Foreign Exchange Volatility
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas

2011 A New Index of Currency Mismatch and Systemic Risk
by Rancière, Romain & Tornell, Aaron & Vamvakidis, Athanasios

2011 Trade Credit and International Return Comovement
by Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu

2011 International Macro-Finance
by Pavlova, Anna & Rigobon, Roberto

2011 Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
by Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo

2011 Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008
by Diego Alonso Agudelo Rueda & Milena Castaño

2011 A Simple Test of Momentum in Foreign Exchange Markets
by Andres Felipe Garcia-Suaza & Jose Eduardo Gómez

2011 A simple test of momentum in foreign exchange markets
by Andres Felipe García-Suaza & José E. Gómez González

2011 The Carry Trade Risk Factor on U.S. Stock Returns
by Jairo Andrés Rendón

2011 The “Forward Premium Puzzle” and the Sovereign Default Risk
by Virginie Coudert & Valérie Mignon

2011 The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil
by Virginie Coudert & Mathieu Gex

2011 Sovereign Defaults: The Price of Haircuts
by Juan J. Cruces & Christoph Trebesch

2011 How National and International Financial Development Affect Industrial R&D
by Keith E. Maskus & Rebecca Neumann & Tobias Seidel

2011 Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
by Rabah Arezki & Bertrand Candelon & Amadou Sy

2011 The Impact of Financial Market Frictions on Trade Flows, Capital Flows and Economic Development
by Spiros Bougheas & Rod Falvey

2011 The Identification of Price Jumps
by Jan Hanousek & Evzen Kocenda & Jan Novotny

2011 Better Braking for ABS: Reform Proposals for the Asset-Backed Securities Market
by David C. Allan & Philippe Bergevin

2011 Better Barking for ABS: Reform Proposals for the Asset-Backed Securities Market
by David C. Allan & Philippe Bergevin

2011 One For All or All For One? Using Multiple-listing Information in Event Studies
by Lulu Gu & W. Robert Reed

2011 Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns
by Alexandros E. Milionis & Evangelia Papanagiotou

2011 Financial Stability Paper No 12: The Future of International Capital Flows
by Speller, William & Thwaites, Gregory & Wright, Michelle

2011 Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation
by Ball, Alan & Denbee, Edward & Manning, Mark & Wetherilt, Anne

2011 Financial Stability Paper No 9: Whither the Credit Ratings Industry?
by Deb, Pragyan & Manning, Mark & Murphy, Gareth & Penalver, Adrian & Toth, Aron

2011 Domestic financial regulation and external borrowing
by Lanau, Sergi

2011 Foreign exchange market structure, players and evolution
by Michael R. King & Carol Osler & Dagfinn Rime

2011 Análisis de las calificaciones de riesgos soberano. El caso uruguayo
by Fernando Borraz & Alejandro Fried & Diego Gianelli

2011 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
by Della Corte, P. & Sarno, L. & Sestieri, G.

2011 How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets
by Manuel A. Hernández & Raúl Ibarra-Ramírez & Danilo R. Trupkin

2011 Home bias in interbank lending and banks� resolution regimes
by Michele Manna

2011 Testing for East-West contagion in the European banking sector during the financial crisis
by Emidio Cocozza & Paolo Piselli

2011 Is foreign-bank efficiency in financial centers driven by homecountry characteristics?
by Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk

2011 Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market
by Michael Hutchison & Gurnain Kaur Pasricha & Nirvikar Singh

2011 Determinants of Financial Stress and Recovery during the Great Recession
by Joshua Aizenman & Gurnain Kaur Pasricha

2011 Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope
by Ülkü, Numan & Weber, Enzo

2011 Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector
by Stafano Caiazza & Alberto Franco Pozzolo & Giovanni Trovato

2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
by Asongu Simplice

2011 Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
by Asongu Simplice

2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
by Asongu Simplice

2011 Historical financial analogies of the current crisis
by Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero

2011 Causality and contagion in peripheral EMU public debt markets: A dynamic approach
by Marta Gómez-Puig & Simón Sosvilla-Rivero

2011 The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera

2011 Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
by Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min

2011 Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries
by Bong-Han Kim & Hyeongwoo Kim

2011 Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators
by Charlotte Christiansen

2011 International Diversification Benefits with Foreign Exchange Investment Styles
by Tim A. Kroencke & Felix Schindler & Andreas Schrimpf

2011 Fund Options and Hybrids
by Richard D. Bateson

2011 Structured Credit Products
by Richard D. Bateson

2011 Pricing Credit Derivatives
by Richard D. Bateson

2011 Interest Rate Products
by Richard D. Bateson

2011 Pricing Interest Rate Products
by Richard D. Bateson

2011 Basket Equity Products
by Richard D. Bateson

2011 Equity Structured Products
by Richard D. Bateson

2011 Pricing Equity Options
by Richard D. Bateson

2011 Introduction to Swap Finance
by Richard D. Bateson

2011 Introduction
by Richard D. Bateson

2011 Financial Derivative Investments:An Introduction to Structured Products
by Richard D Bateson

2011 Islamic Banking and Finance in South-East Asia:Its Development and Future
by Angelo M Venardos

2011 Currencies, Crises, Fiscal Policy, and Coordination
by

2011 Studies On Financial Markets In East Asia
by

2011 Financial Inclusion, Innovation, and Investments:Biotechnology and Capital Markets Working for the Poor
by

2011 THE INTERNATIONAL FINANCIAL CRISIS:Have the Rules of Finance Changed?
by

2011 Monetary Policy after the Crisis
by Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & Tomasz Lyziak & Jan Przystypa & Ewa Stanislawska & Ewa Wróbel & Urszula Szczerbowicz

2011 IWH-Indikatoren zur Kapitalmarktregulierung: Hinweise auf eine Renaissance der Kapitalverkehrskontrollen
by El-Shagi, Makram

2011 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis
by Dreger, Christian & Fidrmuc, Jarko

2011 Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region
by Cristiana Tudor

2011 Credit Rating Agencies and Moral Hazard
by Miloš Božovic & Branko Uroševic & Boško Živkovic

2011 The Irish Economy: Three Strikes and You’re Out?
by Constantin Gurdgiev & Brian M. Lucey & Ciarán Mac an Bhaird & Lorcan Roche-Kelly

2011 Financial Market Simulation Based On Intelligent Agents €“ Case Study
by Marek SPIÅ Ã K & Roman Å PERKA

2011 An exploration on volatility across India and some developed and emerging equity markets
by Paramita Mukherjee

2011 The Determinants of Cash Flows in Greek Bond Mutual Funds
by Christos Grose

2011 Credit Risk Tools. An Overview
by Francesco P. ESPOSITO

2011 Financial Integration And Economic Growth In The European Transition Economies
by Rajmund Mirdala

2011 Oil Price Shocks And Financial Stock Markets
by Achraf GHORBEL & Mouna BOUJELBENE ABBES & Younes BOUJELBENE

2011 International Diversification And Stock Markets Volatilities
by Achraf GHORBEL & Younes BOUJELBENE

2011 Dynamic Relationship Between Exchange Rates And Stock Prices: Empirical Evidence From India
by Krishna Reddy CHITTEDI

2011 Equity Home Bias Puzzle Between Macro-Finance Interface And Risk-Factors Interference
by Mongi ARFAOUI & Ezzeddine ABAOUB

2011 Did