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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G15: International Financial Markets
Most recent items first, undated at the end.
  • 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 Get Bold with Blockchain
    by Jessel, Benjamin & Marshall, Tommy

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

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

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

  • 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 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 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 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 Prices
    by Abdi, Farshid & Ranaldo, Angelo

  • 2016 Modelling volatility spillovers for bio-ethanol, sugarcane and corn
    by Chia-Lin Chang & Tai-Lin Hsieh & 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 Equity Markets’ Clustering and the Global Financial Crisis
    by Leon Rincon, C.E. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup

  • 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 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 China's slowdown and Uncertainty Spillovers within BRICS stock markets: A Signal processing analysis
    by Jamal BOUOIYOUR & Refk SELMI

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

  • 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 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 & Ä°HSAN ERSAN

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

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

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

  • 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 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 Meluzín

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

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

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

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

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

  • 2016 The Political Determinants of Government Bond Holdings
    by Stefan Eichler & T. Plaga

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

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

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

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

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

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

  • 2016 Dynamic Efficiency of Stock Markets and Exchange Rates
    by Ahmet Sensoy & Benjamin M. Tabak

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

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

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

  • 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 & Jérôme 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 & João Tovar Jalles & d’Artis Kancs & Tidiane Kinda & Gábor P. Kiss & Petya Koeva-Brooks & Martin Larch & Jesús López Rodríguez & Prakash Loungani & Sandro Momigliano & Carlos Mulas-Granados & Ludovít Ódor & 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 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 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 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 Volatility Discovery
    by Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias

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

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

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

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

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

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

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

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

  • 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

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  • 2016 Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches
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    by Lars Helge Haß & Sofia Johan & Maximilian André Müller

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    by Mario Alberto Lagunes Perez & Hector Hugo Perez Villarreal

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    by E. Gorbatikov & Elizaveta Khudko

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  • 2016 Russian Financial Markets In December 2015
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  • 2016 European Government Bond Market Contagion in Turbulent Times
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  • 2016 Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration
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    by Polona Peterle & Ales S. Berk

  • 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 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
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  • 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 Can hedge funds time global equity markets? Evidence from emerging markets
    by Aiken, Adam L. & Kilic, Osman & Reid, Sean

  • 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 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 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 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 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 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 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 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 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 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 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 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 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 estimatorsAuthor-Name: Yarovaya, Larisa
    by 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 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 crisisAuthor-Name: Kutan, Ali M
    by 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 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 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 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 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 Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model
    by Niţoi, Mihai & Pochea, Maria Miruna

  • 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 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 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 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 A new approach to risk-return trade-off dynamics via decomposition
    by Frazier, David T. & Liu, Xiaochun

  • 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 Fiscal Support and Earnings Management
    by He, Guanming

  • 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 Diversificación internacional de portafolios con índices bursátiles: caso colombiano
    by Luis Miguel Jiménez Gómez & Fred Restrepo Giraldo & Natalia María Acevedo Prins

  • 2016 Management Systems Of A Possible Economic Crisis
    by Carmen Elena COCA & Daniel Daneci PATRAU

  • 2016 La faiblesse des taux d’intérêt à long terme : un phénomène mondial
    by Jhuvesh Sobrun & Philip Turner

  • 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 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 Testing sovereign contagion via changes of CDS price in European debt crisis
    by Duong Thi Hieu

  • 2016 Exchange Rates, Interest Rates, and the Risk Premium
    by Charles Engel

  • 2015 Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
    by Goodness C. Aye & Tsangyao Chang & Rangan Gupta

  • 2015 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

  • 2015 A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier
    by Markus Hertrich

  • 2015 Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]
    by Diaconaşu Delia-Elena

  • 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
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  • 2015 It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection
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  • 2015 The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine
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  • 2015 Elasticity and Discipline in the Global Swap Network
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  • 2015 Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920-1938
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  • 2015 Capitalising on the Irish Land Question:Land Reform and State Banking in Ireland, 1891-1938
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  • 2015 Destabilizing carry trades
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  • 2015 The impact of international swap lines on stock returns of banks in emerging markets
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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 What Determines Equity Flows by Investment Funds to Emerging Economies?
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  • 2015 Exchange Rates And Stock Prices Relationship: Clustering By Dynamic Time Warping & Longest Common Subsequences
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  • 2015 Investment Finance and Financial Sector Development
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  • 2015 Taper Tantrum and Emerging Equity Market Slumps
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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 Anticipatory Effects in the FTSE 100 Index Revisions
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  • 2015 Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach
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  • 2015 Monetary Policy and Financial Spillovers: Losing Traction?
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  • 2015 Identifying Periods of US Housing Market Explosivity
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Forecasting implied volatility indices worldwide: A new approach
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  • 2015 Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
    by Boldanov, Rustam & Degiannakis, Stavros & Filis, George

  • 2015 “Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?
    by Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal

  • 2015 Time Varying Volatility Modeling of Pakistani and leading foreign stock markets
    by Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad

  • 2015 Time Varying Volatility Modeling of Pakistani and leading foreign stock markets
    by Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad

  • 2015 Hedge funds - evolution and perspectives
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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 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
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  • 2015 The impact of oil shocks on exchange rates: A Markov-switching approach
    by Syed Abul, Basher & Alfred A, Haug & Perry, Sadorsky

  • 2015 Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH
    by Syed Abul, Basher & Perry, Sadorsky

  • 2015 Relationship of the change in implied volatility with the underlying equity index return in Thailand
    by Thakolsri, Supachock & Sethapramote, Yuthana & Jiranyakul, Komain

  • 2015 Quantum money
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  • 2015 Genetic Distance and Cognitive Human Capital: A Cross-National Investigation
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  • 2015 Capital account liberalization and Moroccan macroeconomic performances
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  • 2015 Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates
    by DIAF, Sami

  • 2015 Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 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
    by Rhodes, Kevin M

  • 2015 Could the global financial crisis improve the performance of the G7 stocks markets?
    by Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen

  • 2015 Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
    by Širůček, Martin & Křen, Lukáš

  • 2015 Kauzalní vztah peněžní nabídky a amerického akciového trhu
    by Širůček, Martin

  • 2015 Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model
    by Bonga-Bonga, Lumengo

  • 2015 On the Relationship between Financial Integration, Financial Liberalization and Macroeconomic Volatility
    by Mirdala, Rajmund & Svrčeková, Aneta & Semančíková, Jozefína

  • 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 Implied volatility transmissions between Thai and selected advanced stock markets
    by Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain

  • 2015 Predicting changes in the output of OECD countries: An international network perspective
    by Lyocsa, Stefan

  • 2015 Return, shock and volatility co-movements between the bond markets of Turkey and developed countries
    by Bayraci, Selcuk

  • 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?
    by Bouoiyour, Jamal & Selmi, Refk

  • 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?
    by Peresetsky, Anatoly & Yakubov, Ruslan

  • 2015 Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach
    by Vardhan, Harsh & Sinha, Pankaj

  • 2015 Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors
    by Lestano, Lestano

  • 2015 Does the shariah index move together with the conventional equity indexes?
    by Park, Kwang Suk & Masih, Mansur

  • 2015 Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises
    by mhamdi, ghrissi

  • 2015 Foreign Bias in Australian Domiciled Mutual Fund Holdings
    by Mishra, Anil V

  • 2015 High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis
    by Chouliaras, Andreas

  • 2015 Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand
    by Bonizzi, Bruno

  • 2015 Loan Loss Provisioning in OIC Countries: Evidence from Conventional vs. Islamic Banks
    by Ali, Ashraf & M. Kabir, Hassan & Syed Abul, Basher

  • 2015 Contemporary nature of stock exchange from the perspective of demutualization process
    by Alina Rydzewska

  • 2015 Shadow banking we wspolczesnym systemie finansowym
    by Aneta Waszkiewicz

  • 2015 Luxembourg - addressing new challenges in a major financial sector
    by Eckhard Wurzel & Damien Azzopardi

  • 2015 The International Monetary Fund: 70 Years of Reinvention
    by Carmen M. Reinhart & Christoph Trebesch

  • 2015 Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited
    by Charles Yuji Horioka & Akiko Terada-Hagiwara & Takaaki Nomoto

  • 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
    by Eduardo Borensztein & Eduardo Cavallo & Olivier Jeanne

  • 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?
    by Takatoshi Ito & Masahiro Yamada

  • 2015 Correlated Beliefs, Returns, and Stock Market Volatility
    by Joel M. David & Ina Simonovska

  • 2015 Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision
    by Robert P. Bartlett, III & Justin McCrary

  • 2015 Who is Internationally Diversified? Evidence from 296 401(k)
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  • 2015 The U.S. listing gap
    by Craig Doidge & G. Andrew Karolyi & René M. Stulz

  • 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 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
    by Nimet Varlık & Serdar Varlık

  • 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 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
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  • 2015 Macro News and Commodity Returns
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    by Babina, Tania & Jotikasthira, Chotibhak & Lundblad, Christian T & Ramadorai, Tarun

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    by Schnabel, Isabel & Seckinger, Christian

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    by Schmidt, Peter S. & Schrimpf, Andreas & von Arx, Urs & Wagner, Alexander F & Ziegler, Andreas

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    by Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio

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    by Horváth, Bálint & Huizinga, Harry & Ioannidou, Vasso

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    by Koijen, Ralph & van Binsbergen, Jules H.

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    by Brunnermeier, Markus K & Sannikov, Yuliy

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    by Diego A. Agudelo & Marcela Gutiérrez & Laura Cardona

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  • 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

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    by Benoît Carmichael & Jean Armand Gnagne & Kevin Moran

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    by Liliana Rojas-Suarez and José María Serena

  • 2015 Product Market Competition, Capital Constraints and Firm Growth
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    by MGino Cenedese & Enrico Mallucci

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    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

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    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

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    by Fabio C. Bagliano & Claudio Morana

  • 2015 Dynamic Correlations and Portfolio Diversification between Islamic and Conventional Sector Equity Indexes
    by Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon

  • 2015 Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe
    by Ahmet Sensoy & Veysel Eraslan & Mutahhar Erturk

  • 2015 Systemic Risk in Conventional vs Islamic Equity Markets
    by Ahmet Sensoy

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    by Hasan, Iftekhar & Liu, Liuling & Zhang, Gaiyan

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    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 Estimating Capital Flows to Emerging Market Economies with Heterogeneous Panels
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  • 2015 Sovereign debt and reserves with liquidity and productivity crises
    by Flavia Corneli & Emanuele Tarantino

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    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

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    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
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  • 2015 Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited
    by Horioka, Charles Yuji & Terada-Hagiwara, Akiko & Nomoto, Takaaki

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    by David de Matías Batalla

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    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

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  • 2015 Financial Crises
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    by Xingyun PENG

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    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

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  • 2015 Financial Derivatives Market
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  • 2015 Foreign Exchange Markets
    by Xingyun PENG

  • 2015 Short-Term Money Markets
    by Xingyun PENG

  • 2015 Long-Term Capital Markets
    by Xingyun PENG

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    by Xingyun PENG

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    by Xingyun PENG

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    by Xingyun PENG

  • 2015 Asset Selection and Risk Management of Lender–Savers
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  • 2015 Time Allocation of Resources: Whether to Save or Spend
    by Xingyun PENG

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    by Xingyun PENG

  • 2015 Financial System
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  • 2015 Hedging strategies of derivatives instruments for commodity trading entities
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  • 2015 The World Scientific Handbook of Futures Markets
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    by Buchholz, Manuel & Tonzer, Lena

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  • 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
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  • 2015 A Volatility Analysis Of The Euro Currency And The Bond Market
    by POPOVICI, Oana Cristina

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  • 2015 Capital market development and emergence of institutional investors in the Asia-Pacific region
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  • 2015 Monetary and Economic Union in West Africa: An analysis on trade
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  • 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

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    by Patrycja Chodnicka & Katarzyna Niewinska

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    by Francisco Javier Reyes Zárate

  • 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

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  • 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 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 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 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 Modern aspects of capital markets
    by Tajana Barbić

  • 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 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 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 Risikobewertung von Staatsanleihen im Euroraum während der Staatsschuldenkrise von Ansteckungseffekten getrieben
    by Manuel Buchholz & Lena Tonzer

  • 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 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 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 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 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 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 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 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 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 ¿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 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 Baumöhl & Štefan Lyócsa

  • 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 Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
    by Dirk G. Baur & Joscha Beckmann & Robert Czudaj

  • 2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
    by Joscha Beckmann & Theo Berger & Robert Czudaj

  • 2014 Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets
    by Tobias R. Rühl & Michael Stein

  • 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 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
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  • 2014 Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods
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  • 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
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  • 2014 The onshore-offshore interaction of RMB market: a high-frequency analysis
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  • 2014 Low Versus High Leverage (LVH)
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  • 2014 Využití metody value averaging při investicích na světových akciových trzích
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  • 2014 Validita modelu CAPM na akciovém trhu USA
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  • 2014 Institutional Investment in Infrastructure in Emerging Markets and Developing Economies
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  • 2014 Causal relationship between financial depth and economic growth: evidence from Asia-Pacific Countries
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  • 2014 Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA
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  • 2014 Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)
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  • 2014 Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market
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  • 2014 Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market
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  • 2014 Акции С Наибольшей Доходностью
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  • 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
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  • 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
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  • 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?
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  • 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
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  • 2014 What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon
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  • 2014 The Great Depression and the Great Recession: A Comparative Analysis of their Analogies
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  • 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 Olaberria

  • 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 Control Taxes: 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 Real Financial Market Exchange Rates and Capital Flows
    by Julian S. Leppin & Stefan Reitz

  • 2014 Real Financial Market Exchange Rates and Capital Flows
    by Maria Gelman & Axel Jochem & Stefan Reitz & Mark P. Taylor

  • 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 and the Eurozone Sovereign Debt Crisis
    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 Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea
    by Yung Chul Park & Hail Park

  • 2014 Regional Financial Regulation in Asia
    by Masahiro Kawai & Peter J. Morgan

  • 2014 Regional Financial Regulation in Asia
    by Masahiro Kawai & Peter J. Morgan

  • 2014 Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea
    by Yung Chul Park & Hail Park

  • 2014 Regional Financial Regulation in Asia
    by Masahiro Kawai & Peter J. Morgan

  • 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 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 Dynamic Spanning Tree Approach - The Case Of Asia-Pacific Stock Markets
    by Ahmet Sensoy & Benjamin M. Tabak

  • 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 Managing Public – Private Partnership Market In The Times Of Economic Crisis
    by Joanna Krzes-Dobieszewska

  • 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 / Interrelations and causality among the main capital markets in Latin America: a Time Series approach
    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 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 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 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
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  • 2014 Effects of Trade and Financial Links on the Transmission of GDP Growth
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  • 2014 Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests
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  • 2014 The Application Of The Capital Asset Pricing Model On The Croatian Capital Market
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  • 2014 Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange
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  • 2014 Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
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  • 2014 Value versus growth in IPOs: New evidence from Finland
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  • 2014 The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa
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  • 2014 On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
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  • 2014 Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
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  • 2014 Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty
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  • 2014 Style and performance of international socially responsible funds in Europe
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  • 2014 The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns
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  • 2014 Creditor rights and corporate cash holdings: International evidence
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  • 2014 The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
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  • 2014 Causes and consequences of corporate asset exchanges by listed companies in China
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  • 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
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  • 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
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  • 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
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  • 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
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  • 2014 Country credit risk determinants with model uncertainty
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  • 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
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  • 2014 The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange
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  • 2014 The central bank in market efficiency: The case of Taiwan
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  • 2014 Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
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  • 2014 Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison
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  • 2014 Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
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  • 2014 Value investing and technical analysis in Taiwan stock market
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  • 2014 Country risk and the cost of equity in emerging markets
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  • 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 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 How to Measure Illiquidity on European Emerging Stock Markets?
    by Jelena Vidović & Tea Poklepović & Zdravka Aljinović

  • 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 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 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 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 Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization
    by Cesar Rufino

  • 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 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 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 & Evžen Kočenda & Jan Novotný

  • 2013 Price Jump Indicators: Stock Market Empirics During the Crisis
    by Jan Novotný & Jan Hanousek & Evžen Kočenda

  • 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
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  • 2013 At the core of the international financial system
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  • 2013 Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends
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  • 2013 Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values
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  • 2013 Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets
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  • 2013 The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward
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  • 2013 Short-Selling, Leverage and Systemic Risk
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  • 2013 Banking Unions: Distorted Incentives and Efficient Bank Resolution
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  • 2013 Realized Volatility Risk
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  • 2013 Sukuk Defaults: On Distress Resolution in Islamic Finance
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  • 2013 Recent Developments in Financial Economics and Econometrics: An Overview
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  • 2013 Volatility Spillovers from the US to Australia and China across the GFC
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  • 2013 Measuring the performance of hedge funds using two-stage peer group benchmarks
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  • 2013 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
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  • 2013 A survey of research into broker identity and limit order book
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  • 2013 Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange
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  • 2013 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
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  • 2013 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
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  • 2013 Home Bias in Open Economy Financial Macroeconomics
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  • 2013 Short Selling and Inside Information
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  • 2013 Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins
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  • 2013 Waterloo: a Godsend for French Public Finances?
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  • 2013 Time variation in asset price responses to macro announcements
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  • 2013 Currency excess returns and global downside market risk
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  • 2013 On financial risk and the safe haven characteristics of Swiss franc exchange rates
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  • 2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
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  • 2013 Does Uncovered Interest Rate Parity Hold After All?
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  • 2013 Adaptive Learning and Survey Data
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  • 2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
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  • 2013 Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
    by Joscha Beckmann & Robert Czudaj

  • 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
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  • 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
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  • 2013 Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets
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  • 2013 Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
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  • 2013 Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets
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  • 2013 Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently?
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  • 2013 International Business Cycles with Complete Markets
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  • 2013 Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE
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  • 2013 Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors
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  • 2013 Extreme conditional value at risk: a coherent scenario for risk management
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  • 2013 Stock market and crude oil relationship: A wavelet analysis
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  • 2013 An application of MGARCH-DCC analysis on selected currencies in terms of gold Price
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  • 2013 Gold price movements in selected currencies: wavelet approach
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  • 2013 Causality between Malaysian Islamic Stock Market and Macroeconomic Variables
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  • 2013 The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach
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  • 2013 What is driving the Capital Inflows to Costa Rica? Risk Premium and Interest Rate Differentials
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  • 2013 The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
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  • 2013 The Overreaction Hypothesis: The Case of Ukrainian Stock Market
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  • 2013 The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility
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  • 2013 Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis
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  • 2013 Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis
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  • 2013 Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis
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  • 2013 Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters
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  • 2013 Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa
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  • 2013 Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries
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  • 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
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  • 2013 Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence
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  • 2013 Determinants of Islamic Banking Growth in Pakistan
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  • 2013 Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
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  • 2013 Industry Shocks, Operating Risk, and Corporate Financial Policies around the World
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  • 2013 Cenové bubliny na dluhopisových trzích USA a Japonska
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  • 2013 Sovereign risk contagion in the Eurozone: a time-varying coefficient approach
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  • 2013 Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics
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  • 2013 Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties
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  • 2013 Criza Datoriilor Suverane Și Contagiunea Pe Piețele Financiare: Cazul Crizei Financiare Din Islanda
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  • 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
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  • 2013 La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais
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  • 2013 La modélisation des interactions entre les corrélations et les volatilités des marchés financiers Marocain, Français, Américain et Japonais
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  • 2013 Impact of money supply on stock bubbles
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  • 2013 The Fama French Model or the capital asset pricing model: international evidence
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  • 2013 News Flow, Web Attention and Extreme Returns in the European Financial Crisis
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  • 2013 Measures of Equity Home Bias Puzzle
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  • 2013 Reassess of capital structure theories
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  • 2013 Echilibrul financiar global şi riscul suveran în perioada post-criză
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  • 2013 Taxation of Domestic Dividend Income and Foreign Investment Holdings
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  • 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
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  • 2013 Volatility and dynamic conditional correlations of European emerging stock markets
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  • 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
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  • 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 The Elephant in the Ground: Managing Oil and Sovereign Wealth
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  • 2013 International Debt Deleveraging
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  • 2013 Institutional Investors and Infrastructure Financing
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  • 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 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
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  • 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
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  • 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?
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  • 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
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  • 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
    by Weihong HUANG & Zhenxi CHEN

  • 2013 Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons
    by Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH

  • 2013 The sovereign debt crisis: the impact on the intermediation model of Italian banks
    by Stefano Cosma & Elisabetta Gualandri

  • 2013 Global, Regional and Country-Specific Components of Financial Market Indicators: An Extraction Method and Applications
    by Zalán Kocsis

  • 2013 The cost of defaults: the impact of haircuts on economic growth
    by Silvia Marchesi & Valeria Prato

  • 2013 Gelişmekte Olan Ülkelerdeki Kriz Sırası ve Sonrasındaki Trendleri Açıklamakta "Güvenli Liman Faktörü" ve Finansal Şokların Boyutunun Önemi: Türkiye Örneği
    by Hasan Cömert & Selman Çolak

  • 2013 Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500
    by M.Fatih Oztek & Nadir Ocal

  • 2013 The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization
    by Thomas Flavin & Thomas O'Connor

  • 2013 Macroeconomic determinants of European stock and government bond relations: a tale of two regions
    by Erica Perego & Wessel N. Vermeulen

  • 2013 Credit Ratings and Cross-Border Bond Market Spillovers
    by Böninghausen, Benjamin & Zabel, Michael

  • 2013 Recent Developments in Financial Economics and Econometrics:An Overview
    by Chia-Lin Chang & David E Allen & Michael McAleer

  • 2013 Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator
    by Banu Simmons-Süer

  • 2013 The Microstructure of Exchange Rate Management: FX Intervention and Capital Controls in Brazil
    by Calebe de Roure & Steven Furnagiev & Stefan Reitz

  • 2013 Multifractal Models in Finance: Their Origin, Propterties, and Applications
    by Mawuli Segnon & Thomas Lux

  • 2013 Exchange Rates in Target Zones - Evidence from the Danish Krone
    by Mark P. Taylor & Stefan Reitz

  • 2013 Interbank Linkages and Contagion Risk in the Portuguese Banking System
    by Lara Mónica Machado Fernandes & Maria Rosa Borges

  • 2013 Typological Classification, Diagnostics, and Measurement of Flights-to-Quality
    by Mariya Gubareva & Maria Rosa Borges

  • 2013 On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability
    by Maurice Obstfeld

  • 2013 Foreign exchange customers and dealers: Who’s driving whom?
    by Nikola Gradojevic

  • 2013 Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007
    by Boulis Ibrahim & Janusz Brzeszczynski &

  • 2013 Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
    by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

  • 2013 Robust Control, Informational Frictions, and International Consumption Correlations
    by Yulei Luo & Jun Nie & Eric R. Young

  • 2013 Colog asset pricing, evidence from emerging markets
    by Dranev Yury & Fomkina Sofya

  • 2013 Suppliers, Investors, and Equity Market Liberalizations
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  • 2013 A spatial analysis of international stock market linkages
    by Asgharian, Hossein & Hess, Wolfgang & Liu, Lu

  • 2013 The Impact of Currency Movements on Asset Value Correlations
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  • 2013 Suppliers, Investors, and Equity Market Liberalizations
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  • 2013 Globalization of Monitoring Practices: The Case of American Influences on the Dismissal Risk of European CEOs
    by Oxelheim, Lars & Randoy, Trond

  • 2013 Waterloo: a Godsend for French Public Finances?
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  • 2013 Contagion Dynamics in EMU Government Bond Spreads
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  • 2013 Where do “impatient” mutual funds invest? A special attraction for large proximate markets and companies with strategic investors
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  • 2013 The International Monetary System in Flux: Overview and Prospects
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  • 2013 Institutions, Corporate Governance and Capital Flows
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  • 2013 Prospects for the Russian Ruble to Become Regional Reserve Currency
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  • 2013 Russia’s Financial Markets and Financial Institutions in 2012
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  • 2013 Momentum and the term structure of interest rates
    by Durham, J. Benson

  • 2013 Arbitrage-free models of stocks and bonds
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  • 2013 Local Currency Sovereign Risk
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  • 2013 Studies in Financial Systems No 8 Hungary
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  • 2013 Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics
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  • 2013 Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries
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  • 2013 Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market
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  • 2013 Kriz Döneminde Yükselen Piyasa Ekonomileri, Euro Bölgesi ve ABD piyasaları Arasındaki Volatilite Yayılmasının İncelenmesi :Varyansta-Granger-Nedensellik Testinden Kanıtlar
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  • 2013 Finansallaşma Süreci ve Sonuçları: G8 Ülkeleri Örneği
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  • 2013 Institutional Investors Flows and the Geography of Contagion
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  • 2013 Systemic Risk and Home Bias in the Euro Area
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  • 2013 Finance at Center Stage: Some Lessons of the Euro Crisis
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  • 2013 Size and value effects in Suriname
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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 Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Application with Con-integration
    by Mondher bellalah & SYED ALAMDAR ALI & Omar Masood

  • 2013 Financial Contagion and Asset Pricing
    by Renée Fry-McKibbin & Vance Martin & Chrismin Tang

  • 2013 A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion
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  • 2013 Global House Price Fluctuations: Synchronization and Determinants
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones

  • 2013 Irish Land Bonds: 1891-1938
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  • 2013 Do Firms Issue More Equity When Markets Are More Liquid?
    by Stulz, Rene M. & Vagias, Dimitrios & Van Dijk, Mathijs A.

  • 2013 The Twilight Zone: OTC Regulatory Regimes and Market Quality
    by Bruggemann, Ulf & Kaul, Aditya & Leuz, Christian & Werner, Ingrid M.

  • 2013 Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets
    by Robert N. McCauley

  • 2013 Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets
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  • 2013 Enhanced Versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI Powershares
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  • 2013 Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers
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  • 2013 Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries
    by Anna Creti & Zied Ftiti & Khaled Guesmi

  • 2013 Equilibrium existence in the international asset and good markets
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  • 2013 Are European sovereign bonds fairly priced? The role of modeling uncertainty
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  • 2013 Reactions of real yields and inflation expectations to forward guidance in the United States
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  • 2013 Early warning for currency crises: what is the role of financial openness?
    by Jon Frost & Ayako Saiki

  • 2013 Oil Prices, Exchange Rates and Asset Prices
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  • 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 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 Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
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  • 2013 A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001
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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
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  • 2013 Further evidence on the determinants of regional stock market integration in Latin America
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  • 2013 The impacts of International Financial Crisis on Saudi Arabia Economy: Evidence from Asymmetric SVAR modelling
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  • 2013 Sovereign Risk and Asset and Liability Management—Conceptual Issues
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  • 2013 Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises
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  • 2013 Intellectual Monopoly in Public Auction
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  • 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
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  • 2013 Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States
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  • 2013 Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States
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  • 2013 State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States
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  • 2013 State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States
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  • 2013 Resetting the Growth Engines of the BRICS Countries as a Reaction to the Global Crisis
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  • 2013 Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia
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  • 2013 Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets
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  • 2013 The Fama French Model or the Capital Asset Pricing Model: International Evidence
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  • 2013 Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets
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  • 2013 Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia
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  • 2013 Making public offers in the European Union
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  • 2013 Statistical properties for European stock indices returns during 2007-2012
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  • 2013 Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic
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  • 2013 Financial Linkages and Financial Stability (Introduction)
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  • 2013 Effects of differences of opinions and short-sale constraints on the dual listed Chinese shares
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  • 2013 Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets
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  • 2013 Who was informative? Performance of foreign and local analysts’ stock recommendations during the Asian financial crisis
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  • 2013 Asset prices and exchange risk: Empirical evidence from Canada
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  • 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
    by Minoiu, Camelia & Reyes, Javier A.

  • 2013 Does order flow in the European Carbon Futures Market reveal information?
    by Kalaitzoglou, Iordanis & Ibrahim, Boulis M.

  • 2013 Insured uncovered interest parity
    by Tse, Yiuman & Wald, John K.

  • 2013 Information risk and credit contagion
    by Huang, Alex YiHou & Cheng, Chiao-Ming

  • 2013 Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
    by Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore

  • 2013 Drivers of technical trend-following rules' profitability in world stock markets
    by Ülkü, Numan & Prodan, Eugeniu

  • 2013 Cash dividends and investor protection in Asia
    by Goyal, Abhinav & Muckley, Cal

  • 2013 Exchange rate determination and dynamics in China: A market microstructure analysis
    by Zhang, Zhichao & Chau, Frankie & Zhang, Wenting

  • 2013 Bid-ask spread dynamics in foreign exchange markets
    by Chelley-Steeley, Patricia L. & Tsorakidis, Nikos

  • 2013 Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa
    by Hearn, Bruce & Piesse, Jenifer

  • 2013 Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms
    by Hanousek, Jan & Kopřiva, František

  • 2013 Equity risk premium and regional integration
    by Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe

  • 2013 Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets
    by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne

  • 2013 Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
    by Kaeck, Andreas & Alexander, Carol

  • 2013 An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters
    by Su, Chen & Brookfield, David

  • 2013 Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
    by Urquhart, Andrew & Hudson, Robert

  • 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 A leader of the world commodity futures markets in the making? The case of China's commodity futures
    by Fung, Hung-Gay & Tse, Yiuman & Yau, Jot & Zhao, Lin

  • 2013 The impact of global oil price shocks on the Lebanese stock market
    by Dagher, Leila & El Hariri, Sadika

  • 2013 Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
    by Beckmann, Joscha & Czudaj, Robert

  • 2013 Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach
    by Souček, Michael & Todorova, Neda

  • 2013 Forecasting carbon futures volatility using GARCH models with energy volatilities
    by Byun, Suk Joon & Cho, Hangjun

  • 2013 Crude oil prices and liquidity, the BRIC and G3 countries
    by Ratti, Ronald A. & Vespignani, Joaquin L.

  • 2013 Energy risk management through self-exciting marked point process
    by Herrera, Rodrigo

  • 2013 Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries
    by Asteriou, Dimitrios & Bashmakova, Yuliya

  • 2013 Oil price asymmetric effects: Answering the puzzle in international stock markets
    by Ramos, Sofia B. & Veiga, Helena

  • 2013 Modeling EU allowances and oil market interdependence. Implications for portfolio management
    by Reboredo, Juan C.

  • 2013 Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany
    by Kalantzis, Fotis G. & Milonas, Nikolaos T.

  • 2013 Downside risk and the energy hedger's horizon
    by Conlon, Thomas & Cotter, John

  • 2013 Speculative trading and oil price dynamic: A study of the WTI market
    by Hache, Emmanuel & Lantz, Frédéric

  • 2013 U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis
    by Mollick, André Varella & Assefa, Tibebe Abebe

  • 2013 The development of emerging stock markets and the demand for cross-listing
    by Korczak, Adriana & Korczak, Piotr

  • 2013 On detection of volatility spillovers in overlapping stock markets
    by Kohonen, Anssi

  • 2013 Sovereign default risk premia: Evidence from the default swap market
    by Zinna, Gabriele

  • 2013 The international evidence on discouraged small businesses
    by Chakravarty, Sugato & Xiang, Meifang

  • 2013 Duration, trading volume and the price impact of trades in an emerging futures market
    by Bowe, Michael & Hyde, Stuart & McFarlane, Lavern

  • 2013 Determinants of dividend smoothing in emerging market: The case of Korea
    by Jeong, Jinho

  • 2013 Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis
    by Martinez, Lisana B. & Terceño, Antonio & Teruel, Mercedes

  • 2013 Financial market liberalization and the pricing of idiosyncratic risk
    by Huang, Biqing & Wald, John & Martell, Rodolfo

  • 2013 Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets
    by Piljak, Vanja

  • 2013 The effectiveness of forex interventions in four Latin American countries
    by Broto, Carmen

  • 2013 Credit cycle dependent spread determinants in emerging sovereign debt markets
    by Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas

  • 2013 Financial liberalization and stock markets efficiency: New evidence from emerging economies
    by Ben Rejeb, Aymen & Boughrara, Adel

  • 2013 Bond yields in emerging economies: It matters what state you are in
    by Jaramillo, Laura & Weber, Anke

  • 2013 Internet-based corporate disclosure and market value: Evidence from Latin America
    by Garay, Urbi & González, Maximiliano & Guzmán, Alexander & Trujillo, María Andrea

  • 2013 Banking sector reforms and corporate leverage in emerging markets
    by Ağca, Şenay & De Nicolò, Gianni & Detragiache, Enrica

  • 2013 Measuring financial market integration in the European Union: EU15 vs. New Member States
    by Pungulescu, Crina

  • 2013 Experience-based corporate corruption and stock market volatility: Evidence from emerging markets
    by Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin

  • 2013 Size, value, and momentum in emerging market stock returns
    by Cakici, Nusret & Fabozzi, Frank J. & Tan, Sinan

  • 2013 The volatility effect in emerging markets
    by Blitz, David & Pang, Juan & van Vliet, Pim

  • 2013 Which firms are more prone to stock market manipulation?
    by Imisiker, Serkan & Tas, Bedri Kamil Onur

  • 2013 Executive integrity, audit opinion, and fraud in Chinese listed firms
    by Chen, Jiandong & Cumming, Douglas & Hou, Wenxuan & Lee, Edward

  • 2013 Dynamic return predictability in the Russian stock market
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  • 2013 Carry trade and foreign exchange rate puzzles
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  • 2013 Bilateral portfolio dynamics during the global financial crisis
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  • 2013 Estimation for multivariate stable distributions with generalized empirical likelihood
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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 Dynamic relationships between industry returns and stock market returns
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  • 2013 A core–periphery framework in stock markets of the euro zone
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  • 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
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  • 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 Target-Salden - ein Anker der Stabilität
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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 Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers
    by Luis Fernando Melo & Hernán Rincón

  • 2013 Computing risk measures for non-normal asset returns using Copula theory
    by Hela Mzoughi & Faysal Mansouri

  • 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
    by David Le Bris

  • 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
    by WAJIH KHALLOULI & MOHAMED Ayadi & RENE SANDRETTO

  • 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?
    by Jana Drutarovská

  • 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
    by Brian M. Lucey & Fergal A. O’Connor

  • 2013 The OTC interest rate derivatives market in 2013
    by Jacob Gyntelberg & Christian Upper

  • 2013 FX and derivatives markets in emerging economies and the internationalisation of their currencies
    by Torsten Ehlers & Frank Packer

  • 2013 FX market trends before, between and beyond Triennial Surveys
    by Morten Bech & Jhuvesh Sobrun

  • 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
    by J. Le Roux.

  • 2013 Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012
    by S. Delle Chiaie.

  • 2013 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2012
    by LE ROUX, J.

  • 2013 Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012
    by DELLE CHIAIE, S.

  • 2013 Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers
    by Luis Fernando Melo & Hernán Rincón

  • 2013 An Empirical Investigation of the Uncertain Information Hypothesis: Evidence From Borsa Istanbul
    by Soner AKKOC & Nasif OZKAN

  • 2013 The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
    by Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK

  • 2013 Stock Exchanges mergers: the case for the United Arab Emirates
    by Andrea Paltrinieri

  • 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
    by Mohan NANDHA & Robert BROOKS & Robert FAFF

  • 2013 The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone
    by Simon MOORHEAD & Robert BROOKS

  • 2013 Stylized Facts Of The Daily, Weekly And Monthly Returns On Bucharest Stock Exchange During 2007-2012
    by Corina Maria Ene & Carmen Marilena Uzlau & Iulian Panait

  • 2013 Banking Efficiency and European Financial Integration
    by Cândida Ferreira

  • 2013 Losses from Membership in EMU: An Estimated Two-Country DSGE Model
    by Cindy Moons

  • 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
    by Tiago C. Berriel & Saroj Bhattarai

  • 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
    by Diana MURESAN & Monica Ioana POP SILAGHI

  • 2013(XXIII) Volatility Of International Financial Markets And Public Debt Sustainability
    by George GEORGESCU

  • 2012 Transatlantic systemic risk
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  • 2012 No Contagion, only Globalization and Flight to Quality
    by Marie Briere & Ariane Chapelle & Ariane Szafarz

  • 2012 The Equity Risk Premium in Developed Capital Markets: Starting Signal for a New Modesty?
    by Leonhard KNOLL & Jan HOCKER

  • 2012 Explaining Credit Default Swaps Pricing for Large Banks
    by Otker-Robe, Inci & Podpiera, Jiri

  • 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 Effectiveness of Capital Controls: Evidence from Thailand
    by JONGWANICH, JUTHATHIP & KOHPAIBOON, ARCHANUN

  • 2012 World Economy in the Long Term: Growth Strategies for the Major Actors
    by A. APOKIN.

  • 2012 Growing Russian Economy against Growing External Tension
    by I. BORISOVA & B. ZAMARAEV & A. KIYUTSEVSKAYA & A. NAZAROVA & E. SUKHANOV.

  • 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
    by Ulaş ÜNLÜ & Mert TOPCU

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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
    by Wolff, Dominik & Bessler, Wolfgang & Opfer, Heiko

  • 2012 On the brink? Intra-euro area imbalances and the sustainability of foreign debt
    by Körner, Finn Marten & Zemanek, Holger

  • 2012 Structure in the Italian overnight loan market
    by Raddant, Matthias

  • 2012 Stock returns and implied volatility: A new VAR approach
    by Lee, Bong Soo & Ryu, Doojin

  • 2012 Exchange rate pass-through and inflation dynamics in Tunisia: A Markov-Switching approach
    by Khemiri, Rim & Ali, Mohamed Sami Ben

  • 2012 Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach
    by Mili, Mehdi

  • 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
    by Tinschert, Jonas & Cremers, Heinz

  • 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
    by Bohm, Thomas & Waldvogel, Felix

  • 2012 Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro
    by Nikolaos Antonakakis

  • 2012 Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model
    by Dritan Gjika & Roman Horvath

  • 2012 International Stock Market Integration: Central and South Eastern Europe Compared
    by Roman Horvath & Dragan Petrovski

  • 2012 Investment strategies beating the market. What can we squeeze from the market?
    by Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski

  • 2012 Emerging Stock Premia: Do Industries Matter?
    by Marcella Lucchetta & Michael Donadelli

  • 2012 CDS Industrial Sector Indices, credit and liquidity risk
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  • 2012 Financial press and stock markets in times of crisis
    by Roberto Casarin & Flaminio Squazzoni

  • 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
    by Erik Schlogl & Yang Chang

  • 2012 International debt deleveraging
    by Luca Fornaro

  • 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
    by Sergio Mayordomo & Juan Ignacio Peña & María Rodríguez-Moreno

  • 2012 Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
    by Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña

  • 2012 La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie
    by Francis Bismans & Olivier Damette

  • 2012 Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
    by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

  • 2012 Internalization, Clearing and Settlement, and Liquidity
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  • 2012 Why is Price Discovery in Credit Default Swap Markets News-Specific?
    by Marsch, I. & Wagner, W.B.

  • 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
    by Bulent Koksal

  • 2012 Common Movement of the Emerging Market Currencies
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  • 2012 Trend Shocks, Risk Sharing and Cross-Country Portfolio Holdings
    by Yavuz Arslan & Gursu Keles & Mustafa Kilinc

  • 2012 Exchange Rate Risk Exposure and the Value of European Firms
    by Parlapiano, Fabio & Alexeev, Vitali

  • 2012 Crude Oil Prices and Liquidity, the BRIC and G3 countries
    by Ratti, Ronald A & Vespignani, Joaquin L.

  • 2012 Measuring Financial Contagion with Extreme Coexceedances
    by Apostolos Thomadakis

  • 2012 Oil Shocks and their Impact on Energy Related Stocks in China
    by David C Broadstock & Hong Cao & Dayong Zhang

  • 2012 No contagion, only globalization and flight to quality
    by Marie Briere & Ariane Chapelle & Ariane Szafarz

  • 2012 What Drives Target2 Balances? Evidence From a Panel Analysis
    by Raphael Anton Auer

  • 2012 Global and country-specific business cycle risk in time-varying excess returns on asset markets
    by Thomas Nitschka

  • 2012 Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe
    by Thomas Nitschka

  • 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
    by Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara

  • 2012 The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?
    by Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia

  • 2012 Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions
    by Berk, Istemi & Aydogan, Berna

  • 2012 Financial Globalization in Emerging Countries: Diversification vs. Offshoring
    by Ceballos, Francisco & Didier, Tatiana & Schmukler, Sergio L.

  • 2012 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.

  • 2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
    by Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu

  • 2012 Currency Momentum Strategies
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  • 2012 Diversification of Equity with VIX Futures: Personal Views and Skewness Preference
    by Carol Alexander & Dimitris Korovilas

  • 2012 The Time Varying Properties of Credit and Liquidity Components of CDS Spreads
    by Filippo Coro & Alfonso Dufour & Simone Varotto

  • 2012 Intraday Patterns in FX Returns and Order Flow
    by Francis Breedon & Angelo Ranaldo

  • 2012 A wavelet-based assessment of market risk: The emerging markets case
    by António Rua & Luís Catela Nunes

  • 2012 Factors Affecting Investment Decision Making of Equity Fund Managers
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  • 2012 The influence of globalization and integration process on the activities of the bankaing system of Ukraine
    by Sysoyeva, Larysa

  • 2012 Financial Harmonization and Industrial Growth: Evidence from Europe
    by Ozkok, Zeynep

  • 2012 Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011
    by Erten, Irem & Okay, Nesrin

  • 2012 Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach
    by Erten, Irem & Tuncel, Murat B. & Okay, Nesrin

  • 2012 أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
    by Ghassan, Hassan B. & Alhajhoj, Hassan R.

  • 2012 Was There a Contagion during the Asian Crises?
    by Kazemi, Hossein S. & Ogus, Ayla

  • 2012 The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies
    by Gurgul, Henryk & Lach, Łukasz

  • 2012 The Middle Eastern Wealth Management Industry: Boon or Bust?
    by Michael, Bryane & Apostoloski, Nenad

  • 2012 Beyond FDI: The Influence of Bilateral Investment Treaties on Debt
    by Mina, Wasseem

  • 2012 Volatility Impact of Stock Index Futures Trading - A Revised Analysis
    by Wagner, Helmut & Matanovic, Eva

  • 2012 Capital Inflows, Credit Booms and Their Risks
    by Reinhart, Carmen

  • 2012 The integration of the banking, insurance and reinsurance markets in Russia and Ukraine
    by Kozmenko, Olha & Kuzmenko, Olha

  • 2012 Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia
    by Huang, Huichou & MacDonald, Ronald

  • 2012 Why are U.S. Stocks More Volatile?
    by Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M.

  • 2012 On the epidemic of financial crises
    by Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa

  • 2012 A brief essay on the financialization of agricultural commodity markets
    by Girardi, Daniele

  • 2012 Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012
    by Panait, Iulian & Constantinescu, Alexandru

  • 2012 Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
    by Panait, Iulian & Diaconescu, Tiberiu

  • 2012 Are South East Europe stock markets integrated with regional and global stock markets?
    by Guidi, Francesco & Ugur, Mehmet

  • 2012 Crude Oil Prices and Liquidity, the BRIC and G3 countries
    by Ratti, Ronald A & Vespignani, Joaquin L.

  • 2012 Testing the covariance stationarity of CEE stocks
    by Lyócsa, Štefan & Baumöhl, Eduard

  • 2012 U.K. cross-sectional equity data: The case for robust investability filters
    by Rossi, Francesco

  • 2012 Stock returns and real activity: the dynamic conditional lagged correlation approach
    by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš

  • 2012 Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries
    by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard

  • 2012 Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
    by Antonakakis, Nikolaos & Vergos, Konstantinos

  • 2012 International portfolio diversification: An ICAPM approach with currency risk
    by Dimitriou, Dimitrios & Simos, Theodore

  • 2012 Impact of the global crisis on the linkages between CAC 40 and indexes from CEE countries
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  • 2012 Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi
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  • 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 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 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 Strategic Buybacks of Sovereign Debt
    by Jacek Prokop & Ruqu Wang

  • 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 Does Inflation Targeting Reduce Pass-Through Effect?
    by Murat Karagoz & Baki Demirel & Emre Guneser Bozdag

  • 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 Yin-yang volatility in scale space of price-time: a core structure of financial market risk
    by Heping Pan

  • 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 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 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 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 Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
    by Joscha Beckmann

  • 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 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 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 Evolvement of uniformity and volatility in the stressed global financial village
    by Dror Y. Kenett & Matthias Raddant & Thomas Lux & Eshel Ben-Jacob

  • 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 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 Herbert S. Buscher & Hubert Gabrisch

  • 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 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 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 Time-Varying Beta Estimators in the Mexican Emerging Market
    by Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan

  • 2011 Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
    by Fernández Macho, Francisco Javier

  • 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 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 Dynamic Correlations, Estimation Risk, And Porfolio Management During The Financial Crisis
    by Luis García-Álvarez & Richard Luger

  • 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 Barking 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 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 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 Derivatives – Benefaction Or Curse Of Contemporary Economy
    by Jaroslaw Pawlowski

  • 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 the CDS Market Push up Risk Premia for Sovereign Credit?
    by Sergio Andenmatten & Felix Brill

  • 2011 ETFs vs. Mutual Funds: Evidence from the Greek Market
    by Gerasimos G. Rompotis

  • 2011 Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions
    by Tak ISA

  • 2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
    by Mansor, Ibrahim H.

  • 2011 Update And Internationalization Of The Islamic Banking Activity
    by NEGRUŞ, Mariana

  • 2011 Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets
    by Yorulmaz, Ozlem

  • 2011 Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets
    by Meric, Ilhan & Gishlick, Herbert E. & Taga, Leonore S. & Meric, Gulser

  • 2011 Sovereign debt in the European Union
    by Octavian Ciobănaşu

  • 2011 Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis
    by Rohit Vishal Kumar & Dhekra Azouzi

  • 2011 Correlation of International Stock Markets Before and During the Subprime Crisis
    by Ioana Moldovan & Claudia Medrega

  • 2011 Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009
    by Iulian Panait

  • 2011 Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria
    by Armas, Adrián & Vallejos , Lucy & Vega, Marco

  • 2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
    by Alexei Kolokolov

  • 2011 Rethinking regulation: international banks in Asian emerging markets
    by C. P. Chandrasekhar

  • 2011 Determinants of Firm Delisting on the Prague Stock Exchange
    by Zuzana Fungáčová & Jan Hanousek

  • 2011 Asset Pricing Behaviour with Dual-Beta in Case of Pakistani Stock Market
    by Attiya Y. Javid & Eatzaz Ahmad

  • 2011 Derivatives – Benefaction Or Curse Of Contemporary Economy
    by Jaroslaw Pawlowski

  • 2011 Sovereign Wealth Funds: An Exploratory Study of Their Behavior
    by Ali Fatemi & Iraj Fooladi & Nargess Kayhani

  • 2011 Interest Rate Derivatives In Developing Countries In Europe
    by SLOBODAN CEROVIC & MARINA PEPIC

  • 2011 Financial Crisis, the International Monetary System and the Challenge of the Emerging Economies
    by Jorge Rojas

  • 2011 Financial Regulatory Reform – National and International Actions and Proposals
    by Orãºtean Ramona

  • 2011 Mood and Investor Behavior
    by Murgea Aurora

  • 2011 Evaluation of Existing Methods for Determination the Economic Efficiency of Management and Control of Joint Stock Companies’ Finance
    by Juscu Nicolae Cristian & Calotã George

  • 2011 Conceptual Approach to Economic Efficiency Assessment of Finance Management System of Joint Stock Companies
    by Juscu Nicolae Cristian

  • 2011 Offshore Financial Centers – A Recent and Debatable Reality in World Finance
    by Cosma Sorinel

  • 2011 Optimum Currency Areas Theory: Economic Foundation for Monetary Unification
    by Voinea Gheorghe & Avãdanei Andreea

  • 2011 Sovereign Debt Crisis in Europe – Romania’ Vulnerabilities
    by Orãºtean Ramona

  • 2011 Derivatives Market in the Aftermath of the Lessons Learned from the Crises
    by Murgea Aurora

  • 2011 Methodology of Economic Assessment of Corporate Finance Management Effectiveness
    by Juscu Nicolae Cristian

  • 2011 Development of Exchange-Traded Derivatives Markets in Selective Central and Eastern European Countries
    by Anton Sorin Gabriel & Diaconasu Delia-Elena

  • 2011 A Behavioral Approach To The Global Financial Crisis
    by DEDU Vasile & Turcan Ciprian Sebastian & Turcan Radu

  • 2011 The Implications Of Varying Exchange Rates For The International Trade
    by Sandu Carmen

  • 2011 The Refinancing Structure of Banks in Selected CESEE Countries
    by Mathias Lahnsteiner

  • 2011 Developments in the costs of external funds of the Hungarian banking sector
    by Judit Páles & Dániel Homolya

  • 2011 Variance decomposition of sovereign CDS spreads
    by Zalán Kocsis & Dénes Nagy

  • 2011 Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development
    by Éva G. Fekete

  • 2011 The Predictability of Non-Overlapping Forecasts: Evidence from a New Market
    by Manolis G. Kavussanos & Ilias D. Visvikis

  • 2011 Asset Pricing Models: A Comparative Exercise Using Neural Networks to the Colombian Stock Market
    by Charle Londoño & Yaneth Cuan

  • 2011 Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
    by Jorge Uribe

  • 2011 Arbitrage Pricing Theory Applied to the Chilean Stock Market
    by Werner Kristjanpoller & Mauricio Morales

  • 2011 A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után
    by Berlinger, Edina & Szenes, Márk & Michaletzky, Márton

  • 2011 IWH-Indikatoren zur Kapitalmarktregulierung: Hinweise auf eine Renaissance der Kapitalverkehrskontrollen
    by Makram El-Shagi

  • 2011 Desalineamiento del precio del cobre
    by Eduardo Lopez E. & Lorena Palomeque S.

  • 2011 El Efecto De La Crisis Financiera Subprime En Los Mercados Accionarios Desarrollados. Estimaciones Aparentemente No Relacionadas Sur Versus Garch (1,1)
    by Eduardo Sandoval & Paula Urrutia

  • 2011 The Dynamic Interaction Between Foreign Equity Flows And Returns: Evidence From The Johannesburg Stock Exchange
    by Joseph J. French

  • 2011 The Role Of Long Returns In Security Valuation: International Empirical Evidence
    by Melita Charitou

  • 2011 A Road To Financial Stability
    by Uzma Ashraf & Irfan Munawar Gill & Douglas W. Arner

  • 2011 Bank Risk Fundamentals And Regulatory Discipline In The Mexican Banking Sector
    by Bernardo Quintanilla & Jesús Téllez & L. A. Wolfskill

  • 2011 Optimal Investment For Institutional Investors Under Value-At-Risk Constraints In Chinese Stock Markets
    by ZhengXiong Chen & Ayse Yuce

  • 2011 Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
    by Raúl de Jesús, Edgar Ortiz

  • 2011 Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
    by Numan Ülkü

  • 2011 Detecting Information-Driven Trading in a Dealers Market
    by Jan Hanousek & František Kopøiva

  • 2011 The Financial Crisis and the Stock Markets of the CEE Countries
    by Renatas Kizys & Christian Pierdzioch

  • 2011 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
    by Borys, Magdalena Morgese Borys

  • 2011 International Stock Markets: A Co-integration Analysis
    by Eleftherios J. Thalassinos & Evagelos D. Politis

  • 2011 How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock Markets
    by Dimitrios Subeniotis & Dimitrios Papadopoulos & Ioannis Tampakoudis & Athina Tampakoudi

  • 2011 US macroeconomic news spillover effects on Vietnamese stock market
    by Tho Nguyen

  • 2011 International comparisons of bank regulation, liberalization, and banking crises
    by Puspa Amri & Apanard P. Angkinand & Clas Wihlborg

  • 2011 Sudden stops and currency crises
    by Levan Efremidze & Samuel M. Schreyer & Ozan Sula

  • 2011 Testing for nonlinearity of exchange rates: an information-theoretic approach
    by Yuqin Zhang & Abdol S. Soofi & Shouyang Wang

  • 2011 Development strategy in offshore markets: evidence from the Channel Islands
    by Bruce Hearn

  • 2011 Value at Risk and Return from the Use of Bayesian Methods for Stress Testing in a World Asset Allocation and the 2008-2009 Crisis
    by Humberto Valencia Herrera

  • 2011 Domestic and foreign country bias in international equity portfolios
    by Diyarbakirlioglu, Erkin

  • 2011 The determinants of domestic and foreign bond bias
    by Ferreira, Miguel A. & Miguel, Antonio F.

  • 2011 The role of macroeconomic policies in the global crisis
    by Catte, Pietro & Cova, Pietro & Pagano, Patrizio & Visco, Ignazio

  • 2011 Price discovery in currency markets
    by Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas

  • 2011 Regime switches in exchange rate volatility and uncovered interest parity
    by Ichiue, Hibiki & Koyama, Kentaro

  • 2011 Financial integration and business cycles in a small open economy
    by Cakici, S. Meral

  • 2011 Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?
    by Balli, Faruk & Balli, Hatice O.

  • 2011 The price effects of index additions: A new explanation
    by Liu, Shinhua

  • 2011 Market microstructure matters when imposing a Tobin tax—Evidence from the lab
    by Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel

  • 2011 Explaining foreign bank entrance in emerging markets
    by Althammer, Wilhelm & Haselmann, Rainer

  • 2011 Is size dead? A review of the size effect in equity returns
    by van Dijk, Mathijs A.

  • 2011 New evidence on oil price and firm returns
    by Narayan, Paresh Kumar & Sharma, Susan Sunila

  • 2011 Optimizing international portfolios with options and forwards
    by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.

  • 2011 The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market
    by Hong, Gwangheon & Lee, Bong Soo

  • 2011 Transparency and liquidity uncertainty in crisis periods
    by Lang, Mark & Maffett, Mark

  • 2011 Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder
    by King, Alan

  • 2011 Is trading on earnings surprises a profitable strategy? Canadian evidence
    by Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu

  • 2011 Interest rate sensitivity of the European stock markets before and after the euro introduction
    by Korkeamäki, Timo

  • 2011 The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs
    by Su, Chen & Bangassa, Kenbata

  • 2011 Financial development, technology, growth and performance: Evidence from the accession to the EU
    by Zagorchev, Andrey & Vasconcellos, Geraldo & Bae, Youngsoo

  • 2011 Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets
    by Samarakoon, Lalith P.

  • 2011 Post-earnings announcement abnormal return in the Chinese equity market
    by Truong, Cameron

  • 2011 Emerging market yield spreads: Domestic, external determinants, and volatility spillovers
    by Siklos, Pierre L.

  • 2011 Asymmetric volatility and trading volume: The G5 evidence
    by Sabbaghi, Omid

  • 2011 Conditional beta: Evidence from Asian emerging markets
    by Durand, Robert B. & Lan, Yihui & Ng, Andrew

  • 2011 Investor protection and international equity portfolio investments
    by Poshakwale, Sunil S. & Thapa, Chandra

  • 2011 Covered interest rate parity in emerging markets
    by Skinner, Frank S. & Mason, Andrew

  • 2011 Nonparametric modeling of carbon prices
    by Chevallier, Julien

  • 2011 Analysing interconnectivity among economies
    by Wong, Alfred Y-T. & Fong, Tom Pak Wing

  • 2011 Stock market correlations between China and its emerging market neighbors
    by Jayasuriya, Shamila A.

  • 2011 Regional financial integration in the GCC
    by Espinoza, Raphael & Prasad, Ananthakrishnan & Williams, Oral

  • 2011 Geographical focus in emerging markets and hedge fund performance
    by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Peltomäki, Jarkko

  • 2011 Determinants of European stock market integration
    by Büttner, David & Hayo, Bernd

  • 2011 Crises, portfolio flows, and foreign direct investment: An application to Turkey
    by Uctum, Merih & Uctum, Remzi

  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien

  • 2011 How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test
    by Hatemi-J, Abdulnasser & Roca, Eduardo

  • 2011 How strong is the global integration of emerging market regions? An empirical assessment
    by Guesmi, Khaled & Nguyen, Duc Khuong

  • 2011 The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?
    by Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung

  • 2011 Cash holdings and share repurchases: International evidence
    by Lee, Bong Soo & Suh, Jungwon

  • 2011 Cross-country IPOs: What explains differences in underpricing?
    by Banerjee, Suman & Dai, Lili & Shrestha, Keshab

  • 2011 Real interest parity: A note on Asian countries using panel stationarity tests
    by Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore

  • 2011 Interactions between the Exchange Rates and the Differential of the Stock Returns between Romania and US during the Global Crisis
    by Razvan STEFANESCU & Ramona DUMITRIU

  • 2011 Propagation of Financial Tensions from Developed Economies to Emerging Economies
    by Mihaela-Carmen MUNTEAN & Costel NISTOR & Rozalia NISTOR & Paolo PANICO

  • 2011 La diversificación del riesgo en los mercados de deuda pública de la zona euro
    by Juncal Cuñado & Marta Gómez-Puig

  • 2011 La gran crisis financiera de 2007-2009
    by Vittorio, Corbo & Jorge, Desormeaux M. & Klaus, Schmidt-Hebbel

  • 2011 Arbitraje con ADRs: un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile
    by Nicolás Acevedo & Daniela Fleisman & Angélica Montoya & Andrés Mauricio Mora

  • 2011 Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano
    by Londoño Henao, Charle Augusto & Cuan Jaramillo, Yaneth María

  • 2011 Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
    by Uribe Gil, Jorge Mario

  • 2011 Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno
    by Kristjanpoller Rodríguez, Werner & Morales Jure, Mauricio

  • 2011 Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAViaR para el mercado de valores colombi
    by Charle Augusto Llondoño

  • 2011 Macro factors in oil futures returns
    by Yannick Le Pen & Benoît Sévi

  • 2011 Recent developments on commodity, energy and carbon markets: an introduction
    by Valérie Mignon

  • 2011 Corporate drivers of market liquidity on the Warsaw stock exchange
    by Renaud Beaupain & Robert Joliet

  • 2011 Mindestkurs für den Schweizer Franken: Gefährlicher Interventionismus der SNB?
    by Oliver Landmann & Gunther Schnabl & David Iselin & Michael J. Lamla & Rudolf Minsch

  • 2011 Quelques éléments empiriques sur la crise financière récente
    by Virginie Coudert & Valérie Mignon

  • 2011 Les hedge funds : quelles implications en termes de risque systémique ?
    by Sabrina Khanniche

  • 2011 Quelles réformes pour l'industrie de la notation financière ?
    by Norbert Gaillard

  • 2011 Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc
    by Valère Fourel & Julien Idier

  • 2011 Les effets de la crise des subprimes sur le marché financier mexicain
    by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle

  • 2011 L'impact des crises financières globales sur les marchés des changes des pays émergents
    by Virginie Coudert & Cécile Couharde & Valérie Mignon

  • 2011 Chocs, chocs de volatilité et contagion entre les marchés boursiers. Application d'un modèle icss-mgarch
    by Kamel Malik Bensafta & Semedo Gervasio

  • 2011 Assessing global liquidity
    by Dietrich Domanski & Ingo Fender & Patrick McGuire

  • 2011 FX strategies in periods of distress
    by Jacob Gyntelberg & Andreas Schrimpf

  • 2011 Foreign exchange trading in emerging currencies: more financial, more offshore
    by Robert McCauley & Michela Scatigna

  • 2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    by Kurt Brannas & Albina Soultanaeva

  • 2011 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2010
    by LE ROUX, J.

  • 2011 Regresión del cuantil aplicada al modelo de redes neuronales artificiales
    by Charle Augusto Londoño

  • 2011 The Effect of Macroeconomic Factors on Stock Returns: A Study of Turkey and Emerging Markets
    by Güven SAYILGAN & Cemil SÜSLÜ

  • 2011 Financial Reforms and Financial Instability
    by Pablo Gluzmann & Martín Guzman

  • 2011 Bucharest Stock Exchange Position Within The Central And Eastern European Region
    by CORNELIA POP

  • 2011 An Ex-Post Empirical Investigation of the Efficacy of Central Bank Interventions in Currency Markets: Bilateral Exchange Rate of the Dollar
    by Bahram Adrangi & Mary Allender & Kambiz Raffiee

  • 2011 A turnaround in banking globalization?
    by Pierpaolo Ferrari & Roberto Ruozi

  • 2011 Otc derivatives and counterparty risk management
    by Francesco Germini & Pasqualina Porretta & Massimo Proietti

  • 2011 Impact of Internal Governance Mechanisms on the Initial Returns during the Listing Period
    by Adel BOUBAKER & Mediha MEZHOUD

  • 2011 The Effect of Global Liquidity on Macroeconomic Parameters
    by Goknur Umutlu & Yilmaz Yildız

  • 2011 Global Asset Pricing
    by Karen K. Lewis

  • 2011 An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries
    by Mustafa Ibicioglu & Ayhan Kapusuzoglu

  • 2011 Value Relevance of Consolidated Versus Parent Company Financial Statements: Evidence from the Largest Three European Capital Markets
    by Victor-Octavian MULLER

  • 2011 Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
    by M. Y. L. Li & S. M. F. Yen

  • 2011 A Parallel Between The Romanian And European Investment Funds
    by Ph. D Student Loredana-Ioana Pribac

  • 2011 The Impact Of Consumption Taxation On The Budgetary Revenues In The Eu Member States
    by Prof. Marcel Drăcea Ph. D, Assist. Nicoleta Mihaela Drăcea Ph. D Student

  • 2011 The Impact Of Derivatives On Market Functioning
    by Assoc. Prof. Roxana Angela Calistru Ph. D, Assoc. Prof. Carmen Costuleanu Ph. D

  • 2011 The Monetary Policy Of The Central European Bank
    by Cosmin Durac

  • 2011 Do We Identify Synergies In Public Mergers/Acqusitions: Before And During The Economic Crisis
    by Oana Resceanu

  • 2011 The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010
    by Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC

  • 2011 Contagion in International Stock Markets During the sub Prime Mortgage Crisis
    by Hsien-Yi LEE

  • 2011 Financial Volatility And Derivatives Products: A Bidirectional Relationship
    by Claudiu Tiberiu Albulescu & Daniel Goyeau

  • 2011 The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "
    by Sorin Gabriel Anton

  • 2011 Diversity Of The Pension Systems In The European Union Countries"
    by Laura Raisa Miloş & Carmen Corduneanu

  • 2011 Emerging Market Currency Excess Returns
    by Stephen Gilmore & Fumio Hayashi

  • 2011 Contrasting Trends in Firm Volatility
    by David Thesmar & Mathias Thoenig

  • 2011 How Sovereign Is Sovereign Credit Risk?
    by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton

  • 2010 The cross-Section of German stock returns: New data and new evidence
    by Artmann, Sabine & Finter, Philipp & Kempf, Alexander & Koch, Stefan & Theissen, Erik

  • 2010 The Evolving Postcrisis World
    by Grenville, Stephen

  • 2010 Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges
    by Kedar-Levy, Haim & Yu, Xiaoyan & Kamesaka, Akiko & Ben-Zion, Uri

  • 2010 Development of SRI funds and markets
    by Strong, Simon

  • 2010 Options, futures, and other derivatives in Russia: an overview
    by Rotfuß, Waldemar

  • 2010 Assessing Financial Integration in the European Union Equity Markets: Panel Unit Root and Multivariate Cointegration and Causality Evidence
    by C. Worthington, Andrew & Higgs, Helen

  • 2010 The Profitability of Carry Trade - La redditività del carry trade
    by Moosa, Imad A.

  • 2010 Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione all’Unione europea?
    by Hatemi-J, Abdulnasser

  • 2010 Studiul relaţiei dintre pieţele de acţiuni din Europa Centrală şi de Est în contextul crizei financiare actuale
    by Ungureanu Elena-Adela

  • 2010 Which Fundamental News Moves the Markets? Fundamental News and its Impact on Equity, Bond and Foreign Exchange Markets
    by Robert Härtl & Conrad Mattern

  • 2010 El papel de la liquidez en el efecto de la nueva información. El caso de Latibex
    by García, C. José & Herrero, Begoña & Ibáñez, Ana M.

  • 2010 Efectividad de la intervención cambiaria en Guatemala
    by Castillo Maldonado, Carlos Eduardo

  • 2010 ¿Influyen los tigres asiáticos en el comportamiento gregario español?
    by Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra

  • 2010 Downside risk optimization in securitized real estate markets
    by Kroencke, Tim Alexander & Schindler, Felix

  • 2010 Market efficiency in the emerging securitized real estate markets
    by Schindler, Felix

  • 2010 How efficient is the U.K. housing market?
    by Schindler, Felix

  • 2010 Further evidence on the (in-) efficiency of the U.S. housing market
    by Schindler, Felix

  • 2010 International trade and the role of market transparency
    by Broll, Udo & Eckwert, Bernhard & Wong, Kit Pong

  • 2010 Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices
    by Ehlers, Stefan & Gürtler, Marc & Olboeter, Sven

  • 2010 Reducing systemic relevance: A proposal
    by Doluca, Hasan & Klüh, Ulrich & Wagner, Marco & Weder di Mauro, Beatrice

  • 2010 Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments
    by Belke, Ansgar & Beckmann, Joscha & Kühl, Michael

  • 2010 Analysis of the intraday effects of economic releases on the currency market
    by Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J.

  • 2010 The Extreme Risk Problem for Monetary Policies of the Euro-Candidates
    by Gabrisch, Hubert & Orlowski, Lucjan T.

  • 2010 Contagion between European and US banks: Evidence from equity prices
    by Fricke, Daniel

  • 2010 Flexible and robust modelling of volatility comovements: a comparison of two multifractal models
    by Liu, Ruipeng & Lux, Thomas

  • 2010 An empirical analysis of the relationship between US monetary policy and international asset prices
    by Herwartz, Helmut & Morales-Arias, Leonardo

  • 2010 Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail

  • 2010 Investing in times of inflation fears: Diversification properties of investments in liquid real assets
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor

  • 2010 The future of the international exchange rate system
    by Schäfer, Wolf

  • 2010 Vertical integration, competition, and financial exchanges: Is there grain in the silo?
    by Juranek, Steffen & Walz, Uwe

  • 2010 Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50
    by Ende, Bartholomäus & Lutat, Marco

  • 2010 Analysis of binary trading patterns in Xetra
    by Maurer, Kai-Oliver & Schäfer, Carsten

  • 2010 The home bias in equities and distribution costs
    by Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina

  • 2010 The discontinuous integration of Western Europe's heterogeneous market for corporate control from 1995 to 2007
    by Frey, Rainer

  • 2010 What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?
    by Dötz, Niko & Fischer, Christoph

  • 2010 How to Measure Globalisation? A New Globalisation Index (NGI)
    by Petra Vujakovic

  • 2010 The Three Debts: A Look from the East
    by Vladimir Gligorov & Michael Landesmann

  • 2010 Foreign News and Spillovers in Emerging European Stock Markets
    by Evzen Kocenda & Jan Hanousek

  • 2010 Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options
    by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk

  • 2010 Midquotes or Transactional Data? The Comparison of Black Model on HF Data
    by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk

  • 2010 Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures
    by Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk

  • 2010 The Extreme-Value Dependence Between the Chinese and Other International Stock Markets
    by David E. Giles

  • 2010 Hermite Regression Analysis of Multi-Modal Count Data
    by David E. Giles

  • 2010 Why Should Naive Investors Avoid Stock Markets ?
    by Michael Donadelli & Federico Silvestri

  • 2010 Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response
    by Guido Cazzavillan & Michael Donadelli

  • 2010 Small Traders in Currency Futures Markets
    by Carl Chiarella & Andreas Rothig

  • 2010 Intra-day anomalies in the relationship between U.S. futures and European stock indexes
    by Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni

  • 2010 On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
    by Fabio Tramontana & Frank Westerhoff & Laura Gardini

  • 2010 Rethinking the effects of financial globalization
    by Fernando Broner & Jaume Ventura

  • 2010 An Empirical Analysis of International Stock Market Volatility Transmission
    by Indika Karunanayake & Valadkhani, Abbas & O'Brien, Martin

  • 2010 The Effect of Government Purchases on Economic Growth in Japan
    by Federico Guerrero & Elliott Parker

  • 2010 Time Varying Risk Aversion: An Application to Energy Hedging
    by John Cotter & Jim Hanly

  • 2010 An Analysis of the EU Emission Trading Scheme
    by Don Bredin & Cal Muckley

  • 2010 Hedging: Scaling and the Investor Horizon
    by John Cotter & Jim Hanly

  • 2010 Investigating Sources of Unanticipated Exposure in Industry Stock Returns
    by Don Bredin & Stuart Hyde

  • 2010 Spectral Risk Measures: Properties and Limitations
    by Kevin Dowd & John Cotter & Ghulam Sorwar

  • 2010 Mandatory IFRS Reporting and Stock Price Informativeness
    by Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S.

  • 2010 Mandatory Adoption of IFRS and Analysts’ Forecasts Information Properties
    by Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S.

  • 2010 Foreign Currency Lending in Emerging Europe : Bank Level Evidence
    by Brown, M. & de Haas, R.

  • 2010 Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements
    by Andrey Lizyayev

  • 2010 Private Capital Flows to Low Income Countries: Country-Specific Effects and the Lucas Paradox
    by Corine Franken & Sweder van Wijnbergen

  • 2010 Innovative Financing at a Global Level
    by European Commission

  • 2010 Innovative Financing at a Global Level
    by European Commission

  • 2010 Detecting Contagion with Correlation: Volatility and Timing Matter
    by Dungey, Mardi & Yalama, Abdullah

  • 2010 The Tobin Tax A Review of the Evidence
    by Neil McCulloch & Grazia Pacillo

  • 2010 Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables
    by Nikolaos Antonakakis

  • 2010 Momentum in stock market returns: Implications for risk premia on foreign currencies
    by Thomas Nitschka

  • 2010 Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
    by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer

  • 2010 The Time-Varying Systematic Risk of Carry Trade Strategies
    by Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind

  • 2010 Trade Flows, Exchange Rate Uncertainty and Financial Depth: Evidence from 28 Emerging Countries
    by Mustafa Caglayan & Omar S. Dahi & Firat Demir

  • 2010 The Global Financial Crisis and its Impact on Emerging Market Economies in Europe and the CIS: Evidence from mid-2010
    by Marek Dabrowski

  • 2010 Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments
    by Ansgar Belke & Joscha Beckmann & Michael Kühl

  • 2010 The effect of China's stock market reforms on market interdependence
    by Li, Hong

  • 2010 Infrastructure as an asset class
    by Inderst, Georg

  • 2010 Responding to the Global Financial and Economic Crisis: Meeting the Challenges in Asia
    by Arner, Douglas & Schou-Zibell, Lotte

  • 2010 Financial Inclusion and Financial Stability: Current Policy Issues
    by Hannig, Alfred & Jansen, Stefan

  • 2010 Financial Development: A Broader Perspective
    by Reid, Richard

  • 2010 Solicited and Unsolicited Credit Ratings: A Global Perspective
    by Poon, Winnie P. H. & Chan, Kam C.

  • 2010 The Chiang Mai Initiative Multilateralization: Origin, Development and Outlook
    by Sussangkarn, Chalongphob

  • 2010 International Reserves and Swap Lines in Times of Financial Distress: Overview and Interpretations
    by Aizenman, Joshua

  • 2010 Liberalization and Regulation of Capital Flows: Lessons for Emerging Market Economies
    by Mohan, Rakesh & Kapur, Muneesh

  • 2010 The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
    by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

  • 2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
    by Maria Christidou & Theodore Panagiotidis

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 VIX Dynamics with Stochastic Volatility of Volatility
    by Andreas Kaeck & Carol Alexander

  • 2010 Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
    by Andreas Kaeck & Carol Alexander

  • 2010 Large Shareholder Diversification And Corporate Risk- Taking
    by Mara Faccio & Maria-Teresa Marchica & Roberto Mura

  • 2010 Determinants of sovereign bond yield spreads in the euro area in
    by Luciana Barbosa & Sónia Costa

  • 2010 هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي
    by Ghassan, Hassan B. & Taher, Farid B. & AlDehailan, Salman

  • 2010 Macroeconomic Risks and Characteristic-Based Factor Models
    by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.

  • 2010 Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    by Sinha, Pankaj & Sinha, Gyanesh

  • 2010 Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia
    by Zawadzki, Krystian & Lewicka, Marta

  • 2010 Financial globalisation and crisis, institutional transformation and equity
    by Arestis, Philip & Singh, Ajit

  • 2010 Analiza efectelor Zonei Unice de Plati in Euro in contextul crizei financiare internationale
    by Avadanei, Andreea

  • 2010 Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana
    by Shehu Usman Rano, Aliyu

  • 2010 Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns
    by Nagayasu, Jun

  • 2010 Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
    by Zhu, Junjun & Xie, Shiyu

  • 2010 Flight to Liquidity and Global Equity Returns
    by Goyenko, Ruslan & Sarkissian, Sergei

  • 2010 Cross listing waves
    by Sarkissian, Sergei & Schill, Michael

  • 2010 Why are U.S. firms listed in foreign markets worth more?
    by Sarkissian, Sergei & Schill, Michael

  • 2010 Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market
    by Kucuk, Ugur N.

  • 2010 European corporate bond market integration: lessons from EMU
    by Avadanei, Andreea

  • 2010 The impact of population ageing on international capital flows
    by Narciso, Alexandre

  • 2010 Macro Financial Determinants of the Great Financial Crisis: Implications for Financial Regulation
    by Caprio, Gerard Jr. & D'Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter

  • 2010 The American mortgage crisis implications on the international economics evolutions
    by Nistor, Costel & Panico, Paolo & Nistor, Rozalia & Muntean, Mihaela-Carmen

  • 2010 The contagion effect: evidences from former Soviet Economies in Eastern Europe
    by Insel, Aysu & Korkmaz, Abdurrahman

  • 2010 Management of Stock Price and it Effect on Economic Growth: Case study of West African Financial Markets
    by Drama, Bedi Guy Herve & Yao, Shen

  • 2010 International Capital Flows: An empirical study of the relationship between equity and debt investments
    by Sahoo, Ganeswar

  • 2010 FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data
    by Abdel Aal Mahmoud, Ashraf

  • 2010 Communication of companies with their surroundings - the manipulation of information and information asymmetry
    by Bojańczyk, Mirosław

  • 2010 صيغ تمويل المشروعات الصغيرة في الاقتصاد الإسلامي
    by Alasrag, Hussien

  • 2010 Volatility Co-movement of ASEAN-5 Equity Markets
    by Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali

  • 2010 Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    by Sinha, Pankaj & Sinha, Gyanesh

  • 2010 Cointegration and conditional correlations among German and Eastern Europe equity markets
    by Guidi, Francesco & Gupta, Rakesh

  • 2010 The growth and size of the Brazilian mutual fund industry
    by Varga, Gyorgy & Wengert, Maxim

  • 2010 Markov-switching Asset Allocation: Do Profitable Strategies Exist?
    by Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe

  • 2010 Sovereign Credit Ratings, Transparency and International Portfolio Flows
    by Gande, Amar & Parsley, David

  • 2010 Meditaciones popperianas sobre la crisis financiera
    by Estrada, Fernando

  • 2010 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    by Guidi, Francesco

  • 2010 Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models
    by Guidi, Francesco

  • 2010 Oil Prices, Exchange Rates and Emerging Stock Markets
    by Syed Abul Basher & Alfred Haug & Perry Sadorsky

  • 2010 Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001
    by Alfred A. Haug & William G. Dewald

  • 2010 Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis
    by Christian Dreger & Jarko Fidrmuc

  • 2010 Cities and Carbon Market Finance: Taking Stock of Cities' Experience With Clean Development Mechanism (CDM) and Joint Implementation (JI)
    by Christa Clapp & Alexia Leseur & Oliver Sartor & Gregory Briner & Jan Corfee-Morlot

  • 2010 Minimising Risks from Imbalances in European Banking
    by Sebastian Barnes & Philip R. Lane & Artur Radziwill

  • 2010 Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs
    by Rauf Gönenç & Saygin Sahinöz & Ozge Tuncel

  • 2010 The German Banking System: Lessons from the Financial Crisis
    by Felix Hüfner

  • 2010 The Impact of the Financial Crisis on Defined Benefit Plans and the Need for Counter-Cyclical Funding Regulations
    by Juan Yermo & Clara Severinson

  • 2010 Foreign shareholding: A decomposition analysis
    by Shah, Ajay & Patnaik, Ila

  • 2010 Understanding the ADR premium under market segmentation
    by Stigler, Mathieu & Shah, Ajay & Patnaik, Ila

  • 2010 An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?
    by Wade D. Pfau

  • 2010 Rethinking the Effects of Financial Liberalization
    by Fernando A. Broner & Jaume Ventura

  • 2010 International Macro-Finance
    by Anna Pavlova & Roberto Rigobon

  • 2010 Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World
    by Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler

  • 2010 Determinants of Financial Stress and Recovery during the Great Recession
    by Joshua Aizenman & Gurnain Kaur Pasricha

  • 2010 The European Union, the Euro, and Equity Market Integration
    by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel

  • 2010 Currency Carry Trades
    by Travis J. Berge & Òscar Jordà & Alan M. Taylor

  • 2010 Emerging Local Currency Bond Markets
    by John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock

  • 2010 Monetary Policy and the Uncovered Interest Parity Puzzle
    by David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin

  • 2010 Global Banks and International Shock Transmission: Evidence from the Crisis
    by Nicola Cetorelli & Linda S. Goldberg

  • 2010 Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach
    by Olivier Jeanne & Anton Korinek

  • 2010 Investor Overconfidence and the Forward Premium Puzzle
    by Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang

  • 2010 Modeling Financial Contagion Using Mutually Exciting Jump Processes
    by Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven

  • 2010 Market Response to Policy Initiatives during the Global Financial Crisis
    by Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa

  • 2010 Detecting Crowded Trades in Currency Funds
    by Momtchil Pojarliev & Richard M. Levich

  • 2010 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
    by Isaac Ehrlich & Jong Kook Shin & Yong Yin

  • 2010 Equilibrium on international assets and goods
    by Patrice Fontaine & Cuong Le Van

  • 2010 Financial integration and financial development in transition economies: what happens during financial crises?
    by Arjana Brezigar-Masten & Fabrizio Coricelli & Igor Masten

  • 2010 Multiple Regime Shifts: The Influence of ASEAN Politics on Financial Integration within South-East Asia
    by David Treisman

  • 2010 Testing for Contagion: a Time-Scale Decomposition
    by Andrea Cipollini & Iolanda Lo Cascio

  • 2010 Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
    by András Rezessy

  • 2010 Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market
    by Yuliya Lovcha & Alejandro Perez-Laborda

  • 2010 The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies
    by Mark J. Holmes & Theodore Panagiotidis & Jesus Otero

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
    by Maria Christidou & Theodore Panagiotidis

  • 2010 Causal Relationship between Stock Prices and Exchange Rates
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance
    by Eirini Syngelaki

  • 2010 Bank of Canada Communication, Media Coverage, and Financial Market Reactions
    by Bernd Hayo & Matthias Neuenkirch

  • 2010 Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
    by Stefan Hlawatsch & Peter Reichling

  • 2010 Does Cross-Listing in the US Foster Mergers and Acquisitions and Increase Target Shareholder Wealth?
    by Jean-Claude Cosset & Siham Meknassi

  • 2010 The International Wealth Channel: A Global Error-Correcting Analysis
    by Nils Holinski & Robert Vermeulen

  • 2010 Der marktphasenabhängige Einfluss der Liquidität auf die Credit Spreads von Corporate Bonds
    by Gann, Philipp

  • 2010 How Brazil Can Defend Against Financialization and Keep Its Economic Surplus for Itself
    by Michael Hudson

  • 2010 Managing Finance in Emerging Economies: The Case of India
    by Sunanda Sen

  • 2010 The Meltdown of the Global Economy: A Keynes-Minsky Episode?
    by Sunanda Sen

  • 2010 An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?
    by Yves Jégourel & Samuel Maveyraud

  • 2010 Is this time different for Asia?: Evidence from stock Markets
    by Yushi Yoshida

  • 2010 Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
    by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

  • 2010 Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?
    by Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
    by Maria Christidou & Theodore Panagiotidis

  • 2010 Contagion Between European and US Banks: Evidence from Equity Prices
    by Daniel Fricke

  • 2010 Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models
    by Ruipeng Liu & Thomas Lux

  • 2010 The Extreme Risk Problem for Monetary Policies of the Euro-Candidates
    by Hubert Gabrisch & Lucjan T. Orlowski

  • 2010 Do fiscal imbalances deteriorate sovereign debt ratings?
    by António Afonso & Pedro Gomes

  • 2010 Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour
    by António Afonso & Manuel M. F. Martins

  • 2010 Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
    by Margarida Abreu & Victor Mendes & João A. Santos

  • 2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
    by António Afonso & Christophe Rault

  • 2010 Can Cross-Border Financial Markets Create Endogenously Good Collateral in a Crisis?
    by Makoto Saito & Shiba Suzuki & Tomoaki Yamada

  • 2010 An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes
    by Yoshihiko Sugihara & Nobuyuki Oda

  • 2010 Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy
    by Aidan Corcoran

  • 2010 Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach
    by Olivier Jeanne & Anton Korinek

  • 2010 Optimal Asset Allocation Under Linear Loss Aversion
    by Fortin, Ines & Hlouskova, Jaroslava

  • 2010 The 2007-? financial crisis: a euro area money market perspective
    by Nuno Cassola & Claudio Morana

  • 2010 Does Order Flow in the European Carbon Allowances Market Reveal Information?
    by Iordanis Kalaitzoglou & Boulis Maher Ibrahim

  • 2010 The Reform of Tokyo Stock Exchange and Transparency
    by Hideaki Sakawa & Masato Ubukata

  • 2010 Habit Persistence and International Comovements
    by Alexandre Dmitriev & Ivo Krznar

  • 2010 20 Jahre Währungsunion: Nach der Krise ist vor der Krise
    by Martin Klein & Diemo Dietrich

  • 2010 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
    by Yu-chin Chen & Kwok Ping Tsang

  • 2010 Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates
    by Matthew S. Yiu & Joseph K. W. Fung & Lu Jin & Wai-Yip Alex Ho

  • 2010 Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets
    by Isaac Ehrlich & Jong Kook Shin & Yong Yin

  • 2010 What Effect Has Bond Market Development in Emerging Asia Had on the Issuance of Corporate Bonds?
    by Paul Mizen & Serafeim Tsoukas

  • 2010 Capital Flight: China's Experience
    by Yin-Wong Cheung & XingWang Qian

  • 2010 The Role of Bond Finance in Firms' Survival During the Asian Crisis
    by Marina-Eliza Spaliara & Serafeim Tsoukas

  • 2010 Analysing Interconnectivity among Economies
    by Alfred Wong & Tom Fong

  • 2010 Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil
    by Matthew S. Yiu & Wai-Yip Alex Ho & Lu Jin

  • 2010 Taxation, Dividends, and Share Repurchases: Taking Evidence Global
    by Jacob, Martin

  • 2010 Globalization of Corporate Covernance: The American Influence on Dismissal Performance Sensitivity of European CEOs
    by Jungeilges, Jochen A. & Oxelheim, Lars & Randoy, Trond

  • 2010 Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty
    by Frot, Emmanuel & Santiso, Javier

  • 2010 Stock and Bond Relationships in Asia
    by Johansson, Anders C.

  • 2010 Financial Markets in East Asia and Europe during the Global Financial Crisis
    by Johansson, Anders C.

  • 2010 Dynamic causal linkages between the US stock market and the stock markets of the East Asian economies
    by Kim, Hyunjoo

  • 2010 Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound
    by Christian Kalhoefer & Sara Shenouda & Ahmed Badawi

  • 2010 The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods
    by Abdulnasser Hatemi-J & Eduardo Roca

  • 2010 Enhancing Contrarian Strategies: Evidence from Developed Markets Indices
    by Mirela Malin & Graham Bornholt

  • 2010 The duration of business cycle expansions and contractions: Are there change-points in duration dependence?
    by Vitor Castro

  • 2010 Exchange Rate Target Zones: A Survey of the Literature
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

  • 2010 Does the euro dominate Central and Eastern European money markets?
    by Mario Cerrato & Alexander Kadow & Ronald MacDonald

  • 2010 Interest Rate Co-movements, Global Factors and the Long End of the Term Spread
    by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess

  • 2010 Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach
    by Wajih Khallouli & Modibo René Sandretto

  • 2010 Monetary Policy in the Crisis Period
    by Pavel Trunin

  • 2010 Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures
    by Giulio Cifarelli & Giovanna Paladino

  • 2010 What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions?
    by G. Andrew Karolyi & Rose C. Liao

  • 2010 Sovereign Wealth Funds: Form and Function in the 21st Century
    by Gordon L. Clark & Ashby H. B. Monk

  • 2010 Financial Innovation and Financial Fragility
    by Nicola Gennaioli & Andrei Shleifer & Robert Vishny

  • 2010 Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets
    by Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman

  • 2010 Relationship between Czech and European developed stock markets: DCC MVGARCH analysis
    by Michael Princ

  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
    by Ladislav Kristoufek

  • 2010 The Price and Risk Effects of Option Introductions on the Nordic Markets
    by Staffan Linden

  • 2010 Assessing financial integration: a comparison between Europe and East Asia
    by Rossella Calvi

  • 2010 Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
    by Cuntz, A.N. & Blind, K.

  • 2010 The Geography of Equity Listing and Financial Centre Competition in Mainland China and Hong Kong
    by Karreman, B. & van der Knaap, G.A.

  • 2010 Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
    by Lean, H.H. & McAleer, M.J. & Wong, W-K.

  • 2010 Financial Contagion and the Real Economy
    by Dirk G. Baur

  • 2010 Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks
    by Chua, Choong Tze & Lai, Sandy & Lewis, Karen K.

  • 2010 Financial Development : A Broader Perspective
    by Richard Reid

  • 2010 Liberalization and Regulation of Capital Flows : Lessons for Emerging Market Economies
    by Rakesh Mohan & Muneesh Kapur

  • 2010 The Chiang Mai Initiative Multilateralization : Origin, Development and Outlook
    by Chalongphob Sussangkarn

  • 2010 Financial Development : A Broader Perspective
    by Richard Reid

  • 2010 Financial Development : A Broader Perspective
    by Richard Reid

  • 2010 Financial Inclusion and Financial Stability : Current Policy Issues
    by Alfred Hannig & Stefan Jansen

  • 2010 International Reserves and Swap Lines in Times of Financial Distress : Overview and Interpretations
    by Joshua Aizenman

  • 2010 Solicited and Unsolicited Credit Ratings : A Global Perspective
    by Winnie P. H. Poon & Kam C. Chan

  • 2010 Understanding the ADR premium under market segmentation
    by Matthieu Stigler & Ajay Shah & Ila Patnaik

  • 2010 Financial Development : A Broader Perspective
    by Richard Reid

  • 2010 Investor Overconfidence and the Forward Premium Puzzle
    by A. Craig Burnside & Bing Han & David A. Hirshleifer & Tracy Yue Wang

  • 2010 Exit routes in LBO projects
    by Ouidad Yousfi

  • 2010 Equilibrium on International Financial Assets and Goods Marke
    by Patrice Fontaine & Cuong Le Van

  • 2010 Do Financial Markets Expect Bank Defaults to be Contagious?
    by Mark Mink

  • 2010 The crisis as a wake-up call. Do banks tighten screening and monitoring during a financial crisis?
    by Ralph de Haas & Neeltje van Horen

  • 2010 Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century
    by Laura Spierdijk & Jacob Bikker & Pieter van den Hoek

  • 2010 The power of weather
    by Christian Huurman & Francesco Ravazzolo & Chen Zhou

  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani

  • 2010 Multiple Equilibria and Indeterminacy in an Optimal Growth Model with Endogenous Capital Depreciation
    by Gaowang Wang & Heng-fu Zou

  • 2010 Systemic risk measures: the simpler the better
    by Peña Sánchez de Rivera, Juan Ignacio & Rodríguez-Moreno, María

  • 2010 Multinational Banking in Europe: Financial Stability and Regulatory Implications. Lessons from the Financial Crisis
    by Giorgio Barba Navaretti & Giacomo Calzolari & Alberto Franco Pozzolo & Micol Levi

  • 2010 The 2007-? financial crisis: a money market perspective
    by Nuno Cassola & Claudio Morana

  • 2010 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    by Theoharry Grammatikos & Robert Vermeulen

  • 2010 An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union
    by Gerrit Reher & Bernd Wilfling

  • 2010 Rethinking the Effects of Financial Liberalization
    by Broner, Fernando A & Ventura, Jaume

  • 2010 Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
    by Bekaert, Geert & Engstrom, Eric

  • 2010 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
    by Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia

  • 2010 Sovereign Default, Domestic Banks and Financial Institutions
    by Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano

  • 2010 A Transaction Data Study of the Forward Bias Puzzle
    by Breedon, Francis & Rime, Dagfinn & Vitale, Paolo

  • 2010 Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?
    by Flandreau, Marc & Gaillard, Norbert & Panizza, Ugo

  • 2010 Learning and Complementarities: Implications for Speculative Attacks
    by Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy

  • 2010 Gestación y desarrollo de la hegemonía de las formas y mecanismos de valorización financiero y especulativo: desde la época de 1970 hasta la crisis ac
    by Abelardo Mariña Flores & Giannina Ninnette Torres Ramírez

  • 2010 Financial Integration at Times of Financial Instability
    by Jan Babecky & Lubos Komarek & Zlatuse Komarkova

  • 2010 Recurrence quantification analysis of global stock markets
    by Joao A. Bastos & Jorge Caiado

  • 2010 The structure of international stock market returns
    by Joao A. Bastos & Jorge Caiado

  • 2010 The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs
    by Cécile Carpentier & Douglas Cumming & Jean-Marc Suret

  • 2010 The Credit Default Swap Market and the Settlement of Large Defaults
    by Virginie Coudert & Mathieu Gex

  • 2010 Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?
    by Virginie Coudert & Hélène Raymond

  • 2010 The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment
    by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle

  • 2010 Exchange Rate Flexibility Across Financial Crises
    by Virginie Coudert & Cécile Couharde & Valérie Mignon

  • 2010 The Impact of Fiscal Rules on Public Finances: Theory and Empirical Evidence for the Euro Area
    by Wim Marneffe & Bas Van Aarle & Wouter Van Der Wielen & Lode Vereeck

  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani

  • 2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
    by António Afonso & Christophe Rault

  • 2010 Investor Protection and Foreign Stakeholders
    by Maela Giofré

  • 2010 Volatility Transmission in Emerging European Foreign Exchange Markets
    by Vít Bubák & Evžen Kocenda & Filip Zikes

  • 2010 Stock Market Integration between three CEECs, Russia and the UK
    by Guglielmo Maria Caporale & Nicola Spagnolo

  • 2010 Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets
    by Piotr Wdowinski & Marta Malecka

  • 2010 Capital Flight: China's Experience
    by Yin-Wong Cheung & Xingwang Qian

  • 2010 Macroeconomics of Microfinance: How Do the Channels Work?
    by Nargiza Maksudova

  • 2010 Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis
    by Jan Novotny

  • 2010 Carry Trade
    by Oscar Jorda

  • 2010 International diversification and industry-related labor income risk
    by Carolina Fugazza & Maela Giofre & Giovanna Nicodano

  • 2010 Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
    by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

  • 2010 Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
    by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

  • 2010 Financial Globalisation and Crisis, Institutional Transformation and Equity
    by Arestis, P. & Singh, A.

  • 2010 Globalisation, Openness and Economic Nationalism: Conceptual Issues and Asian Practice
    by Singh, A.

  • 2010 Foreign Corporate Ownership and Dividends
    by Chai, D.H.

  • 2010 Price Discovery in Currency Markets
    by Carol Osler & Alexander Mende & Lukas Menkhoff

  • 2010 Financial Stability Paper No 8: Understanding International Bank Capital Flows during the Recent Financial Crisis
    by Hoggarth, Glenn & Mahadeva, Lavan & Martin, Jeremy

  • 2010 A Transaction Data Study of the Forward Bias Puzzle
    by Francis Breedon & Dagfinn Rime & Paolo Vital

  • 2010 Rethinking the Effects of Financial Liberalization
    by Fernando Broner and Jaume Ventura

  • 2010 The changing role of house price dynamics over the business cycle
    by Dufrénot, G. & Malik, S.

  • 2010 Is there Evidence of Shift-Contagion in International Housing Markets?
    by de Bandt,O. & Malik, S.

  • 2010 Liquidity problems in the FX liquid market: Ask for the "BIL"
    by Borgy, V. & Idier, J. & Le Fol, G.

  • 2010 The role of macroeconomic policies in the global crisis
    by Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco

  • 2010 The euro as a reserve currency for global investors
    by Luis M. Viceira & Ricardo Gimeno

  • 2010 The Impact of the Global Economic and Financial Crisis on Central Eastern and SouthEastern Europe (CESEE) and Latin America
    by Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José María Serena

  • 2010 Bank Competition and International Financial Integration: Evidence Using a New Index
    by Gurnain Kaur Pasricha

  • 2010 Identifying Asymmetric Comovements of International Stock Market Returns
    by Fuchun Li

  • 2010 International Capital Flows and Bond Risk Premia
    by Jesus Sierra

  • 2010 What do foreigners want? Evidence from;targets in bank cross-border M&As
    by Stafano Caiazza & Andrew Clare & Alberto Franco Pozzolo

  • 2010 Do multinational banks create or destroy economic value?
    by Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo

  • 2010 A Comprehensive Look at Financial Volatility Prediction by Economic Variables
    by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf

  • 2010 Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns
    by Leonidas Tsiaras

  • 2010 Intertemporal Risk-Return Trade-off in Foreign Exchange Rates
    by Charlotte Christiansen

  • 2010 Dividend predictability around the world
    by Jesper Rangvid & Maik Schmeling & Andreas Schrimpf

  • 2010 BANKING AND CAPITAL MARKETS:New International Perspectives
    by

  • 2010 Contagion and Spillovers: New Insights from the Crisis
    by Peter Backé & Martin Feldkircher & Ernest Gnan & Mathias Lahnsteiner & Ewald Nowotny & Jürgen Kröger & Stefan Kuhnert & Mary McCarthy & Sebastián Nieto-Parra & Javier Santiso & Stéphane Dees & Filippo di Mauro & Catherine Keppel & Julia Wörz & Már Gudmundsson & Thorsteinn Thorgeirsson & Eugenio Cerutti & Anna Ilyina & Yulia Makarova & Christian Schmieder & Ove Sten Jensen & Claus Johansen & Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José Maria Serena & Violetta Klyviene & Lars Tranberg Rasmussen & Dimitry Sologoub

  • 2010 The Quest for Stability: the view of financial institutions
    by Hans J. Blommestein & Lex H. Hoogduin & Jolanda J.W. Peeters & Wim W. Boonstra & Verónica Vallés & Christian Weistroffer & Stephan Schulmeister

  • 2010 Financial Development in Mexico between 1975 and 2009
    by Harald Habermann

  • 2010 Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
    by Demary, Markus

  • 2010 Monetary ease: A factor behind financial crises? Some evidence from OECD countries
    by Ahrend, Rudiger

  • 2010 Sovereign Wealth Funds in the Next Decade
    by Curto, Stefano

  • 2010 Financial Services Liberalisation in Transition Countries and the Role of the WTO
    by Ivana Prica & Jelica Petrović VujaÄ ić

  • 2010 The Greek Crisis: Causes and Implications
    by Georgios P. Kouretas & Prodromos Vlamis

  • 2010 Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

  • 2010 The Global Economic Downturn And African Economy €“ Recent Trends And Future Prospects
    by Ravinder RENA

  • 2010 Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets
    by Drama Bedi Guy HERVE & Yao SHEN

  • 2010 Do Capital Markets Value Earnings And Cash Flows Alike? International Empirical Evidence
    by Melita CHARITOU & Petros LOIS & Adamos VLITTIS

  • 2010 Spot price and future price for Brent and WTI markers: Behavior and determinants (1998-2008)
    by Giuseppe Pulitano & Emmanuel Borgucci

  • 2010 A Model of Financial Market Liquidity Based on Intermediary Capital
    by Denis Gromb & Dimitri Vayanos

  • 2010 The Impact of Stock, Energy and Foreign Exchange Markets on the Sugar Market
    by Nikolaos Sariannidis

  • 2010 Macroeconomic Fundamentals and Stock Return Dynamics: International Evidence from the Global Finance Area
    by Ezzeddine ABAOUB & Mongi ARFAOUI & Hammadi SLITI

  • 2010 The Determinants of Systematic Risk: International Evidence from the Macro-Finance Interface
    by Mongi ARFAOUI & Ezzeddine ABAOUB

  • 2010 Volatility Co-Movement of Asean-5 Equity Markets
    by Swee-Ling Oh & Evan Lau & Chin-Hong Puah & Shazali Abu Mansor

  • 2010 Liquidity Assistance and the Provision of State Aid to Financial Institutions
    by Marianne Ojo

  • 2010 Extending the Scope of Prudential Supervision: Regulatory Developments during and beyond the “Effective” Periods of the Post BCCI and the Capital Requirements Directives
    by Marianne Ojo

  • 2010 When The Us Sneezes Romania Is Very Ill. Economic Crisis In Romania
    by Viorel MATEI & Laura UNGUREANU

  • 2010 Stock Market Integration In The Emerging Markets: Some Empirical Evidence
    by Kadir KARAGOZ & Ebrahim REZAEI & ?lhan EGE

  • 2010 Modelling And Forecasting Volatility Of East Asian Newly Industrialized Countries And Japan Stock Markets With Non-Linear Models
    by Francesco GUIDI

  • 2010 Impact Of Bank Asset And Liability Management On Profitability: Empirical Investigation
    by Faris Nasif AL- SHUBIRI

  • 2010 The strength and source of asymmetric international diversification
    by Leyuan You & Robert Daigler

  • 2010 Managerial Approach of International Initial Public Offerings Valuation
    by Cristian PAUN & Stefan UNGUREANU

  • 2010 Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries
    by Dedu, Vasile & Mihai, Irina & Neagu, Florian

  • 2010 Basel Iii – A New Approach To Improve International Financial Stability
    by BAICU, Claudia Gabriela

  • 2010 A Smooth Transition GARCH-M Model
    by Tsatsura, Oleg

  • 2010 Capital-Protected Structured Bonds
    by Robert Schneider & Gheorghe Ciobanu

  • 2010 Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano
    by Del Carpio, Carlos & Zevallos, Mauricio

  • 2010 Integrácia akciových trhov: DCC MV-GARCH model
    by Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost

  • 2010 Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
    by Ladislav Krištoufek

  • 2010 Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU
    by Jan Hanousek & Evžen Kočenda

  • 2010 Vliv IPO na rozvoj akciových trhů v zemích Visegrádské čtyřky
    by Lukáš Chylík

  • 2010 Státní investiční fondy - významný institucionální investor globalních finančních trhů
    by Petr Sedláček

  • 2010 Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis
    by Zbigniew Korzeb

  • 2010 Corporate Financial Analysis And Localization Criteria - Emerging Versus Developed Countries: Case Study On It Commercial Companies
    by Cristina Maria Triandafil & Petre Brezeanu

  • 2010 Company Financial Diagnosis In CEE Countries
    by Petre Brezeanu & Cristina Maria Triandafil & Cătălin Huidumac

  • 2010 Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange
    by Kosmas Njanike

  • 2010 Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model
    by Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina

  • 2010 The Financial Crisis and the Capital Market
    by Guni Claudia Nicoleta

  • 2010 Global Crises and the Dynamics of IPO Activity
    by Dencic-Mihajlov Ksenija

  • 2010 Recent Macroeconomic Developments in the New Member States
    by Murarasu Bogdan

  • 2010 Regulation and deregulation of the financial markets
    by Cristina Duhnea & Silvia Ghita Mitrescu & Oana Nitu

  • 2010 Financial Crisis: causes and consequences
    by Magdalena Dediu & Alina Dobrea

  • 2010 The Evolution Of The Romanian Economy In The Context Of The International Crisis
    by Hetes Roxana & Miru Oana

  • 2010 The Development And Implications Of The U.S. Subprime Crisis
    by Hetes Roxana & Miru Oana & Crâsneac Alexandru

  • 2010 Foreign Currency Lending in Central, Eastern and Southeastern Europe: The Case of Austrian Banks
    by Johannes Pann & Reinhardt Seliger & Julia Übeleis

  • 2010 How Did the Global Financial Crisis Affect the CESEE Region and Latin America? – A Comparative Analysis
    by Peter Backé & Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José Maria Serena

  • 2010 Potentials and limitations of non-governmental forintdenominated bond issues by non-residents
    by Áron Gereben & István Mák

  • 2010 New Model of Current Account Balances
    by Levente Kovács

  • 2010 Nonlinear Dependence in Stock Returns: Evidences from India
    by Gourishankar S Hiremath & Bandi Kamaiah

  • 2010 Foreign Direct Investments and the Economic Crisis in Romania
    by DIMA Stela Crina

  • 2010 Equity Market Liberalization, Industry Growth And The Cost Of Capital
    by Zhen Li

  • 2010 Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets
    by I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen

  • 2010 An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach
    by Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin

  • 2010 Stationarity of South Asian real exchange rates under exponential star (estar) framework
    by Abdullah M. Noman & M. Zillur Rahman

  • 2010 “Home Bias Puzzle”. Is It a Puzzle or Not?
    by Constantinos Gavriilidis

  • 2010 Future Stance of Currencies in the International Monetary System
    by Jana Kotlebova

  • 2010 Economic Assessment of Selected Bank Mergers in the Central-East Europe Region in Comparison with Developed Countries
    by Jakub Taj

  • 2010 Criterios Difusos En La Seleccion De Carteras
    by Christian Camilo Vargas R

  • 2010 Evidence On The Performance Of Country Index Funds In Global Financial Crisis
    by Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric

  • 2010 Relationships Among Foreign Institutional Investments, Stock Returns And Currency Change-Over Rates In India
    by Subrata Kumar Mitra

  • 2010 Financial Market Reactions To Earnings Announcements And Earnings Forecast Revisions: Evidence From The U.S. And China
    by Michael J. Gift & Paul Gift & YeQing Yang

  • 2010 Did Financial Performance Of European Firms Improve And Converge After Introduction Of The Euro?
    by Sergiy Rakhmayil

  • 2010 Positive Trading Effects And Herding Behavior In Asian Markets: Evidence From Mutual Funds
    by Meng-Fen Hsieh & Tzu-Yi Yang & Yu-Tai Yang

  • 2010 International Transmission Of Stock Returns: Mean And Volatility Spillover Effects In Indonesia And Malaysia
    by Trang Nha Le & Makoto Kakinaka

  • 2010 Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market
    by Islam Azzam & Jasmin Fouad

  • 2010 Evidence On Hedge Ratios Changes Around The Subprime Mortgage Crisis
    by Wei-Hsi Hsu & Yung-Shi Liau & Jack J.W. Yang

  • 2010 Prospects for International Financial Center in the Russian Federation
    by Sergey Drobyshevsky & Elizaveta Khudko & Elena Velikova

  • 2010 Size, Book-to-Market, Volatility and Stock Returns: Evidence from Amman Stock Exchange (ASE)
    by Walid Saleh

  • 2010 Currency Appreciation and Stock Market Performance: Evidence from China
    by Bing Zhang & Xindan Li

  • 2010 Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe
    by Elena Fedorova & Kashif Saleem

  • 2010 Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects
    by Eduard Baumöhl & Tomáš Výrost

  • 2010 A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks
    by Jeong-Gil Choi & Pat Obi & Shomir Sil

  • 2010 Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?
    by Mehmet Umutlu & Aslihan Altay-Salih

  • 2010 Co-Integration between Mortgage Markets in the Monetary Union: 1995–2008
    by Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad

  • 2010 Exchange Rate Risk in Central European Countries
    by Evžen Koèenda & Tigran Poghosyan

  • 2010 Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
    by Ladislav Krištoufek

  • 2010 Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets
    by Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia.

  • 2010 Greece’s Interdependence with the European Union and her Loss to Society Function
    by Ioannis N. Kallianiotis

  • 2010 Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index
    by Nikolaos SARIANNIDIS & Grigoris GIANNARAKIS & Nicolaos LITINAS & George KONTEOS

  • 2010 Behavior of realized volatility and correlation in exchange markets
    by Amir Safari & Detlef Seese

  • 2010 El Sistema Financiero Vasco: evolución de las entidades de depósito en la Comunidad Autónoma de Euskadi 1980-2009
    by Pedro Martínez de Alegría & Iñaki Beristain Etxabe

  • 2010 The Relationship between the Current World Crisis and Global Imbalances
    by Rozalia NISTOR & Costel NISTOR & Mihaela-Carmen MUNTEAN

  • 2010 The analysis of the customers’ perception on CSR – tridimensional approach – cultural, economical and social
    by Nicoleta CRISTACHE & Adrian MICU & Angela-Eliza MICU & Irina SUSANU

  • 2010 The American Mortgage Crisis Implications on the international economics evolutions
    by Costel NISTOR & Paolo PANICO & Rozalia NISTOR & Mihaela-Carmen MUNTEAN

  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
    by Ladislav Kristoufek

  • 2010 Análisis de volatilidad y correlación entre Estados Unidos y Asia
    by Natàlia Valls Ruiz & Helena Chuliá Soler

  • 2010 Generalidades de los ADRS: Un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile
    by Andrés Mauricio Mora & Daniela Fleisman & Angélica Montoya & Nicolás Acevedo

  • 2010 Black Gold and Fool’s Gold: Speculation in the Oil Futures Market
    by John Parsons

  • 2010 Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequeñas y medianas empresas
    by Andrea Patricia Alba & Nidia Remolina

  • 2010 Ventas en Corto: discusión regulatoria y propuesta para Colombia
    by Ana Maria Prieto

  • 2010 Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia
    by Carlos Aldana & Felipe Aristizabal & Claudia Echavarría

  • 2010 La Crisis Económica De 2008.Algunas Reflexiones Teóricas A Partir De J.M. Keynes Y H. P. Minsky
    by Stella del Pilar Venegas Calle

  • 2010 Lecciones de la crisis financiera internacional
    by Yenny Catalina Aguirre Botero & Ramón Javier Mesa Callejas

  • 2010 Análisis del efecto día de semana en los mercados accionarios latinoamericanos
    by Kristjanpoller Rodríguez, Werner

  • 2010 Teoría de precios de arbitraje. Evidencia empírica para Colombia a través de redes neuronales
    by Charle Londoño & Mauricio Lopera & Sergio Restrepo

  • 2010 Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia
    by Juan José Echavarría & Diego Vásquez & Mauricio Villamizar

  • 2010 Caos en el mercado de commodities
    by Christian Espinosa Méndez

  • 2010 The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Leo Michelis & Cathy Ning

  • 2010 The Credit Default Swap Market and the Settlement of Large Defaults
    by Virginie Coudert & Mathieu Gex

  • 2010 The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation
    by Phoebus Athanassiou

  • 2010 Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    by Yannick Le Pen & Benoît Sévi

  • 2010 Gaussian Analysis of Non-Gaussian Time Series
    by Dimitris Kugiuntzis & Efthimia Bora-Senta

  • 2010 The Effect of Foreign Investors on Security Markets: The Case of Istanbul Stock Exchange
    by Guluzar Kurt Gumus

  • 2010 A user's guide to the Triennial Central Bank Survey of foreign exchange market activity
    by Michael R King & Carlos Mallo

  • 2010 Derivatives in emerging markets
    by Dubravko Mihaljek & Frank Packer

  • 2010 The $4 trillion question: what explains FX growth since the 2007 survey?
    by Michael R King & Dagfinn Rime

  • 2010 Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
    by Ingo Fender & Patrick McGuire

  • 2010 The collapse of international bank finance during the crisis: evidence from syndicated loan markets
    by Michael Chui & Dietrich Domanski & Peter Kugler & Jimmy Shek

  • 2010 Was it credit supply? Cross-border bank lending to emerging market economies during the financial crisis
    by Elod Takats

  • 2010 Non-residents’ equity holdings in French CAC 40 companies at end-2009
    by Le Roux, J.

  • 2010 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2009
    by LE ROUX, J.

  • 2010 Exchange-Traded Funds Of The Euro Zone Sovereign Debt
    by Mikica Drenovak & Branko Urošević

  • 2010 Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia
    by Juan José Echavarría & Mauricio Villamizar & Diego Vásquez

  • 2010 Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa
    by Martin Grandes & Marcel Peter & Nicolas Pinaud

  • 2010 Possibilities to Study the Market Trend Fluctuations by Means of Indicators for Technical Analysis
    by Marin Marinov

  • 2010 Premiums and arbitrage of Asian Exchange Traded Funds
    by Marco Elia

  • 2010 Islamic banking in Europe and in Italy
    by Rino Lombardi

  • 2010 The taxation of dividends paid to Italian and European residents
    by Enzo Mignarri

  • 2010 Privatization and Finance
    by William Megginson

  • 2010 Integration Of The Selected See Equity Markets: Cointegration Approach
    by Assist. Prof. Dragan Tevdovski Ph.D. & Prof. Slave Risteski Ph.D.

  • 2010 The Romanian Banking System And The International Financial Crisis
    by Assist. Ph.D Panait Nicoleta

  • 2010 International Factoring – A Viable Financing Solution For Firms
    by Assoc. Prof. Ph.D Giurca Vasilescu Laura

  • 2010 The integration of capital markets: correlation analysis
    by Ioan TRENCA & Eva DEZSI

  • 2010 Classical Lassical And Behavioural Finance In Investor Decision
    by Lect. Aurora Murgea Ph. D

  • 2010 Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets
    by Oana Resceanu

  • 2010 Microstructure And Market Maker Price Strategies: Study Of A Tunisian Market Maker Activity
    by Saida GTIFA

  • 2010 A Cross-Industry Analysis Of Investors’ Reaction To Unexpected Market Surprises: Evidence From Nasdaq Sector-Indices
    by Peter J. Bush & Seyed M. Mehdian & Mark J. Perry

  • 2010 Impact Of Current Financial Crisis On Disclosures On Financial Instruments
    by Maria Carmen Huian

  • 2010 The Impact Of Eu Integration On The Risk-Return Trade-Off Of European Diversified Portfolios
    by Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia Tintea

  • 2010 Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?
    by Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo

  • 2010 Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries
    by Michael Batuo Enowbi & Francesco Guidi & Kupukile Mlambo

  • 2010 The Trade Deficit and Banking Sector Results in Romania and Bulgaria
    by Alenka Kavkler & Mejra Festić

  • 2010 Sovereign Risk and Secondary Markets
    by Fernando Broner & Alberto Martin & Jaume Ventura

  • 2010 Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
    by Philippe Bacchetta & Eric van Wincoop

  • 2010 Global Interest Rates, Currency Returns, and the Real Value of the Dollar
    by Charles Engel & Kenneth D. West

  • 2010 The Short and Long Run Benefits of Financial Integration
    by Riccardo Colacito & Mariano M. Croce

  • 2010 Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable
    by Joseph E. Stiglitz

  • 2010 Financial Exchange Rates and International Currency Exposures
    by Philip R. Lane & Jay C. Shambaugh

  • 2010 Price Indexes, Inequality, and the Measurement of World Poverty
    by Angus Deaton

  • 2010(XX) Romania’s External Debt Sustainability Under Crisis Circumstances
    by GHEORGHE ZAMAN & GEORGE GEORGESCU

  • 2009 Mutual funds in the context of current economic crisis
    by Dumitru, Marin & Nica, Dumitru & Covaci, Brindusa & Cocosatu, Cristinel Claudiu

  • 2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets
    by Johansson, Anders C.

  • 2009 The performance of the European Stock Markets: a time-varying Sharpe ratio approach
    by José A. Soares da Fonseca

  • 2009 Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares
    by Wright, Robert

  • 2009 Analyzing and hedging structured products with Interactive Deformable Computer Graphics
    by Mahlknecht, Michael & Oppl, Konstantin

  • 2009 Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework
    by Di Iorio, Amalia

  • 2009 Uncovered Interest Parity: Are Empirical Rejections of It Valid?
    by Olmo, Jose & Pilbeam, Keith

  • 2009 Financial Market Dynamics in an Enlarged European Union
    by Kenourgios, Dimitris & Samitas, Aristeidis

  • 2009 The Myth of International Diversification
    by Moosa, Imad A. & Al-Deehani, Talla M.

  • 2009 The Effect of Country Default Risk on Foreign Direct Investment
    by Clark, Ephraim & Kassimatis, Konstantinos

  • 2009 Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği
    by Gökçe AKSOY & Onur OLGUN

  • 2009 Government Bond Yield Spreads: A Survey
    by Riccardo Lo Conte

  • 2009 Momentum in stock market returns, risk premia on foreign currencies and international financial integration
    by Thomas Nitschka

  • 2009 Testing the predictability and efficiency of securitized real estate markets
    by Schindler, Felix & Rottke, Nico & Füss, Roland

  • 2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs
    by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel

  • 2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests
    by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas

  • 2009 Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model /
    by Demary, Markus

  • 2009 Sovereign Wealth Funds: Size, economic effects and policy reactions
    by Jost, Thomas

  • 2009 Rating opaque borrowers: why are unsolicited ratings lower?
    by Bannier, Christina E. & Behr, Patrick & Güttler, André

  • 2009 Empirische Analyse der Drawdowns von Dach-Hedgefonds
    by Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph

  • 2009 Did fair-value accounting contribute to the financial crisis?
    by Laux, Christian & Leuz, Christian

  • 2009 The crisis of fair value accounting: Making sense of the recent debate
    by Laux, Christian & Leuz, Christian

  • 2009 Long-horizon consumption risk and the cross-section of returns: New tests and international evidence
    by Grammig, Joachim G. & Schrimpf, Andreas & Schuppli, Michael

  • 2009 Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates
    by Kühl, Michael

  • 2009 How does European Integration affect the European Stock Markets?
    by Erdogan, Burcu

  • 2009 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators
    by Uhlenbrock, Birgit

  • 2009 Price discovery on traded inflation expectations: does the financial crisis matter?
    by Schulz, Alexander & Stapf, Jelena

  • 2009 A simple model of a speculative housing market
    by Dieci, Roberto & Westerhoff, Frank

  • 2009 A simple agent-based financial market model: Direct interactions and comparisons of trading profits
    by Westerhoff, Frank

  • 2009 Detecting intentional herding: what lies beneath intraday data in the spanish stock market
    by Natividad Blasco & Pilar Corredor & Sandra Ferreruela

  • 2009 (I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market
    by Domagoj Sajter & Tomislav Ćorić

  • 2009 Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets
    by Alina Serban

  • 2009 Bank Competition and International Financial Integration: Evidence using a new index
    by Gurnain Kaur Pasricha

  • 2009 Convergence of EMU Equity Portfolios
    by Maela Giofre

  • 2009 Low-Income Countries' Access to Private Debt Markets
    by Hostland, Doug

  • 2009 High-Frequency and Model-Free Volatility Estimators
    by Robert Ślepaczuk & Grzegorz Zakrzewski

  • 2009 Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices
    by Robert Ślepaczuk & Grzegorz Zakrzewski

  • 2009 On Convergence across Transition Economies’ Financial Markets: the Role of Creditor Rights
    by Simona Benedettini

  • 2009 The Implementation of SNB Monetary Policy
    by Thomas Jordan & Angelo Ranaldo & Paul Soderlind

  • 2009 The Time-Varying Systematic Risk of Carry Trade Strategies
    by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen

  • 2009 On the drivers of commodity co-movement: Evidence from biofuels
    by Francisco Peñaranda & Augusto Rupérez-Micola

  • 2009 Sovereign default, domestic banks and financial institutions
    by Nicola Gennaioli & Alberto Martin & Stefano Rossi

  • 2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach
    by Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika

  • 2009 An alternative method for measuring financial frictions
    by Uluc Aysun

  • 2009 State-Uncertainty preferences and the Risk Premium in the Exchange rate market
    by Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca

  • 2009 Short-Horizon Return Predictability in International Equity Markets
    by Abul Shamsuddin & Jae H Kim

  • 2009 Cross-Border Exposures and Financial Contagion
    by Degryse, H.A. & Elahi, M.A. & Penas, M.F.

  • 2009 The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets
    by Umutlu, M. & Akdeniz, L. & Salih, A.A.

  • 2009 Nice but cautious guys: The cost of responsible investing in the bond markets
    by Bastien Drut

  • 2009 Sovereign Bonds and Socially Responsible Investment
    by Bastien Drut

  • 2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises
    by Marie Briere & Bastien Drut

  • 2009 The Global Financial Crisis: Lessons for European Integration
    by Marek Dabrowski

  • 2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets
    by Prabhath Jayasinghe & Albert K. Tsui

  • 2009 Dynamic Returns Linkages and Volatility Transmission between South African and World Major Stock Markets
    by Z. Chinzara & M.J. Aziakpono

  • 2009 Segmentation across International Equity, Bond, and Foreign Exchange Markets
    by Cathy Ning & Stephen Sapp

  • 2009 Extreme Dependence in International Stock Markets
    by Cathy Ning

  • 2009 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
    by M. FRÖMMEL & N. KISS M & K. PINTÉR & -

  • 2009 Was the stock exchange crisis of 2007 predictable?
    by POPESCU, Ion & STOICA, Victor & MERUTA, Alexandrina

  • 2009 Apects Of Mondial Crisis Influence On The Global Stock Exchange
    by IONESCU, Eduard & OPREA, Cristian

  • 2009 Hedge funds strategies -are they consistent?
    by Ribeiro, Mafalda & Santos, C. Machado

  • 2009 Developing Asian Local Currency Bond Markets: Why and How?
    by Spiegel, Mark M.

  • 2009 What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?
    by Pomerleano, Michael

  • 2009 International comovement of stock market returns: a wavelet analysis
    by António Rua & Luís Catela Nunes

  • 2009 An Empirical Time Series Model of Economic Growth and Environment
    by Lal, Amant

  • 2009 Calendar Effects and Seasonality on Returns and Volatility
    by Giovanis, Eleftherios

  • 2009 The Diversification Potential Offered by Emerging Markets in Recent Years
    by Camilleri, Silvio John & Galea, Gabriella

  • 2009 Assessing the Value Relevance of Accounting Data After the Introduction of IFRS in Europe
    by Devalle, Alain & Magarini, Riccardo & Onali, Enrico

  • 2009 A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry
    by Santillán Salgado, Roberto & Hibert Sánchez, Abel

  • 2009 New insights into India’s single stock futures markets
    by HUNG, MAO-WEI & SO, LEH-CHYAN

  • 2009 Random Walk and Multiple Structural Breaks In Thai Stock Market
    by Chancharat, Surachai & Kamalian, Amin Reza & Valadkhani, Abbas

  • 2009 Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review
    by Hiremath, Gourishankar S

  • 2009 The impact of the US stock market on the Romanian stock market in the context of the financial crisis
    by Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona

  • 2009 Asymmetric GARCH and the financial crisis: a preliminary study
    by Výrost, Tomáš & Baumöhl, Eduard

  • 2009 Stationarity of time series and the problem of spurious regression
    by Baumöhl, Eduard & Lyócsa, Štefan

  • 2009 Asymmetric GARCH and the financial crisis: a preliminary study
    by Výrost, Tomáš & Baumöhl, Eduard

  • 2009 Odstraňování legislativních bariér na trzích hypotečních a spotřebitelských úvěrů
    by Pavla, Vodová

  • 2009 Measuring the integration of credit markets
    by Pavla, Vodová

  • 2009 The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets
    by Giovanis, Eleftherios

  • 2009 Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB
    by Giovanis, Eleftherios

  • 2009 Emerging Market Local Currency Bond Market, Too Risky to Invest?
    by Küçük, Ugur N.

  • 2009 The Economic Exchange Rate Exposure: Evidence for a Small Open Economy
    by Rashid, Abdul

  • 2009 Investor protection and foreign stakeholders
    by Giofré, Maela/M.

  • 2009 The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis
    by Dima, Bogdan & Murgea, Aurora & Cristea, Stefana

  • 2009 Dynamic Sources of Sovereign Bond Market Liquidity
    by Kucuk, Ugur N.

  • 2009 Testing the weak-form market efficiency and the day of the week effects of some African countries
    by Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile

  • 2009 The new relations between global economy, international trade and financial system
    by Popa, Catalin C.

  • 2009 Global Stock Markets Development and Integration: with Special Reference to BRIC Countries
    by Chittedi, Krishna Reddy

  • 2009 Fallacies, Collapses, Crises. Now What?
    by Lazarides, Themistokles & Drmmpetas, Evaggelos

  • 2009 Equity Price Bubbles in the Middle Eastern and North African Financial Markets
    by Jahan-Parvar, Mohammad & Waters, George

  • 2009 Volatility spillover in Indonesia, USA, and Japan capital market
    by Mulyadi, Martin Surya

  • 2009 Sovereign bond market integration: the euro, trading platforms and financial crises
    by Schulz, Alexander & Wolff, Guntram B.

  • 2009 Learning to Fail? Evidence from Frequent IPO Investors
    by Chiang, Yao-Min & Hirshleifer, David & Qian, Yiming & Sherman, Ann

  • 2009 Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
    by Kristoufek, Ladislav

  • 2009 Equity Returns and Business Cycles in Small Open Economies
    by Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip

  • 2009 Are stock exchanges integrated in the world? - A critical Analysis
    by Varadi, Vijay Kumar & Boppana, Nagarjuna

  • 2009 Location decision for foreign direct investment in ASEAN countries (A TOPSIS Approach)
    by Karimi, Mohammad sharif & Yusop, Zulkornain & Siong Hook, Law

  • 2009 Carry Trades and Global FX Volatility
    by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas

  • 2009 The Impact of the US Subprime Mortgage Crisis on the World and East Asia
    by Shirai, Sayuri

  • 2009 Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?
    by Balli, Faruk & Ozer-Balli, Hatice

  • 2009 The strategic behavior of banks during a financial crisis; evidence from the syndicated loan market
    by de Haas, Ralph & van Horen, Neeltje

  • 2009 The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios
    by Giofré, Maela M.

  • 2009 Indian Capital Control Liberalization: Evidence from NDF Markets
    by Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain Kaur & Singh, Nirvikar

  • 2009 An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa
    by Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip

  • 2009 Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation
    by Aliyu, Shehu Usman Rano

  • 2009 تأثير الأزمة المالية العالمية على الاقتصاد المصرى
    by Alasrag, Hussien

  • 2009 From credit crunch to credit boom: transitional challenges in Bulgarian banking, 1999-2006
    by Erdinç, Didar

  • 2009 Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock
    by Kenjiro Hirayama & Yoshiro Tsutsui

  • 2009 Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
    by Hideaki Sakawa & Masato Ubukata

  • 2009 National and Sectoral GHG Mitigation Potential: A Comparison Across Models
    by Christa Clapp & Katia Karousakis & Barbara Buchner & Jean Château

  • 2009 Financing Climate Change Mitigation: Towards a Framework for Measurement, Reporting and Verification
    by Jan Corfee-Morlot & Bruno Guay & Kate Larsen

  • 2009 Reporting and Recording Post-2012 GHG Mitigation Commitments, Actions and Support
    by Jane Ellis & Sara Moarif & Joy Aeree Kim

  • 2009 GHG Mitigation Actions: MRV Issues and Options
    by Jane Ellis & Sara Moarif

  • 2009 Can the Financial Sector continue to be the Main Growth Engine in Luxembourg?
    by Arnaud Bourgain & Patrice Pieretti & Jens Høj

  • 2009 Pension Fund Investment in Infrastructure
    by Georg Inderst

  • 2009 Pension Coverage and Informal Sector Workers: International Experiences
    by Yu-Wei Hu & Fiona Stewart

  • 2009 Pensions in Africa
    by Fiona Stewart & Juan Yermo

  • 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
    by Òscar Jordà & Alan M. Taylor

  • 2009 Did Fair-Value Accounting Contribute to the Financial Crisis?
    by Christian Laux & Christian Leuz

  • 2009 Hoarding International Reserves Versus a Pigovian Tax-Cum-Subsidy Scheme: Reflections on the Deleveraging Crisis of 2008-9, and a Cost Benefit Analysis
    by Joshua Aizenman

  • 2009 Towards a Common European Monetary Union Risk Free Rate
    by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz

  • 2009 New Evidence on the First Financial Bubble
    by Rik G.P. Frehen & William N. Goetzmann & K. Geert Rouwenhorst

  • 2009 Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation
    by Andrea Beltratti & René M. Stulz

  • 2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007
    by Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra

  • 2009 Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture
    by Yuko Hashimoto & Takatoshi Ito

  • 2009 Patterns of International Capital Raisings
    by Juan Carlos Gozzi & Ross Levine & Sergio L. Schmukler

  • 2009 Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?
    by Söhnke M. Bartram & Gregory Brown & René M. Stulz

  • 2009 How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
    by Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno

  • 2009 Financial Openness and Productivity
    by Geert Bekaert & Campbell R. Harvey & Christian Lundblad

  • 2009 Selective Swap Arrangements and the Global Financial Crisis: Analysis and Interpretation
    by Joshua Aizenman & Gurnain Kaur Pasricha

  • 2009 What Segments Equity Markets?
    by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel

  • 2009 International Portfolio Allocation under Model Uncertainty
    by Pierpaolo Benigno & Salvatore Nisticò

  • 2009 International Finance and Growth in Developing Countries: What Have We Learned?
    by Maurice Obstfeld

  • 2009 Global Imbalances and Financial Fragility
    by Ricardo J. Caballero & Arvind Krishnamurthy

  • 2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period
    by Mokhtar Darmoul & Mokhtar Kouki

  • 2009 Wavelet method for locally stationary seasonal long memory processes
    by Dominique Guegan & Zhiping Lu

  • 2009 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
    by Michael Frömmel & Norbert Kiss M. & Klára Pintér

  • 2009 The information content of Hungarian sovereign CDS spreads
    by Lóránt Varga

  • 2009 Secondary market trading infrastructure of government securities
    by Csaba Balogh & Gergely Kóczán

  • 2009 The sequencing of stock market liberalization events and corporate financing decisions
    by Thomas J. Flavin & Thomas O'Connor

  • 2009 News and Correlations of CEEC-3 Financial Markets
    by David Büttner & Bernd Hayo

  • 2009 Determinants of European Stock Market Integration
    by David Büttner & Bernd Hayo

  • 2009 The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets
    by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch

  • 2009 Federal Reserve Communications and Emerging Equity Markets
    by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch

  • 2009 Domestic or U.S. News: What Drives Canadian Financial Markets?
    by Bernd Hayo & Matthias Neuenkirch

  • 2009 The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland
    by David Büttner & Bernd Hayo & Matthias Neuenkirch

  • 2009 A Convergence Model of the Term Structure of Interest Rates
    by Viktors Ajevskis & Kristine Vitola

  • 2009 Short-Horizon Return Predictability in International Equity Markets
    by Abul Shamsuddin & Jae H Kim

  • 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis
    by Rousova, Linda

  • 2009 Die internationale Finanzkrise: Ursachen, Treiber, Veränderungsbedarf und Reformansätze
    by Rudolph, Bernd

  • 2009 Financial Liberalisation and Stock Market Volatility: The Case of Indonesia
    by Gregory James & Michail Karoglou

  • 2009 Financial crisis, exchange rate and stock market integration
    by Yushi Yoshida

  • 2009 On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data
    by Yushi Yoshida & Jan C. Rülke

  • 2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
    by Rosa Borges

  • 2009 Defending Against Speculative Attacks
    by Tijmen Daniëls & Henk Jager & Franc Klaassen

  • 2009 An Estimated Two-Country DSGE Model: losses from UK membership in EMU
    by Moons, Cindy

  • 2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
    by Isao Ishida & Toshiaki Watanabe

  • 2009 International Interest-Rate Risk Premia in Affine Term Structure Models
    by Felix Geiger

  • 2009 A Structural Investigation into the Price and Wage Dynamics in Hong Kong
    by Michael Cheng & Wai-Yip Alex Ho

  • 2009 Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008
    by Laurence Fung & Ip-wing Yu

  • 2009 A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008
    by Laurence Fung & Ip-wing Yu

  • 2009 The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?
    by Marzo, Massimiliano & Zagaglia, Paolo

  • 2009 International Diversification: A Copula Approach
    by Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih

  • 2009 International Diversification: An Extreme Value Approach
    by Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih

  • 2009 Should we expect financial globalization to have significant effects on business cycles?
    by Iversen, Jens

  • 2009 Threshold cointegration relationships between oil and stock markets
    by Jawadi, Fredj & Leoni, Patrick

  • 2009 Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises
    by Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas

  • 2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)
    by Melander, Ola

  • 2009 The Effects of Real Exchange Rate Depreciation in an Economy with Extreme Liability Dollarization
    by Melander, Ola

  • 2009 Asian Sovereign Debt and Country Risk
    by Johansson, Anders C.

  • 2009 China'S Financial Market Integration With The World
    by Johansson, Anders C.

  • 2009 Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
    by Menkhoff, Lukas & Schmeling, Maik

  • 2009 Predictability of Future Index Returns based on the 52 Week High Strategy
    by Mirela Malin & Graham Bornholt

  • 2009 Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates
    by Michael Kühl

  • 2009 How does European Integration affect the European Stock Markets?
    by Burcu Erdogan

  • 2009 Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

  • 2009 Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?
    by Marc Flandreau & Norbert Gaillard & Ugo Panizza

  • 2009 The Welfare Gains of Trade Integration in the European Monetary Union
    by Céline Gimet

  • 2009 The Investment Strategies of Sovereign Wealth Funds
    by Josh Lerner & Shai Bernstein & Antoinette Schoar

  • 2009 Sovereign Wealth Fund Investment Patterns and Performance
    by William L. Megginson & Bernardo Bortolotti & Veljko Fotak & William Miracky

  • 2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails
    by Ladislav Kristoufek

  • 2009 Wavelet Analysis of Central European Stock Market Behaviour During the Crisis
    by Jozef Barunik & Lukas Vacha

  • 2009 The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment
    by Flavia Corneli

  • 2009 Determinants of intra-euro area government bond spreads during the financial crisis
    by Salvador Barrios & Per Iversen & Magdalena Lewandowska & Ralph Setzer

  • 2009 Time Variation in Asset Return Dependence: Strength or Structure?
    by Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C.

  • 2009 VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
    by Hakim, A. & McAleer, M.J.

  • 2009 Monetary policy under alterative asset market structures: the case of a small open economy
    by Bianca De Paoli

  • 2009 The carbon market in 2020: volumes, prices and gains from trade
    by Marcel Brinkman & Samuel Fankhauser & Ben Irons & Stephan Weyers

  • 2009 US real interest rates and default risk in emerging economies
    by Nathan Foley-Fisher & Bernardo Guimaraes

  • 2009 Monetary policy under alternative asset market structures: the case of a small open economy
    by Bianca De Paoli

  • 2009 The effect of credit rationing on the shape of the competition-innovation relationship
    by Jan Bena

  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Benjamin Chabot & Christopher J. Kurz

  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Chabot, Benjamin & Kurz, Christopher J.

  • 2009 Short-Term Policy Responses to the International Financial Crisis and Risks to Sustainable Medium-Term Policy Frameworks in Asia : Complications Arising from Enduring Global Imbalances
    by Andrew Filardo

  • 2009 Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market
    by Don H. Kim & Mico Loretan & Eli M. Remolona

  • 2009 Financial Reform and Asian Integration : What Now?
    by Suman Bery

  • 2009 The Global Financial Crisis : Lessons from Japan
    by Kazumasa Iwata

  • 2009 Financial Integration in Asia : A Medium-Term Agenda
    by Shinji Takagi

  • 2009 The Global Economic Crisis, Regional Policy Coordination and Rebalancing Growth in Asia
    by Yung Chul Park

  • 2009 Managing Financial Risks
    by Sunil Sharma

  • 2009 China’s Factor in Recent Global Commodity Price and Shipping Freight Volatilities
    by Feng Lu & Yuanfang Li

  • 2009 Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises
    by Shirley J. Huang & Jun Yu

  • 2009 Indian Capital Control Liberalization : Evidence from NDF Markets
    by Michael Hutchison & Jake Kendall & Gurnain Pasricha & Nirvikar Singh

  • 2009 Time-Varying Currency Betas : Evidence from Developed and Emerging Markets
    by Prabhath Jayasinghe & Albert K. Tsui

  • 2009 Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI
    by Khaled Guesmi

  • 2009 Essai sur les déterminants empiriques de développement des marchés obligataires
    by Jamel Boukhatem

  • 2009 Nonlinear Stock Price Adjustment in the G7 Countries
    by Fredj Jawadi & Georges Prat

  • 2009 Sovereign Bonds and Socially Responsible Investment
    by Bastien Drut

  • 2009 Is Contagion in the Eye of the Beholder?
    by Mark Mink

  • 2009 The pungent smell of Red Herrings; Subsoil assets, rents, volatility and the resource curse
    by Frederick van der Ploeg & Steven Poelhekke

  • 2009 Are banks too big to fail?
    by Chen Zhou

  • 2009 Measuring Stock Market Contagion with an Application to the Sub-prime Crisis
    by Mark Mink & Jochen Mierau

  • 2009 Has the Structural Break Slowed Down Growth Rates of Stock Markets?
    by Paresh Kumar Narayan

  • 2009 Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments
    by Ansgar Belke & Joscha Beckmann & Michael Kühl

  • 2009 Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis
    by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo

  • 2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach
    by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin

  • 2009 Evaluating Greek Equity Funds Using Data Envelopment Analysis
    by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas

  • 2009 How Does European Integration Affect the European Stock Markets?
    by Burcu Erdogan

  • 2009 Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
    by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo

  • 2009 The Role of Asset Markets for Private Consumption: Evidence from Paneleconometric Models
    by Christian Dreger & Hans-Eggert Reimers

  • 2009 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis
    by Christian Dreger & Jarko Fidrmuc

  • 2009 European Financial Market Integration: A Closer Look at Government Bonds in Eurozone Countries
    by Sebastian Weber

  • 2009 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis
    by Christian Dreger & Jarko Fidrmuc

  • 2009 European Financial Market Integration: A Closer Look at Government Bonds in Eurozone Countries
    by Sebastian Weber

  • 2009 How Does European Integration Affect the European Stock Markets?
    by Burcu Erdogan

  • 2009 Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns
    by Konstantinos Drakos

  • 2009 The Determinants of Terrorist Shocks' Cross-Market Transmission
    by Konstantinos Drakos

  • 2009 Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception
    by Konstantinos Drakos

  • 2009 Sovereign Risk in International Bond Markets and Nonconvergence
    by Volker Böhm & George Vachadze

  • 2009 Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    by Jianping Mei & Jose A. Scheinkman & Wei Xiong

  • 2009 What Drives International Equity Correlations? Volatility or Market Direction?
    by Tsafack, Georges & Taamouti, Abderrahim & Amira, Khaled

  • 2009 Convergence of EMU Equity Portfolios
    by Maela Giofré

  • 2009 Time-Variation in Term Permia: International Survey-Based Evidence
    by Christian Wolff & Ron Jongen & Willem F.C. Verschoor

  • 2009 Do Foreign Institutional Investors Destabilize China’s A-Share Markets?
    by Michael Schuppli & Martin T. Bohl

  • 2009 Global Imbalances and the Financial Crisis: Products of Common Causes
    by Obstfeld, Maurice & Rogoff, Kenneth

  • 2009 Asset fire sales and purchases and the international transmission of financial shocks
    by Jotikasthira, Chotibhak & Lundblad, Christian T & Ramadorai, Tarun

  • 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
    by Jordà, Òscar & Taylor, Alan M.

  • 2009 Government Bond Risk Premiums in the EU revisited: The Impact of the Financial Crisis
    by Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido

  • 2009 The Exchange Rate Effect of Multi-Currency Risk Arbitrage
    by Hau, Harald

  • 2009 The Time-Varying Systematic Risk of Carry Trade Strategies
    by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul

  • 2009 The process by which the Dollar will fall: the effect of forward-looking consumers
    by Kuralbayeva, Karlygash & Vines, David

  • 2009 On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings
    by Fernandes, Nuno & Giannetti, Mariassunta

  • 2009 The Macroeconomics of Money Market Freezes
    by Bruche, Max & Suarez, Javier

  • 2009 Safe Haven Currencies
    by Ranaldo, Angelo & Söderlind, Paul

  • 2009 Controles a la entrada de capitales y volatilidad de la tasa de cambio: ¿daño colateral? la experiencia colombiana
    by Andres Mauricio Vargas P. & Camilo Rivera Pérez

  • 2009 Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos
    by Diego Alonso Agudelo Rueda & Álvarez L., A. Marcela & Osorno M., Yesica T.

  • 2009 Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia
    by Juan José Echavarría & Diego Vásquez & Mauricio Villamizar

  • 2009 Clustering financial time series with variance ratio statistics
    by Joao A. Bastos & Jorge Caiado

  • 2009 Dependence Structure and Extreme Comovements in International Equity and Bond Markets
    by René Garcia & Georges Tsafack

  • 2009 Long-run Performance Following Cross-Listing: A Re-examination
    by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret

  • 2009 On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market
    by Giovanni BARONE-ADESI & Helyette GEMAN & John THEAL

  • 2009 Contagion Effects of the Subprime Crisis in the European Nyse-Euronext Markets
    by Paulo Horta & Carlos Mendes & Isabel Vieira

  • 2009 Testing for Convergence in Stock Markets: A Non-Linear Factor Approach
    by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin

  • 2009 Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis
    by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo

  • 2009 Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book
    by Michael Melvin & Lukas Menkhoff & Maik Schmeling

  • 2009 Global Liquidity, Risk Premiums and Growth Opportunities
    by Gianni De Nicolò & Iryna Ivaschenko

  • 2009 Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
    by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo

  • 2009 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
    by Mathias Hoffmann & Thomas Nitschka

  • 2009 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks
    by Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim

  • 2009 Intraday Price Discovery in Emerging European Stock Markets
    by Jan Hanousek & Evzen Kocenda

  • 2009 US Real Interest Rates and Default Risk in Emerging Economies
    by Nathan Foley-Fisher & Bernardo Guimaraes

  • 2009 Monetary Policy Under Alterative Asset Market Structures: the Case of a Small Open Economy
    by Bianca De Paoli

  • 2009 Volatilidade dos fluxos financeiros e fuga de capitais: uma análise exploratória da vulnerabilidade externa no Brasil
    by Vanessa da Costa Val Munhoz & Gilberto Libânio

  • 2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence
    by Li, GuangJie

  • 2009 Institutions, Public Debt and Foreign Finance
    by Nicola Gennaioli & Alberto Martin & Stefano Rossi

  • 2009 The International Banking Crisis: Lessons and EU Reforms
    by Paul J.J. Welfens

  • 2009 The Demise of the Swiss Interest Rate Puzzle
    by Peter Kugler & Beatrice Weder

  • 2009 Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks
    by Piotr Korczak & Kate Phylaktis

  • 2009 Overconfidence in Currency Markets
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  • 2009 Benchmark bonds interactions under regime shifts
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    by Felices, Guillermo & Grisse, Christian & Yang, Jing

  • 2009 The Valuation Channel of External Adjustment
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  • 2009 Asymmetric information in the interbank foreign exchange market
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  • 2009 The Rocky Ride of Break-even-inflation rates
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  • 2009 High and Low Frequency Correlations in Global Equity Markets
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  • 2009 Sovereign external assets and the resilience of global imbalances
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  • 2009 Testing for Financial Contagion with Applications to the Canadian Banking System
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  • 2009 Financial Contagion, Vulnerability and Information Flow: Empirical Identification
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  • 2009 Global Asset Pricing: Is There a Role for Long-run Consumption Risk?
    by Jesper Rangvid & Maik Schmeling & Andreas Schrimpf

  • 2009 The Time-Varying Systematic Risk of Carry Trade Strategies
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  • 2009 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
    by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius

  • 2009 Financiranje regionalnog razvitka - nacini i modeli
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  • 2009 Marco Institucional de la Contabilidad y las Finanzas
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  • 2009 Remarks on Romanian Capital Market Volatility in the Framework of an Power ARCH (PARCH) Model
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  • 2009 The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis
    by Essahbi Essaadi & Jamel Jouini & Wajih Khallouli

  • 2009 Long Term Dynamic of Real Exchange Rate, Trade Liberalization and Financial Integration: The Case of South-East Mediterranean Countries
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  • 2009 Stock Market Como Vement In The European Union And Transition Countries
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  • 2009 Financial Crisis. Challenges For Romania
    by Pop, Napoleon

  • 2009 Social impact of bankruptcy: The case of Dina S.A. a Mexican automobile firm
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  • 2009 NOTA TECNICA Medidas extendidas de restricciones a los flujos de capitales
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  • 2009 Macroeconomic effects on D.J.S.I.-World Returns
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  • 2009 Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility
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  • 2009 The Analysis Of The Per Effect In The Financial Markets Of Ceec
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  • 2009 Are stock exchanges integrated in the world? – A critical analysis
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  • 2009 Investment Trends Of Foreign Institutional Investors In India: An Analytical Overview
    by ANAND BANSAL & J.S. PASRICHA

  • 2009 The Up-Coming Crisis and the Banking Sector in the Baltic States
    by Mejra Festić & Sebastijan Repina & Alenka Kavkler

  • 2009 Using the Multivariate Data Analysis Techniques on the Insurance Market
    by Dedu, Vasile & Armeanu, Daniel & Enciu, Adrian

  • 2009 Financial Development and Economic Growth - A Comparative Analysis
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  • 2009 Are Capital Markets Integrated? A Test of Information Transmission within the European Union
    by Horobet, Alexandra & Lupu, Radu

  • 2009 The Behavior Of The Bucharest Stock Exchange During The Current Financial Markets Crisis And Proposed Measures For Its Sustainable Development
    by Panait, Iulian & Lupu, Iulia

  • 2009 Crisis And Development (One Year Of Crisis In Romania)
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  • 2009 Financial risk and political risk in mature and emerging financial markets
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  • 2009 Addressing Socially Responsible Investments through Alternative Risk Transfer Solutions at International Level
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  • 2009 Uncovered Interest Parity and Financial Market Volatility
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  • 2009 The impact of financial market imperfections on trade and capital flows
    by Spiros Bougheas & Rod Falvey

  • 2009 Analýza rizika v zemědělských podnicích metodou Earnings at Risk
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  • 2009 Foreign Portfolio Investment and Economic Growth in Malaysia
    by Jarita Duasa & Salina H. Kassim

  • 2009 The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008
    by Izabela Pruchnicka-Grabias

  • 2009 Stock Exchange Markets Integration – A Cause Of Quasi-Simultaneous Transmission Of Financial Crisis
    by SABAU-POPA CLAUDIA DIANA

  • 2009 Corporate Governance- A Transparency Index For The Romanian Listed Companies
    by Cuc Sunhilde & Kanya Hajnalka

  • 2009 Financial Globalisation
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  • 2009 The Crisis Of The Preglobal Era. The European Solution
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  • 2009 European and Non-European Emerging Market Currencies: Forward Premium Puzzle and Fundamentals
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  • 2009 Foreign Banks Expansion to Russian Banking Sector: Interim Summation, Perspective Analysis Effort
    by Mikhail Mamonov & Oleg Solntsev

  • 2009 Developments in sovereign bond issuance in the Central and Eastern European region after the Lehman collapse
    by Norbert Kiss M. & István Mák

  • 2009 Hungarian sovereign credit risk premium in international comparison during the financial crisis
    by Lóránt Varga

  • 2009 The role of the FX swap market in the Hungarian financial system
    by István Mák & Judit Páles

  • 2009 The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
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  • 2009 The Risks in CDO-Squared Structures
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  • 2009 The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange
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  • 2009 An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets
    by Werner Kristjanpoller Rodríguez

  • 2009 Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation
    by Sang Hoon Kang & Seong-Min Yoon

  • 2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking
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  • 2009 Do the Chinese Bourses (Stock Markets) Predict Economic Growth?
    by Jeffrey E. Jarrett & Xia Pan & Shaw Chen

  • 2009 Nonlinearities, Herd Behaviour and Market Illiquidity: Evidence from Montenegro
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  • 2009 Theoretical And Numerical Valuation Of Callable Bonds
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  • 2009 The Use Of Term Structure Information In The Hedging Of Japanese Government Bonds
    by Jian-Hsin Chou & Chien-Yun Chang & Chen-Yu Chen

  • 2009 Is There A Synchronicity Between The Philippine Stock Exchange And New York Stock Exchange?
    by Jodylyn Quijano-Arsenio & Karen Corpus & Young-Jin Kim & Julius Rola

  • 2009 Impact Of Hedging Pressure On Implied Volatility In Financial Times And London Stock Exchange (Ftse) Market
    by Li Guozhou & Christopher Gan & Sirimon Treepongkaruna

  • 2009 The Pricing Of Exchange Rate Risk In Up And Down World Stock Market Periods
    by Eduardo Sandoval & Arturo Vásquez

  • 2009 Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies
    by Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi

  • 2009 Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia
    by Eddy Junarsin & Bayu Pranoto

  • 2009 Asymmetric Exchange Rate Exposure and Industry Characteristics : Evidence from Japanese Data
    by Hsu, Chih-Chiang & Yau, Ruey & Wu, Jyun-Yi

  • 2009 Financial Stability in the Baltics
    by Mejra Festiæ & Sebastijan Repina

  • 2009 The Financial Crisis and European Emerging Economies
    by Martin Èihák & Srobona Mitra

  • 2009 Regional Financial Interlinkages and Financial Contagion within Europe
    by Zsófia Arvai & Karl Driessen & Ínci Ötker-Robe

  • 2009 Financial Crisis (introduction)
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  • 2009 Global and Local Sources of Risk in Eastern European Emerging Stock Markets
    by Elena Fedorova & Mika Vaihekoski

  • 2009 Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances
    by Tuan Thi Ngoc Bui & Piet Sercu

  • 2009 Forecasting conditional correlations in stock, bond and foreign exchange markets
    by Hakim, Abdul & McAleer, Michael

  • 2009 The impact of structural breaks on the integration of the ASEAN-5 stock markets
    by Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L.

  • 2009 Optimal dynamic hedging via copula-threshold-GARCH models
    by Lai, YiHao & Chen, Cathy W.S. & Gerlach, Richard

  • 2009 Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    by Jianping Mei & Jose A. Scheinkman & Wei Xiong

  • 2009 Controles a la entrada de capitales y volatilidad de la tasa de cambio: la experiencia colombiana
    by Andrés Mauricio Vargas P. & Camilo Riviera P.

  • 2009 Who Saw Sovereign Debt Crises Coming?
    by Sebastián Nieto-Parra

  • 2009 Inestabilidad financiera y regulación: una reseña a partir de la crisis financiera de 2008
    by Restrepo Estrada, María Isabel & Restrepo Ochoa, Diana Constanza

  • 2009 Testing for Random Walk Behavior in Euro Exchange Rates
    by Amelie Charles & Olivier Darne

  • 2009 Lehren aus der Finanzkrise: Was ist zu tun?
    by Martin Schütte

  • 2009 La transmission entre les marchés boursiers :Une analyse en composante principale
    by Younes Boujelbène & Majdi Ksantini

  • 2009 Obchodovanie na svetových menových trhoch Forex - trading a jeho základné piliere
    by Jozef Portašík

  • 2009 An Empirical Examination of Bilateral Interaction Between Foreign Investors’ Trading and Returns in Turkey
    by Hasan F. Baklaci

  • 2009 Jinx Numbers Effect
    by Ekrem Tufan & Bahattin Hamarat

  • 2009 Central counterparties for over-the-counter derivatives
    by Stephen G Cecchetti & Jacob Gyntelberg & Marc Hollanders

  • 2009 The global crisis and Latin America: financial impact and policy responses
    by Alejandro Jara & Ramon Moreno & Camilo E Tovar

  • 2009 Execution methods in foreign exchange markets
    by Paola Gallardo & Alexandra Heath

  • 2009 Non-residents’ equity holdings in French CAC 40 companies at end-2008
    by Servant, F.

  • 2009 The impact of the financial crisis on transfer systems
    by Lucas, Y.

  • 2009 La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2008
    by SERVANT, F.

  • 2009 Volatility Spillover Effect from Volatility Implied Index to Emerging Markets
    by Turhan Korkmaz & Emrah Ismail Çevik

  • 2009 Alternative Approaches for Estimating Value at Risk
    by Mert Ural

  • 2009 Attempts of the European Union to Conteina the Financial Crisis
    by Ivanka Petkova

  • 2009 The european proposal to amend Vat treatment on financial services
    by Salvatore Chiri & Fabrizio Borselli & Claudia Barsotti

  • 2009 The Degree Of Participation In The Global Market €“ A Financial Markets Globalisation Criterion
    by Ioana Duca & Ion Pargaru

  • 2009 The Impact Of Global Crisis On Romania’S Economic Development
    by Zaman Gheorghe & Georgescu George

  • 2009 Romanian Bank Lending During The Financialcrisis
    by Ph.D Lect. Imola Driga & Ph.D Lect. Anca Jarmila Guta

  • 2009 Globalization And Performances In Banking Activity
    by Assoc. Prof. Ph.D Cristi Marcel Spulbar, & Ph.D Lect. Oana Gherghinescu & Ph.D Student Tatiana Spulbar

  • 2009 Modern Solutions For The Banking Distribution Channels: E-Banking –Strategy, Cost And Beneficts
    by Assist. Ph.D Panait Nicoleta

  • 2009 The Collateral Central Bank Management Project (CCBM2) - a single plaform for Eurosystem in managing collateral for domestic and cross-border operations
    by Marius HERBEI & Florin DUMITER

  • 2009 The global financial crisis and its implications on the Romanian banking systems
    by Ioan NISTOR & Maria ULICI & Mirela-Oana PINTEA

  • 2009 Lessons from the Current Financial Crisis. A Risk Management Approach
    by Gheorghe VOINEA & Sorin Gabriel ANTON

  • 2009 Stability Versus Instability In The Context Of Financial Globalization
    by Roxana HETES

  • 2009 Corporate Capital Structure Determinants: Evidence from Five African Countries
    by Kalu Ojah & Tendai Gwatidzo

  • 2009 Some Thoughts on Financial Innovation and Financial Crises
    by Giovanni Palmerio

  • 2009 The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios
    by Charles Engel & Akito Matsumoto

  • 2009 Understanding the Forward Premium Puzzle: A Microstructure Approach
    by Craig Burnside & Martin Eichenbaum & Sergio Rebelo

  • 2008 Combination notes: market segmentation and equity transfer
    by Schaber, Albert

  • 2008 Combination notes: market segmentation and equity transfer
    by Schaber, Albert

  • 2008 EU retail financial market integration: mirage or reality?
    by Lannoo, Karel

  • 2008 Global structured products survey: trends and issues in the market
    by Mahlknecht, Michael

  • 2008 Exchange rate volatility and optimal central bank intervention
    by Tseng, Hui-Kuan

  • 2008 Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?
    by Hatemi-J, Abdulnasser & Maneschiöld, Per-Ola & Roca, Eduardo

  • 2008 Especuladores en el mercado del cobre
    by Jaramillo G., Patricio & Selaive C., Jorge

  • 2008 ADR-IPO latinoamericanos registrados en la Bolsa de Comercio de Nueva York
    by Parisi, Franco & Parisi, Antonino & Maquieira, Carlos

  • 2008 Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence
    by Thomas Nitschka

  • 2008 The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate
    by Thomas Nitschka

  • 2008 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
    by Mathias Hoffmann & Thomas Nitschka

  • 2008 International Stock Return Predictability Under Model Uncertainty
    by Schrimpf, Andreas

  • 2008 Monetary Ease: A Factor behind Financial Crises? Some Evidence from OECD Countries
    by Ahrend, Rudiger

  • 2008 Stages of the 2007/2008 Global Financial Crisis Is There a Wandering Asset-Price Bubble?
    by Orlowski, Lucjan T.

  • 2008 Finanzierungsverhalten (von Banken) bei Schiffsfinanzierungen 'vor und nach Finanzkrise'
    by Küster Simic, André & Endert, Volker

  • 2008 Loss Given Default - Modelle zur Schätzung von Recovery Rates
    by Böttger, Marc & Guthoff, Anja & Heidorn, Thomas

  • 2008 The strategic value of investments in Chinese banks by foreign financial institutions
    by Löchel, Horst & Pecher, Florian

  • 2008 The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence
    by Röthig, Andreas

  • 2008 International price discovery in the presence of microstructure noise
    by Grammig, Joachim G. & Peter, Franziska J.

  • 2008 Financial market integration under EMU
    by Jappelli, Tullio & Pagano, Marco

  • 2008 International price discovery in the presence of market microstructure effects
    by Grammig, Joachim G. & Peter, Franziska J.

  • 2008 Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset
    by Kühl, Michael

  • 2008 Sovereign bond market integration: the euro, trading platforms and globalization
    by Wolff, Guntram B. & Schulz, Alexander

  • 2008 Larger crises cost more: impact of banking sector instability on output growth
    by Dobromil Serwa

  • 2008 Analysis of HF data on the WSE in the context of EMH
    by Paweł Strawiński & Robert Ślepaczuk

  • 2008 Modelling Adverse Selection on Electronic Order-Driven Markets
    by Louis R. Mercorelli & David Michayluk & Anthony D. Hall

  • 2008 Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience
    by Ron Bird & Lorenzo Casavecchia

  • 2008 A 'bull and bear' model of interacting financial markets. Part II: dynamics in three dimensions
    by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff

  • 2008 A 'bull and bear' model of interacting financial markets. Part I: dynamics in one and two dimensions
    by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff

  • 2008 Betting on Hitler: The value of political connections in Nazi Germany
    by Joachim Voth & Thomas Ferguson

  • 2008 Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure
    by Uluc Aysun & Melanie Guldi

  • 2008