Research classified by Journal of Economic Literature (JEL) codes

2011

• Khandani, Amir E. & Lo, Andrew W., 2011, "What happened to the quants in August 2007? Evidence from factors and transactions data," Journal of Financial Markets, Elsevier, volume 14, issue 1, pages 1-46, February.
• Agoraki, Maria-Eleni K. & Delis, Manthos D. & Pasiouras, Fotios, 2011, "Regulations, competition and bank risk-taking in transition countries," Journal of Financial Stability, Elsevier, volume 7, issue 1, pages 38-48, January.
• Jokipii, Terhi & Milne, Alistair, 2011, "Bank capital buffer and risk adjustment decisions," Journal of Financial Stability, Elsevier, volume 7, issue 3, pages 165-178, August.
• Boreiko, Dmitri & Lombardo, Stefano, 2011, "Italian IPOs: Allocations and claw back clauses," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 1, pages 127-143, February.
• Su, Chen & Bangassa, Kenbata, 2011, "The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 760-791, DOI: 10.1016/j.intfin.2011.06.002.
• Boyer, Marcel & Porrini, Donatella, 2011, "The impact of court errors on liability sharing and safety regulation for environmental/industrial accidents," International Review of Law and Economics, Elsevier, volume 31, issue 1, pages 21-29, March.
• Tsaig, Yaakov & Levy, Amnon & Wang, Yashan, 2011, "Analyzing the impact of credit migration in a portfolio setting," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3145-3157, DOI: 10.1016/j.jbankfin.2010.09.027.
• Westman, Hanna, 2011, "The impact of management and board ownership on profitability in banks with different strategies," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3300-3318, DOI: 10.1016/j.jbankfin.2011.05.013.
• Löffler, Gunter & Maurer, Alina, 2011, "Incorporating the dynamics of leverage into default prediction," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3351-3361, DOI: 10.1016/j.jbankfin.2011.05.015.
• Dai, Na, 2011, "Monitoring via staging: Evidence from Private investments in public equity," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3417-3431, DOI: 10.1016/j.jbankfin.2011.05.022.
• Desai, Chintal A. & Klock, Mark S. & Mansi, Sattar A., 2011, "On the acquisition of equity carve-outs," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3432-3449, DOI: 10.1016/j.jbankfin.2011.05.021.
• Hamelin, Anaïs, 2011, "Small business groups enhance performance and promote stability, not expropriation. Evidence from French SMEs," Journal of Banking & Finance, Elsevier, volume 35, issue 3, pages 613-626, March.
• Akbel, Basak & Schnitzer, Monika, 2011, "Creditor rights and debt allocation within multinationals," Journal of Banking & Finance, Elsevier, volume 35, issue 6, pages 1367-1379, June.
• Hodder, James E. & Jackwerth, Jens Carsten, 2011, "Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management," Journal of Banking & Finance, Elsevier, volume 35, issue 6, pages 1507-1518, June.
• Rubin, Amir & Smith, Daniel R., 2011, "Comparing different explanations of the volatility trend," Journal of Banking & Finance, Elsevier, volume 35, issue 6, pages 1581-1597, June.
• Bhaumik, Sumon Kumar & Dang, Vinh & Kutan, Ali M., 2011, "Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2418-2428, September.
• Althammer, Wilhelm & Haselmann, Rainer, 2011, "Explaining foreign bank entrance in emerging markets," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 486-498, DOI: 10.1016/j.jce.2011.03.002.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, DOI: 10.1016/j.jeconbus.2010.09.001.
• Francis, Bill & Hasan, Iftekhar & Sharma, Zenu, 2011, "Leverage and growth: Effect of stock options," Journal of Economics and Business, Elsevier, volume 63, issue 6, pages 558-581, DOI: 10.1016/j.jeconbus.2011.04.003.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, March.
• Aggarwal, Reena & Erel, Isil & Ferreira, Miguel & Matos, Pedro, 2011, "Does governance travel around the world? Evidence from institutional investors," Journal of Financial Economics, Elsevier, volume 100, issue 1, pages 154-181, April.
• Morck, Randall & Deniz Yavuz, M. & Yeung, Bernard, 2011, "Banking system control, capital allocation, and economy performance," Journal of Financial Economics, Elsevier, volume 100, issue 2, pages 264-283, May.
• Ang, Andrew & Gorovyy, Sergiy & van Inwegen, Gregory B., 2011, "Hedge fund leverage," Journal of Financial Economics, Elsevier, volume 102, issue 1, pages 102-126, October.
• Acharya, Viral V. & Amihud, Yakov & Litov, Lubomir, 2011, "Creditor rights and corporate risk-taking," Journal of Financial Economics, Elsevier, volume 102, issue 1, pages 150-166, October.
• Kim, E. Han & Lu, Yao, 2011, "CEO ownership, external governance, and risk-taking," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 272-292, DOI: 10.1016/j.jfineco.2011.07.002.
• Liljeblom, Eva & Pasternack, Daniel & Rosenberg, Matts, 2011, "What determines stock option contract design?," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 293-316, DOI: 10.1016/j.jfineco.2011.02.021.
• Lin, Chen & Ma, Yue & Xuan, Yuhai, 2011, "Ownership structure and financial constraints: Evidence from a structural estimation," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 416-431, DOI: 10.1016/j.jfineco.2011.06.001.
• Boucly, Quentin & Sraer, David & Thesmar, David, 2011, "Growth LBOs," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 432-453, DOI: 10.1016/j.jfineco.2011.05.014.
• Uysal, Vahap B., 2011, "Deviation from the target capital structure and acquisition choices," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 602-620, DOI: 10.1016/j.jfineco.2010.11.007.
• Siegel, Jordan I. & Licht, Amir N. & Schwartz, Shalom H., 2011, "Egalitarianism and international investment," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 621-642, DOI: 10.1016/j.jfineco.2011.05.010.
• Billett, Matthew T. & Garfinkel, Jon A. & Jiang, Yi, 2011, "The influence of governance on investment: Evidence from a hazard model," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 643-670, DOI: 10.1016/j.jfineco.2011.07.004.
• Fahlenbrach, Rüdiger & Stulz, René M., 2011, "Bank CEO incentives and the credit crisis," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 11-26, January.
• Benmelech, Efraim & Bergman, Nittai K., 2011, "Vintage capital and creditor protection," Journal of Financial Economics, Elsevier, volume 99, issue 2, pages 308-332, February.
• Ferreira, Daniel & Ferreira, Miguel A. & Raposo, Clara C., 2011, "Board structure and price informativeness," Journal of Financial Economics, Elsevier, volume 99, issue 3, pages 523-545, March.
• Acharya, Viral V. & Sundaram, Rangarajan K. & John, Kose, 2011, "Cross-country variations in capital structures: The role of bankruptcy codes," Journal of Financial Intermediation, Elsevier, volume 20, issue 1, pages 25-54, January.
• Giannetti, Mariassunta, 2011, "Serial CEO incentives and the structure of managerial contracts," Journal of Financial Intermediation, Elsevier, volume 20, issue 4, pages 633-662, October.
• Baum, Christopher F. & Schäfer, Dorothea & Talavera, Oleksandr, 2011, "The impact of the financial system's structure on firms' financial constraints," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 678-691, June.
• Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai, 2011, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1482-1490, DOI: 10.1016/j.matcom.2010.07.004.
• Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael, 2011, "Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1491-1506, DOI: 10.1016/j.matcom.2010.06.003.
• Lu, Zhaoyang, 2011, "Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 82, issue 4, pages 604-616, DOI: 10.1016/j.matcom.2011.06.008.
• João Manoel Pinho de Mello & Márcio Gomes Pinto Garcia, 2011, "Bye, Bye Financial Repression, Hello Financial Deepening: The Anatomy of a Financial Boom," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 594, Oct.
• Hiro Ito & Akiko Terada-Hagiwara, 2011, "Effects of Financial Market Imperfections on Indian Firms' Exporting Behavior," ADB Economics Working Paper Series, Asian Development Bank, number 256, May.
• Richard W. Carney, 2011, "Financial Regulatory Harmonization in East Asia: Balancing Domestic and International Pressures for Corporate Governance Reforms," ADBI Working Papers, Asian Development Bank Institute, number 269, Mar.
• Willem van der Geest & Jorge Nunez-Ferrer, 2011, "Appropriate Financial Instruments for Public-Private Partnership to Boost Cross-Border Infrastructural Development-EU Experience," ADBI Working Papers, Asian Development Bank Institute, number 281, May.
• Sergey Aivazian & Sergey Golovan & Alexander Karminsky & Anatoly Peresetsky, 2011, "An approach to ratings mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 23, issue 3, pages 13-40.
• Alexandr Shcherba, 2011, "Comparison of VaR estimation methods for different forecasting samples for Russian stocks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 24, issue 4, pages 58-70.
• Georges Dionne & Sadok Laajimi, 2011, "On the determinants of the implied default barrier," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 09-2, Aug.
• Sungbin Cho & Min-Kyu Song, 2011, "Foreign Exchange Exposures of Korean Firms," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 1, pages 55-86.
• Sergio Scandizzo, 2011, "The Map and the Territory: The Shifting Landscape of Banking Risk," Journal of Financial Transformation, Capco Institute, volume 31, pages 53-61.
• Asli Yüksel Mermod, 2011, "Customer’s Perspectives and Risk Issues on E-Banking in Turkey; Should We Still be Online?," Journal of Internet Banking and Commerce, Nahum Goldmann, volume 16, issue 1, pages 01-15.
• Shih, Kuang Hsun & Cheng, Ching Chan & Wang, Yi Hsien, 2011, "Financial Information Fraud Risk Warning for Manufacturing Industry - Using Logistic Regression and Neural Network," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 54-71, March.
• Morar Triandafil, Cristina & Poanta, Dorina, 2011, "Central and East European Corporate Finance: Between Commonality and Heterogeneity," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 132-161, September.
• Andrei Stanculescu & Dan Nicolae Ivanescu & Petre Brezeanu, 2011, "Financing Decision And Corporate Governance," International Conference Modern Approaches in Organisational Management and Economy, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 5, issue 1, pages 569-572, November.
• Maricica Stoica, 2011, "Performance Audit In Romania Between Reality And Necessity," International Conference Modern Approaches in Organisational Management and Economy, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 5, issue 1, pages 580-588, November.
• Punitharaja NADARAJA & Abdul Hadi ZULKAFLI & Tajul Ariffin MASRON, 2011, "Family Ownership, Firm’s Financial Characteristics and Capital Structure: Evidence from Public Listed Companies in Malaysia," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 14, issue 1, pages 141-156, June.
• Dumitru MIRON & Monica PETCU & Iulia DAVID SOBOLEVSCHI, 2011, "Applicative Approach to Risk Management," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 5, pages 883-892, December.
• Henry Penikas & Irina Andrievskayaa & Richard Connolly & Sergey Aivazian, 2011, "Modeling Risk Patterns of Russian Systemically Important Financial Institutions," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 1, issue 1, pages 70-80, July.
• S. Manigart & M. Wright, 2011, "Reassessing the Relationships between Private Equity Investors and Their Portfolio Companies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/735, Sep.
• Neryvia Pillay Bell, 2020, "Monetary policy and inequality," ERSA Working Paper Series, Economic Research Southern Africa, number 208, Jul.
• Wiktor Patena, 2011, "Company Valuation. How to Deal with a Range of Values?," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 7, issue 3, pages 75-84, November.
• Dr. Harish Kumar Singla, 2011, "Does Firm Size Affect Profitability? An Empirical Investigation Of Indian Textile Industry," Paradigm, , volume 15, issue 1-2, pages 18-25, January, DOI: 10.1177/0971890720110104.
• Mark Mietzner & Denis Schweizer & Marcel Tyrell, 2011, "Intra-Industry Effects of Shareholder Activism in Germany - Is there a Difference between Hedge Fund and Private Equity Investments?," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 63, issue 2, pages 151-185, April.
• Salvatore Capasso & Tullio Jappelli, 2011, "Financial Development and the Underground Economy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 298, Nov.
• López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011, "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 1, issue 1, pages 29-53, enero-jun.
• Mustafa Caglayan & Firat Demir, 2011, "Firm productivity, exchange rate movements, sources of finance and export orientationInventories and sales uncertainty," Working Papers, The University of Sheffield, Department of Economics, number 2011004, Feb, revised Feb 2011.
• Michaela Covrig & Iulian Mircea, 2011, "On some approximations used in the risk process of an insurance company," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 9, issue 1, pages 131-138, March.
• Marc Levy & Ariane Szafarz, 2011, "Corporate Control with Cross-Ownership," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 11-053, Nov.
• Ritha Sukadi Mata, 2011, "Do migrants’ deposits reduce microfinance institutions’ liquidity risk?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 11-017, May.
• Önder MET, 2011, "Küçük ve Orta Ölçekli İşletmelerin Finansal Sorunları: Kırgızistan’da Bir Araştırma," Sosyoekonomi Journal, Sosyoekonomi Society, issue 14(14).
• Christos Agiakloglou & Charalampos Agiropoulos, 2011, "The sensitivity of Value-at-Risk estimates using Monte Carlo approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 61, issue 1-2, pages 7-12, January -.
• Catalina POPESCU & Ion DOBRE, 2011, "On The Correlated Impact Of The Factors Of Risk Aversion On Decision-Making," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 1, issue 4, pages 1-4, June.
• Edward J. LUSK & Michael HALPERIN & Niya STEFANOVA & Atanas TETIKOV, 2011, "Investigation of: "Shopping in the Market-beta Mall"," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 1, issue 5, pages 1-9, August.
• Daniel Tillich, 2011, "Risikomaßzahlen für Kreditportfoliotranchen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 1, pages 59-76, March, DOI: 10.1007/s11943-011-0095-1.
• Nicolai Bissantz & Verena Steinorth & Daniel Ziggel, 2011, "Stabilität von Diversifikationseffekten im Markowitz-Modell," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 2, pages 145-157, August, DOI: 10.1007/s11943-011-0101-7.
• Anichul Khan & Hasnat Dewan, 2011, "Deposit insurance scheme and banking crises: a special focus on less-developed countries," Empirical Economics, Springer, volume 41, issue 1, pages 155-182, August, DOI: 10.1007/s00181-010-0438-8.
• Michail Karoglou & Panicos Demetriades & Siong Law, 2011, "One date, one break?," Empirical Economics, Springer, volume 41, issue 1, pages 7-24, August, DOI: 10.1007/s00181-010-0436-x.
• Li Junjiang & Hou Lei & Zhang Jiarui, 2011, "Capital endowment, credit constraint and FDI: Analysis based on heterogeneous firms," Frontiers of Economics in China, Springer;Higher Education Press, volume 6, issue 1, pages 55-75, March, DOI: 10.1007/s11459-011-0122-8.
• Stefano Demichelis & Klaus Ritzberger, 2011, "A general equilibrium analysis of corporate control and the stock market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 46, issue 2, pages 221-254, February, DOI: 10.1007/s00199-009-0511-8.
• Stephan Paul & Fabian Prystav & Stefan Stein, 2011, "Eine Analyse zentraler Aspekte der Finanzkommunikation nicht börsennotierter Unternehmen mit Hilfe der Critical Incident Technique," Schmalenbach Journal of Business Research, Springer, volume 63, issue 7, pages 745-771, November, DOI: 10.1007/BF03372859.
• Szymon Borak & Adam Misiorek & Rafał Weron, 2011, "Models for heavy-tailed asset returns," Springer Books, Springer, chapter 1, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_1.
• Krzysztof Burnecki & Marek Teuerle, 2011, "Ruin probability in finite time," Springer Books, Springer, chapter 10, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_10.
• Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2011, "Building loss models," Springer Books, Springer, chapter 9, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_9.
• Zélia Serrasqueiro & Manuel Armada & Paulo Nunes, 2011, "Pecking Order Theory versus Trade-Off Theory: are service SMEs’ capital structure decisions different?," Service Business, Springer;Pan-Pacific Business Association, volume 5, issue 4, pages 381-409, December, DOI: 10.1007/s11628-011-0119-5.
• Mico Apostolov, 2011, "Governance and Enterprise Restructuring: The Case of Macedonia," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 299-309, December, DOI: 10.1007/s11300-011-0203-5.
• Nobuyoshi Yamori & Kei Tomimura & Kozo Harimaya, 2011, "What kinds of credit associations favour introducing new financial technology?," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 4, pages 343-347, DOI: 10.1080/13504851003636131.
• José Gonzalo Rangel & Robert F. Engle, 2011, "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 109-124, May, DOI: 10.1080/07350015.2012.643132.
• Conor M. O'Toole & Carol Newman & Thia Hennessy, 2011, "The role of fundamental Q and financing frictions in agricultural investment decisions: an analysis pre and post financial crisis," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0311, Feb.
• Armando Silva, 2011, "Financial Constraints and Exports: Evidence from Portuguese Manufacturing Firms," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 3, pages 7-19, December.
• Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011, "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-042/2/DSF16, Feb.
• Murillo Campello & Erasmo Giambona, 2011, "Capital Structure and the Redeployability of Tangible Assets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-091/2/DSF24, Jul.
• Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-131/4, Sep.
• Xin Zhang & Bernd Schwaab & Andre Lucas, 2011, "Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-176/2/DSF29, Dec, revised 28 Jun 2012.
• McCahery, J.A. & Vermeulen, E.P.M., 2011, "Mandatory Disclosure of Blockholders and Related Party Transactions : Stringent Versus Flexible Rules," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-108.
• Ongena, S. & Popov, A. & Udell, G.F., 2011, "Bank Risk-Taking Abroad : Does Home-Country Regulation and Supervision Matter," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-032.
• Cerqueiro, G.M. & Penas, M.F., 2011, "How Does Personal Bankruptcy Law Affect Start-ups?," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-106.
• Beck, T.H.L. & Behr, P. & Madestam, A., 2011, "Sex and Credit : Is There a Gender Bias in Microfinance?," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-101.
• Cerqueiro, G.M. & Penas, M.F., 2011, "How Does Personal Bankruptcy Law Affect Start-ups?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 37ea5a6c-a7c2-4613-b31c-3.
• Cerqueiro, G.M. & Penas, M.F., 2011, "How Does Personal Bankruptcy Law Affect Start-ups?," Other publications TiSEM, Tilburg University, School of Economics and Management, number c3206713-ecc5-47f6-94b0-7.
• Yoshiro Miwa, 2011, "Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-808, Jul.
• Sarah Guillou & Stefano Schiavo, 2011, "Exchange Rate Exposure under Liquidity Constraints," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1107.
• González, Maximiliano & Guzmán, Alexander & Pombo, Carlos & Trujillo, María Andréa, 2011, "Family Firms and Financial Performance: The Cost of Growing," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 032, Jun.
• González, Maximiliano & Guzmán, Alexander & Pombo, Carlos & Trujillo, María Andréa, 2011, "Family firms and debt: Risk aversion versus risk of losing control," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 033, Jun.
• Colombatto, Enrico & Melnik, Arie & Monticone, Chiara, 2011, "Relationships and The Availability of Credit To New Small Firms," IEL Working Papers, Institute of Public Policy and Public Choice - POLIS, number 6, Jul.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200744, Jun.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200745, Jun.
• Abhinav Goyal & Cal Muckley, 2011, "Corporate Payout Policy in Japan," Working Papers, Geary Institute, University College Dublin, number 201105, Mar.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-01.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-02.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-09.
• Chia-Lin Chang & Michael McAleer, 2011, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-13.
• Isao Ishida & Michael McAleer & Kosuke Oya, 2011, "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-17.
• Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-27.
• Chia-Lin Chang & Michael McAleer & Christine Lim, 2011, "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-28.
• Chia-Lin Chang & Michael McAleer & Christine Lim, 2011, "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-31.
• Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-32.
• Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011, "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-33.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2011, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-34.
• Chia-Lin Chang & Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2011, "The Rise and Fall of S&P500 Variance Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-35.
• Alessandro Gavazza, 2011, "Leasing and Secondary Markets: Theory and Evidence from Commercial Aircraft," Journal of Political Economy, University of Chicago Press, volume 119, issue 2, pages 325-377, DOI: 10.1086/660730.
• Andreas Stephan & Oleksandr Talavera & Andriy Tsapin, 2011, "Main bank power, Switching Costs, and Firm Performance. Evidence from Ukraine," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 026, Mar.
• Muhammad F. Alfarisy & Nopirin Nopirin & Iswardono S. Permono & Tri Widodo, 2011, "Balance Sheet Channel Of Monetary Policy In Indonesian Manufacturing Firms," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 3, issue 3, pages 225-233.
• Maria - Andrada GEORGESCU, 2011, "Leveraged Leasing," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 2, issue 2, pages 34-41, July - De.
• Egger, Peter & Keuschnigg, Christian & Merlo, Valeria & Wamser, Georg, 2011, "Corporate Taxes, Internal Borrowing, and the Lending Capacity within Multinational Firms," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1142, Oct.
• Dragos ILIE, 2011, "New Frontiers In Credit Risk Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 1(15)/ Sp, pages 29-33.
• DragoÅŸ ILIE, 2011, "A Performance Model For The Analysis Of Crediting Businesses In The Field Of Production," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 4(18)/ Wi, pages 286-303.
• Joao Manuel CARVALHO, 2011, "The Separation of Real Estate Value From Business Value, in Hotel Buildings Valuation. An Exploratory Work," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 1, pages 106-125.
• Devigne, D. & Vanacker, T. & Manigart, S. & Paeleman, I., 2011, "Cross-border venture capital and the development of portfolio companies," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2011-03, Sep.
• Manolescu, Gheorghe, 2011, "Appetite For Risk Of The Bank (I)," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 2, pages 209-223.
• Manolescu, Gheorghe, 2011, "Appetite For Risk Of The Bank (Ii)," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 3, pages 140-155.
• Keef, Stephen P & Khaled, Mohammed S & Roush, Melvin L, 2011, "Miller's (2009) WACC model: An extension," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 18608.
• Keef, Stephen P & Khaled, Mohammed S & Roush, Melvin L, 2011, "A note resolving the debate on “The weighted average cost of capital is not quite right”," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 18609.
• Klapper, Leora & Laeven, Luc & Rajan, Raghuram, 2011, "Trade credit contracts," Policy Research Working Paper Series, The World Bank, number 5726, Jul.
• Sumon Bhaumik & Pranab Kumar Das & Subal C. Kumbhakar, 2011, "Firm Investment & Credit Constraints in India, 1997 ??? 2006: A stochastic frontier approach," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1010, Jan.
• Evzen Kocenda & Jan Hanousek & Michal Masika, 2011, "Financial Efficiency and the Ownership of Czech Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1016, May.
• Louise Nordström, 2011, "Determinants of buyouts in private equity firms," ERSA conference papers, European Regional Science Association, number ersa10p1450, Sep.
• Carlos González-Aguado, 2011, "Interest Rates and Credit Risk," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 4.
• Constanza Mart√≠nez & Manuel Ram√≠rez, 2011, "Ownership structure and risk at Colombian banks," Documentos de Trabajo, Universidad del Rosario, number 8016, Jan.
• Carlos Castro & Stijn Ferrari, 2011, "Measuring and testing for the systemically important financial institutions," Documentos de Trabajo, Universidad del Rosario, number 8779, Jun.
• Karen Juliet Leiton Rodr�guez, 2011, "Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodolog�a del Rango Reescalado: Aplicaci�n a Colombia," Borradores de Economia, Banco de la Republica, number 9016, Oct.
• Pamela A. Cardozo & Carlos A. Huertas C. & Juli�n A. Parra P. & Lina V. Pati�o Echeverri, 2011, "Mercado interbancario colombiano y manejo de liquidez del Banco de la Rep�blica," Borradores de Economia, Banco de la Republica, number 9017, Oct.
• Carlos Medina & Christian Posso & Jorge Andr�s Tamayo, 2011, "Costos de la violencia urbana y pol�ticas p�blicas: algunas lecciones de Medell�n," Borradores de Economia, Banco de la Republica, number 9076, Oct.
• Jos� Fernando Moreno Guti�rrez & Luis Fernando Melo Velandia, 2011, "Pron�stico de incumplimientos de pago mediante m�quinas de vectores de soporte: una aproximaci�n inicial a la gesti�n del riesgo de cr�dito," Borradores de Economia, Banco de la Republica, number 9079, Oct.
• Carlos Alberto Medina & Carlos Eduardo V�lez, 2011, "Aglomeraci�n econ�mica y congesti�n vial: los perjuicios por racionamiento del tr�fico vehicular," Borradores de Economia, Banco de la Republica, number 9085, Oct.
• Bernardo León & Andr�s Mora, 2011, "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 178-211, DOI: 10.32468/Espe.6405.
• Luis Berggrun Preciado & Luis Fernando Espa�a Cader�n & Juli�n Andr�s L�pez Casella, 2011, "Gestión del riesgo cambiario en una companía exportadora," Estudios Gerenciales, Universidad Icesi.
• Ana Milena Medina O., 2011, "Estructura financiera de las empresas del clúster servicios médicos y odontológicos del Valle de Aburrá en ambientes cambiantes," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 18, pages 167-189, November.
• Mario García Molina & Liliana Chica�za & Oscar Gamboa, 2011, "Costo-efectividad de anadir el péptido natriurético tipo B al índice de LEE en la evaluación," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 7877, Jan.
• Mario García Molina, 2011, "Esquema para el análisis de la estructura de un grupo económico," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 7957, Feb.
• Liliana Alejandra Chicaiza Barrera & Mario Garc�a Molina, 2011, "Guía de fuentes para la investigación en ciencias económicas," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 7958, Feb.
• María Rossana Sánchez Vega & Mario Garc�a Molina, 2011, "La afiliación a un grupo económico y el desempeno e inversiones de las administradoras de fondos de pensiones en Colombia," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 9917, Nov.
• Sandra Milena Zambrano Vargas & Gustavo Adolfo Acuna Corredor, 2011, "Estructura de capital. Evolución teórica," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Alejandro Becerra F., 2011, "Restricciones financieras para la innovación en la industria manufacturera colombiana," Coyuntura Económica, Fedesarrollo.
• Nicolás Acevedo & Daniela Fleisman & Angélica Montoya & Andrés Mauricio Mora, 2011, "Arbitraje con ADRs: un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile," Revista Ecos de Economía, Universidad EAFIT.
• Rafael Yesid Salas Perez & Juan David Gutierrez & Ignacio Velez Pareja, 2011, "Valor De Los Ahorros En Impuestos Por Deuda En Colombia: Un Estudio Emp√≠rico," Proyecciones Financieras y Valoración, Master Consultores, number 9263, Jul.
• BELLEFLAMME, Paul & LAMBERT, Thomas & SCHWIENBACHER, Armin, 2011, "Crowdfunding: tapping the right crowd," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011032, Jul.
• Miles, David & McCarthy, David, 2011, "Optimal portfolio allocation for corporate pension funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8198, Jan.
• Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2011, "The Euro and Corporate Financing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8227, Feb.
• Sørensen, Bent E & Ostergaard, Charlotte & Sasson, Amir, 2011, "The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8278, Feb.
• Chemla, Gilles & Touzi, Nizar & Aïd, René & Porchet, Arnaud, 2011, "Hedging and Vertical Integration in Electricity Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8313, Apr.
• Suarez, Javier & Segura, Anatoli, 2011, "Liquidity shocks, roll-over risk and debt maturity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8324, Apr.
• Nyborg, Kjell & Molnár, Peter, 2011, "Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8330, Apr.
• Chemla, Gilles & Hennessy, Christopher, 2011, "Security Design: Signaling versus Speculative Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8336, Apr.
• Gromb, Denis & Panunzi, Fausto & Burkart, Mike & Mueller, Holger, 2011, "Legal Investor Protection and Takeovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8397, May.
• Suarez, Javier & González-Aguado, Carlos, 2011, "Interest Rates and Credit Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8398, May.
• Chemla, Gilles & Hennessy, Christopher, 2011, "Privately versus Publicly Optimal Skin in the Game: Optimal Mechanism and Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8403, May.
• Antrà s, Pol & Foley, C. Fritz, 2011, "Poultry in Motion: A Study of International Trade Finance Practices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8422, Jun.
• Servaes, Henri & Baghai, Ramin & Tamayo, Ane, 2011, "Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8446, Jun.
• Keuschnigg, Christian & Egger, Peter, 2011, "Innovation, Trade, and Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8467, Jul.
• Ongena, Steven & Baele, Lieven & Farooq, Moazzam, 2011, "Of Religion and Redemption: Evidence from Default on Islamic Loans," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8504, Aug.
• Spiegel, Yossi & Cambini, Carlo, 2011, "Investment and capital structure of partially private regulated firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8508, Aug.
• Vittorio, Corbo & Jorge, Desormeaux M. & Klaus, Schmidt-Hebbel, 2011, "La gran crisis financiera de 2007-2009," Estudios Públicos, Centro de Estudios Públicos, volume 0, issue 123, pages 7-67.
• Malika Hamadi & Andreas Heinen, 2011, "Ownership Structure and Firm Performance : Evidence from a non-parametric panel," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-16.
• Nalinaksha Bhattacharyya & Julie Ann Elston & Laura Rondi, 2011, "Agency Issues in a Family Controlled Corporate Governance Structure The Case of Italy," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201106, Jun.
• Cardone Riportella, Clara & Briozzo, Anahí & Trujillo Ponce, Antonio, 2011, "What do Basel Capital Accords mean for SMEs?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb111004, Apr.
• Jianjun Miao, 2011, "Optimal Capital Structure and Industry Dynamics," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 440.
• Kane, Edward J., 2011, "Unmet Duties in Managing Financial Safety Nets," Business Ethics Quarterly, Cambridge University Press, volume 21, issue 1, pages 1-22, January.
• Berkman, Henk & Cole, Rebel A. & Fu, Lawrence J., 2010, "Political Connections and Minority-Shareholder Protection: Evidence from Securities-Market Regulation in China," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1391-1417, December.
• Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2011, "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 907-942, August.
• Martin Shubik & William Sudderth, 2011, "Cost Innovation: Schumpeter and Equilibrium. Part 1. Robinson Crusoe," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1786, Mar, revised Aug 2011.