Munich Personal RePEc Archive

Items where Subject is "G - Financial Economics > G1 - General Financial Markets"

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Number of items at this level: 233.

A

Abdul Majid, Muhamed Zulkhibri and Sufian, Fadzlan (2008): Bank Efficiency and Share Prices in China: Empirical Evidence from a Three-Stage Banking Model.

Ahmed, Hafeez and Javid, Attiya Yasmin (2008): Dynamics and determinants of dividend policy in Pakistan (evidence from Karachi stock exchange non-financial listed firms). Published in: International Research Journal of Finance and Economics No. 25 (2009): pp. 148-171.

Al-Habashneh, Fedel and Shhateet, Mohammad and AL-Bdore, Jaber and Amareen, Zainah (2014): العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011.

Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر.

Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر.

Ali, Syed Babar (2012): Quality of Internal Risk Rating Frameworks at Commercial Banks in Pakistan.

Anand, Vaibhav and Sengupta, Rajeswari (2014): Corporate Debt Market in India: Lessons from the South African Experience.

Ardia, David and Boudt, Kris and Carl, Peter and Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization.

Arem, Rim (2014): The absolute equilibrum theory; a new vision of the qood's exchange.

Arslan, Yavuz and Akkoyun, H. Cagri and Kanik, Birol (2011): Housing prices and transaction volume. Published in: The Central Bank of the Republic of Turkey Working Paper Series , Vol. 11, No. 12 (12. March 2012): pp. 1-17.

Arslan, Yavuz and Kanik, Birol and Köksal, Bülent (2014): Anticipated vs. Unanticipated House Price Movements and Transaction Volume.

Asimakopoulos, Ioannis and Athanasoglou, Panayiotis P. (2009): Revisiting the merger and acquisition performance of European banks. Published in: RePEc No. Working Paper 100 (August 2009)

Asongu, Anutechia Simplice (2010): Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter? Forthcoming in:

Avino, Davide and Cotter, John (2014): Sovereign and bank CDS spreads: two sides of the same coin?

Aysan, Ahmet Faruk and Ceyhan, Sanli Pinar (2008): Structural Change and the Efficiency of Banking In Turkey: Does Ownership Matter?

Azar, Jose (2009): Electric Cars and Oil Prices.

Azman-Saini, W.N.W. and Habibullah, M.S. and Law, Siong Hook and Dayang-Afizzah, A.M. (2006): Stock prices, exchange rates and causality in Malaysia: a note.

B

Bacha, Obiyathulla I. (2004): The Market for Financial Derivatives: Removing Impediments to Growth. Published in: Banker's Journal Malaysia No. 127 (December 2004)

Bacha, Obiyathulla I. and Abdul, Jalil O. and Othman, Khairudin (1999): Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market. Published in: Capital Markets Review , Vol. 7, No. 1-2 (1999): pp. 1-46.

Bartram, Sohnke M. and Bodnar, Gordon M. (2006): Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets.

Bartram, Söhnke M. and Bodnar, Gordon M. (2006): Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets.

Bassler, Kevin E. and Gunaratne, Gemunu H. and McCauley, Joseph L. (2005): Hurst exponents, Markov processes, and nonlinear diffusion equations. Published in: Physica A , Vol. 369, (2006): pp. 343-353.

Batuo Enowbi, Michael and Kupukile, Mlambo (2012): Financial instability, financial openness and economic growth in african countries.

Bell, Peter N and Lui, Brian and Brekke, Alex (2012): Overlapping ETF: Pair trading between two gold stocks.

Bell, Peter Newton (2014): Book Review – Rethinking Housing Bubbles.

Bellalah, Mondher and Masood, Omar and Thapa, Priya Darshini Pun and Levyne, Olivier and Triki, Rabeb (2012): Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008. Published in: Journal of Computations & Modelling (2012)

Benbachir, Saâd and El Alaoui, Marwane (2011): A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange. Published in: International Research Journal of Finance and Economics No. 78 (2011): pp. 6-17.

Berg, Tim Oliver (2010): Do monetary and technology shocks move euro area stock prices?

Bieri, David (2012): Form Follows Function: On the Interaction between Real Estate Finance and Urban Spatial Structure. Published in: CriticalProductive , Vol. 2, No. 1 (February 2013): pp. 7-16.

Bolgun, Evren and Kurun, Engin and Guven, Serhat (2009): Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange.

Bond, Derek and Gallagher, Emer and Ramsey, Elaine (2012): A preliminary investigation of northern Ireland's housing market dynamics.

Bongini, Paola and Di Battista, Maria Luisa and Zavarrone, Emma (2006): David and Goliath: small banks in an era of consolidation. Evidence from Italy.

Brogi, Athos (2010): A binomial tree to price European options. Published in: PHD Theses in Statistics and Applications: book of short papers , Vol. 1, No. 1 (February 2010): pp. 111-116.

Bundala, Ntogwa (2012): Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries. Published in: International Journal of Advances in Management and Economics , Vol. Vol. 1, No. Issue No.1 (February 2013): pp. 32-46.

C

Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns.

Cao, Honggao (2012): Regulatory capital determination and Its implications for internal ratings-based credit risk model development and validation.

Carciola, Alessandro and Pascucci, Andrea and Polidoro, Sergio (2009): Harnack inequality and no-arbitrage bounds for self-financing portfolios.

Carfì, David and Musolino, Francesco (2012): Game theory model for European government bonds market stabilization: a saving-State proposal.

Caruntu, Genu Alexandru and Romanescu, Marcel Laurentiu (2008): Treasury cash flows in the enterprise.

Cea-Echenique, Sebastián and Torres-Martínez, Juan Pablo (2014): General Equilibrium with Endogenous Trading Constraints.

Cebula, Richard (2003): The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on US Treasury Notes, 1979-2001. Published in: The ICFAI Journal of Applied Economics , Vol. 3, No. 2 (31. March 2004): pp. 7-18.

Chaney, Paul and Faccio, Mara and Parsley, David (2009): The Quality of Accounting Information in Politically Connected Firms.

Chang, Bisharat (2014): Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period.

Chang, Bisharat (2014): Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period.

Chen, Haiqiang and Chong, Terence Tai Leung and She, Yingni (2013): A Principal Component Approach to Measuring Investor Sentiment in China. Forthcoming in: Quantitative Finance

Cheteni, Priviledge (2013): Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa. Published in: Mediterranean Journal of Social Sciences , Vol. 5, No. No 9 (1. May 2014): pp. 183-188.

Chirculescu, Felicia Maria and Dobrota, Gabriela (2009): Presentation of fiscal measures taken in present in Romania for economic and number of jobs growth. Published in: Annals of “Eftimie Murgu” University, Reşiţa , Vol. 1/2009, No. Economic studies, ISSN 1584 – 0972 (2009): pp. 33-37.

Chollete, Loran and Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula.

Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30.

Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30. Forthcoming in: Istanbul Stock Exchange Review (2007)

Clauss, Pierre and Roncalli, Thierry and Weisang, Guillaume (2009): Risk Management Lessons from Madoff Fraud. Published in: International Finance Review , Vol. Credit, No. 10 (2009)

Cotter, John (2004): Absolute Return Volatility. Published in: Risk (June 2006): pp. 84-88.

Cotter, John (2004): Downside Risk for European Equity Markets. Published in: Applied Financial Economics , Vol. 14, (2004): pp. 707-716.

Cotter, John (2007): Extreme risk in Asian equity markets.

Cotter, John (2004): International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. Published in: International Review of Financial Analysis , Vol. 13, (2004): pp. 669-685.

Cotter, John and Dowd, Kevin (2007): Intra-Day Seasonality in Foreign Exchange Market Transactions.

Cotter, John and Dowd, Kevin (2006): Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements.

Cripps, Francis and Izurieta, Alex and Singh, Ajit (2011): Global imbalances, under-consumption and overborrowing: the state of the world economy & future policies. Published in: Centre for Business Research Working Paper Series No. WP419 (March 2011)

D

D'Avino, Carmela and Lucchetta, Marcella (2010): Opacity of banks and runs with solvency.

DE KONING, Kees (2013): The Collective Individual Households or Coin economic theory.

Dai, John and Sundaresan, Suresh (2009): Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage.

Dale, Charles (1981): Brownian motion in the treasury bill futures market. Published in: Business Economics , Vol. 16, (May 1981): pp. 47-54.

Deakin, Simon and Singh, Ajit (2008): The stock market, the market for corporate control and the theory of the firm: legal and economic perspectives and implications for public policy. Published in: Bjuggren, P., and Mueller, D.C., (eds.) The Modern Firm, Corporate Governance and Investment, Elgar Publications (1. January 2009): pp. 185-222.

Dell'Era, Mario (2010): Vanilla Option Pricing on Stochastic Volatility market models. Forthcoming in: Quantitative Finance

Diaw, Abdou and Hassan, Salwana and Ng Boon Ka, Adam (2010): Performance of Islamic and conventional exchange traded funds in Malaysia. Published in: The ISRA International Journal of Islamic Finance , Vol. 2, No. 1 (June 2010): pp. 131-149.

Dionne, Georges and Harchaoui, Tarek (2007): Bank Capital, Securitization and Credit Risk: an Empirical Evidence. Published in: Insurance and Risk Management, , Vol. 75, No. 4 (2008): pp. 459-485.

Dobrota, Gabriela and Chirculescu, Felicia Maria (2009): Long term financing decision at the level of companies. Published in: Annals of the „Constantin Brâncuşi” University of Târgu Jiu, 1/2009 , Vol. Econom, No. ISSN 1844-7007 (2009): pp. 35-48.

Dominique, C-Rene (2013): Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors.

Dominique, C-Rene (2013): Estimating investors' behavior and errorsin probabilistic forecasts by the Kolmogorov entropy and noise colors of multifractal attractors.

Dominique, C-Rene and Rivera-Solis, Luis Eduardo (2012): Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index. Published in: International Business Research , Vol. Volume, No. No. 9 (8. August 2012): pp. 38-48.

Dominique, C-Rene and Rivera-Solis, Luis Eduardo (2012): The dynamics of market share’s growth and competition in quadratic mappings. Forthcoming in: Advances in Management & Applied Economics , Vol. 3, No. No. 2 (March 2013)

Douch, Mohamed (2005): The macroeconomic effects of monetary policy and financial crisis.

Drescher, Christian (2011): Reviewing Excess Liquidity Measures - A Comparison for Asset Markets.

Drescher, Christian and Herz, Bernhard (2010): Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach.

Dutta, Nabamita and Mukherjee, Deepraj (2011): Is culture a determinant of financial development? Published in: Applied Economics Letters No. 00 (May 2011): pp. 1-6.

E

ESSID, ZINA and BOUJELBENE, YOUNES and PLIHON, DOMINIQUE (2014): Benchmarking financial systems in emerging and / or developing countries: financial development index.

ESSID, ZINA and BOUJELBENE, YOUNES and PLIHON, DOMINIQUE (2014): Typologie des systèmes financiers des pays émergents et/ou en développement.

El Alaoui, Marwane and Benbachir, Saâd (2012): Spillover Effect in the MENA Area: Case of Four Financial Markets. Published in: International Research Journal of Finance and Economics No. 103 (January 2013): pp. 162-177.

El Ghini, Ahmed and Saidi, Youssef (2013): Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market.

Escaith, Hubert and Gonguet, Fabien (2009): International Trade and Real Transmission Channels of Financial Shocks in Globalized Production Networks. Published in: Staff Working Paper ERSD No. 2009-06 (May 2009)

Estrada, Fernando (2010): Theory of argumentation in financial markets.

Estrada, Fernando (2011): Theory of financial risk.

Evans, Olaniyi (2013): The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach.

F

Facchini, François (2014): Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne.

Fantazzini, Dean (2014): Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'. Published in: International Journal of Computational Economics and Econometrics , Vol. 1-2, No. 4 (2014): pp. 1-3.

Febrian, Erie and Herwany, Aldrin (2007): Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange. Forthcoming in: Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange No. Management, Causality, Co-integration, Stock Markets : pp. 4-12.

Feng, Yuanhua (2006): A local dynamic conditional correlation model.

Feridun, Mete (2006): Is Sales Growth Associated with Market, Size and Value Factors in Returns? Evidence from Athens Stock Exchange (1998-2003). Published in: Cag University Journal of Social Sciences , Vol. 3, No. 1 (June 2006): pp. 25-34.

Filoso, Valerio and Papagni, Erasmo (2010): Fertility Choice and Financial Development.

Freed, Marc S and McMillan, Ben (2011): Investible benchmarks & hedge fund liquidity.

Fu, Shihe and Shan, Liwei (2011): Agglomeration Economies and Local Comovement of Stock Returns.

Fuentes Castro, Daniel (2009): Rentabilidad de la inversión en vivienda, apalancamiento y especulación (1996-2008). Published in: Boletín Económico de Información Comercial Española No. 2970 : pp. 31-49.

Fulli-Lemaire, Nicolas (2013): Alternative inflation hedging strategies for ALM.

Fulli-Lemaire, Nicolas (2012): A Dynamic Inflation Hedging Trading Strategy Using a CPPI. Published in: Journal of Finance & Risk Perspective , Vol. 1, No. 2 (December 2012): pp. 89-111.

Fulli-Lemaire, Nicolas (2012): An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro. Published in: The Journal of Investment Strategies - Risk , Vol. 2, No. Summer (June 2013): pp. 23-50.

G

Gabrielsen, Alexandros and Marzo, Massimiliano and Zagaglia, Paolo (2011): Measuring market liquidity: an introductory survey.

Gaivoronski, A and Stella, F (2000): Nonstationary Optimization Approach for Finding Universal Portfolios. Published in: Annals of Operations Research , Vol. 100, (2000): pp. 165-188.

Gilroy, Bernard Michael and Broll, Udo (1986): Collateral in Banking Policy and Adverse Selection.

Gong, Liutang and Zou, Heng-fu (2012): Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism.

Govori, Fadil (2013): The performance of commercial banks and the determinants of profitability: Evidence from Kosovo.

Grammig, Joachin and Heinen, Andreas and Rengifo, Erick (2004): Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model.

Gray, Wesley (2005): Two Essays on Self Tender Offers.

Grzelak, Lech and Oosterlee, Kees (2010): An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile.

Grzelak, Lech and Oosterlee, Kees (2009): On The Heston Model with Stochastic Interest Rates.

Grzelak, Lech and Oosterlee, Kees (2010): On cross-currency models with stochastic volatility and correlated interest rates.

Gualandri, Elisabetta and Grasso, Alessandro Giovanni (2006): Towards a new Approach to Regulation and Supervision in the EU: Post-FSAP and Comitology. Published in: Revue bancaire et financière Bank- en Financiewezen No. 2006/3 (April 2006): pp. 157-175.

Gulino, Salvatore (2012): Obsolescence Of The 30-Year Mortgage.

govori, fadil (2012): The Financial Lobby and Impact of Other Stakeholders in the EU: A good model for emancipation of the financial system in Kosovo.

H

Heenkenda, Shirantha (2011): Prospective Demand for an Index-Based Microinsurance in Sri Lanka. Published in: Asia-Pacific Journal of Social Sciences , Vol. 1, No. 3 (July 2011): pp. 1-31.

Heinen, Andreas (2003): Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model.

Herwany, Aldrin and Febrian, Erie (2008): Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection.

Hiremath, Gourishankar S (2009): Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review. Published in: GITAM Review of International Business , Vol. 1, No. 2 (2009): pp. 100-121.

Hiremath, Gourishankar S and Bandi, Kamaiah (2010): Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test. Published in: Banking and Finance Letters , Vol. 2, No. 4 (2010): pp. 371-390.

Hiremath, Gourishankar S and Bandi, Kamaiah (2009): On the random walk characteristics of stock returns in India. Published in: Artha Vijnana , Vol. 51, No. 1 (2009): pp. 85-96.

Hiremath, Gourishankar S and Bandi, Kamaiah (2011): Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence. Published in: Economics, Management, and Financial Markets , Vol. 6, No. 3 (2011): pp. 136-147.

Hirshleifer, David (2001): Investor Psychology and Asset Pricing. Published in: Journal of Finance , Vol. 56, No. 4 (August 2001): pp. 1533-1597.

Hirshleifer, David and Teoh, Siew Hong (2001): Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. Published in: European Financial Management , Vol. 9, No. 1 (March 2003): pp. 25-66.

Hirshleifer, David and Teoh, Siew Hong and Yu, Jeff Jiewei (2010): Short Arbitrage, Return Asymmetry and the Accrual Anomaly.

Horobet, Alexandra and Ilie, Livia (2007): Regulation versus Competition on European Financial Markets. Published in: , Vol. „The P, (2007)

Hossain, Monzur and Shahiduzzaman, Md. (2005): Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh. Published in: Bank Parikrama , Vol. XXVII, No. 1

Hosseini-Yekani, Seyed-Ali and Bakhshoodeh, Mohammad (2006): The importance of developing future contracts: a case study of Iran Agricultural Commodity Exchanges. Published in: Economic Research Forum (ERF): 13th Annual Conference (18. December 2006)

Hsain, Fazal and Mahmood, Tariq (2001): The Stock Market and the Economy in Pakistan. Published in: Pakistan Development Review , Vol. 49, No. 2 (2001): pp. 107-114.

Husain, Fazal (2006): Stock Prices, Real Sector and the Causal Analysis: The Case of Pakistan. Published in: Journal of Managemant and Social Sciences , Vol. 2, No. 2 (2006): pp. 179-185.

Husain, Fazal and Mahmood, Tariq (2001): The Stock Market and the Economy in Pakistan. Published in: The Pakistan Development Review , Vol. 40, No. 2 (2001): pp. 107-114.

Husain, Fazal and Qayyum, Abdul (2006): Stock Market Liberalisations in the South Asian Region. Published in: PIDE Working Papers No. 2006:6 (2006): pp. 1-19.

J

Jensen, Mark J and Maheu, John M (2013): Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis.

Jin, Xin and Maheu, John M (2014): Modeling Covariance Breakdowns in Multivariate GARCH.

K

Kalaichelvan, Mohandass and Lim Kai Jie, Shawn (2012): A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law. Published in: International Research Journal of Finance and Economics No. 95 : pp. 196-210.

Kamal, Mona (2014): Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution.

Kasai, Katsuya (2012): Estimation of the Day of the Week Effect on Stock Market Volatility in the U.S. Manufacturing Sector using GARCH and EGARCH models.

Kazemi, Hossein S. and Zhai, Weili and He, Jibao and Cai, Jinghan (2013): Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence. Published in: Journal of Financial Risk Management , Vol. Vol.2 , No. 2013. No. 3 : pp. 47-54.

Kazemi, Hossein S. and Ogus, Ayla (2012): Was There a Contagion during the Asian Crises? Published in: Applied Mathematics No. 4 (January 2013): pp. 29-39.

Khan, Mehwish Aziz and Kayani, Ferheen and Javid, Attiya Yasmin (2011): Effect of Mergers and Acquisitions on Market Concentration and Interest Spread. Published in: Journal of Economics and Behavioral Studies , Vol. 3, No. No. 3 (September 2011): pp. 190-197.

Khan, Muhammad Arshad and khan, Sajawal (2007): Financial Sector Restructuring in Pakistan. Forthcoming in: Lahore Journal of Economics

Kitov, Ivan (2009): ConocoPhillips and Exxon Mobil stock price. Forthcoming in: Journal of Applied Research in Finance , Vol. I, No. 2 (2) (2009)

Kitov, Ivan (2012): ConocoPhillips’ share price model revisited.

Kitov, Ivan (2012): Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources.

Kitov, Ivan (2010): Modeling share prices of banks and bankrupts.

Kitov, Ivan (2009): Predicting gold ores price.

Kitov, Ivan (2009): Predicting the price index for jewelry and jewelry products: 2009 to 2016.

Kitov, Ivan (2014): A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources.

Kitov, Ivan and Kitov, Oleg (2008): Long-term linear trends in consumer price indices.

Kitov, Ivan and Kitov, Oleg (2009): Modelling of selected S&P 500 share prices.

Kitov, Ivan and Kitov, Oleg (2009): PPI of durable and nondurable goods: 1985-2016.

Kitov, Ivan and Kitov, Oleg (2009): Predicting share price of energy companies: June-September 2009.

Kitov, Ivan and Kitov, Oleg (2010): S&P 500 returns revisited.

Küçük, Ugur N. (2009): Emerging Market Local Currency Bond Market, Too Risky to Invest?

L

Law, Siong Hook and Azman-Saini, W.N.W. (2008): The Quality of Institutions and Financial Development.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities.

Li, Jun and Chen, Songxi (2012): Two Sample Tests for High Dimensional Covariance Matrices. Published in:

Li, Xi Hao (2012): Auction Market System in Electronic Security Trading Platform.

Liew, Venus Khim-Sen and Qiao, Zhuo and Wong, Wing-Keung (2008): Linearity and stationarity of G7 government bond returns.

Lim Kai Jie, Shawn and Chadha, Pavneet and Lau, Joshua and Potdar, Nishad (2012): Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency. Published in: Journal of Money, Investment and Banking No. 25 (September 2012): pp. 181-193.

Liu, Xiaochun (2013): Markov-Switching Quantile Autoregression.

Liu, Xiaochun (2013): Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach.

Louis, Rodolphe and Roncalli, Thierry (2012): On the market portfolio for multi-asset classes.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2011): The instability of the correlation structure of the S&P 500.

M

Mahmood, Asif (2014): Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan.

Makaew, Tanakorn and Maksimovic, Vojislav (2013): Industry Shocks, Operating Risk, and Corporate Financial Policies around the World.

Malhotra, Madhuri Malhotra and M., Thenmozhi and Gopalaswamy, Arun Kumar (2012): Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India. Published in: Wealth-International Journal of Money banking and Finance , Vol. Volume, No. Issue 1 (June 2012): pp. 28-34.

Malik, Saif Ullah (2014): Determinants of Currency Depreciation in Pakistan.

McCauley, Joseph L. (2007): Ito Processes with Finitely Many States of Memory.

Merz, Joachim and Stolze, Henning and Zwick, Markus (2006): Wirkungen alternativer Steuerreformmodelle auf die Einkommensverteilung von Freien und anderen Berufen.

Mlambo, Chipo and Biekpe, Nicholas (2001): Investment Basics XLIV: Review of African stock markets. Published in: Investment Analysts Journal , Vol. 54, No. 5 (December 2001): pp. 61-65.

Mohanty, Roshni and P, Srinivasan (2014): The Time-Varying Risk and Return Trade Off in Indian Stock Markets.

Moorthy, Vivek and Singh, Bhupal and Dhal, Sarat Chandra (2000): Bond financing and debt stability: theoretical issues and empirical analysis for India. Published in: RBI Development Research Group Study No. 19 (10. June 2000): pp. 1-79.

Morris, Charles and Hoenig, Thomas (2011): Restructuring the Banking System to Improve Safety and Soundness.

Musolino, Francesco and Carfì, David (2012): A game theory model for currency markets stabilization.

Muteba Mwamba, John and Suteni, Mwambi (2010): An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio.

N

Nawar, Hashem (2010): Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK.

Ndako, Umar Bida (2013): The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa.

Nikiforova, Vera and Valahov, Dmitriy and Nikiforov, Aleksandr (2014): The effect of regulatory institutions on macroeconomic growth in Russia.

Noland, Marcus (2000): The Philippines in the Asian Financial Crisis: How the Sick Man Avoided Pneumonia. Published in: Asian Survey , Vol. 40, No. 3 (May 2000): pp. 401-412.

Novak, Branko and Matić, Branko and Stjepanović, Slobodanka (2003): ISSUING POLICIES IN CURRENCIES DENOMINATED IN EUROS AND EUROCENTS. Published in: ICES 2003, From Transition to Development: Globalisation and Political Economy of Evelopment in Transition Economies. (2004): pp. 911-923.

Nwaobi, Godwin (2008): MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING.

O

Ogunyiola, Ayorinde (2013): Financial development and Economic Growth: The Case of Cape Verde.

Ojo, Marianne (2009): Regulating the International Audit Market and the removal of barriers to entry: The provision of non audit services by audit firms and the 2006 Statutory Audit Directive. Published in: European Public Law Journal (January 2009)

Omay, Tolga (2010): A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia.

Onour, Ibrahim (2012): Volatility Spillover Across GCC Stock Markets.

Ozun, Alper and Cifter, Atilla (2007): Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas.

P

Pascucci, Andrea and Foschi, Paolo (2006): Path dependent volatility.

Pasricha, Gurnain (2009): Bank Competition and International Financial Integration: Evidence using a new Index.

Perugini, Cristiano and Hölscher, Jens and Collie, Simon (2013): Inequality, credit expansion and financial crises.

Q

Qayyum, Abdul and Kemal, A. R. (2006): Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan. Published in: PIDE Working Papers No. 2006:7 (2006): pp. 1-16.

Qiu, Jianying and Weitzel, Utz (2011): Reference dependent ambiguity aversion: theory and experiment.

R

Ratti, Ronald A. and Hasan, M. Zahid (2013): Oil Price Shocks and Volatility in Australian Stock Returns ‎.

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Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.

Ruiz-Porras, Antonio (2006): Financial systems and banking crises: An assessment. Published in: Revista Mexicana de Economía y Finanzas (Mexican Journal of Economics and Finance) , Vol. v.5, No. Issue 1 (March 2006): pp. 13-27.

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SAIEF EDDINE, AYOUNI and FAKHRI, ISSAOUI and SALEM, BRAHIM (2014): Financial liberalization, Foreign Direct investment (FDI) and Economic Growth: A Panel Dynamic Data Validation.

Saumitra, Bhaduri and Amit, Kumar (2012): Allocation of capital in the post liberalized regime: a case study of the Indian corporate sector.

Scorbureanu, Alexandrina Ioana (2013): Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects.

Sengupta, Rajeswari and Anand, Vaibhav (2014): Corporate Debt Market in India: Issues and Challenges.

Senn, Myriam (2002): SuperMontage in the American Securities Markets Context. Published in: Journal of International Financial Markets , Vol. 4, No. 6 (2002): pp. 200-208.

Sever, Can (2014): Systemic Liquidity Crisis with Dynamic Haircuts.

Shachmurove, Yochanan and Vulanovic, Milos (2014): SPACs with focus on China.

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Shirai, Sayuri (2009): Evaluating the Present State of Japan as An International Financial Center.

Siddiqi, Hammad (2006): Belief merging and revision under social influence: An explanation for the volatility clustering puzzle.

Siddiqi, Hammad (2013): Mental Accounting: A Closed-Form Alternative to the Black Scholes Model.

Siddiqi, Hammad (2007): Rational Interacting Agents and Volatility Clustering: A New Approach.

Siddiqi, Hammad (2007): Stock Price Manipulation: The Role of Intermediaries.

Simplice Anutechia, Asongu (2010): Linkages between Financial Development and Openness: panel evidence from developing countries. Forthcoming in:

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Skardziukas, Domantas (2010): Practical approach to estimating cost of capital.

Sosa Navarro, Ramiro (2005): Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis.

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Taguedong, Sylvain Chamberlain (2009): Behavioral approach to market and default risks modeling. Published in: Chicago Booth School of Business Finance Research Papers and FEN Professional & Practitioner Papers Series (27. December 2009)

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Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data.

Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models.

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Wang, Dingyan and Chong, Terence Tai-Leung and Chan, Wing Hong (2014): Price Limits and Stock Market Volatility in China.

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Willmott, Bryony (2014): Excess reserves, interbank markets and domestic money market intervention.

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Xiao, Tim (2014): A Simple and Precise Method for Pricing Convertible Bond with Credit Risk. Forthcoming in: Journal of Derivatives and Hedge Funds , Vol. 19, No. 4 (8. February 2014): pp. 244-258.

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Zhu, Ke and Li, Wai Keung and Yu, Philip L.H. (2014): Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates.

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