Munich Personal RePEc Archive

Items where Subject is "G - Financial Economics > G1 - General Financial Markets > G10 - General"

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Number of items at this level: 292.

A

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

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4. March 2013): pp. 10-20.

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4. March 2013): pp. 529-541.

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Macroeconomic Factors and Stock Market Movement: Evidence from Ghana.

Afego, Pyemo (2011): Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market.

Ahmed, Tehseen and Malik, Saif Ullah (2012): Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan. Published in: NICE Research Journal , Vol. Vol. 5, No. Vol. 5 (1. October 2012): pp. 93-110.

Akber, Ushna and Muhammad, Nabeel (2013): Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index.

Alexandru, Ciprian Antoniade (2008): Indicators for the analysis of the evolution of the stock exchange. Published in: European union’s history, culture and citizenship (2008): pp. 103-109.

Alexandru, Ciprian Antoniade (2007): Local financing through capital markets. Published in: Economics of sustainable development - Financing the regional sustainable development (2008): pp. 115-119.

Alfarano, Simone and Milakovic, Mishael and Raddant, Matthias (2011): A Note on institutional hierarchy and volatility in financial markets.

Alghalith, Moawia (2010): Forward dynamic utilities: a new model and new results.

Alimi, R. Santos (2014): Inflation and Financial Sector Performance: The Case Of Nigeria.

Allen, David E and Powell, Robert (2008): Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective.

Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets.

Amihud, Yakov and Mendelson, Haim and Pedersen, Lasse Heje (2005): Liquidity and Asset Prices. Published in: Foundations and Trends in Finance , Vol. 1, No. 4 (2005): pp. 269-364.

Anolli, Mario and Petrella, Giovanni (2007): A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2012): Dynamic Co-movements between Stock Market Returns and Policy Uncertainty.

Arru, Daniela and Iacovoni, Davide and Monteforte, Libero and Pericoli, Filippo Maria (2012): EMU sovereign spreads and macroeconomic news.

Arshad Khan, Muhammad and Qayyum, Abdul (2007): Trade,Financial and Growth Nexus in Pakistan. Published in: Economic Analysis Working Papers , Vol. 6, No. 14 (2007): pp. 1-24.

Artzrouni, Marc (2009): The mathematics of Ponzi schemes.

Asongu, Simplice (2013): Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters. Published in: Financial Aspects of Recent Trends in the Global Economy, ASERS Publishing , Vol. 1, No. 1 (June 2013)

Ayala, Alfonso (2011): Algunos conceptos sobre la evaluación de portafolios de inversión.

B

Babalos, Vassilios and Philippas, Nikolaos and Doumpos, Michael and Zompounidis, Constantin (2012): Mutual funds performance appraisal using stochastic multicriteria acceptability analysis. Published in: Applied Mathematics and Computation , Vol. 218, (2011): pp. 5693-5703.

Bacha, Obiyathulla I. and Mohamed, Eskandar R. and Ramlee, Roslily (2008): The Efficiency of Trading Halts; Evidence from Bursa Malaysia. Published in: The International Journal of Banking and Finance , Vol. 5, No. 2 (March 2008): pp. 125-148.

Bardong, Florian and Bartram, Söhnke M. and Yadav, Pradeep K. (2005): Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE.

Barna, Flavia (2006): THE IMPACT OF THE FOREIGN INVESTMENTS ON THE CAPITAL MARKET IN ROMANIA.

Barnett, William A. and Jawadi, Fredj (2012): Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications.

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.

Baumöhl, Eduard and Lyócsa, Štefan (2012): Constructing weekly returns based on daily stock market data: A puzzle for empirical research?

Bayraci, Selcuk and Demiralay, Sercan (2013): Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets.

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

Bennani, Norddine and Maetz, Jerome (2009): A Spot Stochastic Recovery Extension of the Gaussian Copula.

Berdugo, Binyamin and Hadad, Sharon (2009): How does Investors' Legal Protection affect Productivity and Growth?

Bicchetti, David and Maystre, Nicolas (2012): The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data. Forthcoming in:

Blanchard, michel and Bernard, philippe (2011): The performance of amateur traders on a public internet site: a case of a stock-exchange contest.

Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:

C

Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.

Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.

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

Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns.

Carney, Richard W. and Liu, Wai-Man (Raymond) and Ngo, Phong T. H. (2012): Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance.

Carretta, Alessandro and Farina, Vincenzo and Graziano, Elvira Anna and Reale, Marco (2011): Does investor attention influence stock market activity? The case of spin-off deals.

Castagnetti, Carolina and Rossi, Eduardo (2008): Euro corporate bonds risk factors.

Castagnetti, Carolina and Rosti, Luisa (2007): Effort allocation in tournaments: the effect of gender on academic performance in Italian universities. Published in: Economics of Education Review No. 28 (2009): pp. 357-369.

Challet, Damien and Peirano, Pier Paolo (2008): The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures.

Chang, Kuang Liang and Chen, Nan Kuang and Leung, Charles Ka Yui (2011): The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?

Chang, Kuang Liang and Chen, Nan Kuang and Leung, Charles Ka Yui (2011): In the Shadow of the United States: The International Transmission Effect of Asset Returns.

Chang, Kuang-Liang and Chen, Nan-Kuang and Leung, Charles Ka Yui (2009): Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock.

Chen, Hui and Parsley, David and Yang, Ya-wen (2010): Corporate Lobbying and Financial Performance.

Chen, Nan-Kuang and Chen, Shiu-Sheng and Chou, Yu-Hsi (2013): Further evidence on bear market predictability: The role of the external finance premium.

Chen, Shiu-Sheng (2012): Revisiting the empirical linkages between stock returns and trading volume.

Chen, Shu-Ling and Kim, Hyeongwoo (2008): Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets.

Chen, Yongmin and Gu, Dingwei and Yao, Zhiyong (2013): Rating Inflation versus Deflation: On Procyclical Credit Ratings.

Chin-Hong, Puah and Muzafar Shah, Habibullah and Venus Khim-Sen, Liew (2009): Is Money Neutral In Stock Market? The Case of Malaysia. Published in: Economics Bulletin , Vol. 30, No. 3 (19. July 2010): pp. 1852-1861.

Chittedi, Krishnareddy (2011): Does oil price matter for Indian stock markets?

Cohen, Ruben D (2000): The long-run behavior of the S&P Composite Price Index and its risk premium.

Commendatore, Pasquale and Michetti, Elisabetta and Purificato, Francesco (2013): Financial Development and Agglomeration.

Corduneanu, Carmen and Milos, Laura Raisa (2009): An empirical analysis on the impact of the development of the financial system upon the economic growth. The case of Romania and of the other states members of the European Union. Published in: Proccedings of IECS 2009

Cosma, Antonio and Galli, Fausto (2014): A non parametric ACD model.

Cotter, John (2004): Minimum Capital Requirement Calculations for UK Futures. Published in: Journal of Futures Markets , Vol. 24, (2004): pp. 193-220.

Cotter, John (2006): Modelling catastrophic risk in international equity markets: An extreme value approach. Published in: Applied Financial Economic Letters , Vol. 2, (2006)

Cotter, John (2004): Modelling extreme financial returns of global equity markets. Published in: Greek Economic Review

Cotter, John (2004): Uncovering Long Memory in High Frequency UK Futures. Published in: European Journal of Finance , Vol. 11, (2005): pp. 325-337.

Cotter, John (2004): Varying the VaR for Unconditional and Conditional Environments,.

Cotter, John (2000): Volatility and the Euro: an Irish perspective. Published in: Journal of Statistical and Social Inquiry Society of Ireland , Vol. 29, (2000): pp. 83-116.

Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach.

Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures.

Cotter, John and Gabriel, Stuart and Roll, Richard (2011): Integration and contagion in US housing markets.

Cotter, John and Longin, Francois (2004): Margin setting with high-frequency data.

Cotter, John and Stevenson, Simon (2005): Multivariate Modeling of Daily REIT Volatility. Published in: Journal of Real Estate Finance and Economics (2006)

Cotter, John and Stevenson, Simon (2004): Uncovering Volatility Dynamics in Daily REIT Returns. Published in: Journal of Real Estate Portfolio Management , Vol. 13, : pp. 119-128.

Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market.

Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market.

Csóka, Péter and Pintér, Miklós (2010): On the impossibility of fair risk allocation.

D

Dale, Charles (1991): Economics of Energy Futures Markets. Published in: Petroleum Marketing Monthly (September 1991): pp. 5-18.

Dale, Charles and Zyren, John (1996): Noncommercial Trading in the Energy Futures Market. Published in: Petroleum Marketing Monthly (May 1996): xiii-xxiv.

De Silva, Dakshina and Pownall, Rachel A. J. (2012): Going green: does it depend on education, gender, or income?

Delatte, Anne-Laure and Lopez, Claude (2012): Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.

Delisle, R. Jared and Lee, Bong Soo and Mauck, Nathan (2012): The dynamic relation between short sellers, option traders, and aggregate returns.

Demir, Firat and Dahi, Omar S. (2009): Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets.

Dicembrino, Claudio and Scandizzo, Pasquale Lucio (2011): Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market.

Dima, Bogdan and Murgea, Aurora and Cristea, Stefana (2009): The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis.

Dominique, C-Rene and Rivera-Solis, Luis Eduardo and Des Rosiers, Francois (2010): Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index.

Douch, Mohamed and Bouaddi, Mohammed (2010): EQUITY Premium Puzzle in a Data-Rich Environment. Forthcoming in:

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange. Published in: Proceedings of the 18th International Economic Conference – IECS 2011 “Crises after the crisis. Inquiries from a national, European and global perspective” Sibiu, Romania, May 19-20, 2011 , Vol. IV, (17. May 2011): pp. 218-227.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Holiday effect on the Romanian stock market. Published in: Vanguard Scientific Instruments in Management 2011 , Vol. 1(4)/2, (19. November 2011): pp. 35-40.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Monthly seasonality in the Bucharest stock exchange. Published in: Proceedings of the 13th International Conference of Scientific Papers AFASES Brasov 26th - 28th May, 2011 (3. May 2011): pp. 47-52.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2010): Systematic risks for the financial and for the non-financial Romanian companies. Published in: The Proceedings of the International Conference CKS 2010, “Challenges of the Knowledge Society”, Bucharest, April 23-24, 2010 – 4th Edition (4. August 2010): pp. 1786-1795.

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2013): Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV.

Durán-Vázquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2012): Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones.

E

Emenike, Kalu O. (2010): Modelling Stock Returns Volatility In Nigeria Using GARCH Models. Published in: Proceeding of International Conference on Management and Enterprice Development, Ebitimi Banigo Auditorium, University of Port Harcourt - Nigeria , Vol. 1, No. 4 (10. February 2010): pp. 5-11.

Erdemlioglu, Deniz (2009): Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach.

Espinosa Méndez, Christian (2007): EFECTO FIN DE SEMANA Y FIN DE MES EN EL MERCADO BURSATIL CHILENO. Published in: Panorama Socioeconomico , Vol. 25, No. 034 (December 2007): pp. 8-17.

Espinosa Méndez, Christian (2005): Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. Forthcoming in: Trimestre Económico , Vol. 296, (31. September 2007)

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

F

FARUQUE, MUHAMMAD U (2011): An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh. Published in: Indian Journal of Economics and Business , Vol. 10, No. 04 (1. December 2011): pp. 443-465.

FOUNANOU, Mathurin/M and RATSIMALAHELO, Zaka/Z (2012): Regulation and supervision of microfinance institutions: an example of cooperative credit society. Published in: in Onafowokan O. Oluyombo (eds.) "Cooperative Finance in Developing Economies" (May 2012): pp. 64-80.

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

Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets.

Fernandez, Pablo (2009): Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita. Published in: Universia Business Review No. 21 (March 2009): pp. 56-65.

Figueiredo, Annibal and Gleria, Iram and Matsushita, Raul and Da Silva, Sergio (2006): The Levy sections theorem revisited.

Filoso, Valerio and Papagni, Erasmo (2014): Fertility Choice and Financial Development.

Francesco, Guidi (2008): European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models.

Fry, J. M. (2009): Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion.

Furceri, Davide and Zdzienicka, Aleksandra (2011): How costly are debt crises?

G

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

Galimberti, Jaqueson Kingeski and Cupertino, César Medeiros (2009): Explaining earnings persistence: a threshold autoregressive panel unit root approach.

Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process.

García Muñoz, Luis Manuel (2013): CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions.

García Muñoz, Luis Manuel (2013): Interest rate modeling under multiple discounting curves.

Gencay, Ramazan and Selcuk, Faruk and Whitcher, Brandon (2004): Information flow between volatilities across time scales.

Gete, Pedro and Porchia, Paolo (2010): Fertility and consumption when having a child is a risky investment.

Ghosal, Vivek (2007): Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses.

Giusti, Giovanni and Jiang, Janet Hua and Xu, Yiping (2012): Interest on Cash, Fundamental Value Process, and Bubble Formation on Experimental Asset Markets.

Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Forthcoming in:

Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage.

Gray, Wesley and Kern, Andrew (2008): Fundamental Value Investors: Characteristics and Performance.

Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.

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

H

Hasan, Zubair (2010): Dubai financial crisis: causes, bailout and after - a case study. Published in: Journal of Islamic Banking & Finance , Vol. 27, No. 3 (September 2010): .47-55.

Hasan, Zubair (2008): La introducción de la microfinanciación islámica en África: el caso nigeriano. Published in: Boletin Economico Casa Africa , Vol. July 2, No. No.2 July 2008 (2008)

Hassan, Gazi and Hisham, Al refai (2010): Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan.

Hatemi-J, Abdulnasser (2013): A New Asymmetric GARCH Model: Testing, Estimation and Application.

Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Published in: Applied Economics Letters , Vol. 8, No. 19 (2012): pp. 699-703.

Hawawini, Gabriel (1983): Why beta shifts as the return interval changes. Published in: Financial Analyst Journal , Vol. 39, (May 1983): pp. 73-77.

Hawawini, Gabriel (1980): The intertemporal cross-price behavior of common stocks: Evidence and impications. Published in: Journal of Financial Research , Vol. 5, (1980): pp. 153-167.

Hawawini, Gabriel and Banz, Rolf (1987): Equity pricing and stock market anomalies. Published in: Financial Markets and Portfolio Management , Vol. 1, No. 3 (1987): pp. 7-15.

Hoffmann, Peter (2012): A dynamic limit order market with fast and slow traders.

Horobet, Alexandra and Ilie, Livia (2007): On the dynamic link between stock prices and exchange rates: evidence from Romania.

Husain, Fazal (2000): The Day of the Week Effect in the Pakistani Equity Market: An Investigation. Published in: Lahore Journal of Economics , Vol. 5, No. 1 (2000): pp. 93-97.

Husain, Fazal and Forbes, Kevin (1999): Efficiency in a Thinly Traded Market: The Case of Pakistan. Published in: Savings and Development , Vol. 23, No. 4 (1999): pp. 457-473.

Husain, Fazal and UPPAL, Jamshed (1999): Stock Returns Volatility in an Emerging Market: The Pakistani Evidence. Published in: Pakistan Journal of Applied Economics , Vol. 15, No. 1 (1999): pp. 19-40.

I

Iqbal, Javed (2008): Stock Market in Pakistan: An Overview.

Iqbal, Javed and Azher, Sara and Ijza, Ayesha (2010): Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index.

Ivanov, Sergei (2014): Exploiting of fundamental interest rates inefficiency.

Ivanov, Sergei (2013): Implied-in-prices expectations: Their role in arbitrage. Published in: Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matematiche e Naturali , Vol. S1, No. 92 (24. February 2014): B1-B1.

J

Jackowicz, Krzszof and Kowalewski, Oskar and Kozłowski, Łukasz and Roszkowska, Paulina (2014): Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy.

Ji, Tingting (2004): Essays on consumer portfolio choice and credit risk.

K

Kaizoji, Taisei (2009): Root Causes of The Housing Bubble.

Keel, Simon and Ardia, David (2009): Generalized Marginal Risk.

Kitov, Ivan (2009): What is the best firm size to invest?

Kohonen, Anssi (2012): Transmission of Government Default Risk in the Eurozone.

Koop, Gary and Korobilis, Dimitris (2014): Model Uncertainty in Panel Vector Autoregressive Models.

Kozmenko, Olha and Kuzmenko, Olha (2012): The integration of the banking, insurance and reinsurance markets in Russia and Ukraine. Published in: Banks and Bank Systems , Vol. 7, No. 3 (19. October 2012): pp. 103-111.

Kozmenko, Olha and Kuzmenko, Olha (2013): Modeling the stability dynamics of Ukrainian banking system. Published in: Banks and Bank Systems , Vol. 8, No. 2 (1. August 2013): pp. 55-62.

Kozmenko, Serhiy and Plastun, Oleksiy (2011): Mutual influence of exchange assets: analysis and estimation. Published in: Banks and Bank Systems , Vol. 6, No. 2 (30. June 2011): pp. 53-58.

Kozmenko, Serhiy and Plastun, Oleksiy (2011): Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading. Published in: Investment Management and Financial Innovations , Vol. 8, No. 3 (15. November 2011): pp. 50-57.

Kozmenko, Serhiy and Plastun, Oleksiy (2012): Mutual influence of the exchange assets: practical aspects. Published in: Banks and Bank Systems , Vol. 6, No. 4 (8. February 2012): pp. 5-10.

Kozmenko, Serhiy and Plastun, Oleksiy (2012): The necessity of stock markets information incorporation into the methodology of credit rating agencies. Published in: Investment Management and Financial Innovations , Vol. 9, No. 3 (28. September 2012): pp. 8-18.

Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range.

Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009.

Kucuk, Ugur N. (2010): Dynamic Sources of Sovereign Bond Market Liquidity.

Kucuk, Ugur N. (2010): Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market. Published in: The Journal of Fixed Income , Vol. 19, No. Spring 2010 (4. April 2010): pp. 44-66.

Köksal, Bülent (2009): A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns. Published in: Journal of Economic and Social Research , Vol. 2, No. 11 (2009): pp. 1-29.

L

Law, Siong Hook and Azman-Saini, W.N.W. and Smith, Peter (2006): Finance and growth in a small open emerging market.

Lawrence, Craig and Thomas, Mathew (2008): Real Options: Applications in Public Economics.

Lazarevski, Dimche and Mrsik, Jadranka (2012): Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits. Published in: Development Economics: Microeconomic Issues in Developing Economies eJournal , Vol. 1, No. 48 (12. September 2012)

Lazen, Vicente and Eguiluz, Cristian (2006): Conflictos de Interés en Servicios Financieros: Taxonomía y Mecanismos de Control Regulatorio. Published in: Serie Documentos de Trabajo. Superintendencia de Valores y Seguros- Chile No. N°6 (December 2006)

Lee, King Fuei (2011): Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US. Forthcoming in: Quarterly Review of Economics and Finance

Lee, Kiseop and Xu, Mingxin (2007): Parameter estimation from multinomial trees to jump diffusions with k means clustering.

Lenz, Rainer (2011): Get rid of banks and build up a modern financial world.

Leung, Charles Ka Yui and CHEUNG, W. Y. Patrick and TANG, C. H. Edward (2011): Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?

Leung, Charles Ka Yui and Shi, Song and Tang, Edward Chi Ho (2013): Commodity house prices.

Leung, Charles Ka Yui and Tang, Edward Chi Ho (2013): Speculating China economic growth through Hong Kong? Evidence from the stock market IPO and real estate markets.

Liberati, Caterina and Marzo, Massimiliano and Zagaglia, Paolo and Zappa, Paola (2012): Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil.

Ling, Tai-Hu and Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2007): Fisher hypothesis: East Asian evidence from panel unit root tests.

Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones.

Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2014): Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica.

Loukil, Nadia and Yousfi, Ouidad (2010): Does corporate governance affect stock liquidity in the Tunisian Stock Market?

Loukil, Nadia and Yousfi, Ouidad (2010): Firm's information environment and stock liquidity: evidence from Tunisian context.

Luis Manuel, García Muñoz (2012): Collateral choice and the fundamental theorem of asset pricing.

Lyócsa, Štefan and Baumöhl, Eduard (2012): Testing the covariance stationarity of CEE stocks.

M

MAKU, Olukayode E. and ATANDA, Akinwande Abdulmaliq (2010): Determinants of stock market performance in Nigeria: long-run analysis. Published in: Journal of Management and Organizational Behaviour , Vol. 1, No. 3 (2010): pp. 1-16.

Magni, Carlo Alberto (2005): Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I. Forthcoming in: The ICFAI Journal of Applied Finance

Magni, Carlo Alberto (2005): Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I. Published in: The ICFAI Journal of Applied Finance , Vol. 14, No. 10 (October 2008): pp. 59-72.

Magni, Carlo Alberto (2007): Project selection and equivalent CAPM-based investment criteria. Published in: Applied Financial Economics Letters , Vol. 3, No. 2 (2007): pp. 165-168.

Mahmud, Muhammad and Herani, Gobind M. and Rajar, A.W. and Farooqi, Wahid (2009): Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan. Published in: Indus Journal of Management & Social Sciences No. 3(1) (20. April 2009): pp. 9-17.

Maku, Olukayode E. and Atanda, Akinwande A. (2009): Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?

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

Malik, Saif Ullah (2013): Role of Foreign Private Investment and Remittance in Stock Market Development: Study of South Asia. Published in: NICE Research Journal , Vol. VI, (1. October 2013): pp. 1-14.

Mamoon, Dawood (2007): Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange.

Mapa, Dennis S. and Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.

Marques, Luís Miguel and Fuinhas, José Alberto and Marques, António Cardoso (2012): Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010).

Masciantonio, Sergio (2013): Identifying and tracking systemically important financial institutions (SIFIs) with public data.

Matsushita, Raul and Gleria, Iram and Figueiredo, Annibal and Da Silva, Sergio (2007): Are Pound and Euro the Same Currency? - Updated.

Mayur, Manas and Kumar, Manoj (2006): An Empirical Investigation of Going Public Decision of Indian Companies.

Mayur, Manas and Kumar, Manoj (2006): An Empirical Investigation of Going Public Decision of Indian Companies.

Md Isa, Abu Hassan and Puah, Chin-Hong and Yong, Ying-Kiu (2008): Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM.

Meng, Ginger and Hu, Gang and Bai, Jushan (2007): Olive: a simple method for estimating betas when factors are measured with error. Published in: The Journal of Financial Research , Vol. XXXIV, No. 1 (2011): pp. 27-60.

Mierzejewski, Fernando (2008): The Allocation of Economic Capital in Opaque Financial Conglomerates.

Mishra, SK (2007): Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program.

Mukherjee, Dr. Kedar nath (2011): Commodity investments: opportunities for Indian institutional investors.

Mukherjee, Dr. Kedar nath (2012): Corporate Bond Market in India: Current Scope and Future Challenges.

Mukherjee, Dr. Kedar nath (2011): Impact of Futures Trading on Indian Agricultural Commodity Market.

Mukherjee, Dr. Kedar nath and Mishra, Dr. R. K. (2008): Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts.

Munro, John H. (2002): The medieval origins of the 'Financial Revolution': usury, rentes, and negotiablity. Published in: The International History Review , Vol. 25, No. 3 (September 2003): pp. 505-562.

Muñoz, Jorge and Recabal, Claudio and Acuña, Andrés (2007): La política monetaria y su impacto sobre los retornos reales del mercado bursátil chileno. Published in: Horizontes Empresariales , Vol. 6(2), (December 2007): pp. 9-29.

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Naik, Pramod Kumar and Padhi, Puja (2014): An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns.

Nicolau, Mihaela (2010): Financial Markets Interactions between Economic Theory and Practice. Published in: The Annals of Dunărea de Jos University Fascicle I. Economics and Applied Informatics , Vol. 16, No. 2 (30. November 2010): pp. 27-36.

Nicolau, Mihaela (2010): Practitioners' tools in analysing financial markets evolution. Forthcoming in: Acta Universitatis Danubius - Oeconomica , Vol. 8, No. 3 (November 2010): pp. 82-103.

Nistor, Costel and Stefanescu, Razvan and Dumitriu, Ramona (2009): The impact of the US stock market on the Romanian stock market in the context of the financial crisis. Published in: Proceedings of the International Scientific Conference “Challenges for Analysis of the Economy, the Businesses, and Social Progress”, Szeged, November 19-21, 2009 (8. March 2010): pp. 636-655.

Ntim, Collins G and Opong, Kwaku K and Danbolt, Jo and Dewotor, Frank (2008): Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?

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Onour, Ibrahim (2011): الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة.

Onour, Ibrahim (2008): Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration. Published in: Afro-Asian Journal of Finance and Accounting , Vol. 1, No. 3 : pp. 251-265.

Ozsoz, Emre (2011): What determines return risks for bank equities in Turkey?

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Pacheco, Luís (2011): Moody’s credit ratings and the stock market performance of Portuguese rated firms.

Papahristodoulou, Christos (2008): A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio.

Peresetsky, A. A. (2011): What determines the behavior of the Russian stock market.

Petrushchak, Bohdan (2009): Вплив екзогенних чинників на розвиток українського фондового ринку. Published in: Swit Finansiw (World of Finance) No. 20 (2009): pp. 151-159.

Pinto, Cristian F. and Acuña, Andres (2011): Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza.

Pirtea, Marilen and Dima, Bogdan and Milos, Laura Raisa (2009): An empirical analysis of the interlinkages between financial sector and economic growth. Published in: Annals of DAAAM for 2009 & Proceedings , Vol. 20, No. 1 (25. November 2009): pp. 343-344.

Pirtea, Marilen and Iovu, Laura Raisa and Milos, Marius Cristian (2008): Dynamics of financial markets in the context of globalization.

Puah, Chin-Hong and Habibullah, Muzafar Shah and Lim, Kian-Ping (2006): Testing long-run neutrality of money: evidence from Malaysian stock market. Published in: The ICFAI Journal of Applied Economics , Vol. V, No. 4 (July 2006): pp. 15-37.

Puah, Chin-Hong and Jayaraman, T. K. (2007): Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji. Published in: International Journal of Economics and Management. , Vol. 1, No. 2 (2007): pp. 229-244.

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Qayyum, Abdul and Mohsin, H (2005): The Integration of Financial Markets: Empirical Evidence from South Asian Countries.

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Ramosaj, Berim (2010): Challenges to Solvency II Reform in Insurance Industry.

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

Reiffen, David and Buyuksahin, Bahattin (2010): The puzzle of privately-imposed price limits: are the limits imposed by financial exchanges effective? Published in: Aestimatio No. 1 (December 2010): pp. 1-34.

Reinhart, Carmen and Calvo, Guillermo (2001): Fixing for your life. Published in: Susan Collins and Dani Rodrik, eds., Brookings Trade Forum 2000 Washington, DC: Brookings Institution (2000): pp. 1-39.

Rossi, Fabrizio and Cebula, Richard (2013): Stock Market Reactions to Announcements of Board of Director Appointments: Evidence from Italy.

Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.

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

Rossi, Francesco (2012): U.K. cross-sectional equity data: The case for robust investability filters. Published in: European Economics Letters , Vol. 1, No. 1 (December 2012): pp. 6-13.

Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters.

Ruiz-Porras, Antonio (2007): Banking competition and financial fragility: Evidence from panel-data. Forthcoming in: Estudios Economicos

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Santillán Salgado, Roberto and Hibert Sánchez, Abel (2009): A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry. Published in: Memories of the Emerging Challenges in the Western Hemisphere Conference

Sarath Chandran, B.P. and Manju, T.K. (2010): Financial Inclusion Strategies For Inclusive Growth In India.

Sarker, Debnarayan and Ghosh, Bikash Kumar (2007): A study of market efficiency in the stock market, forex market and bullion market in India. Published in: Finance India , Vol. 21, No. 3 (2007): pp. 987-102.

Sarno, Lucio (2010): Properties of Foreign Exchange Risk Premiums.

Schied, Alexander and Schoeneborn, Torsten (2008): Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets.

Schied, Alexander and Schöneborn, Torsten (2007): Optimal Portfolio Liquidation for CARA Investors.

Schoeneborn, Torsten and Schied, Alexander (2007): Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision.

Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure.

Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure.

Selcuk, Cemil (2012): Distressed sales and liquidity in OTC markets.

Serletis, Apostolos and Gogas, Periklis (1999): The North American natural gas liquids markets are chaotic. Published in: The Energy Journal , Vol. 20, No. 1 (1999): pp. 83-103.

Shahzad, Syed jawad hussain and Ali, Paeman and Saleem, Fawad and Ali, Sajid and Akram, Sehrish (2013): Stock market efficiency: Behavioral or traditional paradigm?Evidence from Karachi Stock Exchange (KSE) and investors community of Pakistan. Published in: Interdisciplinary Journal of Contemporary Research In Business, ISSN 2073-7122 , Vol. 4, No. 10 (10. March 2013): pp. 605-619.

Shaikh, Salman (2010): A Brief Review & Introduction to Practiced Islamic Banking & Finance.

Shaikh, Salman and Saeed, Shan (2010): Sukuk Bond: The Global Islamic Financial Instrument. Published in: Business Islamica , Vol. 1, No. 11 (1. November 2010)

Shumska, Svitlana and Stepanenko-Lypovyk, Bohdana (2012): Міжнародні злиття та поглинання у фінансовому секторі: світові тенденції та особливості прояву в Україні. Published in: Галицький економічний вісник No. №5(38) (December 2012): pp. 173-185.

Siddiqi, Hammad (2009): Ambiguity, Infra-Marginal Investors, and Market Prices.

Siddiqi, Hammad (2009): Information Transmission and Micro-structure rents in Emerging Markets.

Siddiqi, Hammad (2010): Information transmission and the emergence of a peculiar trading facility in certain emerging markets.

Silva, Pedro and Almeida, Liliana (2011): Weather and stock markets: empirical evidence from Portugal.

Simplice A, Asongu (2012): Democracy and Stock Market Performance in African Countries.

Simplice A, Asongu (2012): Government quality determinants of stock market performance in African countries. Forthcoming in:

Simplice A, Asongu (2012): African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment. Forthcoming in:

Simplice A, Asongu (2011): Democracy and stock market performance in developing countries.

Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.

Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.

Simplice A, Asongu (2011): Government quality determinants of stock market performance in developing countries.

Simplice A, Asongu (2011): Political crises and risk of financial contagion in developing countries: Evidence from Africa. Published in: Journal of Economics and International Finance , Vol. 3, No. 7 (1. July 2011): pp. 462-467.

Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets.

Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. Forthcoming in:

Simplice A., Asongu (2011): Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa.

Singh, Saurabh and Saharawat, Swati (2011): Hedging dynamics with gold futures. Published in: Pantnagar Journal of Research , Vol. 10, No. 1 (2012): pp. 71-77.

Sinha, Pankaj and Goyal, Lavleen (2012): Algorithm for construction of portfolio of stocks using Treynor’s ratio.

Sinha, Pankaj and Mathur, Kritika (2012): Evolution of security transaction tax in India.

Smant, David / D.J.C. (2010): Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases.

Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Forthcoming in: Journal of the Korean Physical Society , Vol. 54, No. 6 (15. June 2009)

Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Published in: Journal of the Korean Physical Society , Vol. 54, No. June (No. 6) (15. June 2009): pp. 2460-2463.

Song, In Ho (2010): House Prices and Consumption.

Stavarek, Daniel and Heryan, Tomas (2012): Day of the week effect in central European stock markets.

Stefanescu, Razvan and Dumitriu, Ramona (2010): Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania. Published in: Proceedings of the International Conference on Economics and Administration, Bucharest, June 3 – 4, 2011 (15. May 2010): pp. 595-607.

Stefanescu, Razvan and Dumitriu, Ramona (2013): MOY effects in returns and in volatilities of the Romanian capital market.

Stefanescu, Razvan and Dumitriu, Ramona (2013): Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. Published in: Econometric Modeling: International Financial Markets - Emerging Markets eJournal , Vol. 2, No. 21 (17. April 2013)

Stefanescu, Razvan and Dumitriu, Ramona (2011): Turn - of - the - month effect on the Bucharest stock exchange. Published in: New challenges in economics and administration : proceedings of the 3rd international conference in economics and administration : Bucharest, 2011 / University of Bucharest (3. June 2011): pp. 199-204.

Su, EnDer (2014): Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model.

Su, Yongyang (2010): The impact of the securities transaction taxes on the Chinese stock market. Forthcoming in: Emerging Market Finance and Trade No. forthcoming (January 2011)

Sylvain, Serginio (2014): Does Human Capital Risk Explain The Value Premium Puzzle?

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Tanasoiu, Georgiana Lavinia and Enea, Constanta (2008): Social Duty and Her Function in Communication Strategy of Firm.

Tang, Hong Peng and Habibullah, Muzafar Shah and Puah, Chin-Hong (2007): Stock market and economic growth in selected Asian countries. Published in: Journal of Economics, Finance and Administrative Sciences No. 7 (2007): pp. 43-52.

Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics.

Tokel, Omer Emre and Yucel, Eray M. (2009): Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey.

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Valls Pereira, Pedro L. and Chicaroli, Rodrigo (2009): Predictability of Equity Models.

Van Heerden, Dorathea and Rodrigues, Jose and Hockly, Dale and Lambert, Bongani and Taljard, Tjaart and Phiri, Andrew (2013): Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model.

Vanini, Paolo (2012): Fiancial Innovation, Structuring and Risk Transfer.

Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.

Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure.

Vo, Xuan Vinh (2010): Foreign ownership in Vietnam stock markets - an empirical analysis.

Vo, Xuan Vinh and Batten, Jonathan (2010): An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis.

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Wagner, Helmut and Matanovic, Eva (2012): Volatility Impact of Stock Index Futures Trading - A Revised Analysis. Published in: Journal of Applied Finance & Banking , Vol. 2, No. 5 (2012): pp. 113-126.

Waśniewski, Krzysztof (2010): Emergence of alternative capital markets in developing countries as a process of institutional change.

Wenzelburger, Jan (2008): A Note on the Two-fund Separation Theorem.

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Yamori, Nobuyoshi (2011): Commodity ETFs in the Japanese Stock Exchanges.

Yan, Isabel K. and Chong, Terence and Lam, Tau-Hing (2011): Is the Chinese Stock Market Really Efficient. Forthcoming in: China Economic Review

Yildizhan, Celim (2006): Stock Splits, A Survey.

Youssef, El-Khatib and Hatemi-J, Abdulnasser (2011): On the calculation of price sensitivities with jump-diffusion structure. Published in: Journal of Statistics Applications & Probability , Vol. 3, No. 1 (2012): pp. 171-182.

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Zawadzki, Krystian and Lewicka, Marta (2010): Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia. Published in: Pieniądze i Więź , Vol. 48, No. 3/2010 (October 2010): pp. 27-35.

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