Köksal, Bülent (2012): An analysis of intraday patterns and liquidity on the Istanbul stock exchange. Unpublished.
Situngkir, Hokky (2012): Indonesian Stock Market Crisis Observation with Spectral and Composite Index. Published in: BFI Working Paper Series No. WP-1-2012 (14. January 2012)
Hacihasanoglu, Erk; Turhan, Ibrahim M. and Soytas, Ugur (2012): Oil prices and emerging market exchange rates. Published in: The Central Bank of the Republic of Turkey Working Papers Series , Vol. 1, No. 12 (January 2012): pp. 1-26.
ADESOYE, A. Bolaji and ATANDA, Akinwande Abdulmaliq (2012): Monetary Policy and Share Pricing Business in Nigeria. Forthcoming in: (2012): pp. 1-19.
YOUSFI, Ouidad (2011): Islamic private equity: what is new? Unpublished.
Malliaris, A.G. and Malliaris, Mary (2011): Are oil, gold and the euro inter-related? time series and neural network analysis. Forthcoming in: Review of Quantitative Finance and Accounting (2011)
Orth, Walter (2011): Default probability estimation in small samples - with an application to sovereign bonds. Unpublished.
Mukherjee, Dr. Kedar nath (2011): Commodity investments: opportunities for Indian institutional investors. Unpublished.
Abdala Rioja, Yamile E (2011): All things considered: the interaction of the reasons for the financial crisis. Unpublished.
Modena, Matteo (2011): Agricultural commodities and financial markets. Unpublished.
Mamoru, Nagano (2011): Who issues debt securities in emerging countries? Unpublished.
Stavarek, Daniel; Repkova, Iveta and Gajdosova, Katarina (2011): Theory of financial integration and achievements in the European Union. Forthcoming in: Matoušek, R. – Stavárek, D. (eds.) Financial Integration in the European Union. (Routledge Studies in European Economy). London: Routledge, 2012. ISBN 978-0-415-69076-8. (16. March 2012)
Muñoz, Mª Pilar; Márquez, María Dolores and Sánchez, Josep A. (2011): Contagion between United States and european markets during the recent crises. Published in: Aestimatio. The IEB International Journal of Finance No. 2 (July 2011): pp. 1-24.
Kablan, S and Yousfi, O (2011): Efficiency of islamic and conventional banks in countries with islamic banking. Unpublished.
Le, Thai-Ha and Chang, Youngho (2011): The impact of oil price fluctuations on stock markets in developed and emerging economies. Unpublished.
Pontines, Victor and Siregar, Reza Yamora (2011): Cross-border bank lending to selected SEACEN economies: an integrative report. Unpublished.
Mirdala, Rajmund (2011): Financial Deepening and Economic Growth in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 6, No. 2 (September 2011): pp. 177-194.
Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. Forthcoming in:
Dasgupta, Dipak; Dubey, R.N. and Sathish, R (2011): Domestic Wheat Price Formation and Food Inflation in India. Published in: Working Paper Series, MOF, India No. Working Paper No. 2, 2011 (15. May 2011): pp. 1-58.
Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries. Unpublished.
Basher, Syed Abul; Haug, Alfred A. and Sadorsky, Perry (2011): Oil prices, exchange rates and emerging stock markets. Unpublished.
Simplice A., Asongu (2011): Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa. Unpublished.
Konchyn, Vadym (2011): European countries with a diagnosis of financial default: expectancy and fear of its announcement in Ukraine. Published in: The Economic Annals-XXI Journal (ISSN 1728-6220) No. Nr. 5-6, 2011 (June 2011): pp. 21-26.
Estrada, Fernando (2011): Theory of financial risk. Unpublished.
Zaman, Gheorghe and Georgescu, George (2011): Sovereign risk and debt sustainability: warning levels for Romania. Published in: Non-Linear Modelling in Economics. Beyond Standard Economics (March 2011): pp. 234-270.
Avadanei, Andreea (2011): Indicatori de măsurare a integrării financiare europene. Literature review. Unpublished.
Cifarelli, Giulio and Paladino, Giovanna (2011): Hedging vs. speculative pressures on commodity futures returns. Unpublished.
Výrost, Tomáš; Baumöhl, Eduard and Lyócsa, Štefan (2011): On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries. Unpublished.
Petrushchak, Bohdan (2011): Календарні закономірності розподілу дохідності та волатильності на українському фондовому ринку. Published in: Матеріали ІХ Міжнародної науково-практичної конференції студентів, аспірантів та молодих вчених "Шевченківська весна 2011" , Vol. 1, No. 9 (April 2011): pp. 280-282.
Petrushchak, Bohdan (2011): Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика. Published in: Світ фінансів No. 2 (2011): pp. 30-40.
Subhani, Dr. Muhammad Imtiaz; Hasan, Dr. Syed Akif; Mehar, Dr. Ayub and Osman, Ms. Amber (2011): Are the Major South Asian Equity Markets Co-Integrated? Published in: International Journal of Humanities and Social Science , Vol. 1, No. 12 (2011): pp. 117-121.
Petrushchak, Bohdan (2011): The calendar regularity of earnings and volatility distribution on the Ukrainian stock market. Published in: Proceedings of the 9th International Scientific Conference of Students and Young Scientists “Shevchenkivska Vesna 2011”. – 2011. – Kyiv: Taras Shevchenko National University of Kyiv. – Pages: 280–282. , Vol. 1, No. 9 (April 2011): pp. 280-282.
Avadanei, Andreea (2010): European corporate bond market integration: lessons from EMU. Unpublished.
Nagayasu, Jun (2010): Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns. Unpublished.
Avadanei, Andreea (2010): Analiza efectelor Zonei Unice de Plati in Euro in contextul crizei financiare internationale. Forthcoming in:
Sen, Chitrakalpa; Chakrabarti, Gagari and Sarkar, Amitava (2010): Asymmetric Response in Foreign Exchange Volatility under Structural Break. Unpublished.
Narciso, Alexandre (2010): The impact of population ageing on international capital flows. Unpublished.
Caprio, Gerard Jr.; D'Apice, Vincenzo; Ferri, Giovanni and Puopolo, Giovanni Walter (2010): Macro Financial Determinants of the Great Financial Crisis: Implications for Financial Regulation. Published in: Temi di Economia e Finanza , Vol. 1, No. Special Issue (21. October 2010): pp. 1-31.
Insel, Aysu and Korkmaz, Abdurrahman (2010): The contagion effect: evidences from former Soviet Economies in Eastern Europe. Unpublished.
Drama, Bedi Guy Herve and Yao, Shen (2010): Management of Stock Price and it Effect on Economic Growth: Case study of West African Financial Markets. Unpublished.
Chiang, Yao-Min; Hirshleifer, David; Qian, Yiming and Sherman, Ann (2010): Learning to Fail? Evidence from Frequent IPO Investors. Unpublished.
Abdel Aal Mahmoud, Ashraf (2010): FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data. Unpublished.
Bojańczyk, Mirosław (2010): Communication of companies with their surroundings - the manipulation of information and information asymmetry. Unpublished.
Zhu, Junjun and Xie, Shiyu (2010): Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market. Unpublished.
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 (04. April 2010): pp. 44-66.
Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects. Unpublished.
Oh, Swee-Ling; Lau, Evan; Puah, Chin-Hong and Abu Mansor, Shazali (2010): Volatility Co-movement of ASEAN-5 Equity Markets. Unpublished.
Kucuk, Ugur N. (2010): Dynamic Sources of Sovereign Bond Market Liquidity. Unpublished.
Varga, Gyorgy and Wengert, Maxim (2010): The growth and size of the Brazilian mutual fund industry. Unpublished.
Sahoo, Ganeswar (2010): International Capital Flows: An empirical study of the relationship between equity and debt investments. Unpublished.
Alasrag, Hussien (2010): صيغ تمويل المشروعات الصغيرة في الاقتصاد الإسلامي. Published in: Islamic Studies No. 08 (March 2010)
Gande, Amar and Parsley, David (2010): Sovereign Credit Ratings, Transparency and International Portfolio Flows. Unpublished.
Estrada, Fernando (2010): Meditaciones popperianas sobre la crisis financiera. Unpublished.
Shehu Usman Rano, Aliyu (2010): Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana. Unpublished.
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist? Unpublished.
Guidi, Francesco and Gupta, Rakesh (2010): Cointegration and conditional correlations among German and Eastern Europe equity markets. Unpublished.
Guidi, Francesco (2010): Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. Unpublished.
Guidi, Francesco (2010): Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models. Unpublished.
Sarkissian, Sergei and Schill, Michael (2010): Cross listing waves. Unpublished.
Goyenko, Ruslan and Sarkissian, Sergei (2010): Flight to Liquidity and Global Equity Returns. Unpublished.
Nistor, Costel; Panico, Paolo; Nistor, Rozalia and Muntean, Mihaela-Carmen (2010): The American mortgage crisis implications on the international economics evolutions. Published in: The Annals of “Dunarea de Jos” University of Galati No. Fascicle I – 2010. Economics and Applied Informatics. Years XVI – no 1 - ISSN 1584-0409 (2010): pp. 299-310.
Sarkissian, Sergei and Schill, Michael (2010): The Nature of the Foreign Listing Premium: A Cross-Country Examination. Unpublished.
Dima, Bogdan; Murgea, Aurora and Cristea, Stefana (2009): The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis. Unpublished.
Popa, Catalin C. (2009): The new relations between global economy, international trade and financial system. Published in: Scientific Bulletin of Naval Academy , Vol. 1, No. 2 (12. November 2009): pp. 132-136.
Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study. Unpublished.
Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study. Unpublished.
Giofré, Maela/M. (2009): Investor protection and foreign stakeholders. Unpublished.
Lazarides, Themistokles and Drmmpetas, Evaggelos (2009): Fallacies, Collapses, Crises. Now What? Unpublished.
Jahan-Parvar, Mohammad and Waters, George (2009): Equity Price Bubbles in the Middle Eastern and North African Financial Markets. Unpublished.
de Haas, Ralph and van Horen, Neeltje (2009): The crisis as a wake-up call. Do banks tighten screening and monitoring standards during a financial crisis? Unpublished.
Baumöhl, Eduard and Lyócsa, Štefan (2009): Stationarity of time series and the problem of spurious regression. Unpublished.
Rashid, Abdul (2009): The Economic Exchange Rate Exposure: Evidence for a Small Open Economy. Unpublished.
Batuo Enowbi, Michael; Guidi, Francesco and Mlambo, Kupukile (2009): Testing the weak-form market efficiency and the day of the week effects of some African countries. Unpublished.
Küçük, Ugur N. (2009): Emerging Market Local Currency Bond Market, Too Risky to Invest? Unpublished.
Chiang, Yao-Min; Hirshleifer, David; Qian, Yiming and Sherman, Ann (2009): Learning to fail? Evidence from frequent IPO investors. Unpublished.
Vistesen, Claus (2009): Carry Trade Fundamentals and the Financial Crisis 2007-2010. Unpublished.
Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009. Unpublished.
Mulyadi, Martin Surya (2009): Volatility spillover in Indonesia, USA, and Japan capital market. Unpublished.
Jahan-Parvar, Mohammad R.; Liu, Xuan and Rothman, Philip (2009): Equity Returns and Business Cycles in Small Open Economies. Unpublished.
Pradhan, Jaya Prakash (2009): HOW DID DECOUPLED BECOME COUPLED? :INDIA’S MIRACLE GROWTH DROPS. Unpublished.
Mierzejewski, Fernando (2009): The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates. Unpublished.
Varadi, Vijay Kumar and Boppana, Nagarjuna (2009): Are stock exchanges integrated in the world? - A critical Analysis. Unpublished.
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik and Schrimpf, Andreas (2009): Carry Trades and Global FX Volatility. Unpublished.
Shirai, Sayuri (2009): The Impact of the US Subprime Mortgage Crisis on the World and East Asia. Unpublished.
Erdinç, Didar (2009): From credit crunch to credit boom: transitional challenges in Bulgarian banking, 1999-2006. Forthcoming in: Problems and Perspectives in Management No. 1
Karimi, Mohammad sharif; Yusop, Zulkornain and Siong Hook, Law (2009): Location decision for foreign direct investment in ASEAN countries (A TOPSIS Approach). Unpublished.
de Haas, Ralph and van Horen, Neeltje (2009): The crisis as a wake-up call. Do banks increase screening and monitoring during a financial crisis? Unpublished.
Chittedi, Krishna Reddy (2009): Global Stock Markets Development and Integration: with Special Reference to BRIC Countries. Unpublished.
Cheng, Ai-ru; Jahan-Parvar, Mohammad R. and Rothman, Philip (2009): An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa. Unpublished.
Aliyu, Shehu Usman Rano (2009): Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation. Unpublished.
Hutchison, Michael; Kendall, Jake; Pasricha, Gurnain Kaur and Singh, Nirvikar (2009): Indian Capital Control Liberalization: Evidence from NDF Markets. Unpublished.
Alasrag, Hussien (2009): تأثير الأزمة المالية العالمية على الاقتصاد المصرى. Unpublished.
Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. Unpublished.
Pavla, Vodová (2009): Measuring the integration of credit markets. Published in: STAVÁREK, D., VODOVÁ, P. (ed.) Proceedings of the 12th International Conference on Finance and Banking. (2010): pp. 260-265.
Pavla, Vodová (2009): Odstraňování legislativních bariér na trzích hypotečních a spotřebitelských úvěrů. Published in: Acta academica karviniensia No. 2 (2009): pp. 448-457.
Balli, Faruk and Ozer-Balli, Hatice (2009): Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk? Unpublished.
Schulz, Alexander and Wolff, Guntram B. (2009): Sovereign bond market integration: the euro, trading platforms and financial crises. Unpublished.
Giovanis, Eleftherios (2009): The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets. Unpublished.
Giofré, Maela M. (2009): The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios. Forthcoming in: Journal of Multinational Financial Management
Dima, Bogdan and Murgea, Aurora (2008): The volatility of the European capital markets during the curent financial crisis:what are saying the empirical evidences? Unpublished.
Mukherjee, Dr. Kedar nath and Mishra, Dr. R. K. (2008): Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts. Unpublished.
Canegrati, Emanuele (2008): New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case. Unpublished.
Orlowski, Lucjan T (2008): Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble? Published in: Economics E-Journal , Vol. 43, (18. December 2008)
Suk-Joong, Kim and Do Quoc Tho, Nguyen (2008): The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets. Published in: Journal of International Financial Markets, Institutions and Money , Vol. 9, No. 3 (25. December 2008): 415-431 .
Ahmed, Walid M.A. (2008): Cointegration and dynamic linkages of international stock markets: an emerging market perspective. Unpublished.
Giofré, Maela/M. (2008): Convergence of EMU Equity Portfolios. Unpublished.
Duasa, Jarita and Kassim, Salina (2008): Hot money and economic performance: An empirical analysis. Unpublished.
Troaca, Victor (2008): Exigences européennes et internationales concernant la prudence dans l’activitée bancaire. Unpublished.
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.
Guidi, Francesco (2008): Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK. Unpublished.
Hu, Jian (2008): Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach. Unpublished.
Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from World Financial Markets. Unpublished.
Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from Asian Markets. Unpublished.
Marçal, Emerson F. and Valls Pereira, Pedro L. (2008): TESTANDO A HIPÓTESE DE CONTÁGIO A PARTIR DE MODELOS MULTIVARIADOS DE VOLATILIDADE. Forthcoming in: Brazilian Review of Econometrics , Vol. 28, No. 2 (2008)
Godlewski, Christophe (2008): Duration of loan arrangement and syndicate organization. Unpublished.
Eozenou, Patrick (2008): Financial Integration and Macroeconomic Volatility: Does Financial Development Matter? Unpublished.
Tatom, John (2008): Imbalances in China and U.S. Capital Flows. Unpublished.
Chen, Shu-Ling and Kim, Hyeongwoo (2008): Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets. Unpublished.
Marçal, Emerson F. and Valls Pereira, Pedro L. (2008): Testing the Hypothesis of Contagion using Multivariate Volatility Models. Published in: Brazilian Review of Econometrics , Vol. 28, No. 2 (November 2008): pp. 21-34.
NWAOBI, GODWIN C (2008): The Economics of Financial Derivative Instruments. Unpublished.
Popa, Catalin C. (2008): Globalizarea Economica si Institutiile Financiare Internationale. Published in: Naval Academy Publishing House - Editura Academiei Navale 'Mircea cel Batran', Constanta No. ISBN 978-973-1870-32-8 (01. June 2008)
Strawinski, Pawel and Slepaczuk, Robert (2008): Analysis of HF data on the WSE in the context of EMH. Unpublished.
Lenz, Rainer (2008): The Logic of Merger and Acquisition Pricing. Forthcoming in:
Giofré, Maela/M. (2008): EMU Effects on Stock Markets: From Home Bias to Euro Bias. Published in: International Research Journal of Finance and Economics No. 15 (May 2008): pp. 128-150.
Pasricha, Gurnain (2008): Financial integration in emerging market economies. Unpublished.
Lukáš, Chylík (2008): Porovnání velikosti akciových trhů v zemích Visegrádské čtyřky a západní Evropě. Published in: CD příspěvků IV. ročníku mezinárodní Baťovy konference pro doktorandy a mladé vědecké pracovníky No. 978-80-7318-664-7 (2008)
Noman, Abdullah (2008): Purchasing Power Parity in South Asia: A Panel Data Approach. Unpublished.
Khor, Hoe Ee and Kee, Rui Xiong (2008): Asia: A Perspective on the Subprime Crisis. Published in: Finance and Development , Vol. 45, No. 2 (01. June 2008): pp. 19-23.
Adamcik, Santiago (2008): Efectos de la Globalizacion sobre la Inflacion y la politica Monetaria Domestica. Unpublished.
Bandyopadhyay, Arindam and Saha, Asish (2008): Assessment of Economic Capital: An Equity Market approach. Unpublished.
Nwaobi, Godwin (2008): MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING. Unpublished.
Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns? Unpublished.
Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro. Unpublished.
Ulibarri, Carlos A.; Anselmo, Peter; Hovsepian, Karen; Florescu, Ionut and Tolk, Jacob (2008): 'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? Published in: International Journal of Finance and Economics
Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. Unpublished.
Giofré, Maela/M. (2008): Bias in foreign equity portfolios: households versus professional investors. Unpublished.
Arize, Augustine C.; Kallianotis, Ioannis N.; Kasibhatla, Krishna M.; Malindretos, John and Rivera-Solis, Luis Eduardo (2008): Empirical evidence on the relationships between concentration and profitability in Latin American banking. Published in: American Business Review , Vol. Vol.XXIII, No. No.1 (January 2010): pp. 87-96.
Duasa, Jarita and Kassim, Salina (2008): Herd behaviour in Malaysian capital market: An empirical analysis. Unpublished.
Lee, Byung-Joo (2007): Uncovered Interest Parity: Cross-sectional Evidence. Unpublished.
Karathanassis, George and Sogiakas, Vasilios (2007): Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis. Unpublished.
Brugger Jakob, Samuel Immanuel (2007): ¿Puede el gobierno corporativo aprender del gobierno público? Unpublished.
Iqbal, Javed; Brooks, Robert and Galagedera, Don UA (2007): Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models. Published in: Proceedings 12 Doctoral Reseach Conference, Faculty of Business and Economics Monash University , Vol. 12, (October 2007): pp. 109-120.
Saleem, Kashif and Vaihekoski, Mika (2007): Time-varying global and local sources of risk in Russian stock market. Unpublished.
Cole, Rebel; Moshirian, Fari and Wu, Qionbing (2007): Bank stock returns and economic growth. Published in: Journal of Banking and Finance , Vol. 6, No. 32 (June 2008): pp. 995-1007.
Mayanja, Abubaker B. and Legesi, Kenneth (2007): Risk and Return on Uganda's stock exchange. Forthcoming in: Capital Markets Journal
Liu, Xuan (2007): Trade Openness and the Cost of Sudden Stops: The Role of Financial Frictions. Unpublished.
Hyde, Stuart J; Bredin, Don P and Nguyen, Nghia (2007): Correlation dynamics between Asia-Pacific, EU and US stock returns. Unpublished.
Iqbal, Javed; Brooks, Robert and Galagedera, Don UA (2007): Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets. Unpublished.
Ghorbel, Ahmed and Trabelsi, Abdelwahed (2007): Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation. Unpublished.
Mierzejewski, Fernando (2007): An actuarial approach to short-run monetary equilibrium. Published in: Proceedings of the 5th Actuarial and Financial Mathematics Day (2007): pp. 67-76.
Caiado, Jorge and Crato, Nuno (2007): A GARCH-based method for clustering of financial time series: International stock markets evidence. Forthcoming in: Proceedings of the XIIth Applied Stochastic Models and Data Analysis International Conference
Micuda, Dan (2007): Barriers in EU retail financial markets. Published in:
Cao, Henry; Han, Bing; Hirshleifer, David and Zhang, Harold (2007): Fear of the Unknown: Familiarity and Economic Decisions. Unpublished.
Khan, Muhammad Arshad and Sajid, Muhammad Zubair (2007): Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis. Published in: Kashmir Economic Review , Vol. 16, No. 1 (2007): pp. 1-16.
Caiado, Jorge; Crato, Nuno and Peña, Daniel (2007): Is there an identity within international stock market volatilities? Forthcoming in: Proceedings of the 11th International Conference on Macroeconomics Analysis and International Finance
Serwa, Dobromił (2007): Larger crises cost more: impact of banking sector instability on output growth. Unpublished.
Stavarek, Daniel (2007): On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries. Published in: International Journal of Economic Perspectives , Vol. 1, No. 2 (2007): pp. 74-82.
Hyde, Stuart J (2007): The response of industry stock returns to market, exchange rate and interest rate risks. Published in: Managerial Finance , Vol. 33, (2007): pp. 693-709.
Dima, Bogdan; Pirtea, Marilen; Barna, Flavia and Murgea, Aurora (2007): The Romanian Financial Market and the Financial Markets from EU - A Integration Analysis. Unpublished.
Pasricha, Gurnain Kaur (2006): Survey of Literature on Covered and Uncovered Interest Parities. Unpublished.
Panetta, Ida Claudia (2006): Financial markets trend: ageing and pension system reform. Unpublished.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models. Unpublished.
Chang, Yanqin (2006): How a small open economy's asset are priced by heterogeneous international investors. Unpublished.
Bialkowski, Jedrzej; Gottschalk, Katrin and Wisniewski, Tomasz (2006): Political orientation of government and stock market returns. Unpublished.
Ben Slimane, Faten (2006): Le partenariat euro méditerranéen et son impact sur le développement des marchés boursiers méditerranéens. Unpublished.
Kasibhatla, Krishna; Stewart, David; Sen, Swapan and Malindretos, John (2006): Are equity market daily price indices and returns in the major european markets european markets cointegrated? Tests and evidence. Published in: American Economist , Vol. 50, No. 2 (2006): pp. 47-57.
Boshoff, Willem H. (2006): The transmission of foreign financial crises to South Africa: a firm-level study. Published in: Studies in Economics and Econometrics , Vol. 30, No. 2 (2006): pp. 61-85.
Espinosa Méndez, Christian (2005): Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. Forthcoming in: Trimestre Económico , Vol. 296, (31. September 2007)
Han, Bing; Hirshleifer, David and Wang, Tracy (2005): Investor Overconfidence and the Forward Discount Puzzle. Unpublished.
Shinada, Naoki (2005): Actual factors to determine cross-currency basis swaps: An empirical study on US dollar/Japanese yen basis swap rates from the late 1990s. Unpublished.
Sosa Navarro, Ramiro (2005): Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis. Unpublished.
Douch, Mohamed (2004): Equity Premiums In a Small Open Economy. Unpublished.
Douch, Mohamed (2004): Equity Premiums In Small Open Economy. Unpublished.
Maudos, Joaquin and Pérez, Francisco (2004): Convergencia, integración y competencia en los mercados financieros europeos. Published in: Papeles de Economía Española No. 101 (2004): pp. 114-136.
Boschi, Melisso (2004): International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002. Published in: Applied Financial Economics , Vol. 15, No. 3 (February 2005): pp. 153-163.
Stavarek, Daniel (2004): Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions. Published in: Finance a úvěr - Czech Journal of Economics and Finance , Vol. 55, No. 3-4 (2005): pp. 141-161.
Reinhart, Carmen (2003): New approaches to crisis resolution: Weighing the options (A comment). Published in: Brookings Trade Forum 2003 (2003): pp. 338-348.
Nabi, Mahmoud Sami and Rajhi, Taoufik (2002): The Effect of Financial Liberalization on the Economic Development Process in case of Inefficient Banking. Unpublished.
Haefliger, Thomas; Waelchli, Urs and Wydler, Daniel (2002): Hedging currency risk: Does it have to be so complicated? Unpublished.
Nabi, Mahmoud Sami (2001): Banking Performance and Speculative Attacks Under Asymmetric Information. Unpublished.
TOPRAK, METIN (2001): Yükselen Piyasalarda Finansal Kriz. Published in: yeni turkiye No. 42 (2001): pp. 854-889.
Reinhart, Carmen (2001): Private inflows when crises are anticipated: a case study of Korea (A comment). Published in: Financial Crises in Emerging Markets (2001): pp. 275-279.
Landon, Stuart and Smith, Constance (1999): The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate. Unpublished.
Tatom, John (2007): "Why Have Interest Rates Been So Low?". Unpublished.
Vulpes, Giuseppe and Brasili, Andrea (2006): Banking integration and co-movements in EU banks’ fragility. Unpublished.
Abbasoğlu, Osman Furkan; Aysan, Ahmet Faruk and Gunes, Ali (2007): Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period. Unpublished.
Aysan, Ahmet Faruk (2006): Distributional Effects of Boom-Bust Cycles in Developing Countries with Financial Frictions. Unpublished.
Cotter, John (2004): Downside Risk for European Equity Markets. Published in: Applied Financial Economics , Vol. 14, (2004): pp. 707-716.
Ben Slimane, FATEN (2007): L'Evolution des Marchés Boursiers Européens: Enjeux et limites. Unpublished.
Cotter, John (2007): Extreme risk in Asian equity markets. Unpublished.
Cotter, John and Hanly, James (2007): Hedging Effectiveness under Conditions of Asymmetry. Unpublished.
Cotter, John and Longin, Francois (2006): Implied correlation from VaR. Unpublished.
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. Unpublished.
McCauley, Joseph L.; Bassler, Kevin E. and Gunaratne, Gemunu h. (2007): Martingales, the efficient market hypothesis, and spurious stylized facts. Unpublished.
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
Chan, Tze-Haw and Hooy, Chee Wooi (2003): On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911. Unpublished.
Cotter, John and Hanly, James (2005): Re-evaluating Hedging Performance. Unpublished.
Cotter, John (2006): Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing. Unpublished.
Chan, Tze-Haw; Baharumshah, Ahmad Zubaidi and Lau, Evan (2005): Real Financial Integration among the East Asian Economies: A SURADF Panel Approach. Unpublished.
Gonzalez, Adrian (2007): Resilience of Microfinance Institutions to National Macroeconomic Events: An Econometric Analysis of MFI asset quality. Unpublished.
Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر. Unpublished.
Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر. Unpublished.
Kapoor, Sony; Hillman, David and Spratt, Stephen (2007): Taking the Next Step - Implementing a Currency Transaction Development Levy. Unpublished.
Raul, Matsushita; Iram, Gleria; Annibal, Figueiredo and Sergio, Da Silva (2006): The Chinese Chaos Game. Forthcoming in: Physica A
Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm
Cifter, Atilla and Ozun, Alper (2007): The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets. Unpublished.
Stephanie, Serve (2004): L’impact de l’admission à la cote sur les performances économiques des entreprises : Le cas du Nouveau Marché français. Unpublished.
Beckmann, Rainer; Born, Jürgen and Kösters, Wim (2001): The US dollar, the euro, and the yen: An evaluation of their present and future status as international currencies. Published in: IEW Diskussionsbeiträge No. 38 (2001)
Cotter, John (2004): Varying the VaR for Unconditional and Conditional Environments,. Unpublished.
Weber, Enzo (2007): Who Leads Financial Markets? Unpublished.
