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: 399.


ABDELLAOUI, Okba and Elkhatib, MOHAMMED (2014): قياس الآثار التبادلية بين التكتلات الاقتصادية والأزمات حالة المكسيك ضمن تكتل منطقة التجارة الحرة لأمريكا الشمالية للفترة 1980-2012. Published in: Algerian business performance review No. 6 (December 2014): pp. 57-74.

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

Afanasyeva, Olga (2011): Analysis of Main Instruments of Crisis Regulation of Banking Activity During the Global Financial Crisis of 2008-2009. Published in: Corporate Ownership and Control , Vol. 9, No. 1 (2011): pp. 233-243.

Ahmad, Mashood and Ali, Syed Babar (2008): Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks.

Ahmad, Tanveer and Shahzad, Syed Jawad Hussain and Rehman, Mobeen ur (2014): Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan.

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.

Akber, Hira and Ali, Syed Babar (2005): Scope of Hedge Fund in Pakistan.

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, Muhammad and Raza, Syed Ali and Chin-Hong, Puah (2015): Islamic home financing in Pakistan: A SEM based approach using modified TPB model.

Ali, Muhammad and Syed ali, Raza and Chin-Hong, Puah (2015): Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model.

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

Almanzar, Miguel and Torero, Maximo and von Grebmer, Klaus (2014): Futures Commodities Prices and Media Coverage.

Altunok, Fatih and Mitchell, Karlyn and Pearce, Douglas (2015): The trade credit channel and monetary policy transmission: empirical evidence from U.S. panel data.

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

Anastasiou, Dimitrios (2017): The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks.

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 good's exchange.

Arfaoui, Mongi and Ben Rejeb, Aymen (2015): Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?

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.

Azimi, Mohammad Naim (2016): An economic growth model: Evaluating the interaction of market consumption with GDP growth rate in Afghanistan. Published in: ZENITH International Journal of Business Economics & Management Research , Vol. 6, No. 2 (1 February 2016): pp. 13-19.

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.

Azubike, Anulika (2017): Impact of the Nigerian stock exchange on economic growth.


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.

Bagus, Philipp and Howden, David (2016): The Economic and Legal Significance of “Full” Deposit Availability. Published in: European Journal of Law and Economics , Vol. 1, No. 41 (2016): pp. 243-254.

Barnett, William and Su, Liting (2016): Data Sources for the Credit-Card Augmented Divisia Monetary Aggregates.

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.

Bekiros, Stelios and Boubaker, Sabri and Nguyen, Duc Khuong and Uddin, Gazi Salah (2015): Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.

Bekiros, Stelios and Nguyen, Duc Khuong and Sandoval Junior, Leonidas and Salah Uddin, Gazi (2015): Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. Forthcoming in: European Journal of Operational Research

Beladi, Hamid and Chakrabarti, Avik and Marjit, Sugata (2014): A Ricardian Theory of Production, Trade and Finance - The Role of Credit Market Imperfection.

Bell, Peter (2017): Application of the Net Present Value Profile to Anaconda Mining.

Bell, Peter (2017): Example of a Rising NPV Profile for a Mining Project.

Bell, Peter N (2015): Effects of Long Cycles in Cash Flows on Present Value.

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)

Ben Rejeb, Aymen (2016): Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis.

Ben Rejeb, Aymen and Arfaoui, Mongi (2016): Conventional and Islamic stock markets: what about financial performance?

Ben Rejeb, Aymen and Arfaoui, Mongi (2014): Financial market interdependencies: a quantile regression analysis of volatility spillover.

Ben Rejeb, Aymen and Boughrara, Adel (2014): Financial integration in emerging market economies: effects on volatility transmission and contagion.

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.

Bennaceur, Fatma and Bendob, Ali (2013): اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010.

Bennett, Max and Yuan, Yue (2016): On the Price Spread of Benchmark Crude Oils: A Spatial Price Equilibrium Model.

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

Bhaduri, Saumitra and Gupta, Saurabh (2015): Understanding Investor behavior and it's implications on Capital Markets - The Indian Context.

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.

Bonga-Bonga, Lumengo and Mwamba, Muteba (2015): A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models.

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

Bornah, Mathew (2015): The approach of the host cities to the issue of managing the stadiums following Euro 2012.

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

Brogi, Athos (2016): A Binomial Tree to Price European and American Options.

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.

Byrne, Joseph P and Sakemoto, Ryuta and Xu, Bing (2017): Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.


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

Cantillo, Andres (2011): Does Uncertainty Affect Investment Expenditure? A Comment.

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.

Chatziantoniou, Ioannis and Filis, George and Floros, Christos (2015): Asset prices regime-switching and the role of inflation targeting monetary policy. Forthcoming in: Global Finance Journal (forthcoming) No. Accepted for publication on the 16th of December 2015

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.

Cheteni, Priviledge (2016): Stock market volatility using GARCH models: Evidence from South Africa and China stock markets. Published in: Journal of Economics and Behavioral Studies , Vol. 8, No. 6 (December 2016): pp. 237-245.

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.

Chong, Terence Tai Leung and Ding, Yue and Pang, Tianxiao (2017): Extreme Risk Value and Dependence Structure of the China Securities Index 300. Published in: Economics Bulletin , Vol. 37, No. 1 (20 March 2017): pp. 520-529.

Chong, Terence Tai Leung and Li, Nasha and Zou, Lin (2016): A New Approach to Modelling Sector Stock Returns in China. Forthcoming in: The Chinese Economy

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)

Cuestas, Juan Carlos and Huang, Ying and Tang, Bo (2016): Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?


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

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.

De Koning, Kees (2013): The Collective Individual Households or Coin economic theory.

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.

Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.

Degiannakis, Stavros and Kiohos, Apostolos (2014): Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices. Published in: Journal of Economic Studies , Vol. 2, No. 41 (2014): pp. 216-232.

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

Di Caro, Paolo (2014): Risk, ambiguity and sovereign rating. Published in: International Economics and Economic Policy No. online first (6 June 2014)

DiGabriele, Jim and Ojo, Marianne (2017): Chameleons in the midst of hawks: The real meaning to be attributed to the definition of fraud. Forthcoming in: Amazon Publications

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.


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.

Effendi, Effendi and Affandi, Azhar and Sidharta, Iwan (2016): Analisa Pengaruh Rasio Keuangan Model Springate Terhadap Harga Saham Pada Perusahaan Publik Sektor Telekomunikasi. Published in: Jurnal Ekonomi, Bisnis & Entrepreneurship , Vol. 10, No. 1 (April 2016): pp. 1-16.

Effiong, Ekpeno L. (2016): Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria. Forthcoming in:

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 (2015): As crises financeiras.

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

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

Evans, Martin (2014): Forex Trading and the WMR Fix.

Evans, Martin (2017): Forex Trading and the WMR Fix. Forthcoming in: Journal of Banking and Finance

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


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.

Feal-Zubimendi, Soledad (2009): Financial Development and Trade Openness: a Survey.

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.

Fengler, Matthias R. and Herwartz, Helmut (2015): Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models.

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

Filoso, Valerio and Papagni, Erasmo (2014): 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.


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

Gabrisch, Hubert (2015): Cross-border finance, trade imbalances and competitiveness in the euro area.

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.

Gaustaroba, Gianfranco and Mansini, Renata and Ogryczak, Wlodzimierz and Speranza, M. Grazia (2014): Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem.

Genest, Benoit and Cao, Zhili (2014): Value-at-Risk in turbulence time. Published in: GARP Association /

Genest, benoit and Fares, Ziad and Gombert, Arnault (2014): Dynamic Stress Test Diffusion Model Considering the Credit Score Performance. Published in:

Ghassan, Hassan B. and Al-Jefri, Essam H. (2016): الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي. Published in: Arab Economic and Business Journal , Vol. .., No. Forthcoming (2017): pp. 1-26.

Ghouse, Ghulam and Khan, Saud Ahmed and Arshad, Muhammad (2015): Time Varying Volatility Modeling of Pakistani and leading foreign stock markets.

Ghouse, Ghulam and Khan, Saud Ahmed and Arshad, Muhammad (2015): Time Varying Volatility Modeling of Pakistani and leading foreign stock markets.

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.

Gordon, Leo-Rey (2015): The Absorption Ratio as an Indicator for Macro-prudential Monitoring in Jamaica. Published in: Bank of Jamaica Working Paper Series (2015)

Gourène, Grakolet Arnold Zamereith and Mendy, Pierre (2015): Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis.

Gourène, Grakolet Arnold Zamereith and Mendy, Pierre and Elegbe, Aguin Franck Yvon (2017): Beginning an African Stock Markets Integration? A Wavelet Analysis.

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.

Griffin, Jim and Liu, Jia and Maheu, John M (2016): Bayesian Nonparametric Estimation of Ex-post Variance.

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.

Gusev, Maxim and Kroujiline, Dimitri and Govorkov, Boris and Sharov, Sergey V. and Ushanov, Dmitry and Zhilyaev, Maxim (2014): Predictable markets? A news-driven model of the stock market. Forthcoming in: Algorithmic Finance

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.


Harefa, Meilinda Stefani (2015): Pengaruh Good Corporate Governance (GCG) dan Struktur Modal Terhadap Nilai Perusahaan dengan kinerja Keuangan Sebagai Variabel Mediasi (Studi Pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia).

Harun, Nur Ilyani (2017): Performance and Risk of IOI Corporation Berhad.

Hasan, Zubair (2015): Risk-sharing: the sole basis of Islamic finance? It is time for a serious rethink.

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.

Heidari, Hassan and Ebrahimi Torki, Mahyar and Babaei Balderlou, Saharnaz (2015): How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?

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

Herrenbrueck, Lucas (2014): Quantitative Easing and the Liquidity Channel of Monetary Policy.

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.

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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)

Tatom, John (2007): Why is the foreclosure rate so high in Indiana? Published in: Networks Financial Institute Report (28 August 2007): pp. 1-19.

Tsionas, Mike G. and Michaelides, Panayotis G. (2017): Bayesian analysis of chaos: The joint return-volatility dynamical system.

Tuysuz, Sukriye (2007): The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility.


Uddin, Md Akther and Sultan, Yousuf and Hosen, Mosharrof and Ullah, Nazim (2015): A critical analysis of Islamic bond: A case study on Sunway Treasury Sukuk.

Urbina, Jilber (2013): Financial Spillovers Across Countries: Measuring shock transmissions.

Urbina, Jilber (2013): A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion.

Uslu, Semih (2015): Pricing and Liquidity in Decentralized Asset Markets.


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.

Vorobyev, Oleg Yu. and Novosyolov, Arcady A. and Simonov, Konstantin V. and Fomin, Andrew (2001): Portfolio Analysis of Financial Market Risks by Random Set Tools. Published in: Proceedings of the Symposium "Risks in Investment Accumulation Products of Financial Institutions", Schaumburg, IL (2001): pp. 43-66.

Výrost, Tomáš (2012): Country effects in CEE3 stock market networks: a preliminary study.

van Lelyveld, Iman and Liedorp, Franka and Pröpper, Marc (2008): Stress Testing Linkages between Banks in the Netherlands. Forthcoming in: Stress Testing the Banking System: methodologies and applications No. Quagliariello, Mario (editor), Cambridge University Press (forthcoming)


Wang, Danli and Chong, Terence Tai Leung (2015): Political Turnover and the Stock Performance of SOEs in China.

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

Waśniewski, Krzysztof (2014): Public debt, fiscal decisions and political power.

Willis, Geoff (2011): Pricing, liquidity and the control of dynamic systems in finance and economics.

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.

Xing, Victor (2016): Higher Return for Savers and a Path toward Higher Investment.


Yalincak, Orhun Hakan (2005): Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula).


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