Munich Personal RePEc Archive

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

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | Language
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z
Number of items at this level: 345.

A

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.

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.

B

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

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

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 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 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.

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

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

C

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

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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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.

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)

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

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

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

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

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

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

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

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

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

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

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

E

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

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

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.

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

F

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

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

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.

G

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 / Risk.net

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

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)

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.

H

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.

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.

Hirshleifer, David (2014): Behavioral Finance.

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

Hirshleifer, David and Daniel, Kent (2015): Overconfident investors, predictable returns, and excessive trading. Published in: Journal of Economic Perspectives , Vol. 29, No. 4 (2015): pp. 61-88.

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

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

Hirshleifer, David and hsu, po-hsuan and li, dongmei (2014): Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns.

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

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

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

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

Hunjra, Ahmed Imran and Chani, Muhammad Irfan and Ijaz, Muhammad Shahzad and Farooq, Muhammad and Khan, Kamran (2014): The Impact of Macroeconomic Variables on Stock Prices in Pakistan. Published in: International Journal of Economics and Empirical Research , Vol. 2, No. 1

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

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

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

Hussain, Zahir and Ali, Syed Babar (2009): Implementation of Operational Risk Regime: A Case of Commercial Banks in Pakistan.

I

I, Sahadudheen I (2013): Volatility spillovers of rupee-dollar and rupee-euro exchange rates on Indian stock prices: evidence from GARCH model.

Ijaz, Muhammad Shahzad and Hunjra, Ahmed Imran and Hameed, Zahid and Maqbool, Adnan and Azam, Rauf i (2013): Assessing the Financial Failure Using Z-Score and Current Ratio: A Case of Sugar Sector Listed Companies of Karachi Stock Exchange. Published in: World Applied Sciences Journal , Vol. 23, No. 6 : pp. 863-870.

Islahi, Abdul Azim (2013): Hamidullah on Mutuality based Islamic Insurance. Published in: Journal of Islamic Banking and Finance , Vol. 32, No. 1 (January 2014): pp. 57-69.

J

Jaelani, Aan (2016): Pancasila, Globalisasi dan Pasar Bebas: Meneguhkan Kembali Ekonomi Pancasila sebagai Karakter Bangsa.

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

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

Jiranyakul, Komain (2016): Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?

K

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

Kale, Deeksha (2016): The Impact of Directed Lending Programs on the Credit Access of Small Businesses in India: A Firm-level Study.

Kalkuhl, Matthias and von Braun, Joachim and Torero, Maximo (2016): Food Price Volatility and Its Implications for Food Security and Policy. Published in:

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

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

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

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

Kebalo, Leleng (2014): What DCC-GARCH model tell us about the effect of the gold price's volatility on south african exchange rate?

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Klüh, Ulrich and Hütten, Moritz (2016): No more cakes and ale: banks and banking regulation in the post-bretton woods macro-regime.

Koepke, Robin (2015): What Drives Capital Flows to Emerging Markets? A Survey of the Empirical Literature.

Kollmann, Robert (1991): "Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991.

Kollmann, Robert and Leeper, Eric and Roeger, Werner (2016): The Post-Crisis Slump. Forthcoming in: European Economic Review (2016)

Kollmann, Robert and Malherbe, Frédéric (2012): Financial Contagion: the Role of Banks. Published in: Handbook of Safeguarding Global Financial Stability, Political, Social, Cultural, and Economic Theories and Models (Gerard Caprio, editor), 2012, Vol.2, Oxford: Elsevier. (2012): pp. 139-143.

Kosten, Dmitri (2016): Манифест Биткойна или Крипто-Социализм как следующая фаза Социально-Экономического развития.

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

L

Lal, Amant (2009): An Empirical Time Series Model of Economic Growth and Environment.

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

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2016): Forecast in Capital Markets.

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

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

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

Lerohim, Siti Nor FarahEffera and Affandi, Salwani and W. Mahmood, Wan Mansor (2014): Financial Development and Economic Growth in ASEAN: Evidence from Panel Data.

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

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

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

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

Liu, Jia and Maheu, John M (2015): Improving Markov switching models using realized variance.

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

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

Lopez, Claude and Markwardt, Donald and Savard, Keith (2016): The Asset Management Industry and Systemic Risk: Is There a Connection?

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

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

lopez, claude and Saeidinezhad, Elham (2016): Dodd-Frank: Washington, We Have a Problem.

M

M. Sani,, Nur Fatin Najwa and Ismail, Fathiyah and W. Mahmood, Wan Mansor (2014): Causal relationship between financial depth and economic growth: evidence from Asia-Pacific Countries.

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

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

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

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

Mamatzakis, E and bermpei, t (2014): What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis.

Mamatzakis, Emmanuel and Hu, Wentao (2014): Does regulation improve bank peroformance in South and East Asia?

Mavrozacharakis, Emmanouil (2015): Zum politischen Machtwechsel in Griechenland. Die Parlamentswahlen von Januar 2015 aus einem kritischen Blickwinkel.

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

Mehta, Deepshikha (2015): Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices.

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

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

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

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

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

Moudine, Chourouk and El Khattab, Younes (2014): Essai sur l'efficience informationnelle du marché boursier marocain. Published in: Global Journal Of Management And Business Research (C) : Finance , Vol. 14, No. Issue 1 (September 2014): pp. 18-30.

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

Muteba Mwamba, John (2014): Another reason why the efficient market hypothesis is fuzzy.

Muteba Mwamba, John (2012): On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model. Published in: African Journal of Business Management , Vol. 6, No. 36 (2 September 2012): pp. 10015-10024.

Muteba Mwamba, John and Mhlanga, Isaah (2013): Extreme conditional value at risk: a coherent scenario for risk management.

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

N

Naqi Shah, Sadia and Qayyum, Abdul (2016): Analyse Risk-Return Paradox: Evidence from Electricity Sector of Pakistan.

Naurin, Abida and Qayyum, Abdul (2016): Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model.

Naurin, Abida and Qayyum, Abdul (2016): Impact of Oil Price and Its Volatility on Stock Market Index in Pakistan: Bivariate EGARCH Model.

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

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

Nedelchev, Miroslav (2012): Prisoner’s dilemma for EU bank groups. Published in: International & Interdisciplinary scientific conference “Vanguard scientific instruments in management ‘2012” (2012): pp. 427-432.

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

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

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

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

O

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

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

Ojo, Marianne (2014): The evolution of common law: revisiting Posner, Hayek & the economic analysis of Law.

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

Onali, Enrico and Ginesti, Gianluca (2015): New Accounting Rules for Loan Loss Provisions in Europe: Much Ado about Nothing?

Onali, Enrico and Ginesti, Gianluca (2015): Sins of Omission in Value Relevance Empirical Studies.

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

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

P

Padmanabhan, Divya and Sinha, Ayan and Venkataraman, Arundhati and Ravi, Archi and Joshi, Apurva (2015): Comparative analysis of the stock markets of China, Russia, Brazil, South Africa and Argentina.

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

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

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

Q

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

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

R

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

Reddy, K. Srinivasa (2011): The aftermarket pricing performance of initial public offers: Insights from India. Published in: International Journal of Commerce and Management , Vol. 25, No. 1 (2015): pp. 84-107.

Reddy, K. Srinivasa and Nangia, Vinay Kumar and Agrawal, Rajat (2012): Corporate mergers and financial performance: A new assessment of Indian cases. Published in: Nankai Business Review International , Vol. 4, No. 2 (2013): pp. 107-129.

Reddy, Kotapati Srinivasa (2015): Macroeconomic Change, and Cross-border Mergers and Acquisitions: The Indian Experience, 1991-2010.

Reddy, Kotapati Srinivasa (2015): The impact of the global financial crisis on border-crossing mergers and acquisitions: A continental/industry analysis.

Reddy, Kotapati Srinivasa and Nangia, Vinay Kumar and Agrawal, Rajat (2014): The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study. Published in: Global Journal of Emerging Market Economies , Vol. 6, No. 3 (2014): pp. 257-281.

Reddy, Kotapati Srinivasa and Nangia, Vinay Kumar and Agrawal, Rajat (2013): Share repurchases, signalling effect and implications for corporate governance: Evidence from India. Published in: Asia-Pacific Journal of Management Research and Innovation , Vol. 9, No. 1 (2013): pp. 107-124.

Reinhart, Carmen (2000): The mirage of floating exchange rates. Published in: American Economic Review , Vol. 90, No. 2 (May 2000): pp. 65-70.

Reinhart, Carmen and Reinhart, Vincent (2015): Financial Crises, Development, and Growth: A Long-term Perspective. Published in: World Bank Economic Review , Vol. 29, No. 1 (April 2015): pp. 1-24.

Resiandini, Pramesti (2010): Financial development and trade: evidence from the world's three largest economies.

Rhodes, Kevin M (2015): Impacts on investors sentiments of financial crisis- A study with references of recent financial crisis.

Rizvi, Aoun and Ali, Syed Babar (2011): Risk Taking Behavior of Investors of Pakistan.

Rodríguez-Aguilar, Román and Cruz-Aké, Salvador and Venegas-Martínez, Francisco (2014): A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter.

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.

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

S

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

Saidi, Youssef and Zakoian, Jean-Michel (2006): Stationarity and geometric ergodicity of a class of nonlinear ARCH models. Published in: The Annals of Applied Probability , Vol. 4, No. 16 (2006): pp. 2256-2271.

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

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

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

Sengupta, Rajeswari and Sharma, Anjali (2016): Corporate Insolvency Resolution in India: Lessons from a cross-country comparison.

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

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

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

Shahzad, Syed Jawad Hussain and Ahmed, Tanveer and Rehman, Mobeen Ur and Zakaria, Muhammad (2014): Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis.

Shahzad, Syed Jawad Hussain and Zakaria, Muhammad and Rehman, Mobeen ur and Ahmed, Tanveer and Khalid, Saniya (2014): Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis.

Shalchian, H and Mzali, B and Lilti, JJ and Elbadraoui, K (2012): On the Performance of Socially Responsible Investing: Further Evidence. Published in: bankers, market investors No. 118 (June 2012)

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

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

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

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

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

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

Sinclair, Peter and Sun, Lixin (2014): A DSGE Model for China’s Monetary and Macroprudential Policies.

Singh, Ajit (2001): Corporate financing patterns in emerging markets in the 1980s and the 1990s. Published in: Journal of Corporate Law Studies , Vol. 3, No. 1 (April 2003): pp. 41-72.

Singh, Ajit (1995): 'Openness' and the 'Market Friendly' approach to development: learning the right lessons from development experience. Published in: World Development , Vol. 22, No. 12 (1 December 1994): pp. 1811-1823.

Singh, Ajit (1996): Pension reform, the stock market, capital formation and economic growth: a critical commentary on the World Bank's proposals. Published in: International Social Security Review , Vol. 49, No. 3 (1 July 1996): pp. 21-44.

Singh, Ajit (1998): Should Africa Promote Stock Market Capitalism? Published in: The Journal of International Development , Vol. 11, No. 3 (1999): pp. 343-367.

Singh, Ajit (1991): The stock market and economic development: Should developing countries encourage stock markets? Published in: UNCTAD Review No. 4 (1 January 1993): pp. 1-74.

Singh, Ajit (1991): The stock market and economic development: should developing countries encourage stock markets? Published in: UNCTAD Review (1 January 1993): pp. 1-74.

Singh, Ajit and Singh, Alaka and Wiesse, Bruce (2000): Information technology, venture capital and the stock market. Published in: Department of Applied Economics Cambridge Discussion Papers in Accounting and Finance No. AF47 (1 December 2000): pp. 1-33.

Singh, Ajit and Zammit, Ann (2010): The global economic and financial crisis: a review and commentary. Published in: Centre for Business Research Working Paper Series No. WP415 (December 2010)

Singh, Bhupal (2007): Corporate choice for overseas borrowings: The Indian evidence. Published in: Reserve Bank of India Occasional Papers , Vol. 28, No. 3 (2007): pp. 1-33.

Sinha, Pankaj and Sharma, Sakshi (2016): Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model.

Sinha, Pankaj and Sharma, Sakshi (2014): Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework.

Sinha, Pankaj and Sharma, Sakshi (2016): Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector.

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

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

Subhani, Muhammad Imtiaz and Osman, Ms. Amber (2012): Relationship between Consumer Price Index (CPI) and Government Bonds. Published in: South Asian Journal of Management Sciences (SAJMS) , Vol. 3, No. 1 (2012): pp. 11-14.

Swamy, Vighneswara (2013): Banking System Resilience and Financial Stability - An Evidence from Indian Banking. Published in: Journal of International Business and Economy , Vol. 14, No. 1 (2013): pp. 87-117.

Swastika, Putri and Dewandaru, Ginanjar and Masih, Mansur (2013): Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques.

Sysoyeva, Larysa (2012): The influence of globalization and integration process on the activities of the bankaing system of Ukraine. Published in: Nauka i studia , Vol. 4, No. 49 (April 2012): pp. 103-111.

Szarowska, Irena (2013): Can tax policy co-cause the crisis? Published in: DEEV, O; KAJUROVA, V; KRAJICEK, J. (eds.) 10th International Scientific Conference on European Financial Systems 2013. No. WOS:000324654400048 (June 2013): pp. 323-330.

T

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.

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

U

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.

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

V

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)

W

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.

Winful, Ernest C. and (JNR), David Sarpong and Agbodohu, William (2013): Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana. Published in: Journal of Contemporary Issues in Business Research , Vol. 2, No. 6 (September 2013): pp. 205-211.

X

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.

Y

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

Z

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

This list was generated on Mon Sep 26 20:09:02 2016 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.