Munich Personal RePEc Archive

Items where Subject is "G - Financial Economics > G1 - General Financial Markets > G15 - International 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 | Y | Z | Ç | Š
Number of items at this level: 508.


Abbasoğlu, Osman Furkan and Aysan, Ahmet Faruk and Gunes, Ali (2007): Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period.

Abdala Rioja, Yamile E (2011): All things considered: the interaction of the reasons for the financial crisis.

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

Abu Bakar, Norhidayah and Masih, Abul Mansur M. (2014): The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis.

Adamcik, Santiago (2008): Efectos de la Globalizacion sobre la Inflacion y la politica Monetaria Domestica.

Adesoye, A. Bolaji and Atanda, Akinwande AbdulMaliq (2012): Monetary Policy and Share Pricing Business in Nigeria. Forthcoming in: (2012): pp. 1-19.

Adnan, Noureen and Shahzad, Syed Jawad Hussain (2014): The European Financial System in Limelight. Published in: International Journal of Trade, Economics and Finance , Vol. 5, No. 6 (1 December 2014): pp. 521-525.

Ahmed, Walid M.A. (2008): Cointegration and dynamic linkages of international stock markets: an emerging market perspective.

Akdoğu, Serpil Kahraman (2012): CDS, bond spread and sovereign debt crisis in peripherial EU. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 126-133.

Akturk, Halit (2014): Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change.

Al Shugaa, Ameen and Masih, Mansur (2014): Uncertainty and Volatility in MENA Stock Markets During the Arab Spring.

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.

Alasrag, Hussien (2009): تأثير الأزمة المالية العالمية على الاقتصاد المصرى.

Alasrag, Hussien (2010): صيغ تمويل المشروعات الصغيرة في الاقتصاد الإسلامي. Published in: Islamic Studies No. 08 (March 2010)

Ali, Ashraf and M. Kabir, Hassan and Syed Abul, Basher (2015): Loan Loss Provisioning in OIC Countries: Evidence from Conventional vs. Islamic Banks. Published in: Journal of King Abdulaziz University: Islamic Economics , Vol. 28, No. 1 (January 2015): pp. 23-59.

Aliyu, Shehu Usman Rano (2009): Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation.

Alonso-Ortiz, Jorge and Colla, Esteban and Da-Rocha, Jose-Maria (2015): Bounding the productivity default shock : Evidence from the The European Sovereign Debt Crisis.

Aloosh, Arash (2014): Global Variance Risk Premium and Forex Return Predictability.

Alves, Paulo (2013): The Fama French Model or the capital asset pricing model: international evidence. Published in: International Journal of Business and Finance Research , Vol. 7, No. 2 (2013): pp. 79-89.

Alves, Paulo and Ferreira, Miguel (2008): Centre Rules the Markets. Published in: IUP Journal of Applied Finance , Vol. 15, (2008): pp. 489-498.


Andrikopoulos, Andreas and Angelidis, Timotheos and Skintzi, Vasiliki (2012): Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.

Angelidis, Timotheos and Tessaromatis, Nikolaos (2014): Global Style Portfolios Based on Country Indices. Forthcoming in: Bankers, Markets & Investors

Angyal (Apolzan), Carmen-Maria and Aniş, Cecilia–Nicoleta (2012): Stock Market Cycles and Future Trend Estimation. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 27-35.

Antonakakis, Nikolaos (2012): Exchange return co-movements and volatility spillovers before and after the introduction of Euro.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2014): Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence.

Antonakakis, Nikolaos and Darby, Julia (2012): Forecasting Volatility in Developing Countries' Nominal Exchange Returns.

Antonakakis, Nikolaos and Kizys, Renatas and Floros, Christos (2014): Dynamic Spillover Effects in Futures Markets.

Antonakakis, Nikolaos and Vergos, Konstantinos (2012): Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis.

Arash, Aloosh (2011): Variance Risk Premium Differentials and Foreign Exchange Returns. Published in: EFA Doctoral Tutorial 2012 (18 August 2012)

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Arestis, Philip and Singh, Ajit (2010): Financial globalisation and crisis, institutional transformation and equity. Published in: Centre for Business Research Working Paper Series No. WP405 (June 2010)

Aretz, Kevin and Bartram, Söhnke M. and Pope, Peter F. (2011): Asymmetric Loss Functions and the Rationality of Expected Stock Returns. Published in: International Journal of Forecasting , Vol. 27, No. 2 (April 2011): pp. 413-437.

Aretz, Kevin and Bartram, Söhnke M. and Pope, Peter F. (2010): Macroeconomic Risks and Characteristic-Based Factor Models. Published in: Journal of Banking and Finance , Vol. 34, No. 6 (June 2010): pp. 1383-1399.

Arif, Imtiaz and Suleman, Tahir (2014): Terrorism and Stock Market Linkages: An Empirical Study from Pakistan.

Arize, Augustine C. and Kallianotis, Ioannis N. and Kasibhatla, Krishna M. and 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.XX, No. No.1 (January 2010): pp. 87-96.

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

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

Astudillo, Alfonso and Braun, Matias and Castaneda, Pablo (2011): The Going Public Decision and the Structure of Equity Markets. Published in: journal of international money and finance , Vol. 7, No. 30 (November 2011): pp. 1451-1470.

Avadanei, Andreea (2010): Analiza efectelor Zonei Unice de Plati in Euro in contextul crizei financiare internationale. Forthcoming in:

Avadanei, Andreea (2010): European corporate bond market integration: lessons from EMU.

Avadanei, Andreea (2011): Indicatori de măsurare a integrării financiare europene. Literature review.

Aysan, Ahmet Faruk (2006): Distributional Effects of Boom-Bust Cycles in Developing Countries with Financial Frictions.

Ayub, Aishaton and Masih, Mansur (2013): The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach.


BOUKEF JLASSI, NABILA and HAMDI, HELMI (2013): Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries. Forthcoming in: Economic Modelling

Balli, Faruk and Basher, Syed Abul and Jean Louis, Rosmy (2013): Sectoral equity returns and portfolio diversification opportunities across the GCC region.

Balli, Faruk and Ozer-Balli, Hatice (2009): Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?

Bandyopadhyay, Arindam and Saha, Asish (2008): Assessment of Economic Capital: An Equity Market approach.

Bartram, Söhnke M. and Brown, Gregory W. and Stulz, René M. (2012): Why are U.S. Stocks More Volatile? Published in: Journal of Finance , Vol. 67, No. 4 (August 2012): pp. 1329-1370.

Basher, Syed Abul and Haug, Alfred A. and Sadorsky, Perry (2011): Oil prices, exchange rates and emerging stock markets.

Batuo Enowbi, Michael and Guidi, Francesco and Mlambo, Kupukile (2009): Testing the weak-form market efficiency and the day of the week effects of some African countries.

Baumohl, Eduard and Lyocsa, Stefan (2013): Volatility and dynamic conditional correlations of European emerging stock markets.

Baumöhl, Eduard (2013): Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.

Baumöhl, Eduard and Lyócsa, Štefan (2009): Stationarity of time series and the problem of spurious regression.

Bayraci, Selcuk (2015): Return, shock and volatility co-movements between the bond markets of Turkey and developed countries.

Bebel, Arkadiusz (2014): Low Versus High Leverage (LVH).

Beckmann, Rainer and 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)

Ben Slimane, FATEN (2007): L'Evolution des Marchés Boursiers Européens: Enjeux et limites.

Ben Slimane, Faten (2006): Le partenariat euro méditerranéen et son impact sur le développement des marchés boursiers méditerranéens.

Bialkowski, Jedrzej and Gottschalk, Katrin and Wisniewski, Tomasz (2006): Political orientation of government and stock market returns.

Bojańczyk, Mirosław (2010): Communication of companies with their surroundings - the manipulation of information and information asymmetry.

Bonga-Bonga, Lumengo (2014): Assessing the readiness of BRICS grouping for mutually beneficial financial integration.

Bonga-Bonga, Lumengo (2015): Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model.

Bonizzi, Bruno (2015): Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand.

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.

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.

Bouoiyour, Jamal and Selmi, Refk (2015): Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?

Bouoiyour, Jamal and Selmi, Refk (2014): What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon.

Bouoiyour, Jamal and Selmi, Refk (2014): What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon.

Brahmana, Rayenda Khresna and Setiawan, Doddy and Hooy, Chee Wooi (2014): Diversification strategy, Ownership Structure, and Firm Value: a study of public‐listed firms in Indonesia.

Brugger Jakob, Samuel Immanuel (2007): ¿Puede el gobierno corporativo aprender del gobierno público?

Bulla, Jan and Mergner, Sascha and Bulla, Ingo and Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist?

Bunčák, Tomáš (2013): Jump Processes in Exchange Rates Modeling.

Böninghausen, Benjamin and Zabel, Michael (2013): Credit Ratings and Cross-Border Bond Market Spillovers.


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

Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro.

Caiado, Jorge and 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

Camilleri, Silvio John (2006): An Analysis of Stock Index Distributions of Selected Emerging Markets. Published in: Bank of Valletta Review , Vol. Spring, No. 33 (2006): pp. 33-49.

Camilleri, Silvio John (2006): Strategic Priorities for Stock Exchanges in New EU Member States. Published in: The FEMA Research Bulletin , Vol. 2, No. 1 (2006): pp. 7-19.

Camilleri, Silvio John and Galea, Gabriella (2009): The Diversification Potential Offered by Emerging Markets in Recent Years. Published in: The FEMA Research Bulletin , Vol. 3, No. 1 (2009): pp. 21-37.

Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from Asian Markets.

Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from World Financial Markets.

Canegrati, Emanuele (2008): New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case.

Cao, Henry and Han, Bing and Hirshleifer, David and Zhang, Harold (2007): Fear of the Unknown: Familiarity and Economic Decisions.

Caprio, Gerard Jr. and D'Apice, Vincenzo and 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.

Chan, Tze-Haw and Baharumshah, Ahmad Zubaidi (2012): Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests.

Chan, Tze-Haw and Baharumshah, Ahmad Zubaidi and Lau, Evan (2005): Real Financial Integration among the East Asian Economies: A SURADF Panel Approach.

Chan, Tze-Haw and Hooy, Chee Wooi (2003): On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911.

Chancharat, Surachai and Valadkhani, Abbas (2007): Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices. Published in: Journal of the Korean Economy , Vol. 8, No. 1 (2007): pp. 21-38.

Chancharat, Surachai and Kamalian, Amin Reza and Valadkhani, Abbas (2009): Random Walk and Multiple Structural Breaks In Thai Stock Market. Published in: Empirical Economics Letters , Vol. 8, No. 5 (2009): pp. 501-506.

Chang, Chia-Lin and Chang, Jui-Chuan Della and Huang, Yi-Wei (2012): Dynamic Price Integration in the Global Gold Market.

Chang, Chia-Lin and Ke, Yu-Pei (2014): Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds.

Chang, Yanqin (2006): How a small open economy's asset are priced by heterogeneous international investors.

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

Cheng, Ai-ru and Jahan-Parvar, Mohammad R. and Rothman, Philip (2009): An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.

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.

Chiang, Yao-Min and Hirshleifer, David and Qian, Yiming and Sherman, Ann (2010): Learning to Fail? Evidence from Frequent IPO Investors.

Chiang, Yao-Min and Hirshleifer, David and Qian, Yiming and Sherman, Ann (2009): Learning to fail? Evidence from frequent IPO investors.

Chiny, Faycal (2013): La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais.

Chiny, Faycal (2013): La modélisation des interactions entre les corrélations et les volatilités des marchés financiers Marocain, Français, Américain et Japonais.

Chittedi, Krishna Reddy (2009): Global Stock Markets Development and Integration: with Special Reference to BRIC Countries.

Chouliaras, Andreas (2015): High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis.

Chouliaras, Andreas and Grammatikos, Theoharry (2014): Extreme Returns in the European Financial Crisis.

Chouliaras, Andreas and Grammatikos, Theoharry (2013): News Flow, Web Attention and Extreme Returns in the European Financial Crisis.

Chunxiu, Ma and Masih, Mansur (2014): Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application.

Cifarelli, Giulio and Paladino, Giovanna (2011): Hedging vs. speculative pressures on commodity futures returns.

Cifter, Atilla and Ozun, Alper (2007): The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets.

Cinquegrana, Giuseppe and De Rita, Paola (2012): “Financial constraints to enterprise investments: an international analysis on financial accounts of OECD countries”.

Cole, Rebel and 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.

Collins, Sean and Gallagher, Emily (2014): Assessing Credit Risk in Money Market Fund Portfolios.

Condorelli, Stefano (2014): The 1719-20 stock euphoria: a pan-European perspective.

Coskun, Yener (2011): Does Power of Political Economy and Regulation Make Istanbul a Financial Center? (Ekonomi Politik ve Düzenlemenin Gücü Istanbul’u Finans Merkezi Yapabilir Mi?). Published in: Mulkiyeliler Birligi , Vol. Public, No. in, Memory of Bilsay Kuruc, Eds. Sahinkaya, Serdar and Ertugrul, N.Ilter, (1 November 2011): pp. 525-576.

Costas, Antón and Lago-Peñas, Santiago (2013): La crisis de la deuda, el euro y la construcción política europea: reflexiones desde la economía.

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

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

Cotter, John (2006): Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing.

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

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

Cotter, John and Hanly, James (2007): Hedging Effectiveness under Conditions of Asymmetry.

Cotter, John and Hanly, James (2005): Re-evaluating Hedging Performance.

Cotter, John and Longin, Francois (2006): Implied correlation from VaR.


D'Agostino, Antonello and Ehrmann, Michael (2012): The pricing of G7 sovereign bond spreads – the times, they are a-changin.

DIAF, Sami (2015): Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates.

Dale, Charles (1981): The Hedging Effectiveness of Currency Futures Markets. Published in: Journal of Futures Markets , Vol. 1, No. 1 (1981): pp. 77-88.

Dasgupta, Dipak and 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.

Datta, Rajib and Chowdhury, Tasnim and Mohajan, Haradhan (2013): Reassess of capital structure theories. Published in: International Journal Of Research In Computer Application & Management , Vol. 3, No. 10 (2 November 2013): pp. 102-106.

Degiannakis, Stavros and Floros, Christos (2014): Intra-Day Realized Volatility for European and USA Stock Indices. Forthcoming in: Global Finance Journal

Degiannakis, Stavros and Livada, Alexandra (2013): Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors. Forthcoming in: Journal of Applied Statistics (2015)

Demir, Firat (2011): Growth under Exchange Rate Volatility: Does Access to Foreign or Domestic Equity Markets Matter?

Demir, Firat and Caglayan, Mustafa and Dahi, Omar S. (2012): Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries.

Demiris, Nikolaos and Kypraios, Theodore and Smith, L. Vanessa (2012): On the epidemic of financial crises.

Devalle, Alain and Magarini, Riccardo and Onali, Enrico (2009): Assessing the Value Relevance of Accounting Data After the Introduction of IFRS in Europe. Published in: Journal of International Financial Management and Accounting , Vol. 21, No. 2 (2010): pp. 85-119.

Dewandaru, Ginanjar and Alaoui, Abdelkader and Masih, A. Mansur M. and Alhabshi, Syed Othman (2013): Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis.

Dewandaru, Ginanjar and Rizvi, Syed Aun and Sarkar, Kabir and Bacha, Obiyathulla and Masih, Mansur (2014): How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries.

Dima, Bogdan and Murgea, Aurora (2008): The volatility of the European capital markets during the curent financial crisis:what are saying the empirical evidences?

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

Dima, Bogdan and Pirtea, Marilen and Barna, Flavia and Murgea, Aurora (2007): The Romanian Financial Market and the Financial Markets from EU - A Integration Analysis.

Dimitriou, Dimitrios and Simos, Theodore (2012): International portfolio diversification: An ICAPM approach with currency risk. Published in: Macroeconomics and Finance in Emerging Market Economies (8 November 2012): pp. 1-13.

Dimitriou, Dimitrios and Simos, Theodore (2011): Monetary Union effects on European stock market integration: An international CAPM approach with currency risk. Published in: International Journal of Economics and Finance , Vol. 3, No. 6 (November 2011): pp. 34-41.

Douch, Mohamed (2004): Equity Premiums In Small Open Economy.

Douch, Mohamed (2004): Equity Premiums In a Small Open Economy.

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.

Duasa, Jarita and Kassim, Salina (2008): Herd behaviour in Malaysian capital market: An empirical analysis.

Duasa, Jarita and Kassim, Salina (2008): Hot money and economic performance: An empirical analysis.

Dumitriu, Ramona and Stefanescu, Razvan (2013): DOW effects in returns and in volatility of stock markets during quiet and turbulent times. Published in: Proceedings of the 5th International Conference on Economics and Administration No. 2013 (22 May 2013): pp. 143-169.

Dumitriu, Ramona and Stefanescu, Razvan (2011): Shocks on the Romanian foreign exchange market before and after the global crisis. Published in: New challenges in economics and administration : proceedings of the 3rd international conference in economics and administration : Bucharest, 2011 (3 June 2011): pp. 194-199.

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

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2012): The Halloween effect during quiet and turbulent times. Published in: The 18th International Conference "The Knowledge-Based Organization" - Conference Proceedings 2 , Vol. 2, (8 June 2012): pp. 91-96.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2012): Holiday effects during quiet and turbulent times. Published in: The Proceedings of the 14th International Conference AFASES - “Scientific Research and Education in the Air Force” (19 May 2012): pp. 57-62.

Dusa, Silvia (2014): Models of Competitiveness (I). Published in: Journal of Euro and Competitiveness , Vol. I, No. Issue nr. 2/2014 (7 August 2014): pp. 38-46.

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?

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?

duqi, andi and mirti, riccardo and torluccio, giuseppe (2011): An analysis of the R&D effect on stock returns for European listed firms. Published in: European Journal of Financial Research , Vol. 1, No. 4 (2011): pp. 482-496.


ETOUNDI ATENGA, ERIC MARTIAL (2014): Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market.

EZZAHID, Elhadj and MAOUHOUB, Brahim (2015): Capital account liberalization and Moroccan macroeconomic performances.

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

El Ghini, Ahmed and Saidi, Youssef (2014): Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis.

Elasrag, Hussein (2014): Corporate governance in Islamic Finance: Basic concepts and issues.

Elasrag, Hussein (2014): Corporate governance in Islamic Finance: Basic concepts and issues.

Elasrag, Hussein (2014): Corporate governance in Islamic financial institutions.

Eozenou, Patrick (2008): Financial Integration and Macroeconomic Volatility: Does Financial Development Matter?

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

Erten, Irem and Okay, Nesrin (2012): Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011.

Erten, Irem and Tuncel, Murat B. and Okay, Nesrin (2012): Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach.

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

Estrada, Fernando (2010): Meditaciones popperianas sobre la crisis financiera.

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

Ezzat, Hassan and Kirkulak, Berna (2014): Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul).

el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage versus volatility: Evidence from the Capital Structure of European Firms.

el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening.

el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage, return, volatility and contagion: Evidence from the portfolio framework.


Farouk, Faizal and Masih, Mansur (2014): Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity.

Ferreira Filipe, Sara and Grammatikos, Theoharry and Michala, Dimitra (2014): Pricing Default Risk: The Good, The Bad, and The Anomaly.

Fischer, Justina A.V. (2012): The choice of domestic policies in a globalized economy: Extended Version.

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

Fulli-Lemaire, Nicolas (2013): A Tale of Two Eurozones: Banks’ Funding, Sovereign Risk & Unconventional Monetary Policies.

Fung, Ka Wai Terence and Demir, Ender and Zhou, Lu (2014): Capital Asset Pricing Model and Stochastic Volatility: A Case study of India.


Gabrielsen, A. and Zagaglia, Paolo and Kirchner, A. and Liu, Z. (2012): Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.

Gajewski, Krzysztof and Olszewski, Krzysztof and Pawłowska, Małgorzata and Rogowski, Wojciech and Tchorek, Grzegorz and Zięba, Jolanta (2012): Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury. Published in: Materiały i Studia - National Bank of Poland No. 277 (October 2012)

Galy, Michel (1989): Banks exposure to market risks.

Gande, Amar and Parsley, David (2010): Sovereign Credit Ratings, Transparency and International Portfolio Flows.

Georgescu, George (2013): Echilibrul financiar global şi riscul suveran în perioada post-criză.

Georgescu, George (2012): Fluxurile ISD in contextul crizei globale.

Georgescu, George (2013): România în perioada post-criză: investiţiile străine directe şi efecte asupra echilibrului financiar extern.

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2012): أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي. Published in: Journal of Development and Economic Policies , Vol. 14, No. 2 (2012): pp. 7-39.

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2013): اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج. Published in: Arab Economic and Business Journal , Vol. 8, (2013): pp. 1-5.

Ghassan, Hassan B. and Taher, Farid B. and AlDehailan, Salman (2010): هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تحليل عبر نموذج التقهقر الذاتي البنيوي. Published in: Islamic Economic Studies (Arabic Edition) , Vol. 17, No. 2 (7 September 2011): pp. 1-34.

Ghorbel, Ahmed and Trabelsi, Abdelwahed (2007): Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation.

Giofré, Maela M. (2008): Bias in foreign equity portfolios: households versus professional investors.

Giofré, Maela M. (2009): The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios. Forthcoming in: Journal of Multinational Financial Management

Giofré, Maela/M. (2008): Convergence of EMU Equity Portfolios.

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.

Giofré, Maela/M. (2009): Investor protection and foreign stakeholders.

Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB.

Giovanis, Eleftherios (2009): Calendar Effects and Seasonality on Returns and Volatility.

Giovanis, Eleftherios (2009): The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets.

Girardi, Daniele (2013): Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics.

Girardi, Daniele (2012): A brief essay on the financialization of agricultural commodity markets.

Godlewski, Christophe (2008): Duration of loan arrangement and syndicate organization.

Gonzalez, Adrian (2007): Resilience of Microfinance Institutions to National Macroeconomic Events: An Econometric Analysis of MFI asset quality.

Goyenko, Ruslan and Sarkissian, Sergei (2010): Flight to Liquidity and Global Equity Returns.

Guidi, Francesco (2010): Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets.

Guidi, Francesco (2010): Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models.

Guidi, Francesco (2008): Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK.

Guidi, Francesco and Gupta, Rakesh (2010): Cointegration and conditional correlations among German and Eastern Europe equity markets.

Guidi, Francesco and Ugur, Mehmet (2012): Are South East Europe stock markets integrated with regional and global stock markets?

Gurgul, Henryk and Lach, Łukasz (2011): Causality analysis between public expenditure and economic growth of Polish economy in last decade. Published in: Statistics in Transition: new series. International journal of the Polish Statistical Association , Vol. 11, (2011): pp. 329-359.

Gurgul, Henryk and Lach, Łukasz (2012): The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 64, No. 2 (2012): p. 2012.

Gábor, Tamás (2012): China's monetary sterilization and it's economical relationship with the European Union. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 356-381.


HUNG, MAO-WEI and SO, LEH-CHYAN (2009): New insights into India’s single stock futures markets. Published in: Review of Futures Markets , Vol. 17, (2009): pp. 335-355.

Hacihasanoglu, Erk and 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.

Haefliger, Thomas and Waelchli, Urs and Wydler, Daniel (2002): Hedging currency risk: Does it have to be so complicated?

Hakim, Idwan and Masih, Mansur (2014): Portfolio diversification strategy for Malaysia: International and sectoral perspectives.

Han, Bing and Hirshleifer, David and Wang, Tracy (2005): Investor Overconfidence and the Forward Discount Puzzle.

Hashim, Khairul Khairiah and Masih, Mansur (2015): Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches.

Hearn, Bruce (2013): Size and liquidity effects in Nigeria: an industrial sector study. Forthcoming in: Journal of Developing Areas

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.

Hirshleifer, David and Jian, Ming and Zhang, Huai (2014): Superstition and financial decision making.

Hryckiewicz, Aneta (2014): The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?

Hryckiewicz, Aneta (2014): The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?

Hryckiewicz, Aneta and Kozlowski, Lukasz (2014): Banking business models and the nature of financial crises.

Hu, Jian (2008): Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach.

Huang, Huichou and MacDonald, Ronald (2012): Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia.

Hung, Mao-wei and Lee, Cheng-few and So, Leh-chyan (2005): Hedging with Foreign-listed Single Stock Futures. Published in: Advances in Quantitative Analysis of Finance and Accounting , Vol. 2, (2005): pp. 129-151.

Hutchison, Michael and Kendall, Jake and Pasricha, Gurnain Kaur and Singh, Nirvikar (2009): Indian Capital Control Liberalization: Evidence from NDF Markets.

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.

Hyde, Stuart J and Bredin, Don P and Nguyen, Nghia (2007): Correlation dynamics between Asia-Pacific, EU and US stock returns.


Ilhan, Bilal and Masih, Mansur (2014): Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis.

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No.

Insel, Aysu and Korkmaz, Abdurrahman (2010): The contagion effect: evidences from former Soviet Economies in Eastern Europe.

Iordan-Constantinescu, Nicolae (2014): Euro and the three Cs - competition, competitiveness, convergence. Published in: Journal of Euro and Competitiveness No. issue nr. 2/2014 (7 August 2014): pp. 4-12.

Iqbal, Javed and Brooks, Robert and Galagedera, Don UA (2007): Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets.

Iqbal, Javed and 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.

Ito, Yutaka and Managi, Shunsuke and Matsuda, Akimi (2012): Performances of Socially Responsible Investment and Environmentally Friendly Funds.


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

Jahan-Parvar, Mohammad and Waters, George (2009): Equity Price Bubbles in the Middle Eastern and North African Financial Markets.

Jahan-Parvar, Mohammad R. and Liu, Xuan and Rothman, Philip (2009): Equity Returns and Business Cycles in Small Open Economies.

Jeon, Bang Nam and Ji, Philip and Zhang, Hongfang (2012): International linkages of Japanese bond markets: an empirical analysis.

Jin, Hui and Cao, Yanka (2014): Panel Data Analysis of Performance of QDII Equity Funds in China.

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2014): Oil price volatility and real effective exchange rate: the case of Thailand.

Jung, Kuk Mo (2015): Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns.


Kabir, Sarkar Humayun and Masih, Mansur (2014): Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia.

Kablan, S and Yousfi, O (2011): Efficiency of islamic and conventional banks in countries with islamic banking.

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.

Kapoor, Sony and Hillman, David and Spratt, Stephen (2007): Taking the Next Step - Implementing a Currency Transaction Development Levy.

Karathanassis, George and Sogiakas, Vasilios (2007): Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis.

Karimi, Mohammad sharif and Yusop, Zulkornain and Siong Hook, Law (2009): Location decision for foreign direct investment in ASEAN countries (A TOPSIS Approach).

Karkowska, Renata (2013): The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility. Published in: Faculty of Management Working Paper Series , Vol. No 3, No. No 3/ 2013 (October 2013): pp. 1-13.

Kasibhatla, Krishna and Stewart, David and 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.

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

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

Khan, 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.

Khor, Hoe Ee and Kee, Rui Xiong (2008): Asia: A Perspective on the Subprime Crisis. Published in: Finance and Development , Vol. 45, No. 2 (1 June 2008): pp. 19-23.

Kim, Woochan (2011): Korea investment corporation: its origin and evolution. Published in: Journal of the Asia Pacific Economy , Vol. 2, No. 17 (6 May 2012): pp. 22-36.

Kim, Woochan and Sung, Taeyoon and Wei, Shang-Jin (2014): The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity.

Kodila-Tedika, Oasis and Asongu, Simplice (2015): Genetic Distance and Cognitive Human Capital: A Cross-National Investigation.

Kodongo, Odongo and Ojah, Kalu (2014): The conditional pricing of currency and inflation risks in Africa's equity markets.

Kohonen, Anssi (2012): On detection of volatility spillovers in simultaneously open stock markets.

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.

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

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

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

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

Köksal, Bülent (2012): An analysis of intraday patterns and liquidity on the Istanbul stock exchange.

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


Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times.

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

Landon, Stuart and Smith, Constance (1999): The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate.

Lazarides, Themistokles and Drmmpetas, Evaggelos (2009): Fallacies, Collapses, Crises. Now What?

Le, Thai-Ha and Chang, Youngho (2011): The impact of oil price fluctuations on stock markets in developed and emerging economies.

Lean, Hooi Hooi and Ang, Wei Rong and Smyth, Russell (2014): Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America.

Lechman, Ewa and Marszk, Adam (2014): ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Quantum money.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.

Lee, Byung-Joo (2007): Uncovered Interest Parity: Cross-sectional Evidence.

Lee, Chin and Law, Chee-Hong (2013): The Effects of Trade Openness on Malaysian Exchange Rate. Published in: International Economic and Finance Journal , Vol. 8, No. 1 (2013): pp. 25-39.

Leitao, Joao and Armada, Manuel Rocha and Ferreira, Joaaquim (2012): Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?

Lenz, Rainer (2008): The Logic of Merger and Acquisition Pricing. Forthcoming in:

Leon, Jorge and Vega, Melissa (2013): What is driving the Capital Inflows to Costa Rica? Risk Premium and Interest Rate Differentials.

Lestano, Lestano (2015): Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors.

Liu, Tao (2015): The onshore-offshore interaction of RMB market: a high-frequency analysis.

Liu, Xuan (2007): Trade Openness and the Cost of Sudden Stops: The Role of Financial Frictions.

Ludwig, Alexander (2013): Sovereign risk contagion in the Eurozone: a time-varying coefficient approach.

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)

Lyocsa, Stefan (2015): Predicting changes in the output of OECD countries: An international network perspective.

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

Lyócsa, Štefan and Baumöhl, Eduard and Výrost, Tomáš (2012): Stock returns and real activity: the dynamic conditional lagged correlation approach.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2012): Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries.


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.

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

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)

Mamoru, Nagano (2011): Who issues debt securities in emerging countries?

Managi, Shunsuke and Okimoto, Tatsuyoshi and Matsuda, Akimi (2012): Do Socially Responsible Investment Indexes Outperform Conventional Indexes?

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)

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.

Masih, Mansur and Majid, Hamdan Abdul (2013): Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis.

Masih, Mansur and Majid, Hamdan Abdul (2013): Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis.

Masih, Mansur and Majid, Hamdan Abdul (2013): The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications.

Matei, Florin (2014): An empirical examination of stock market integration in EMU.

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.

Mayanja, Abubaker B. and Legesi, Kenneth (2007): Risk and Return on Uganda's stock exchange. Forthcoming in: Capital Markets Journal

McCauley, Joseph L. and Bassler, Kevin E. and Gunaratne, Gemunu h. (2007): Martingales, the efficient market hypothesis, and spurious stylized facts.

Mellado, Cristhian and Escobari, Diego (2014): Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market. Forthcoming in: Applied Economics

Menkhoff, Lukas and Sarno, Lucio and Schmeling, Maik and Schrimpf, Andreas (2009): Carry Trades and Global FX Volatility.

Mensah, Jones Odei and Premaratne, Gamini (2014): Exploring Diversification Benefits in Asia-Pacific Equity Markets.

Michael, Bryane and Apostoloski, Nenad (2012): The Middle Eastern Wealth Management Industry: Boon or Bust? Published in: Middle East Institute Working Paper Series (2012)

Micuda, Dan (2007): Barriers in EU retail financial markets. Published in:

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.

Mierzejewski, Fernando (2009): The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates.

Mina, Wasseem (2013): Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties.

Mina, Wasseem (2012): Beyond FDI: The Influence of Bilateral Investment Treaties on Debt.

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.

Mirdala, Rajmund (2011): Financial Integration and Economic Growth in the European Transition Economies. Published in: Journal of Advanced Studies in Finance , Vol. 2, No. 2 (December 2011): pp. 116-137.

Mirdala, Rajmund and Svrčeková, Aneta and Semančíková, Jozefína (2015): On the Relationship between Financial Integration, Financial Liberalization and Macroeconomic Volatility. Published in: Journal of Applied Economic Sciences , Vol. 10, No. 2 (July 2015): pp. 552-570.

Mishra, Anil (2014): Measures of Equity Home Bias Puzzle.

Mishra, Anil V (2015): Foreign Bias in Australian Domiciled Mutual Fund Holdings.

Mishra, Anil V and Ratti, Ronald A (2013): Taxation of Domestic Dividend Income and Foreign Investment Holdings.

Modena, Matteo (2011): Agricultural commodities and financial markets.

Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): Gold price movements in selected currencies: wavelet approach.

Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): An application of MGARCH-DCC analysis on selected currencies in terms of gold Price.

Morgan, Horatio M. (2013): The Political Economy of Trade-Financial Liberalization and Financial Underdevelopment: A perspective from China.

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

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

Mulyadi, Martin Surya (2009): Volatility spillover in Indonesia, USA, and Japan capital market.

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

Muñoz, Mª Pilar and 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.

Mynhardt, H. R. and Plastun, Alex (2013): The Overreaction Hypothesis: The Case of Ukrainian Stock Market. Published in: Corporate Ownership and Control Volume , Vol. 11, No. 1 (2013): pp. 406-422.

mhamdi, ghrissi (2015): Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises. Published in: , Vol. 3, No. jexpert journal of economics


NWAOBI, GODWIN C (2008): The Economics of Financial Derivative Instruments.

Nabi, Mahmoud Sami (2001): Banking Performance and Speculative Attacks Under Asymmetric Information.

Nabi, Mahmoud Sami and Rajhi, Taoufik (2002): The Effect of Financial Liberalization on the Economic Development Process in case of Inefficient Banking.

Nagayasu, Jun (2010): Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns.

Narciso, Alexandre (2010): The impact of population ageing on international capital flows.

Naseri, Marjan and Masih, Mansur (2013): Causality between Malaysian Islamic Stock Market and Macroeconomic Variables.

Naseri, Marjan and Masih, Mansur (2014): Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia.

Nath, Golaka (2012): Indian corporate bonds market –an analytical prospective.

Neal, Larry and Garcia-Iglesias, Concepcion (2012): The economy of Spain in the eurozone before and after the crisis of 2008. Forthcoming in:

Nistor, Costel and Dumitriu, Ramona and Stefanescu, Razvan (2012): Impact of the global crisis on the linkages between CAC 40 and indexes from CEE countries. Published in: Proceedings of the 2nd International Conference on Business Administration and Economics ”People. Ideas. Experience”, October 25-26, 2012, Reşiţa (22 October 2012): pp. 319-332.

Nistor, Costel and Panico, Paolo and 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.

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

Nogueira, David Coito and Fuinhas, José Alberto and Marques, António Cardoso (2014): Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA.

Noman, Abdullah (2008): Purchasing Power Parity in South Asia: A Panel Data Approach.



O'Connor, Fergal and Lucey, Brian and Batten, Jonathan and Baur, Dirk (2015): The Financial Economics of Gold - a survey.

Ogundipe, Adeyemi and Ogundipe, Oluwatomisin (2013): Oil Price and Exchange Rate Volatility in Nigeria.

Oh, Swee-Ling and Lau, Evan and Puah, Chin-Hong and Abu Mansor, Shazali (2010): Volatility Co-movement of ASEAN-5 Equity Markets.

Okay, Nesrin (1998): Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange. Published in: Business & Economics for the 21st Century, Anthology , Vol. II, No. ISBN: 0-9659831-1-0 (1998): pp. 207-216.

Omer, Gamal Salih and Masih, Mansur (2014): Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC.

Omer, Muhammad and de Haan, Jakob and Scholtens, Bert (2013): Does Uncovered Interest rate Parity Hold After All?

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)

Orth, Walter (2011): Default probability estimation in small samples - with an application to sovereign bonds.

Ozkok, Zeynep (2012): Financial Harmonization and Industrial Growth: Evidence from Europe.


P., Srinivasan and M., Kalaivani (2013): Stock Market Linkages in Emerging Asia-Pacific Markets.

Pallegedara, Asankha (2012): Dynamic relationships between stock market performance and short term interest rate Empirical evidence from Sri Lanka.

Panait, Iulian (2011): Stock market diagnosis. Published in: HYPERION INTERNATIONAL JOURNAL OF ECONOPHYSICS & NEW ECONOMY , Vol. 4, No. 2 (2011): pp. 313-315.

Panait, Iulian and Constantinescu, Alexandru (2012): Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012. Forthcoming in: Journal of Applied Quantitative Methods No. 3 (2012)

Panait, Iulian and Diaconescu, Tiberiu (2012): Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București.

Panait, Iulian and Slavescu, Ecaterina Oana (2012): Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011. Published in: CKS – eBook 2012 (2012): pp. 1592-1600.

Panait, Iulian and Slavescu, Ecaterina Oana (2011): Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011. Published in: Proceeding of the 17th International Conference The Knowledge-Based Organization – Economic, Social and Administrative Approaches to the Knowledge-Based Organization (October 2011): pp. 292-300.

Panetta, Ida Claudia (2006): Financial markets trend: ageing and pension system reform.

Park, Kwang Suk and Masih, Mansur (2015): Does the shariah index move together with the conventional equity indexes?

Parker, John C. (2005): What is the most appropriate model for generating scenarios for daily foreign exchange rates?

Pasricha, Gurnain (2008): Financial integration in emerging market economies.

Pasricha, Gurnain Kaur (2006): Survey of Literature on Covered and Uncovered Interest Parities.

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.

Peicuti, Cristina (2014): The Great Depression and the Great Recession: A Comparative Analysis of their Analogies. Published in: The European Journal of Comparative Economics , Vol. Vol. 1, No. n. 1 (10 June 2014): pp. 55-78.

Pereira Reichhardt, Joaquín and Iqbal, Tabassum (2014): Investment Decisions: Are we fully-Rational?

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

Peresetsky, Anatoly and Yakubov, Ruslan (2015): Autocorrelation in an unobservable global trend: Does it help to forecast market returns?

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.

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.

Pierucci, Eleonora and Pericoli, Filippo and Ventura, Luigi (2014): Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence.

Pontines, Victor and Siregar, Reza Yamora (2011): Cross-border bank lending to selected SEACEN economies: an integrative report.

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 (1 June 2008)

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.



Qureshi, Salman Ali and Rehman, Kashif ur and Hunjra, Ahmed Imran (2012): Factors Affecting Investment Decision Making of Equity Fund Managers. Published in: Wulfenia Journal , Vol. 19, No. 10 : pp. 280-291.


Rahim, Adam Mohamed and Masih, Mansur (2014): Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors.

Rahim, Adam Mohamed and Masih, Mansur (2014): Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches.

Rashid, Abdul (2009): The Economic Exchange Rate Exposure: Evidence for a Small Open Economy.

Ratti, Ronald A and Vespignani, Joaquin L. (2012): Crude Oil Prices and Liquidity, the BRIC and G3 countries.

Raul, Matsushita and Iram, Gleria and Annibal, Figueiredo and Sergio, Da Silva (2006): The Chinese Chaos Game. Forthcoming in: Physica A

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.

Reinhart, Carmen (2012): Capital Inflows, Credit Booms and Their Risks. Published in: hina-US Economists Symposium--United States and China: Systemic Responsibilities for the Global Economy (2012)

Reinhart, Carmen (2003): New approaches to crisis resolution: Weighing the options (A comment). Published in: Brookings Trade Forum 2003 (2003): pp. 338-348.

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.

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

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.

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

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


Saha, Malayendu and Bhunia, Amalendu (2012): How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis.

Sahoo, Ganeswar (2010): International Capital Flows: An empirical study of the relationship between equity and debt investments.

Saiti, Buerhan and Bacha, Obiyathulla and Masih, Mansur (2014): Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis.

Saiti, Buerhan and Masih, Mansur (2014): The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?

Saleem, Kashif and Vaihekoski, Mika (2007): Time-varying global and local sources of risk in Russian stock market.

Sambracos, Evangelos and Maniati, Marina (2013): Shipping Market Financing: Special Features and the Impact of Basel III.

Sambracos, Evangelos and Maniati, Marina (2015): Analysis of Financial Crisis Results on Dry Bulk Market & Financing.

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

Sarkissian, Sergei and Schill, Michael (2010): Cross listing waves.

Sarkissian, Sergei and Schill, Michael (2010): The Nature of the Foreign Listing Premium: A Cross-Country Examination.

Schilirò, Daniele (2011): Alberto Quadrio Curzio - Valeria Miceli, Sovereign Wealth Funds. A complete guide to state-owned investment funds. Published in: Rivista Internazionale di Scienze Sociali , Vol. 119, No. 1 (March 2011): pp. 81-82.

Schulz, Alexander and Wolff, Guntram B. (2009): Sovereign bond market integration: the euro, trading platforms and financial crises.

Sehgal, Sanjay and Gupta, Priyanshi and Deisting, Florent (2014): Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods.

Sen, Chitrakalpa and Chakrabarti, Gagari and Sarkar, Amitava (2010): Asymmetric Response in Foreign Exchange Volatility under Structural Break.

Serwa, Dobromił (2007): Larger crises cost more: impact of banking sector instability on output growth.

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.

Shaikh, Salman (2013): Determinants of Islamic Banking Growth in Pakistan. Forthcoming in: Journal of Islamic Economics, Banking & Finance , Vol. 10, No. 1 (1 January 2014)

Shehu Usman Rano, Aliyu (2010): Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana.

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.

Shirai, Sayuri (2009): The Impact of the US Subprime Mortgage Crisis on the World and East Asia.

Shkolnyk, Inna and Kozmenko, Olha (2008): The peculiarities of the financial market development in Ukraine. Published in: Investment Management and Financial Innovations , Vol. 5, No. 1 (5 May 2008): pp. 104-112.

Siddiqi, Hammad (2013): Analogy Making, Option Prices, and Implied Volatility.

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

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

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

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

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

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

Sinchugova, Regina (2014): Акции с наибольшей доходностью.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Siregar, Reza (2013): Globalized Banking Sectors: Features and Policy Implications amidst Global Uncertainties.

Sirucek, Martin (2013): Cenové bubliny na dluhopisových trzích USA a Japonska. Published in: Nová ekonomika - New Economy , Vol. 4, No. VI (December 2013): pp. 132-146.

Sirucek, Martin (2011): Impact of monetary policy on US stock market. Published in: Trends economics and management , Vol. V, No. 09 (September 0211): pp. 53-60.

Sirucek, Martin (2013): Impact of money supply on stock bubbles. Published in: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis , Vol. 7, No. LXI (November 2013)

Sirucek, Martin (2012): Macroeconomic variables and stock market: US review. Forthcoming in: International journal of computer science and management studies (2012)

Sirucek, Martin (2013): Vliv peněžní nabídky na akciové bubliny v Japonsku. Published in: Trends economics and management , Vol. 7, No. 16 (2013): pp. 84-95.

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)

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.

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

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.

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.

Stavarek, Daniel and 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)

Stephanie, Serve (2004): L’impact de l’admission à la cote sur les performances économiques des entreprises : Le cas du Nouveau Marché français.

Stolbov, Mikhail (2012): International credit cycles: a regional perspective.

Strawinski, Pawel and Slepaczuk, Robert (2008): Analysis of HF data on the WSE in the context of EMH.

Subhani, Muhammad Imtiaz and Hasan, Syed Akif and 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.

Sugimoto, Kimiko and Matsuki, Takashi and Yoshida, Yushi (2013): The global financial crisis: An analysis of the spillover effects on African stock markets.

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): pp. 415-431.

Sun, David and Tsai, Shih-Chuan (2013): Diversifying Risks in Bond Portfolios: A Cross-border Approach.

Syed Abul, Basher (2014): Stock markets and energy prices.

Syed Abul, Basher and Alfred A, Haug and Perry, Sadorsky (2015): The impact of oil shocks on exchange rates: A Markov-switching approach.

Syed Abul, Basher and Perry, Sadorsky (2015): Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH.

Syed Abul, Basher and Salem, Nechi and Hui, Zhu (2014): Dependence patterns across Gulf Arab stock markets: a copula approach.

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.

Sági, Judit (2012): Debt trap - monetary indicators of Hungary's indebtedness. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 145-156.

shafaai, Shafizal and Masih, Mansur (2013): Stock market and crude oil relationship: A wavelet analysis.


TOPRAK, METIN (2001): Yükselen Piyasalarda Finansal Kriz. Published in: yeni turkiye No. 42 (2001): pp. 854-889.

Tatom, John (2008): Imbalances in China and U.S. Capital Flows.

Tatom, John (2007): "Why Have Interest Rates Been So Low?".

Temesvary, Judit and Ongena, Steven and Owen, Ann L. (2015): A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?

Thakolsri, Supachock and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Relationship of the change in implied volatility with the underlying equity index return in Thailand.

Thakolsri, Supachok and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Implied volatility transmissions between Thai and selected advanced stock markets.

Thanh, Ngo (2011): Effectiveness of the Global Banking System in 2010: A Data Envelopment Analysis approach. Published in: Chinese Business Review , Vol. 10, No. 11 (November 2011): pp. 961-973.

Tomić, Bojan (2015): The Impact Of Macroeconomic Indicators On The Movement Of Crobex. Published in: FIP - Journal of Finance and Law , Vol. 2, No. 1 (January 2015): pp. 45-60.

Tomić, Bojan (2013): The application of the capital asset pricing model on the Croatian capital market. Published in: Financije i pravo , Vol. 1, No. 1 (2013): pp. 105-123.

Tomić, Bojan and Sesar, Andrijana and Džaja, Tomislav (2014): Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa. Published in: Accounting and Management No. 15th International Scientific and Professional Conference (June 2014): pp. 265-283.

Tosic, Natasa and Iordan-Constantinescu, Nicolae (2014): Knowledge-Based Economy in the Competitiveness Equation. The Case of the Republic of Serbia. Published in: Journal; of Euro and Competitiveness , Vol. I, No. Issue nr. 2/2014 (7 August 2014): pp. 85-93.

Troaca, Victor (2008): Exigences européennes et internationales concernant la prudence dans l’activitée bancaire.


Ulibarri, Carlos A. and Anselmo, Peter and Hovsepian, Karen and 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


Valli, Mohammed and Masih, Mansur (2014): Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa.

Varadi, Vijay Kumar and Boppana, Nagarjuna (2009): Are stock exchanges integrated in the world? - A critical Analysis.

Vardhan, Harsh and Sinha, Pankaj (2014): Influence of Foreign Institutional Investments (FIIs) on the Indian stock market.

Vardhan, Harsh and Sinha, Pankaj (2015): Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach.

Varga, Gyorgy and Wengert, Maxim (2010): The growth and size of the Brazilian mutual fund industry.

Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?

Vassilios, Babalos and Guglielmo-Maria, Caporale and Philippas, Nikolaos (2012): Efficiency evaluation of Greek equity funds. Published in: Research in International Business and Finance , Vol. 26, (May 2012): pp. 317-333.

Vieito, João Paulo and Wong, Wing-Keung and Chow, Sheung Chi (2016): Stock Market Liberalizations and Efficiency: The Case of Latin America.

Vieito, João Paulo and Wong, Wing-Keung and Zhu, Zhenzhen (2015): Could the global financial crisis improve the performance of the G7 stocks markets?

Vistesen, Claus (2009): Carry Trade Fundamentals and the Financial Crisis 2007-2010.

Vulpes, Giuseppe and Brasili, Andrea (2006): Banking integration and co-movements in EU banks’ fragility.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study.

Výrost, Tomáš and Baumöhl, Eduard and Lyócsa, Štefan (2011): On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries.


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

Wanat, Stanisław and Papież, Monika and Śmiech, Sławomir (2014): Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula.

Weber, Enzo (2007): Who Leads Financial Markets?

Wild, Joerg (2015): Efficiency and Risk Convergence of Eurozone Financial Markets. Published in: Research in International Business and Finance , Vol. 36, (January 2016): pp. 196-211.


Yousfi, Ouidad (2011): Islamic private equity: what is new?

Yusoff, Yuzlizawati and Masih, Mansur (2014): Comovement of East and West Stock Market Indexes.


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.

Zawadzki, Krystian (2013): The impact of mega sports events on the stock markets. Published in:

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

Zhu, Junjun and Xie, Shiyu (2010): Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market.


Çankaya, Serkan and Eken, Hasan/M. and Ulusoy, Veysel (2011): The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. Published in: International Research Journal of Finance and Economics No. 93 (2012): pp. 202-212.

Çankaya, Serkan and Ulusoy, Veysel and Eken, Hasan/M. (2011): The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach. Published in: African Journal of Business Management , Vol. 5, No. 16 (18 August 2011): pp. 7017-7030.


Širůček, Martin (2015): Kauzalní vztah peněžní nabídky a amerického akciového trhu. Published in:

Širůček, Martin and Křen, Lukáš (2015): Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market. Published in: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis , Vol. 63, No. 4 (3 September 2015): pp. 1375-1386.

Širůček, Martin and Šoba, Oldřich and Němeček, Jaroslav (2014): Validita modelu CAPM na akciovém trhu USA. Published in: Trends economics and management , Vol. 8, No. 18 (2014): pp. 87-100.

Škatuĺárová, Ivana and Šoba, Oldřich and Širůček, Martin (2014): Využití metody value averaging při investicích na světových akciových trzích. Published in: Trends economics and management , Vol. 08, No. 21 (2014): pp. 65-77.

Šoba, Oldřich and Širůček, Martin and Havíř, Tomáš (2013): Závislost cen akcií ropných společností na ceně ropy. Published in: Trends economics and management , Vol. 7, No. 14 (2013): pp. 78-90.

This list was generated on Sat Feb 6 20:17:46 2016 CET.
MPRA is a RePEc service hosted by
the Munich University Library in Germany.