Munich Personal RePEc Archive

Items where Subject is "G - Financial Economics > G1 - General Financial Markets > G15 - International Financial Markets"

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Number of items at this level: 592.


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.

Abdi, Aisha Aden and Masih, Mansur (2017): Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS.

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, Azleen Rosemy and Masih, Mansur (2017): What is the link between financial development and income inequality? evidence from Malaysia.

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 Gabauer, David (2017): Refined Measures of Dynamic Connectedness based on TVP-VAR.

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.

Arfaoui, Mongi and Ben Rejeb, Aymen (2016): Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight.

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.

Ayoki, Milton (2010): Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis.

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 (2017): Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.

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)

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

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.

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2015): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.

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.

Bonga-Bonga, Lumengo and Nleya, Lebogang (2016): Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models.

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 (2016): Brexit concerns, UK and European equities: A lose-lose scenario?

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 (2016): Is uncertainty over Brexit damaging the UK and European equities?

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.

Bouoiyour, Jamal and Selmi, Refk (2016): The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach.

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?

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.

Broni, Mohammed Yaw and Masih, Mansur (2017): Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching.

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

Bua, Giovanna and Trecroci, Carmine (2016): International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?

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.

Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2016): Common Information in Carry Trade Risk Factors.

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.

Castillo-Maldonado, Carlos Eduardo (2008): Intervención cambiaria en Guatemala: ¿Ha sido efectiva?

Ceylan, Özcan (2016): Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation.

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.

Chong, Terence Tai-Leung and Liu, Xiaojin and Zhu, Chenqi (2016): What Explains Herd Behavior in the Chinese Stock Market? Forthcoming in: Journal of Behavioral Finance

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”.

Citak, Yusuf Ensar and Masih, Mansur (2017): Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey.

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.

Cuervo Valledor, Álvaro and Pérez Mena, Adolfo and Vicente López, Miguel and Calvo Clúa, Rosalía (2016): Estudio de las posibilidades de inversión en los mercados frontera.

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'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.

Danila, Marius (2016): Implicatii ale plasarii dobanzilor in zona negativa. Published in: Economistul No. 5-6 (1 March 2016): pp. 14-20.

Danila, Marius (2016): Recalibrarea sistemului bancar european in contextul noilor cerinte si realitati. Published in: Economistul No. 8 (16 April 2016): pp. 11-16.

Danila, Marius (2016): Uniunea Pietelor de capital - un proiect esential pentru Europa. Published in: Economistul No. 13 (30 August 2016)

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 Filis, George (2017): Forecasting oil prices.

Degiannakis, Stavros and Filis, George and Hassani, Hossein (2015): Forecasting implied volatility indices worldwide: A new approach.

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)

Degiannakis, Stavros and Potamia, Artemis (2016): Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data. Forthcoming in: International Review of Financial Analysis

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.

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. Published in: Empirical Economics No. (8 June 2016)

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.

Ganchev, Alexander (2015): Hedge funds - evolution and perspectives. Published in: Narodnostopanski Arhiv , Vol. 4, (December 2015): pp. 37-46.

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

Georgescu, George (2017): Bank de-risking impacts on finance and development. The case of Romania.

Georgescu, George (2016): Convergența instituțională a României cu Uniunea Europeană.

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

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

Georgescu, George (2016): Prospects of Romania’s international investment position and financial stability risks.

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.

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.

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.

Halim, Asyraf Abdul and Ariff, Muhammad and Masih, A. Mansur M. (2016): The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis.

Hammoudeh, Shawkat and Kang, Sang Hoon and Mensi, Walid and Nguyen, Duc Khuong (2014): Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting.

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.

Hasnul, Al Gifari and Masih, Mansur (2016): Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach.

Hasson, Ashwaq and Masih, Mansur (2017): Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL.

Hatemi-J, Abdulnasser and Mustafa, Alan (2016): Testing for Financial Market Integration of the Chinese Market with the US Market.

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.

Ho, Sin-Yu (2016): Global Economic and Financial Crisis: Exploring the Transmission Channels and Impacts on sub-Saharan African Economies.

Hodori, Arif and Masih, Mansur (2017): Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach.

Hosen, Mosharrof and Masih, Mansur (2017): Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches.

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.

Inderst, Georg (2017): UK Infrastructure Investment and Finance from a European and Global Perspective.

Inderst, Georg and Stewart, Fiona (2014): Institutional Investment in Infrastructure in Emerging Markets and Developing Economies. Published in: PPIAF Publication (March 2014)

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.

Isaev, Mirolim and Masih, Mansur (2017): Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia.

Isaev, Mirolim and Masih, Mansur (2017): The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia.

Issaoui, Fakhri and WASSIM, TOUILI and HASSEN, TOUMI (2016): The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries.

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

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.

Keskinsoy, Bilal (2017): A Data Survey on International Capital Flows to Developing Countries.

Keskinsoy, Bilal (2017): Lucas Paradox in the Short-Run.

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.

Kodila-Tedika, Oasis and Asongu, Simplice and Cinyabuguma, Matthias (2016): Financial Development and Geographic Isolation: Global Evidence.

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.

Kollmann, Robert (2016): Discussion of "Financial Intermediation in a Global Environment" (Victoria Nuguer). Forthcoming in: International Journal of Central Banking (2016)

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. (2016): Forecast in Capital Markets.

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.

Li, Mengling and Zheng, Huanhuan and Chong, Terence Tai Leung and Zhang, Yang (2016): The Stock-Bond Comovements and Cross-Market Trading. Published in: Journal of Economic Dynamics and Control , Vol. 73, (1 December 2016): pp. 417-438.

Li, Youwei and Waterworth, James (2016): Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt.

Lim, Siok Jin and Masih, Mansur (2017): Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches.

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

Liu, Tao and Wang, Xiaosong (2016): The Road to International Currency: Global Perspective and Chinese Experience.

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.

Majeed, Ayesha and Masih, Mansur (2016): A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan.

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.

Mavee, Nasha and Bonga-Bonga, Lumengo (2017): The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis.

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.

Naseer, Areef Ahmed and Masih, Mansur (2016): Expect the unexpected: housing price bubble on the horizon in Malaysia.

Naser, Hanan and Ahmed, Abdul Rashid (2016): Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models.

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.

Nazeer, Abdul Malik and Masih, Mansur (2017): Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia.

Ndiaye, Ndeye Djiba and Masih, Mansur (2017): Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test.

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.

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Okur, Mustafa and Cevik, Emrah Ismail (2013): Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE. Published in: Economic Research-Ekonomska Istraživanja , Vol. 26, No. 3 (2013): pp. 99-116.

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.

Phiri, Andrew (2016): Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?

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

Razak, Lutfi Abdul and Masih, Mansur (2017): Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015).

Razak, Razman and Masih, Mansur (2017): The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet 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.

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.

Ripamonti, Alexandre and Kayo, Eduardo (2016): Corporate Governance and Capital Structure: Stock, Bonds and Substitution. Published in: Mackenzie Management Review , Vol. 5, No. 17 (September 2016): pp. 85-109.

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?

Sakarya, Burchan (2008): Değişen Küresel Finansal Yapı ve 2007 Yılı Dalgalanmaları. Published in: BDDK Çalışma Tebliği No. 02/2008 (April 2008)

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)

Shehadeh, Ali and Erdős, Péter and Li, Youwei and Moore, Michael (2016): US Dollar Carry Trades in the Era of “Cheap Money”.

Shehadeh, Ali and Li, Youwei and Moore, Michael (2016): The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity.

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

Shijaku, Gerti (2014): Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach.

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 Mathur, Kritika (2016): Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market.

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)

Skintzi, Vasiliki (2017): Determinants of stock-bond market comovement in the Eurozone under model uncertainty.

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.

Tanin, Tauhidul Islam and Masih, Mansur (2017): Does economic freedom lead or lag economic growth? evidence from Bangladesh.

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 (2016): 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.

Trabelsi, Mohamed Ali (2012): The Impact of The Sovereign Debt Crisis on The Eurozone Countries. Published in: Procedia - Social and Behavioral Sciences , Vol. 62, (2012): pp. 424-430.

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

Trofimov, Ivan D. (2013): Nonparametric approach to portfolio diversification: the case of Australian equity market. Published in: Economia Internazionale / International Economics , Vol. 66, No. 1 (2013): pp. 87-112.


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

Umirah, Fatin and Masih, Mansur (2017): Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?

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


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.

Wahab, Fatin Farhana and Masih, Mansur (2017): Discerning lead-lag between fear index and realized volatility.

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.


Yilmaz, Adil and Unal, Gazanfer and Karatasoglu, Cengiz (2016): Wavelet Based Analysis Of Major Real Estate Markets.

Yoshida, Yushi and Susai, Masayuki (2016): Stepping out of the limit order book: Empirical evidence from the EBS FX market.

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.

Zdravkovski, Aleksandar (2016): Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries.

Zhang, Dayong and Dickinson, David and Barassi, Marco (2006): Structural breaks, cointegration and B share discount in Chinese stock market.

Zhang, Dayong and Dickinson, David and Barassi, Marco (2008): Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?

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.

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