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1
Book / Working Paper 		A comparison of Spillover Effects before, during and after the 2008 Financial Crisis
Year:                     
2012-02-07
Person:  Rea, Alethea; Rea, William; Reale, Marco; Scarrott, Carl
Institution:  Department of Economics and Finance, College of Business and Economics
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2
Book / Working Paper 		The impact of high and volatile commodity prices on public finances: Evidence from developing countries
Year:                     
2012-01-12
Person:  Guerineau, Samuel; Ehrhart, Hélène
Institution:  HAL
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3
Book / Working Paper 		The impact of high and volatile commodity prices on public finances: Evidence from developing countries
Year:                     
2012-01-12
Person:  Guerineau, Samuel; Ehrhart, Hélène
Institution:  HAL
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4
Book / Working Paper 		The impact of high and volatile commodity prices on public finances: Evidence from developing countries
Year:                     
2012-01-10
Person:  Ehrhart, Hélène; Guerineau, Samuel
Institution:  HAL
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5
Book / Working Paper 		Particle Filters for Markov Switching Stochastic Volatility Models
Year:                     
2012-01-01
Person:  Bao, Yun; Chiarella, Carl
Institution:  Quantitative Finance Research Centre, School of Finance and Economics
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6
Book / Working Paper 		Surviving the global financial crisis : foreign ownership and establishment performance
Year:                     
2012-01-01
Person:  Alfaro, Laura; Chen, Maggie Xiaoyang
Institution:  Economics Research, World Bank Group
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7
Book / Working Paper 		Has the Euro affected the choice of invoicing currency?
Year:                     
2012-01
Person:  Ligthart, Jenny E.; Werner, Sebastian E. V.
Institution:  European Central Bank
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8
Book / Working Paper 		Optimal Capital Structure with Endogenous Default and Volatility Risk
Year:                     
2012-01
Person:  Barsotti, Flavia
Institution:  Dipartimento di Matematica per le Decisioni, Facoltà di Economia
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9
Book / Working Paper 		Growth and volatility reconsidered: reconciling opposite views
Year:                     
2012-01
Person:  Bisio, Laura; Ventura, Luigi
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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10
Book / Working Paper 		Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements
Year:                     
2012-01
Person:  Malhotra, Madhuri; Thenmozhi, M; Gopalaswamy, Arun Kumar
Institution:  eSocialSciences
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11
Book / Working Paper 		Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
Year:                     
2012-01
Person:  Cavaliere, Giuseppe; Phillips, Peter C.B.; Smeekes, Stephan; Taylor, A.M. Robert
Institution:  Cowles Foundation for Research in Economics, Yale University
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12
Book / Working Paper 		Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
Year:                     
2012-01
Person:  Fulop, Andras; Li, Junye; Yu, Jun
Institution:  School of Economics, Singapore Management University
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13
Book / Working Paper 		SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM
Year:                     
2012-01
Person:  Gupta, Rangan
Institution:  Department of Economics, Faculty of Economic and Management Sciences
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14
Book / Working Paper 		Investment strategies beating the market. What can we squeeze from the market?
Year:                     
2012
Person:  Ślepaczuk, Robert; Zakrzewski, Grzegorz; Sakowski, Paweł
Institution:  Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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15
Book / Working Paper 		Exchange Rate Volatility in BRICS Countries
Year:                     
2012
Person:  MARADIAGA, DAVID I.; ZAPATA, HECTOR O.; PUJULA, AUDE L.
Institution:  Southern Agricultural Economics Association - SAEA
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16
Book / Working Paper 		Exchange Rate Volatility and Bilateral Agricultural Trade Flows: The Case of the United States and OECD Countries
Year:                     
2012
Person:  Kafle, Kashi R.; Kennedy, P. Lynn
Institution:  Southern Agricultural Economics Association - SAEA
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17
Article 		Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
Year:                     
2012
Person:  Nagata, Shuichi
Institution:  AccessEcon
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18
Article 		A reassessment of the risk-return tradeoff at the daily horizon
Year:                     
2012
Person:  Benoît Sévi; César Baena
Institution:  AccessEcon
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19
Article 		Tangent Lévy market models
Year:                     
2012
Person:  Carmona, René; Nadtochiy, Sergey
Publisher:  Springer
Published in:  Finance and Stochastics
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20
Book / Working Paper 		Financial Markets Equilibrium with Heterogeneous Agents
Year:                     
2012
Person:  Cvitanic, Jaksa; Jouini, Elyès; Malamud, Semyon; Napp, Clotilde
Institution:  HAL
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21
Book / Working Paper 		Government revenue stabilization funds : do they make us better off?
Year:                     
c2012
Person:  Landon, Stuart; Smith, Constance Elizabeth
Publisher:  Calgary : Western Centre for Economic Research, University of Alberta
Institution:  University of Alberta / Western Centre for Economic Research
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22
Article 		An application of non-linear methods to the prediction of future freight rates, 2006 - 2008
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23
Book / Working Paper 		Global food price volatility and spikes : an overview of costs, causes, and solutions
Year:                     
2012
Person:  Braun, Joachim von; Tadesse, Getaw
Publisher:  Bonn : ZEF
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24
Article 		The dynamic relation between returns, trading volume, and volatility : lessons from spillovers between Asia and the United States
Year:                     
2012
Person:  Ge̜bka, Bartosz
Published in:  Bulletin of economic research ; 64
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25
Book / Working Paper 		Trilemma policy convergence patterns and output volatility
Year:                     
2012
Person:  Aizenman, Joshua; Ito, Hiro
Publisher:  Santa Cruz, Calif. : Univ. of California at Santa Cruz, Dep. of Economics
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26
Article 		Hedge fund return volatility and comovement : recent evidence
Year:                     
2012
Person:  Sabbaghi, Omid
Published in:  Managerial finance ; 38
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27
Book / Working Paper 		Sources of risk in currency returns
Year:                     
2012
Person:  Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina
Publisher:  London : Centre for Economic Policy Research
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28
Article 		The volatility and density prediction performance of alternative GARCH models
Year:                     
2012
Person:  Huang, Teng-hao; Wang, Yaw-huei
Published in:  Journal of forecasting ; 31
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29
Book / Working Paper 		Methoden zur Modellierung von Renditezeitreihen am Beispiel des Deutschen Aktienindex
Year:                     
2012
Person:  Uthoff, Philipp
Publisher:  Berlin : dissertation.de
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30
Book / Working Paper 		Commodity price volatility and the sources of growth
Year:                     
2012
Person:  Cavalcanti, Tiago V. de V.; Mohaddes, Kamiar; Raissi, Mehdi
Publisher:  Washington, DC : Internat. Monetary Fund
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31
Article 		A general financial transactions tax : revival of a concept 75 years after Keynes' proposal
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32
Article 		Intraday price discovery and volatility transmission in stock index and stock index futures markets : evidence from China
Year:                     
2012
Person:  Yang, Jian; Yang, Zihui; Zhou, Yinggang
Published in:  The journal of futures markets ; 32
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33
Book / Working Paper 		Do investors value cash flow stability of listed infrastructure funds?
Year:                     
2012
Person:  Bitsch, Florian
Publisher:  Munich : Center for Entrepreneurial and Financial Studies (CEFS)
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34
Book / Working Paper 		Does Basel II pillar 3 risk exposure data help to identify risky banks?
Year:                     
2012
Person:  Sabiwalsky, Ralf
Publisher:  Berlin : SFB 649, Economic Risk
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35
Book / Working Paper 		Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Year:                     
2012
Publisher:  Stuttgart : Schäffer-Poeschel
Affiliated person:  Schröder, Michael
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36
Book / Working Paper 		Volatilität als Investment : Diversifikationseigenschaften von Volatilitätsstrategien
Year:                     
2012
Person:  Detering, Nils; Zhou, Qixiang; Wystup, Uwe
Publisher:  Frankfurt/M. : Frankfurt School of Finance & Management
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37
Article 		Relationship between stock return and trading volume
Year:                     
2012
Person:  Ravichandran, K.; Bose, Sanjoy
Published in:  Research journal of business management ; 6
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38
Book / Working Paper 		Trilemma policy convergence patterns and output volatility
Year:                     
2012
Person:  Aizenman, Joshua; Ito, Hiro
Publisher:  Cambridge, Mass.
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39
Book / Working Paper 		Short-termism, investor clientele, and firm risk
Year:                     
2012
Person:  Brochet, Francois; Loumioti, Maria; Serafeim, George
Publisher:  Cambridge, Mass. : Harvard Business School
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40
Book / Working Paper 		Dem schwarzen Schwan auf der Spur : Extremsituationen prognostizieren und von ihnen profitieren
Year:                     
2012
Person:  Posner, Kenneth A.
Publisher:  München : FinanzBuch
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41
Article 		Inflation variability and the relationship between inflation and growth
Year:                     
2012
Person:  Jha, Raghbendra; Dang, Tu Ngoc
Published in:  Macroeconomics and finance in emerging market economies ; 5
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42
Article 		A simple model of a speculative housing market
Year:                     
2012
Person:  Dieci, Roberto; Westerhoff, Frank
Published in:  Journal of evolutionary economics : JEE ; 22
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43
Book / Working Paper 		Wage and employment determination in volatile times : Sweden 1913-1939
Year:                     
2012
Person:  Holmlund, Bertil
Publisher:  München : CESifo
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44
Book / Working Paper 		Wage and employment determination in volatile times : Sweden 1913 - 1939
Year:                     
2012
Person:  Holmund, Bertil
Publisher:  Uppsala : Uppsala Univ., Dep. of Economics
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45
Book / Working Paper 		Markets never forget (but people do) : how your memory is costing you money and why this time isn't different
Year:                     
c 2012
Person:  Fisher, Kenneth L.
Publisher:  Hoboken, NJ : Wiley
Affiliated person:  Hoffmans, Lara
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46
Book / Working Paper 		Trend shocks, risk sharing and cross-country portfolio holdings
Year:                     
2012
Person:  Arslan, Yavuz; Keleș, Gürsu; Kilinc̦, Mustafa
Publisher:  [Ankara]
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47
Book / Working Paper 		Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Year:                     
2012
Person:  Reitz, Stefan; Rülke, Jan-Christopher; Stadtmann, Georg
Publisher:  Odense : Univ. of Southern Denmark
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48
Book / Working Paper 		Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Year:                     
2012
Person:  Reitz, Stefan; Rülke, Jan-Christoph; Stadtmann, Georg
Publisher:  Frankfurt, Oder : Europa-Univ. Viadrina, Dep. of Business Administration and Economics
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49
Book / Working Paper 		Surges
Year:                     
2012
Publisher:  Washington, DC : Internat. Monetary Fund
Affiliated person:  Ghosh, Atish R.; Kim, Jun; Qureshi, Mahvash S.; Zalduendo, Juan
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50
Book / Working Paper 		The impact of creditor protection on stock prices in the presence of liquidity crises : theory and cross-country evidence
Year:                     
2012
Person:  Hale, Galina; Razin, Assaf; Tong, Hui
Publisher:  München : CESifo
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