May 18 2013 Michael R Frenkel and Jan C Rülke   Is the ECB's monetary benchmark still alive?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 11 2013 Christophe Blot and Fabien Labondance   Business lending rate pass-through in the Eurozone: monetary policy transmission before and after the financial crash   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 18 2012 Gabriella Legrenzi and Costas Milas   Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 07 2012 Turkhan Ali Abdul Manap and Gairuzazmi M Ghani   Malaysia's Time Varying Capital Mobility   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes   Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2012 Julien Chevallier   Cointegration between carbon spot and futures prices: from linear to nonlinear modeling   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2012 Julien Chevallier   EUAs and CERs: Interactions in a Markov regime-switching environment   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 09 2012 Makram El-Shagi   Protect and survive? Did capital controls help shield emerging markets from the crisis?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 28 2011 Dean Fantazzini   Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 12 2011 Vatthanamixay Chansomphou and Masaru Ichihashi   The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 05 2011 Chor Foon Tang and Hooi Hooi Lean   Revisit Feldstein-Horioka puzzle: evidence from Malaysia   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 28 2011 Loredana Ureche-Rangau and Franck Speeg   A simple method for variance shift detection at unknown time points   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva   Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   May 12 2011 Nikolay Nenovsky , Amine Lahiani and Petar Chobanov   Empirical Investigation of Systemic Risk in the New EU States   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 20 2011 George Milunovich   Measuring the Impact of the GFC on European Equity Markets   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 15 2011 Walid Chkili and Duc Khuong Nguyen   Modeling the volatility of Mediterranean stock markets: a regime-switching approach   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 02 2011 Fernanda G Barba and Paulo S Ceretta   Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 21 2011 Christos S Savva   Modeling interbank relations during the international financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 09 2010 Haifeng Xu and Shigeyuki Hamori   Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 26 2010 Scott W Hegerty   Exchange-market pressure and currency crises in Latin America: Empirical tests of their macroeconomic determinants   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2010 Taro Ikeda   Asymmetric Preferences for Monetary Policy Rules in the Visegrad Four and the Financial Crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 22 2010 Thi Hong Hanh Pham   Effects of the 2008 Financial Crisis on developing Asia's Economic Growth   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 19 2010 Iuliana Matei   Contagion and causality: an empirical analysis on sovereign bond spreads   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 16 2010 Dean Fantazzini   Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 21 2010 Arouri Mohamed El Hédi and Jawadi Fredj   On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 08 2010 Ben m'barek Hassene Jr and Ben romdhane Hager Jr   Financial Crises and Banking Deregulation: the Case of Tunisia   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 08 2009 Scott W Hegerty   Capital flows to transition economies: what is the role of external shocks?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 23 2009 Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew   Is There Any International Diversification Benefits in ASEAN Stock Markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 21 2008 Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding   Are the Asian Equity Markets more Interdependent after the Financial Crisis?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 21 2007 Kim-Leng Goh and Sook-Lu Yong   Bank lending and monetary policy: the effects of structural shift in interest rates   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result