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1. Liquidez del mercado a plazo y volatilidad de precios a contado en el mercado de electricidad en España/Liquidity in the Contract Market and Price Volatility in the Spanish Electricity Spot Market. (2011). Rubia, Antonio ; MILLA, JULIN LPEZ .
   In: Estudios de Economía Aplicada.
   RePEc:lrk:eeaart:29_2_9.

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2. Foreign Ownership and Volatility Dynamics of Indonesian Stocks. (2007). Wang, Jianxin.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:14:y:2007:i:3:p:201-210.

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3. EU-15 SOVEREIGN GOVERNMENTS COST OF BORROWING AFTER SEVEN YEARS OF MONETARY UNION. (2007). Gómez-Puig, Marta ; Gomez-Puig, Marta.
   In: IREA Working Papers.
   RePEc:ira:wpaper:200711.

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4. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal .
   In: Faculty Working Papers.
   RePEc:una:unccee:wp0106.

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5. Structural versus Temporary Drivers of Country and Industry Risk. (2006). Inghelbrecht, Koen ; Baele, Lieven.
   In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
   RePEc:rug:rugwps:06/413.

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6. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12697.

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7. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12346.

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8. Capital Structure with Risky Foreign Investment. (2006). Hines, James ; Foley, Fritz C. ; Desai, Mihir A..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12276.

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9. The Performance of International Equity Portfolios. (2006). Thomas, Charles ; CharlesP. Thomas, .
   In: The Institute for International Integration Studies Discussion Paper Series.
   RePEc:iis:dispap:iiisdp162.

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10. Portfolio allocations in the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp141.

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11. Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices. (2006). Brännäs, Kurt ; Soultanaeva, Albina ; Brannas, Kurt .
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0696.

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12. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:886.

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13. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

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14. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
    In: Working Papers.
    RePEc:cfr:cefirw:w0077.

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15. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
    In: International Finance.
    RePEc:wpa:wuwpif:0511005.

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16. Valuing Volatility Spillovers. (2005). Thorp, Susan ; Milunovich, George.
    In: International Finance.
    RePEc:wpa:wuwpif:0506008.

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17. Agency Conflicts, Investment, and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:351.

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18. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11413.

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19. The Evolution of International Political Risk 1956-2001. (2005). Clark, Ephraim ; Tunaru, Radu.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:37.

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20. Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2004-01.

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21. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:844.

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22. Agency Conflicts, Investment and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4955.

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23. Gaussian Tests of Extremal White Noise for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application. (2004). Hill, Jonathan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0411014.

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24. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; J. Cuñado; J. Gómez, ; de Gracia, Prez F..
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:124.

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25. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns. (2004). Vander Vennet, Rudi ; Baele, Lieven ; Landschoot, van A..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:04/217.

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26. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:907.

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27. The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model. (2004). Pennings, Enrico ; Altomonte, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:259.

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28. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

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29. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:3.

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30. Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness. (2004). Tay, Anthony S ; Hashmi, Aamir.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:634.

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31. Stock Market Volatility: Examining North America, Europe and Asia. (2004). Premaratne, Gamini ; Balasubramanyan, Lakshmi.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:479.

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32. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2003). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
    In: Finance.
    RePEc:wpa:wuwpfi:0310015.

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33. World market integration through the lens of foreign direct investors. (2003). Servén, Luis ; Loayza, Norman ; Albuquerque, Rui.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3060.

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34. A contemporary analysis of Mexican stock market volatility. (2003). Walz, Daniel T. ; Spencer, Roger W. ; Gonzalez, Jorge G..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:10:p:741-745.

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35. Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9510.

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36. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_008.

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37. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2002). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
    In: Working Papers.
    RePEc:yca:wpaper:2002_6.

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38. Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe. (2002). Habib, Maurizio Michael.
    In: International Finance.
    RePEc:wpa:wuwpif:0209004.

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39. The Precautionary Premium and the Risk-Downside Risk Tradeoff. (2002). Wang, X. ; Menezes, Carmen .
    In: Working Papers.
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40. Financial Development and Stock Returns: A Cross-Country Analysis. (2002). Dellas, Harris ; Hess, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3681.

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41. Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period. (2002). Voth, Hans-Joachim.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3254.

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42. An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

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43. The Effects of the Brazilian ADRs Program on Domestic Market Efficiency. (2002). Tabak, Benjamin ; Lima, Eduardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:43.

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44. Financial Development and the Sensitivity of Stock Markets to External Influences. (2000). Dellas, Harris ; Hess, Martin K..
    In: Working Papers.
    RePEc:szg:worpap:0006.

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45. Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina. (2000). Silva, Ana ; Susmel, Raul ; Rabinovitch, Ramon .
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:171.

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46. Uncovering country risk in emerging market bond prices. (1999). Ng, David.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:639.

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47. Dating the Integration of World Equity Markets. (1998). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6724.

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48. Capital Flows and the Behavior of Emerging Market Equity Returns. (1998). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6669.

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49. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6312.

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50. Asymmetric Volatility and Risk in Equity Markets. (1997). Wu, Guojun ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6022.

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