This document has not been cited yet.

1. [1] Bekaert, G. and C. R. Harvey (2000): Foreign Speculators and Emerging Equity Markets, Journal of Finance, 55, 2, 565-613.

2. [10] Errunza, V. and E. Losq (1985): International Asset Pricing under Mild Segmentation: Theory and Test, Journal of Finance, 40, 1. 105-124.

3. [11] Forbes, K. and R. Rigobon (2002): No Contagion, Only Interdependence: Measuring Stock Market Comovements, forthcoming in the Journal of Finance, 57.

4. [12] Friedman, B.M. and D.I. Laibson (1989): Economic Implications Of Extraordinary Movements In Stock Prices, Brooking Papers on Economic Activity, 2,137-189.

5. [13] Henry, P. B. (2000): Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices, Journal of Finance, 55, 2, 529-564.

6. [14] Hansen, L. P. (1982): Large Sample Properties of Generalized Methods of Moments Estimators, Econometrica, 50, 1029-1054.

7. [15] Jorion, P. (1988): On Jump Processes in the Foreign Exchange and Stock Markets , The Review of Financial Studies, 1,4, 427-445. Fundación Centro de Estudios Andaluces

8. [16] King, M., E. Sentana and S. Wadhwani (1994): Volatility and Links Between National Stock Markets, Econometrica, 62,4, 901-933.

9. [17] Levy-Yeyati, E. and F. Sturzenegger (2002): To Float or to Trail: Evidence on the Impact of Exchange Rate Regimes, forthcoming in American Economic Review.

10. [18] Newey, W. and K.D. West (1987): A Simple Positive Semi-Definite Heterokedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica 55, 703-6.

11. [19] Sentana, E. (2002): Did the EMS Reduce the Cost of Capital?, Economic Journal, 112, 786-809.

12. [2] Bekaert, G., C. R. Harvey and A. Ng (2003): Market Integration and Contagion, forthcoming in the Journal of Business.

13. [20] Solnik, B. (1983): International Arbitrage Pricing Theory, Journal of Finance, 18, 449-57

14. [21] Stulz, R. (1995): International Asset Pricing: An Integrative Survey, in Handbook of Modern Finance, R. Jarrow, M. Maximovich and W. Ziemba, eds., North Holland-Elsevier, 201-223.
    Paper not yet in RePEc: Add citation now
    

15. [3] Bollerslev, T. (1987): Generalized Autorregresive Conditional Heterokedasticity, Journal of Econometrics, 31, 307-327.

16. [4] Bollerslev, T. and J. M. Wooldridge (1992): Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Variances, Econometric Reviews 11, 143-72.

17. [5] Calvo, G. and C. M. Reinhart (2002): Fear of Floating, Quarterly Journal of Economics, 117, 2, 379-408.

18. [6] Cochrane, J.H (2001): Asset Pricing. Princeton, Princeton University Press
    Paper not yet in RePEc: Add citation now
    

19. [7] Corsetti, G., M. Pericoli and M. Sbracia (2002): `Some Contagion, Some Interdependence , More Pitfalls in Tests of Financial Contagion, Mimeo.

20. [8] Das, S. R. (2002): The surprise element: jumps in interest rates, Journal of Econometrics, 106, 27-65.

21. [9] Engle. R.F., D.M Lilien, and R.P. Robins (1987): Estimating Time Varying Risk Premia in the Term Structure: the ARCH-M Model, Econometrica, 55, 2, 391-407.

1. Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Schumacher, David ; Massa, Massimo.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10465.

   Full description at Econpapers || Download paper

2. Are Capital Controls in the Foreign Exchange Market Effective?. (2008). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:6727.

   Full description at Econpapers || Download paper

3. Financial Globalization: A Reappraisal. (2006). Wei, Shang-Jin ; Rogoff, Kenneth ; Prasad, Eswar ; Kose, Ayhan.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12484.

   Full description at Econpapers || Download paper

4. Global Growth Opportunities and Market Integration. (2004). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:10990.

   Full description at Econpapers || Download paper

5. Growth Volatility and Financial Liberalization. (2004). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:10560.

   Full description at Econpapers || Download paper

6. Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Crises. (2004). Forbes, Kristin ; Foley, Fritz C. ; Desai, Mihir A..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:10545.

   Full description at Econpapers || Download paper

7. Capital Controls, Liberalizations, and Foreign Direct Investement. (2004). Hines, James ; Foley, Fritz C. ; Desai, Mihir A..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:10337.

   Full description at Econpapers || Download paper

8. Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations. (2004). Henry, Peter ; Chari, Anusha.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:10318.

   Full description at Econpapers || Download paper

9. Capital Controls: Mud in the Wheels of Market Discipline. (2004). Forbes, Kristin.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:10284.

   Full description at Econpapers || Download paper

10. Privatisation Methods and Economic Growth in Transition Economies. (2004). Urga, Giovanni ; Bennett, John ; Estrin, Saul ; Maw, James.
    In: Working Papers.
    RePEc:fem:femwpa:2004.105.

    Full description at Econpapers || Download paper

11. The Growth of Global Equity Markets: A Closer Look. (2004). Li, Kai.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:54.

    Full description at Econpapers || Download paper

12. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Finance.
    RePEc:wpa:wuwpfi:0308003.

    Full description at Econpapers || Download paper

13. Financial Dependence, Stock Market Liberalizations, and Growth. (2003). Yuan, Kathy ; Gupta, Nandini.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2003-562.

    Full description at Econpapers || Download paper

14. 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.

    Full description at Econpapers || Download paper

15. Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3046.

    Full description at Econpapers || Download paper

16. Keeping up with the Joneses: An international asset pricing model. (2003). Zapatero, Fernando ; Priestly, Richard ; Gomez, Juan-Pedro .
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

    Full description at Econpapers || Download paper

17. Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run. (2003). Fischer, Andreas ; Demarmels, Ricarda.
    In: Working Papers.
    RePEc:szg:worpap:0303.

    Full description at Econpapers || Download paper

18. Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization. (2003). Schmukler, Sergio ; Kaminsky, Graciela.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9787.

    Full description at Econpapers || Download paper

19. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9614.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

21. Capital Account Liberalization, The Cost of Capital, and Economic Growth. (2003). Henry, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9488.

    Full description at Econpapers || Download paper

22. Equity market liberalizations as country IPOs. (2003). Stulz, René ; Martell, Rodolfo .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9481.

    Full description at Econpapers || Download paper

23. Trade Liberalization and Growth: New Evidence. (2003). Wacziarg, Romain ; Welch, Karen Horn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10152.

    Full description at Econpapers || Download paper

24. Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999. (2003). Voth, Hans-Joachim.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:3:p:255-276.

    Full description at Econpapers || Download paper

25. Symposium on capital controls. (2003). Voth, Hans-Joachim ; Eichengreen, Barry.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:3:p:185-187.

    Full description at Econpapers || Download paper

26. International Financial Integration*. (2003). Milesi-Ferretti, Gian Maria ; Lane, Philip.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp03.

    Full description at Econpapers || Download paper

27. Commentary on Equity market liberalization in emerging markets. (2003). Henry, Peter.
    In: Review.
    RePEc:fip:fedlrv:y:2003:i:jul:p:75-80:n:v.85no.4.

    Full description at Econpapers || Download paper

28. U.S. investors emerging market equity portfolios: a security-level analysis. (2003). Warnock, Francis ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:771.

    Full description at Econpapers || Download paper

29. Foreign portfolio investment, foreign bank lending, and economic growth. (2003). Durham, J. Benson.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:757.

    Full description at Econpapers || Download paper

30. Firm-level access to international capital markets: evidence from Chilean equities. (2003). Warnock, Francis ; Holland, Sara B..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:753.

    Full description at Econpapers || Download paper

31. Size Matters: The Impact of Capital Market Liberalization on Individual Firms. (2003). Christoffersen, Peter ; Chung, Hyunchul ; Errunza, Vihang.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-13.

    Full description at Econpapers || Download paper

32. Short-run pain, long-run gain : the effects of financial liberalization. (2002). Schmukler, Sergio ; Kaminsky, Graciela.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2912.

    Full description at Econpapers || Download paper

33. The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets Stocks. (2002). Serra, Ana Paula.
    In: FEP Working Papers.
    RePEc:por:fepwps:120.

    Full description at Econpapers || Download paper

34. Exchange Rate, Equity Prices and Capital Flows. (2002). Rey, Helene ; Hau, Harald.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9398.

    Full description at Econpapers || Download paper

35. Financial Globalization and Emerging Markets: With or Without Crash?. (2002). Rey, Helene ; Martin, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9288.

    Full description at Econpapers || Download paper

36. Daily Cross-Border Equity Flows: Pushed or Pulled?. (2002). Stulz, René ; Nardari, Federico ; Griffin, John M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9000.

    Full description at Econpapers || Download paper

37. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

    Full description at Econpapers || Download paper

38. Risk Sharing and Asset Prices: Evidence From a Natural Experiment. (2002). Henry, Peter ; Chari, Anusha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8988.

    Full description at Econpapers || Download paper

39. Capital Account Liberalization: Allocative Efficiency or Animal Spirits?. (2002). Henry, Peter ; Chari, Anusha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8908.

    Full description at Econpapers || Download paper

40. Expropriation Risk and Return in Global Equity Markets. (2002). Bansal, Ravi ; Dahlquist, Magnus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0008.

    Full description at Econpapers || Download paper

41. A Simple Measure of the Intensity of Capital Controls. (2002). Warnock, Francis ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:708.

    Full description at Econpapers || Download paper

42. Liberalization, Corporate Governance, and the Performance of Newly Privatized Firms. (2001). Cosset, Jean-Claude ; Guedhami, Omrance ; Boubakri, Narjess.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-419.

    Full description at Econpapers || Download paper

43. Globalization and Firms Financing Choices: Evidence from Emerging Economies. (2001). Schmukler, Sergio ; Vesperoni, Esteban.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-388.

    Full description at Econpapers || Download paper

44. Foreigners´ Trading and Price Effects Across Firms. (2001). Robertsson, Goran ; Dahlquist, Magnus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0001.

    Full description at Econpapers || Download paper

45. The Impact of Foreign Board Membership on Firm Value. (2001). Oxelheim, Lars ; Randoy, Trond.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:0567.

    Full description at Econpapers || Download paper

46. Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps56.

    Full description at Econpapers || Download paper

47. Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps53.

    Full description at Econpapers || Download paper

48. Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps52.

    Full description at Econpapers || Download paper

49. Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps51.

    Full description at Econpapers || Download paper

50. A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps50.

    Full description at Econpapers || Download paper

Report date: 2025-02-25 15:47:04 || Missing content? Let us know