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DateTitle Authors
2003 Systemic Risk : Simulating Local Shocks To A Global SystemGould, Scot A. C. / Naftilan, Stephen A. / Khoury, Sarkis J.
2000 Should ECNs be SOES-able?Mizrach, Bruce / Zhang, Yijie
2011 Trading dynamics with adverse selection and search: Market freeze, intervention and recoveryChiu, Jonathan / Koeppl, Thorsten
2008 Modelling long-run trends and cycles in financial time series dataCaporale, Guglielmo Maria / Cunado, Juncal / Gil-Alana, Luis A.
2008 Continuous-time models, realized volatilities, and testable distributional implications for daily stock returnsAndersen, Torben G. / Bollerslev, Tim / Frederiksen, Per / Nielsen, Morten Ørregaard
2010 Better to give than to receive: predictive directional measurement of volatility spilloversDiebold, Francis X. / Yilmaz, Kamil
2008 Financial integration in emerging market economiesPasricha, Gurnain Kaur
2010 External Capital Structures and Oil Price VolatilityBurger, John D. / Rebucci, Alessandro / Warnock, Francis E. / Warnock, Veronica Cacdac
2000 How Unique are US Banks? - The Role of Banks in Five Major Financial SystemsHackethal, A.
1998 Disintermediation and the role of banks in Europe: An international comparisonSchmidt, Reinhard H. / Hackethal, Andreas / Tyrell, Marcel

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