69th International Atlantic Economic Conference

March 24 - 27, 2010 | Prague, Czech Republic

G10-1 2924 Financial Markets

Saturday, 27 March 2010: 14:30-16:30
Chair:
Trevor W. Chamberlain, McMaster University—Canada
Calendar Effects in Stock Markets:  Recent Evidence in European Countries
Maria Rosa Borges, Technical University of Lisbon - Instituto Superior de Economia e Gestao and UECE—Portugal
Mean-Variance Convergence around the World
Cheol Eun, Georgia Tech—USA; Jinsoo Lee, KDI School—Korea, Republic of (South)
Empirical Analysis of Dynamic Correlations Between Stock and Bond Returns
Thomas Chiang, Drexel University—USA; Jiandong Li, Central University of Finance and Economics (CUFE)—China
What Drives Spreads in the Euro Area Corporate Bond Market?
Lea Zicchino, Prometeia Spa—Italy; Teresa Sardena, Prometeia Spa—Italy; Giacomo Tizzanini, Prometeia Spa—Italy
Credit and GDP Growth: 1952-2007
A. T. Aburachis, Gannon University—USA
Discussants:
Thomas Chiang, Drexel University—USA and Catherine Refait-Alexandre, CRESE, Université Franche-Comté—France