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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy
This topic is covered by the following reading lists: Mondialisation
Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
Advanced Monetary Theory and Policy (ECON 447)
Most recent items first, undated at the end.
2008 Consumption risk sharing over the business cycle: the role of small firms' access to credit markets by Mathias Hoffmann & Iryna Shcherbakova [Downloadable!]
2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model by Giese, Julia V. [Downloadable!]
2008 Market conditions, default risk and credit spreads by Tang, Dragon Yongjun & Yan, Hong [Downloadable!]
2008 Sovereign bond market integration: the euro, trading platforms and globalization by Schulz, Alexander & Wolff, Guntram B. [Downloadable!]
2008 The German sub-national government bond market: evolution, yields and liquidity by Schulz, Alexander & Wolff, Guntram B. [Downloadable!]
2008 Shareholder value orientation, distribution and growth – short- and medium-run effects in a Kaleckian model by Eckhard Hein [Downloadable!]
2008 Does the Chinese Banking System Promote the Growth of Firms? by Panicaos Demetriades & Jun Du & Sourafel Girma & Chenggang Xu [Downloadable!]
2008 Does Growth & Quality of Capital Markets drive Foreign Capital? The case of Cross-border Mergers & Acquisitions from leading Emerging Economies by Juan Piñeiro Chousa, & Krishna Chaitanya, & Artur Tamazian [Downloadable!]
2008 Are Emerging Economies Fdi Inflows Cointegrated With Fdi Inflows Of China? – An Empirical Investigation by Krishna Chaitanya, & Emilia Vazquez Rozas [Downloadable!]
2008 Why Disagreement May Not Matter (much) for Asset Prices by Paul Söderlind [Downloadable!]
2008 Monetary policy, asset prices and model uncertainty by Meixing DAI & Eleftherios SPYROMITROS [Downloadable!]
2008 Predicting the Fed by Kenneth B. Petersen & Vladimir Pozdnyakov [Downloadable!]
2008 International Transmission of Shocks under Financial Frictions: Some Implications for International Business Cycle Comovement by de Blas, Beatriz [Downloadable!]
2008 Does Growth & Quality of Capital Markets drive Foreign Capital? The case of Cross-border Mergers & Acquisitions from leading Emerging Economies by Juan Piñeiro Chousa & Artur Tamazian & Krishna Chaitanya Vadlamannati [Downloadable!]
2008 The Optimal Monetary Instrument for Prudential Purposes by C.A.E. Goodhart & P. Sunirand & D.P. Tsomocos [Downloadable!]
2008 Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses by Andrew Feltenstein & Céline Rochon [Downloadable!]
2008 Jump and Cojump Risk in Subprime Home Equity Derivatives by Bruce Mizrach
2008 On estimating the conditional expected shortfall by Franco Peracchi & Andrei V. Tanase [Downloadable!]
2008 Asset Prices, Debt Constraints And Inefficiency by Gaetano Bloise & Pietro Reichlin [Downloadable!]
2008 Facing up a sudden stop of capital flows: Policy lessons from the 90's peruvian experience by Paul Castillo & Daniel Barco [Downloadable!]
2008 Costly External Finance and Investment Efficiency in a Market Equilibrium Model by Jan Zabojnik [Downloadable!]
2008 Currency Substitution and Financial Repression by Rangan Gupta [Downloadable!]
2008 International Liquidity, Financial Constraints and Private Investment in an Emerging Market Economy by Guncvadi, Oner [Downloadable!]
2008 The Economics of Financial Derivative Instruments by NWAOBI, GODWIN C [Downloadable!]
2008 Globalization Effect on both Inflation and Domestic Monetary Policy by Adamcik, Santiago [Downloadable!]
2008 Yield curve, time varying term premia, and business cycle fluctuations by Modena, Matteo [Downloadable!]
2008 A model of growth and finance: FIML estimates for India by Rao, B. Bhaskara & Tamazian, Artur [Downloadable!]
2008 Economies of scale in banking, indeterminacy, and monetary policy by Dressler, Scott [Downloadable!]
2008 Default risk and income fluctuations in emerging economies by Arellano, Cristina [Downloadable!]
2008 How To Solve The U.S. Housing Problem and Avoid A Recession: A Revived HOLC and RTC by Davidson, Paul [Downloadable!]
2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting by Nwaobi, Godwin [Downloadable!]
2008 Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis by Inês Drumond [Downloadable!]
2008 The Real Consequences of Financial Market Integration when Countries Are Heterogeneous by Kerstin Gerling [Downloadable!]
2008 Monetary Policy, Market Excesses and Financial Turmoil by Rudiger Ahrend & Boris Cournède & Robert Price [Downloadable!]
2008 The Significance of Switzerland’s Enormous Current-Account Surplus by Peter Jarrett & Céline Letremy [Downloadable!]
2008 Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy? by Özer Karagedikli & Pierre L. Siklos [Downloadable!]
2008 Some benefits of monetary policy transparency in New Zealand by Aaron Drew & Özer Karagedikli [Downloadable!]
2008 Crashes and Recoveries in Illiquid Markets by Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill [Downloadable!]
2008 Market Liquidity, Asset Prices and Welfare by Jennifer Huang & Jiang Wang [Downloadable!]
2008 An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data by Enrique G. Mendoza & Marco E. Terrones [Downloadable!]
2008 Liquidity and Market Crashes by Jennifer Huang & Jiang Wang [Downloadable!]
2008 Competing Liquidities: Corporate Securities, Real Bonds and Bubbles by Emmanuel Farhi & Jean Tirole [Downloadable!]
2008 A Black Swan in the Money Market by John B. Taylor & John C. Williams [Downloadable!]
2008 Macroeconomic Crises since 1870 by Robert J. Barro & José F. Ursúa [Downloadable!]
2008 The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis by Atif Mian & Amir Sufi [Downloadable!]
2008 A Solution to the Default Risk-Business Cycle Disconnect by Enrique G. Mendoza & Vivian Z. Yue [Downloadable!]
2008 Rare Disasters and Exchange Rates by Emmanuel Farhi & Xavier Gabaix [Downloadable!]
2008 Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison by Carmen M. Reinhart & Kenneth S. Rogoff [Downloadable!]
2008 Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance by Xavier Gabaix [Downloadable!]
2008 Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy by Simona Castellani & Chiara Pederzoli & Costanza Torricelli [Downloadable!]
2008 Einflussfaktoren auf den Credit Spread von Unternehmensanleihen by Gann, Philipp & Laut, Amelie [Downloadable!]
2008 Does the Chinese Banking System Promote the Growth of Firms? by Panicos O. Demetriades & Jun Du & Sourafel Girma & Chenggang Xu [Downloadable!]
2008 Do Financial Factors Affect the Capital-Labour Ratio? Evidence form UK FIrm-Level Data by Marina-Eliza Spaliara [Downloadable!]
2008 How Resilient is the German Banking System to Macroeconomic Shocks? by Jonas Dovern & Carsten-Patrick Meier & Johannes Vilsmeier [Downloadable!]
2008 Learning about the Interdependence between the Macroeconomy and the Stock Market by Fabio Milani [Downloadable!]
2008 Optimal Monetary Policy under Staggered Loan Contracts by Yuki Teranishi [Downloadable!]
2008 Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? by Maik Schmeling & Andreas Schrimpf [Downloadable!]
2008 Price Adjustment to News with Uncertain Precision by Nikolaus Hautsch & Dieter Hess & Christoph Müller [Downloadable!]
2008 The Propagation of Financial Extremes: An Application to Subprime Market Spillovers by Chollete, Lorán [Downloadable!]
2008 Using financial markets information to identify oil supply shocks in a restricted VAR by Melolinna, Marko [Downloadable!]
2008 The Impact of Banks and Non-Bank Financial Institutions on Local Economic Growth in China by Cheng , Xiaoqiang & Degryse, Hans [Downloadable!]
2008 Fiscal, Monetary, and Financial Interactions in Dynamic General Equilibrium by Strulik, Holger [Downloadable!]
2008 Ownership concentration and market discipline in European banking: Good monitoring but bad influence? by Tristan AUVRAY (LEREPS-GRES) & Olivier BROSSARD (LEREPS-GRES) [Downloadable!]
2008 Managing Capital Flows: Experiences from Central and Eastern Europe by Jurgen Von Hagen & Iulia Siedschlag [Downloadable!]
2008 The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data by Georges Prat & Remzi Uctum [Downloadable!]
2008 Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk by Jan Willem van den End [Downloadable!]
2008 Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects by Ridhwan, M.M. & Nijkampa, P. & Rietveld, P. [Downloadable!]
2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility by Charles S. Bos [Downloadable!]
2008 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US by Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas [Downloadable!]
2008 Executive Compensation and Stock Options: An Inconvenient Truth by Danthine, Jean-Pierre & Donaldson, John B [Downloadable!]
2008 Finance and Growth: When Does Credit Really Matter? by Coricelli, Fabrizio & Roland, Isabelle [Downloadable!]
2008 Can Central Banks Go Broke? by Buiter, Willem H [Downloadable!]
2008 Asset Prices, Debt Constraints and Inefficiency by Bloise, Gaetano & Reichlin, Pietro [Downloadable!]
2008 Financial Stability, the Trilemma, and International Reserves by Obstfeld, Maurice & Shambaugh, Jay C & Taylor, Alan M [Downloadable!]
2008 Scylla and Charybdis. Explaining Europe’s Exit from Gold, January 1928- December 1936 by Wolf, Nikolaus [Downloadable!]
2008 Executive Compensation and Stock Options: An Inconvenient Truth by Jean-Pierre Danthine & John B. Donaldson [Downloadable!]
2008 Scylla and Charybdis. Explaining Europe’s Exit from Gold, January 1928 – December 1936 by Nikolaus Wolf [Downloadable!]
2008 The Regulatory Response to the Financial Crisis by Charles A. E. Goodhart [Downloadable!]
2008 Large-Scale Disasters and the Insurance Industry by Walter Kraemer & Sebastian Schich [Downloadable!]
2008 The Banking Sector and the Great Depression in Bulgaria, 1924 - 1938: Interlocking and Financial Sector Profitability by Kiril Danailov Kossev [Downloadable!]
2008 An Affine Factor Model of the Greek Term Structure by Hiona Balfoussia [Downloadable!]
2008 Short-term interest rate futures as monetary policy forecasts by Giuseppe Ferrero & Andrea Nobili [Downloadable!]
2008 Housing market spillovers: Evidence from an estimated DSGE model by Matteo Iacoviello & Stefano Neri [Downloadable!]
2008 Do trade and financial linkages foster business cycle synchronization in a small economy? by Alicia García-Herrero & Juan M. Ruiz [Downloadable!]
2008 Uncertainty and the price of risk in a nominal convergence process by Ricardo Gimeno & José Manuel Marqués [Downloadable!]
2008 Delving into country risk by Silvia Iranzo [Downloadable!]
2008 A Model of Housing Boom and Bust in a Small Open Economy by Hajime Tomura [Downloadable!]
2008 An eclectic third generation model of financial and exchange rate crises by Joaquin Novella Izquierdo & Joan Ripoll i Alcon [Downloadable!]
2008 Funding Externalities, Asset Prices And Investors' "Search For Yield" by Prasanna Gai & Kamakshya Trivedi [Downloadable!]
2008 Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!]
2008 The Financial Accelerator in an Estimated New Keynesian Model by Ian Christensen & Ali Dib [Downloadable!]
2008 An Empirical Evaluation of Structural Credit-Risk Models by Nikola A. Tarashev [Downloadable!]
2007 Inflation and Financial Development: Evidence from Brazil by Bittencourt, Manoel [Downloadable!]
2007 Welfare effects of financial integration by Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp [Downloadable!]
2007 Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK by Renatas Kizys & Peter Spencer [Downloadable!]
2007 The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) by Peter N Smith & Steffen Sorensen & Mike Wickens [Downloadable!]
2007 Real economic activity and state of financial markets by Szymon Grabowski [Downloadable!]
2007 Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis by Sonja Fagernas & Prabirjit Sarkar & Ajit Singh [Downloadable!]
2007 Financial Development and Technology by Solomon Tadesse & & [Downloadable!]
2007 Innovation, Information and Financial Architecture by Solomon Tadesse & & [Downloadable!]
2007 Financial Intermediaries, Markets, and Growth by Falko Fecht & Kevin X.D. Huang & Antoine Martin [Downloadable!]
2007 A Causal Framework for Credit Default Theory by Wilson Sy [Downloadable!]
2007 Measuring Time-Varying Economic Fears with Consumption-Based Stochastic Discount Factors by Belén Nieto & Gonzalo Rubio [Downloadable!]
2007 The Role of Interbank Markets in Monetary Policy: A Model with Rationing by Xavier Freixas & José Jorge [Downloadable!]
2007 Financialization: What It Is and Why It Matters by Thomas I Palley [Downloadable!]
2007 Some Stylized Facts on the Finance-Dominated Accumulation Regime by Engelbert Stockhammer [Downloadable!]
2007 If Financial Market Competition is so Intense, Why are Financial Firm Profits so High? Reflections on the Current ‘Golden Age’ of Finance by James Crotty [Downloadable!]
2007 A two-pillar strategy to keep inflation expectations at bay: A basic theoretical framework by Meixing DAI [Downloadable!]
2007 Financial Integration and Fiscal Policy Efficiency in a Monetary Union by Gilbert Koenig & Irem Zeyneloglu [Downloadable!]
2007 Asset Pricing with Heterogeneous Agents, Incomplete Markets and Trading Constraints by Tsvetanka Karagyozova [Downloadable!]
2007 Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan by Andreas Humpe & Peter Macmillan [Downloadable!]
2007 Inflation, Financial Development and Human Capital-Based Endogenous Growth: an Explanation of Ten Empirical Findings by Max Gillman & Michal Kejak [Downloadable!]
2007 Inflation, Financial Development and Human Capital-Based Endogenous Growth: an Explanation of Ten Empirical Findings by Max Gillman & Michal Kejak [Downloadable!]
2007 Which Interest Rate Seems Most Related to Business Investment? A Few Preliminary Findings from an Ongoing Study by John J. Heim [Downloadable!]
2007 Campaign Advertising and Election Outcomes: Quasi-Natural Experiment Evidence from Gubernatorial Elections in Brazil by Bernardo S. da Silveira & João Manoel Pinho de Mello [Downloadable!]
2007 Modeling and predicting the CBOE market volatility index by Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth [Downloadable!]
2007 Monetary policy credibility and inflation risk premium: a model with application to Brazilian data by Alexandre Lowenkron & Marcio Gomes Pinto Garcia [Downloadable!]
2007 Asset Pricing in a Production Economy with ChewÐDekel Preferences by Claudio Campanale & Rui Castro & Gian Luca Clementi [Downloadable!]
2007 The payment system intraday liquidity in a dollarized economy: The Peruvian experience by Marylin Choy & Roy Ayllón [Downloadable!]
2007 Changes in Predictive Ability with Mixed Frequency Data by Ana Beatriz Galvão [Downloadable!]
2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates by Andrea Carriero [Downloadable!]
2007 Investment Complementarities, Coordination Failure and Systemic Bankruptcy by Mei Li [Downloadable!]
2007 Linking Global Economic Dynamics to a South African Specific Credit Portfolio by Albert H. De Wet & Reneé Van Eyden [Downloadable!]
2007 Demand for money in Iran: An ARDL approach by Sharifi-Renani, Hosein [Downloadable!]
2007 World War Iii A Techno Economic Introspection by Lahiri, Soumitra [Downloadable!]
2007 The Welfare Cost of Banking Regulation by TCHANA TCHANA , Fulbert [Downloadable!]
2007 New Monetary Solutions In Commemorative Coinage by Matić, Branko [Downloadable!]
2007 Substitution between domestic and foreign currency loans in Central Europe. Do central banks matter? by Brzoza-Brzezina, Michał & Chmielewski, Tomasz & Niedźwiedzińska, Joanna [Downloadable!]
2007 The Money Demand with Random Output and Limited Access to Debt by Mierzejewski, Fernando [Downloadable!]
2007 The Short-Run Monetary Equilibrium with Liquidity Constraints by Mierzejewski, Fernando [Downloadable!]
2007 What Determines the Banking Sector Performance in Globalized Financial Markets: The Case of Turkey? by Aysan, Ahmet Faruk & Ceyhan, Sanli Pinar [Downloadable!]
2007 The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K by Tuysuz, Sukriye [Downloadable!]
2007 Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK by Tuysuz, Sukriye & Kuhry, Yves [Downloadable!]
2007 Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news by TUYSUZ, Sukriye [Downloadable!]
2007 Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets - An Overinvestment View by Schnabl, Gunther & Hoffmann, Andreas [Downloadable!]
2007 Capital Market, Frequency of Recession, and Fraction of Time the Economy in Recession by Tharavanij, Piyapas [Downloadable!]
2007 Capital Market, Severity of Business Cycle, and Probability of an Economic Downturn by Tharavanij, Piyapas [Downloadable!]
2007 Capital Market and Business Cycle Volatility by Tharavanij, Piyapas [Downloadable!]
2007 Rational bubbles in emerging stockmarkets by Nunes, Mauricio & Da Silva, Sergio [Downloadable!]
2007 Monetary policy responses amid credit and asset booms and busts by Pavasuthipaisit, Robert [Downloadable!]
2007 Borrowing Constraints, Multiple Equilibria and Monetary Policy by Assenza, Tiziana [Downloadable!]
2007 Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets by Schnabl, Gunther & Hoffmann, Andreas [Downloadable!]
2007 The Properties of Market-Based and Survey Forecasts for Different Data Releases by Lanne, Markku [Downloadable!]
2007 Institutions and Speculative Bubbles in International Stock Markets by Pierdzioch, Christian & Kizys, Renatas [Downloadable!]
2007 Optimal Management And Inflation Protection For Defined Contribution Pension Plans by ZHANG, AIHUA & Korn, Ralf & Ewald, Christian-Oliver [Downloadable!]
2007 Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets by Demir, Firat [Downloadable!]
2007 Financial Market Integration, Costs of Adjusting Hours Worked, and the Money Multiplier by Pierdzioch, Christian & Cenesiz, M. Alper [Downloadable!]
2007 An actuarial approach to short-run monetary equilibrium by Mierzejewski, Fernando [Downloadable!]
2007 Why do markets react badly to good news? Evidence from Fed Funds Futures by Ghent, Andra [Downloadable!]
2007 Business Cycle and Bank Capital: Monetary Policy Transmission under the Basel Accords by Alvaro Aguiar & Ines Drumond [Downloadable!]
2007 An Injection Of Base Money At Zero Interest Rates: Empirical Evidence From The Japanese Experience 2001-2006 by Yuzo Honda & Yoshihiro Kuroki & Minoru Tachibana [Downloadable!]
2007 Expectations, Shocks, and Asset Returns by Ricardo M. Sousa [Downloadable!]
2007 Wealth Shocks and Risk Aversion by Ricardo M. Sousa [Downloadable!]
2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação [Downloadable!]
2007 Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!]
2007 Inefficient Credit Booms by Guido Lorenzoni [Downloadable!]
2007 The Long and the Short End of the Term Structure of Policy Rules by Josephine M. Smith & John B. Taylor [Downloadable!]
2007 New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability by Dale F. Gray & Robert C. Merton & Zvi Bodie [Downloadable!]
2007 Will Monetary Policy Become More of a Science? by Frederic S. Mishkin [Downloadable!]
2007 Housing and the Monetary Transmission Mechanism by Frederic S. Mishkin [Downloadable!]
2007 Two Reasons Why Money and Credit May be Useful in Monetary Policy by Lawrence Christiano & Roberto Motto & Massimo Rostagno [Downloadable!]
2007 No-Arbitrage Taylor Rules by Andrew Ang & Sen Dong & Monika Piazzesi [Downloadable!]
2007 On the Welfare Implications of Financial Globalization without Financial Development by Enrique G. Mendoza & Vincenzo Quadrini & José-Victor RÃos-Rull [Downloadable!]
2007 Accounting for the Rise in Consumer Bankruptcies by Igor Livshits & James MacGee & Michèle Tertilt [Downloadable!]
2007 Bubbles in Prices of Exhaustible Resources by Boyan Jovanovic [Downloadable!]
2007 Investment during the Korean Financial Crisis: A Structural Econometric Analysis by Simon Gilchrist & Jae W. Sim [Downloadable!]
2007 Investment Options and the Business Cycle by Boyan Jovanovic [Downloadable!]
2007 Optimal Monetary Policy in a 'Sudden Stop' by Fabio Braggion & Lawrence J. Christiano & Jorge Roldos [Downloadable!]
2007 Agency Conflicts, Investment, and Asset Pricing by Rui Albuquerque & Neng Wang [Downloadable!]
2007 Aggregate Implications of Credit Market Imperfections by Kiminori Matsuyama [Downloadable!]
2007 Banking and Interest Rates in Monetary Policy Analysis: A Quantitative Exploration by Marvin Goodfriend & Bennett T. McCallum [Downloadable!]
2007 Liquidity and Trading Dynamics by Veronica Guerrieri & Guido Lorenzoni [Downloadable!]
2007 Long-Run Risks and Financial Markets by Ravi Bansal [Downloadable!]
2007 Investment and the Cost of Capital: New Evidence from the Corporate Bond Market by Simon Gilchrist & Egon Zakrajsek [Downloadable!]
2007 Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Merchantilism by Ceyhun Bora Durdu & Enrique G. Mendoza & Marco E. Terrones [Downloadable!]
2007 Daily Changes in Fed Funds Futures Prices by James D. Hamilton [Downloadable!]
2007 Financing Development: The Role of Information Costs by Jeremy Greenwood & Juan M. Sanchez & Cheng Wang [Downloadable!]
2007 Financial Frictions, Investment and Tobin's q by Guido Lorenzoni & Karl Walentin [Downloadable!]
2007 Credit Constraints and Stock Price Volatility by Galina Hale & Assaf Razin & Hui Tong [Downloadable!]
2007 Regularities by Laura X. L. Liu & Toni Whited & Lu Zhang [Downloadable!]
2007 Beliefs, Doubts and Learning: Valuing Economic Risk by Lars Peter Hansen [Downloadable!]
2007 Branch Banking as a Device for Discipline: Competition and Bank Survivorship During the Great Depression by Mark Carlson & Kris James Mitchener [Downloadable!]
2007 Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson [Downloadable!]
2007 Collective Risk Management in a Flight to Quality Episode by Ricardo J. Caballero & Arvind Krishnamurthy [Downloadable!]
2007 The determinants of stock and bond return comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!]
2007 Banking Reform in China: An Assessment in Macroeconomic Perspective by Beoy Kui Ng [Downloadable!]
2007 FDI and credit constraints : firm level evidence in China by Jérôme Héricourt & Sandra Poncet [Downloadable!]
2007 Investigating value and growth : what labels hide ? by Kateryna Shapovalova & Alexander Subbotin [Downloadable!]
2007 Further evidence on the impact of economic news on interest by Dominique Guégan & Florian Ielpo [Downloadable!]
2007 Flexible time series models for subjective distribution estimation with monetary policy in view by Dominique Guégan & Florian Ielpo [Downloadable!]
2007 Stress testing of the stability of the Italian banking system: a VAR approach by Renato Filosa [Downloadable!]
2007 Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks by Szilárd Benk & Max Gillman & Michal Kejak [Downloadable!]
2007 The Hungarian Monetary Transmission Mechanism: an Assessment by Balázs Vonnák [Downloadable!]
2007 Bank Behaviour and the Cost Channel of Monetary Transmission by Eric Mayer & Oliver Hülsewig & Timo Wollmershäuser [Downloadable!]
2007 Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle by Sean Holly & Emiliano Santoro [Downloadable!]
2007 Monetary Policy Amplification Effects through a Bank Capital Channel by Alvaro Aguiar & Inês Drumond [Downloadable!]
2007 The Interaction of Inflation and Financial Development with Endogenous Growth by Max Gillman & Mark N Harris & Michal Kejak [Downloadable!]
2007 Asset pricing implications for a New Keynesian model by Bianca De Paoli, Alasdair Scott, Olaf Weeken [Downloadable!]
2007 Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity by Jose M P Jorge [Downloadable!]
2007 Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities by Renatas Kizys & Peter Spencer [Downloadable!]
2007 Search Frictions in Physical Capital Markets as a Propagation Mechanism by André Kurmann & Nicolas Petrosky-Nadeau [Downloadable!]
2007 Liquidity Risk and Monetary Policy by Sauer, Stephan [Downloadable!]
2007 Three Liquidity Crises in Retrospective: Implications for Central Banking Today by Sauer, Stephan [Downloadable!]
2007 Determinants of Currency Crises in Emerging Markets: An Empirical Investigation on Turkey by Mete Feridun [Downloadable!]
2007 Executive Compensation: The View from General Equilibrium by Jean-Pierre DANTHINE & John B. DONALDSON [Downloadable!]
2007 Sophistication in Risk Management, Bank Equity, and Stability by Jan Wenzelburger & Hans Gersbach [Downloadable!]
2007 The Determinants of Foreign Direct Investment Flows to the Federal Region of Kurdistan by Almas Heshmati & Rhona Davis [Downloadable!]
2007 The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration by Juan A. Lafuente & Javier Ordoñez [Downloadable!]
2007 Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union by Marta Gomez-Puig [Downloadable!]
2007 Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives by George von Furstenberg [Downloadable!]
2007 'Financialisation' in Kaleckian/Post-Kaleckian models of distribution and growth by Eckhard Hein & Till van Treeck [Downloadable!]
2007 An economic index of riskiness by Robert J. Aumann & Roberto Serrano [Downloadable!]
2007 Fear and Market Failure: Global Imbalances and “Self-Insurance” by Marcus Miller & Lei Zhang [Downloadable!]
2007 Effects of Monetary Policy on Corporations in Brazil. An Empirical Analysis of the Balance Sheet Channel by Fernando N. de Oliveira & Marco Antônio Costa [Downloadable!]
2007 What Happened to the Transatlantic Capital Market Relations? by Enzo Weber [Downloadable!]
2007 Media Coverage and Macroeconomic Information Processing by Alexandra Niessen [Downloadable!]
2007 An Economic Index of Riskiness by Robert J. Aumann & Roberto Serrano [Downloadable!]
2007 Exchange Rate Regimes and the Transition Process in the Western Balkans by Ansgar Belke & Albina Zenkic [Downloadable!]
2007 Aspects, Models and Measures for Assessing the Competitiveness of International Financial Services in a Particular Location by George M. von Furstenberg [Downloadable!]
2007 An Open Economy Model of the Credit Channel Applied to Four Asian Economies by Spiros Bougheas & Paul Mizen & Cihan Yalcin [Downloadable!]
2007 A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies by Jim Wong & Eric Wong & Phyllis Leung [Downloadable!]
2007 Macroeconomic imbalances and exchange rate regime shifts by Post, Erik [Downloadable!]
2007 Do Central Banks React to House Prices? by Finocchiaro, Daria & Queijo von Heideken, Virginia [Downloadable!]
2007 Earnings Inequality and the Equity Premium by Walentin, Karl [Downloadable!]
2007 Financial Frictions, Investment and Tobin’s q by Lorenzoni, Guido & Walentin, Karl [Downloadable!]
2007 Exchange rate volatility, macro announcements and the choice of intraday seasonality filtering method by Laakkonen, Helinä [Downloadable!]
2007 Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule by Bask, Mikael [Downloadable!]
2007 Monetary policy, expected inflation and inflation risk premia by Ravenna , Federico & Seppälä, Juha [Downloadable!]
2007 Financial fragility, macroeconomic shocks and banks’ loan losses: evidence from Europe by Pesola, Jarmo [Downloadable!]
2007 The Credit Channel of Tax Policy by Strulik, Holger [Downloadable!]
2007 Inflation and Financial Development: Evidence from Brazil by Manoel Bittencourt [Downloadable!]
2007 Financial Development and Inequality: Brazil 1985-1994 by Manoel Bittencourt [Downloadable!]
2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Vasco Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!]
2007 The Impact of Financial Constaints on Firm Survival and Growth by Patrick Musso & Stefano Schiavo [Downloadable!]
2007 Goodwin's Predator-Prey Model with Endogenous Technological Progress by Miloslav Vošvrda & Jan Kodera [Downloadable!]
2007 Macro News, Riskfree Rates, and the Intermediary by Albert J. Menkveld & Asani Sarkar & Michel van der Wel [Downloadable!]
2007 Hazardous Times for Monetary Policy: What do Twenty-three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk? by Jiminez, G. & Ongena, S. & Saurina, J. [Downloadable!]
2007 Are Financial Sector Policies Effective in Deeping the Malaysian Financial System by James B. Ang [Downloadable!]
2007 International Diversification and Labor Income Risk by Carolina Fugazza & Maela Giofré & Giovanna Nicodano [Downloadable!]
2007 Lessons from the 2007 Financial Crisis by Buiter, Willem H [Downloadable!]
2007 Executive Compensation: The View from General Equilibrium by Danthine, Jean-Pierre & Donaldson, John B [Downloadable!]
2007 Creditor Protection and Stock Price Volatility by Hale, Galina B & Razin, Assaf & Tong, Hui [Downloadable!]
2007 Economic Integration and the Co-movement of Stock Returns by Morgado, Pedro & Tavares, José [Downloadable!]
2007 Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk? by Jiménez, Gabriel & Ongena, Steven & Peydró-Alcalde, José Luis & Saurina, Jesús [Downloadable!]
2007 Liquidity Constraints and Entrepreneurial Performance by Hvide, Hans K & Møen, Jarle [Downloadable!]
2007 Sophistication in Risk Management, Bank Equity, and Stability by Gersbach, Hans & Wenzelburger, Jan [Downloadable!]
2007 Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter? by Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio [Downloadable!]
2007 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set by Favero, Carlo A & Niu, Linlin & Sala, Luca [Downloadable!]
2007 Dollarization and Exchange Rate Fluctuations by Honohan, Patrick [Downloadable!]
2007 Finance and Efficiency: Do Bank Branching Regulations Matter? by Acharya, Viral V & Imbs, Jean & Sturgess, Jason [Downloadable!]
2007 The Role of Debt and Equity Finance over the Business Cycle by Covas, Francisco & Den Haan, Wouter [Downloadable!]
2007 Finance and Efficiency: Do Bank Branching Regulations Matter? by Acharya, Viral V & Imbs, Jean & Sturgess, Jason [Downloadable!]
2007 FDI and Credit Constraints: Firm Level Evidence in China by Jerome Hericourt & Sandra Poncet [Downloadable!]
2007 Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators by Virginie Coudert & Mathieu Gex [Downloadable!]
2007 Executive Compensation: The View from General Equilibrium by Jean-Pierre Danthine & John B. Donaldson [Downloadable!]
2007 The Effect of the Federal Student Loan Program On College Enrollment and Default Rates by Ionescu, Anamaria Felicia [Downloadable!]
2007 Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter? by Alessandro Calza & Tommaso Monacelli & Livio Stracca [Downloadable!]
2007 Monetary Policy, Vagabonding Liquidity and Bursting Bubbles in New and Emerging Markets – An Overinvestment View by Gunther Schnabl & Andreas Hoffmann [Downloadable!]
2007 Financial Stability and Monetary Policy – A Framework by Gerhard Illing [Downloadable!]
2007 Fundamentals, Misvaluation, and Investment: The Real Story by Robert Chirinko & Huntley Schaller [Downloadable!]
2007 Scylla and Charybdis. The European Economy and Polands Adherence to Gold, 1928-1936 by Nikolaus Wolf [Downloadable!]
2007 Democratizing Entry: Banking Deregulations, Financing Constraints, and Entrepreneurship by William Kerr & Ramana Nanda [Downloadable!]
2007 Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks by Benk, Szilárd & Gillman, Max & Kejak, Michal [Downloadable!]
2007 Liquidity and the Allocation of Credit: Business Cycle, Government Debt and Financial Arrangements by Filippo Taddei [Downloadable!]
2007 Collateral, Financial Arrangements and Pareto Optimality by Filippo Taddei [Downloadable!]
2007 Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis by Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh [Downloadable!]
2007 Determinants of the time varying risk premia by Pornpinun Chantapacdepong [Downloadable!]
2007 Inflation and Finance: Evidence from Brazil by Manoel F. Bittencourt [Downloadable!]
2007 Investment and the Cost of Capital: New Evidence from the Corporate Bond Market by Simon Gilchrist & Fabio M. Natalucci & Egon Zakrajsek [Downloadable!]
2007 Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel by Sophocles N. Brissimis & Matthaios D. Delis [Downloadable!]
2007 The Balance Sheet Channel of Monetary Policy Transmission: Evidence from the UK by Eleni Angelopoulou & Heather D. Gibson [Downloadable!]
2007 Housing Market Spillovers: Evidence from an Estimated DSGE Model by Matteo Iacoviello & Stefano Neri [Downloadable!]
2007 Hvilke faktorer driver kursutviklingen på Oslo Børs? by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard [Downloadable!]
2007 Securitisation and the bank lending channel by Yener Altunbas & Leonardo Gambacorta & David Marqués [Downloadable!]
2007 Modelling bank lending in the euro area: A non-linear approach by Leonardo Gambacorta & Carlotta Rossi [Downloadable!]
2007 Macroeconomic uncertainty and banks' lending decisions: The case of Italy by Mario Quagliariello [Downloadable!]
2007 Determinantes de la morosidad bancaria en una economía dolarizada. El caso uruguayo by Martín Vallcorba & Javier Delgado [Downloadable!]
2007 Inflation-linked bonds from a central bank perspective by Juan Angel Garcia & Adrian van Rixtel [Downloadable!]
2007 Gold Prices and Inflation by Greg Tkacz [Downloadable!]
2007 Corporate Balance Sheets in Developed Economies: Implications for Investment by Denise Côté & Christopher Graham [Downloadable!]
2007 Firms Dynamics, Bankruptcy Laws and Total Factor Productivity by Hajime Tomura [Downloadable!]
2007 Uncollateralized Overnight Loans Settled in LVTS by Scott Hendry & Nadja Kamhi [Downloadable!]
2007 Unanticipated Defaults and Losses in Canada's Large-Value Payments System, Revisited by Devin Ball & Walter Engert [Downloadable!]
2007 Should Central Banks Adjust Their Target Horizons in Response to House-Price Bubbles? by Meenakshi Basant Roi & Rhys R. Mendes [Downloadable!]
2007 Why Investors Prefer Nominal Bonds: a Hypothesis by William Coleman [Downloadable!]
2007 Investor Protection, Risk Sharing and Inequality by Alessandra Bonfiglioli [Downloadable!]
2007 Karl Brunner il monetarista by Michele FRATIANNI [Downloadable!]
2007 EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union by Marta Gómez-Puig [Downloadable!]
2007 Transmitting Shocks To The Economy: The Contribution Of Interest And Exchange Rates And The Credit Channel by Edda Claus & Iris Claus [Downloadable!]
2007 The impact of the National Bank of Romania Monetary Policy on the Balance of Payments by Radulescu, Magdalena [Downloadable!]
2007 Role of financial markets in monetary policy by Anna Delikát [Downloadable!]
2007 Multirank Cointegration Analysis Of Turkish M1 Money Demand (1987q1-2006q3) by H. LEVENT KORAP [Downloadable!]
2007 Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses by Hiroshi Ugai [Downloadable!]
2007 The Banking Sector in New EU Member Countries: A Sectoral Financial Flows Analysis (in English) by Evžen Kočenda & Jan Hanousek & Peter Ondko [Downloadable!]
2007 Some Benefits of Monetary-Policy Transparency in New Zealand by Aron Drew & Özer Karagedikli [Downloadable!]
2007 The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market by Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE [Downloadable!]
2007 Finanzmarktentwicklung, Immobilienpreise und Konsum by Christian Dreger & Jiri Slacalek [Downloadable!]
2007 What drives provincial-Canada yield spreads? by Laurence Booth & George Georgopoulos & Walid Hejazi [Downloadable!]
2007 The Canadian macroeconomy and the yield curve: an equilibrium-based approach by René Garcia & Richard Luger [Downloadable!]
2007 La demande de titres longs par les non-residents explique-t-elle le bas niveau des taux longs publics americains ? by Bruno Ducoudre [Downloadable!]
2007 Monetary and Financial Integration in Asia: Introduction by Agnes Benassy-Quere & Valerie Mignon [Downloadable!]
2007 The Relevance of Currency Mismatch Indicators: an Analysis Through Determinants of Emerging Market Spreads by Stephanie Prat [Downloadable!]
2007 The search for liquidity in the Brazilian domestic government bond market by André Amante & Márcio Araujo & Serge Jeanneau [Downloadable!]
2007 Economic derivatives by Blaise Gadanecz & Richhild Moessner & Christian Upper [Downloadable!]
2006 The Role of Banks in the Transmission of Monetary Policy in the Baltics by Köhler, Matthias & Hommel, Judith & Grote, Matthias [Downloadable!]
2006 International Lessons for the Property Price Boom in South Africa by Funke, Norbert & Kißmer, Friedrich & Wagner, Helmut [Downloadable!]
2006 Financial Development and Inequality: Brazil 1985-99 by Meyer Bittencourt, Manoel F. Meyer [Downloadable!]
2006 Limits to international banking consolidation by Fecht, Falko & Grüner, Hans Peter [Downloadable!]
2006 Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area by Eickmeier, Sandra & Hofmann, Boris & Worms, Andreas [Downloadable!]
2006 Real-time macroeconomic data and ex ante predictability of stock returns by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2006 Macroeconomics Uncertainty and Banks' Lending Decisions: The Case of Italy by Mario Quagliariello [Downloadable!]
2006 Capital Flows, Interest Rates and Precautionary Behaviour: a model of "global imbalances" by Marcus Miller & Lei Zhang [Downloadable!]
2006 The Role of Foreign Currency Debt in Financial Crises: 1880-1913 vs. 1972-1997 by Christopher M Meissner & Michael D Bordo [Downloadable!]
2006 Reforming China’s Exchange Rate Policy by John Ryan [Downloadable!]
2006 Accounting for the Rise in Consumer Bankruptcies by Igor Livshits & James MacGee & Michele Tertilt [Downloadable!]
2006 Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises by Andreas Röthig & Willi Semmler & Peter Flaschel [Downloadable!]
2006 Monetary Policy Effects on Financial Risk Premia by Paul Söderlind [Downloadable!]
2006 The Interplay Between the Thai and Several Other International Stock Markets by Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles [Downloadable!]
2006 Capital Flows, Maturity Mismatches and Profitability in Emerging Markets: Evidence from Bank Level Data by Uluc Aysun [Downloadable!]
2006 Testing for Balance Sheet Effects in Emerging Market Countries by Uluc Aysun [Downloadable!]
2006 Automatic Stabilizer Feature of Fixed Exchange Rate Regimes in Emerging Markets by Uluc Aysun [Downloadable!]
2006 Bank Ownership and Lending Behavior by Micco, Alejandro & Panizza, Ugo [Downloadable!]
2006 Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises by Andreas Röthig & Willi Semmler & Peter Flaschel [Downloadable!]
2006 Determinants of long-term interest rates in the Scandinavian countries by Suzan Hol [Downloadable!]
2006 Real-Time Measurement of Business Conditions by Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland
2006 Asset pricing implications of a New Keynesian model by Bianca De Paoli & Alasdair Scott & Olaf Weeken
2006 Optimal Fiscal and Monetary Policy in the Presence of Remittances by Michael Gapen & Thomas Cosimano & Ralph Chami
2006 The Triple-Parity Law by Jean-Christian Lambelet & Alexander Mihailov [Downloadable!]
2006 Complete Markets, Enforcement Constraints and Intermediation by Arpad Abraham & Eva Carceles-Poveda [Downloadable!]
2006 On the stability of the wealth effect by Pedro Bação & Fernando Alexandre & Vasco J. Gabriel
2006 Consumption, (Dis)Aggregate Wealth and Asset Returns by Ricardo M. Sousa
2006 The term structure of inflation risk premia and macroeconomic dynamics by Peter Hördahl & Oreste Tristani & David Vestin [Downloadable!]
2006 Are Indexed Bonds a Remedy for Sudden Stops? by C. Bora Durdu [Downloadable!]
2006 Macroeconomic Models and the Yield Curve by Jagjit Chadha & Sean Holly [Downloadable!]
2006 Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks by Szilárd Benk & Max Gillman & Michal Kejak [Downloadable!]
2006 Microeconomic determinants of acquisitions of Eastern European banks by Western European banks by G. LANINE & R. VANDER VENNET [Downloadable!]
2006 Ineffective controls on capital inflows under sophisticated financial markets: Brazil in the nineties by Márcio Gomes Pinto Garcia & Bernando S. de M. Carvalho [Downloadable!]
2006 Alongamento dos títulos de renda fixa no Brasil by Márcio Gomes Pinto Garcia & Juliana Salomão [Downloadable!]
2006 Firms' Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns by Francois Gourio [Downloadable!]
2006 Financial Frictions, Investment and Tobin's q by Guido Lorenzoni & Karl Walentin [Downloadable!]
2006 Liquidity, Inflation, and Monetary Policy by Marcus Hagedorn
2006 Liquidity Cycles by Matteo Iacoviello & Raoul Minetti [Downloadable!]
2006 Consumption, wealth, and expected asset returns in the United States. Implications of housing wealth and housing consumption by Andrea Finicelli
2006 Household Debt and Income Inequality, 1963-2003 by Matteo Iacoviello [Downloadable!]
2006 Comparing Financial Systems: A structural Analysis by Sylvain Champonnois [Downloadable!]
2006 The Bank Capital Channel of Monetary Policy by Skander Van den Heuvel [Downloadable!]
2006 A Model of Money and Credit, with Application to the Credit Card Debt Puzzle by Irina A. Telyukova & Randall Wright [Downloadable!]
2006 Production, Collateral and the Risk-Free Rate by Geoffrey Dunbar
2006 Coordination and Renegotiation: Sovereign Defaults in 1980s and 1990s by Yan Bai & Jing Zhang
2006 The role of debt and equity finance over the business cycle by Francisco Covas & Wouter Denhaan [Downloadable!]
2006 Agency Costs, Net Worth, and Endogenous Business Fluctuations by Giovanno Favara
2006 What Does the Durables Price - Over - the Rental Cost Valuation Ratio Tell Us About Asset Prices? by Michal Pakos [Downloadable!]
2006 Credit Market and Macroeconomic Volatility by Caterina Mendicino [Downloadable!]
2006 Asset pricing implications for business cycle analysis by Stanley Zin & David Backus & Bryan Routledge
2006 Housing and Housing Finance: The View from Australia and Beyond by Luci Ellis [Downloadable!]
2006 The Elastic Provision of Liquidity by Private Agents by Saunders, Drew [Downloadable!]
2006 Financial Liberalization and a Possible Growth-Inflation Trade-Off by Rangan Gupta [Downloadable!]
2006 An Endogenous Growth Model of a Financially Repressed Small Open Economy by Samrat Goswami & Rangan Gupta [Downloadable!]
2006 Growth-Effects of Inflation Targeting: The Role of Financial Sector Development by Rangan Gupta [Downloadable!]
2006 Financial Liberalization with Productive Public Expenditure and A Curb Market by Rangan Gupta
2006 The transmission of foreign financial crises to South Africa: a firm-level study by Boshoff, Willem H. [Downloadable!]
2006 Understanding the Backus-Smith Puzzle: It’s the (Nominal) Exchange Rate, Stupid by Hess, Gregory & Shin, Kwanho [Downloadable!]
2006 The reflections of new economy on monetary policy and central banking by Haydar, Akyazi & Seyfettin, Artan [Downloadable!]
2006 International Equity Flows and the Predictability of U.S. Stock Returns by Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2006 Economic and Financial Crises and the Predictability of U.S. Stock Returns by Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian [Downloadable!]
2006 Nonlinear Links between Stock Returns and Exchange Rate Movements by Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2006 Capital Mobility and Labor Market Volatility by Cenesiz, Alper & Pierdzioch, Christian [Downloadable!]
2006 Stock Prices, Real Sector and the Causal Analysis: The Case of Pakistan by Husain, Fazal [Downloadable!]
2006 Liquidity preference as rational behaviour under uncertainty by Mierzejewski, Fernando [Downloadable!]
2006 Efficiency Wages, Financial Market Integration, and the Fiscal Multiplier by Cenesiz, Alper & Pierdzioch, Christian [Downloadable!]
2006 The Labour Market Implications of Large-Scale Restructuring in the Banking Sector in Turkey by Kibritçioğlu, Aykut [Downloadable!]
2006 Informational inefficiency of the Brazilian stockmarket by Guttler, Caio & Meurer, Roberto & Da Silva, Sergio [Downloadable!]
2006 Reflections of the New Economy on the monetary policy and central banking by Akyazi, Haydar & Artan, Seyfettin [Downloadable!]
2006 An Interpretation of An Affine Term Structure Model for Chile by Juan Marcelo, Ochoa [Downloadable!]
2006 Do Bank-Based Financial Systems Reduce Macroeconomic Volatility by Smoothing Interest Rates? by Johann Scharler [Downloadable!]
2006 Finland's housing market: reducing risks and improving policies by Laura Vartia [Downloadable!]
2006 Credit Shocks and Cycles: a Bayesian Calibration Approach by Roland Meeks [Downloadable!]
2006 On the Welfare Costs of Consumption Uncertainty by Robert J. Barro [Downloadable!]
2006 A Comment Concerning Deposit Insurance and Moral Hazard by Gary Richardson [Downloadable!]
2006 Bank Distress during the Great Depression: The Illiquidity-Insolvency Debate Revisited by Gary Richardson [Downloadable!]
2006 Correspondent Clearing and the Banking Panics of the Great Depression by Gary Richardson [Downloadable!]
2006 Quarterly Data on the Categories and Causes of Bank Distress During the Great Depression by Gary Richardson [Downloadable!]
2006 When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? by Dirk Krueger & Hanno Lustig [Downloadable!]
2006 Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market by Atif Mian & Asim Ijaz Khwaja [Downloadable!]
2006 Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's Q by Enrique G. Mendoza [Downloadable!]
2006 International Capital Flows and U.S. Interest Rates by Francis E. Warnock & Veronica Cacdac Warnock [Downloadable!]
2006 Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints by Tommaso Monacelli [Downloadable!]
2006 The Bond Market's q by Thomas Philippon [Downloadable!]
2006 Expectations, Asset Prices, and Monetary Policy: The Role of Learning by Simon Gilchrist & Masashi Saito [Downloadable!]
2006 Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices by Roberto Rigobon & Brian Sack [Downloadable!]
2006 Sudden Stops, Financial Crises, and Original Sin in Emerging Countries: Déjà vu? by Michael D. Bordo [Downloadable!]
2006 Ineffective Controls on Capital Inflows Under Sophisticated Financial Markets: Brazil in the Nineties by Bernardo S. de M. Carvalho & Márcio G.P. Garcia [Downloadable!]
2006 Stability First: Reflections Inspired by Otmar Issing's Success as the ECB's Chief Economist by Vitor Gaspar & Anil K. Kashyap [Downloadable!]
2006 Risk, Uncertainty and Asset Prices by Geert Bekaert & Eric Engstrom & Yuhang Xing [Downloadable!]
2006 Stock and Bond Returns with Moody Investors by Geert Bekaert & Eric Engstrom & Steven R. Grenadier [Downloadable!]
2006 Intertemporal Disturbances by Giorgio E. Primiceri & Ernst Schaumburg & Andrea Tambalotti [Downloadable!]
2006 Investment Taxes and Equity Returns by Clemens Sialm [Downloadable!]
2006 Flight to Quality and Collective Risk Management by Ricardo J. Caballero & Arvind Krishnamurthy [Downloadable!]
2006 Zombie Lending and Depressed Restructuring in Japan by Ricardo J. Caballero & Takeo Hoshi & Anil K. Kashyap [Downloadable!]
2006 Are Prudential Supervision and Regulation Pillars of Financial Stability? Evidence from the Great Depression by Kris James Mitchener [Downloadable!]
2006 Legal-Political Factors and the Historical Evolution of the Finance-Growth Link by Michael D. Bordo & Peter L. Rousseau [Downloadable!]
2006 Optimal Market Timing by Erica X. N. Li & Dmitry Livdan & Lu Zhang [Downloadable!]
2006 Lessons From the Debt-Deflation Theory of Sudden Stops by Enrique G. Mendoza [Downloadable!]
2006 Multi-Period Corporate Default Prediction With Stochastic Covariates by Darrell Duffie & Leandro Siata & Ke Wang [Downloadable!]
2006 Assessing the Sources of Changes in the Volatility of Real Growth by Stephen G. Cecchetti & Alfonso Flores-Lagunes & Stefan Krause [Downloadable!]
2006 The term structure of interest rates in a DSGE model by Marina Emiris [Downloadable!]
2006 Wage and employment in a finance-led economy by Célia Firmin [Downloadable!]
2006 Is there a bank lending channel in Hungary? Evidence from bank panel data by Csilla Horváth & Judit Krekó & Anna Naszódi [Downloadable!]
2006 Credit Growth in Central and Eastern Europe: Convergence or Boom? by Gergely Kiss & Márton Nagy & Balázs Vonnák [Downloadable!]
2006 The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China by Xiaoqiang Cheng & Hans Degryse [Downloadable!]
2006 Currency Crises in Emerging Markets: An Application of Signals Approach to Turkey by Mete Feridun [Downloadable!]
2006 Impact of Liquidity on Speculative Pressure in the Exchange Market by Mete Feridun [Downloadable!]
2006 How Far Can Domestic Credit Growth Explain Speculative Attacks? Empirical Evidence from Turkey by Mete Feridun [Downloadable!]
2006 ISE and Exchange Market Pressure by Mete Feridun [Downloadable!]
2006 Functional and structural complementarities of banks and microbanks in L.D.Cs by SODOKIN, Koffi [Downloadable!]
2006 La complémentarité des banques et des microbanques dans une approche de la comptabilité des flux et des stocks by SODOKIN, Koffi [Downloadable!]
2006 The Impact of ECB Communication on Financial Market Expectations by Michael Lamla & Sarah M. Rupprecht [Downloadable!]
2006 Financial Dollarization and Currency Substitution. An Empirical Study for Bolivia America than in Asia? by Salvatore Dell'Erba & Martin Saldías Zambrana [Downloadable!]
2006 Financial predictors of real activity and the propagation of aggregate shocks by Johann Burgstaller [Downloadable!]
2006 Crowding-out and Crowding-in Effects of Government Bonds Market on Private Sector Investment (Japanese Case Study) by Abdullatif Alani, Emad M.A. [Downloadable!]
2006 What “Hides” Behind Sovereign Debt Ratings? by António Afonso & Pedro Gomes & Philipp Rother [Downloadable!]
2006 Ordered Response Models for Sovereign Debt Ratings by António Afonso & Pedro Gomes & Philipp Rother [Downloadable!]
2006 Financial Development and Inequality: Brazil 1985-99 by Manoel F. Meyer Bittencourt [Downloadable!]
2006 Why Central Banks Should Not Burst Bubbles by Adam S. Posen [Downloadable!]
2006 Fundamentals, Misvaluation, and Investment. The Real Story by Chirinko, Robert S. & Schaller, Huntley [Downloadable!]
2006 Econometric Issues in Estimating User Cost Elasticity by Schaller, Huntley [Downloadable!]
2006 The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis by Enzo Weber [Downloadable!]
2006 The Influence of Information Costs on the Integration of Financial Markets: Northern Europe, 1350-1560 by Oliver Volckart [Downloadable!]
2006 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis by Enzo Weber [Downloadable!]
2006 Housing Wealth and Aggregate Consumption in Sweden by Chen, Jie [Downloadable!]
2006 Measuring Expectations by Kjellberg, David [Downloadable!]
2006 Industry Diversification, Financial Development and Productivity-Enhancing Investments by Schclarek, Alfredo [Downloadable!]
2006 Producer Prices in the Transition to a Common Currency by Andrén, Niclas & Oxelheim, Lars [Downloadable!]
2006 Financial Revolution and Economic Modernization in Sweden by Ögren, Anders [Downloadable!]
2006 Financial Intermediation, Moral Hazard, And Pareto Inferior Trade by Hansen, Bodil Olai & Keiding, Hans [Downloadable!]
2006 The owner-occupiers’ capital structure during a house price boom by Lunde, Jens [Downloadable!]
2006 Monetary policy and rejections of the expectations hypothesis by Ravenna , Federico & Seppälä , Juha [Downloadable!]
2006 Money market volatility, A simulation study by Kempa , Michal [Downloadable!]
2006 The yield curve as a predictor and emerging economies by Mehl, Arnaud [Downloadable!]
2006 Democratizing Entry: Banking Deregulations, Financing Constraints, and Entrepreneurship by William Kerr & Ramana Nanda [Downloadable!]
2006 Monetary Policy Shocks and Stock Returns: Evidence from the British Market by A Gregoriou & A Kontonikas & R MacDonald & A Montagnoli [Downloadable!]
2006 Monetary Policy and the Stock Market: Some International evidence by Christos Ioannidis & Alexandros Kontonikas [Downloadable!]
2006 Stock Returns and Inflation: The Impact of Inflation Targeting by Alexandros Kontonikas & Alberto Montagnoli & Nicola Spagnolo [Downloadable!]
2006 The Importance of Stock Market Returns in Estimated Monetary Policy Rules by Jesús Vázquez [Downloadable!]
2006 Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves by Andres Vesilind [Downloadable!]
2006 Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts by Georges Prat & Remzi Uctum [Downloadable!]
2006 Modelling Scenario Analysis and Macro Stress-testing by Jan Willem van den End & Marco Hoeberichts en Mostafa Tabbae [Downloadable!]
2006 Indicator and boundaries of financial stability by Jan Willem van den End [Downloadable!]
2006 House Prices and Affordability - A First and Second Look Across Countries by Dirk Brounen & Peter Neuteboom & Arjen van Dijkhuizen [Downloadable!]
2006 On the Role of Stock Market for Real Economic Activity by Boriss Siliverstovs & Manh Ha Duong [Downloadable!]
2006 Large Swings in Currencies driven by Fundamentals by Phornchanok Cumperayot & Casper G. de Vries [Downloadable!]
2006 The impact of bank and non-bank financial institutions on local economic growth in China by Cheng, Xiaoqiang & Degryse, Hans [Downloadable!]
2006 Financial Development and Inequality: Brazil 1985-99 by Manoel F. Meyer Bittencourt [Downloadable!]
2006 Risk, Nonconvergence and Cycles: A Two-Country Model by Tomoo Kikuchi [Downloadable!]
2006 Money and Production, and Liquidity Trap by Pradeep Dubey & John Geanakoplos [Downloadable!]
2006 Monetary Transmission and Bank Lending in Portugal: A Sectoral Approach by José Alberto Fuinhas [Downloadable!]
2006 Fear and Market Failure: Global Imbalances and 'Self-insurance' by Miller, Marcus & Zhang, Lei [Downloadable!]
2006 Adjustment to Target Capital, Finance and Growth by Ciccone, Antonio & Papaioannou, Elias [Downloadable!]
2006 Stock and Bond Returns with Moody Investors by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve [Downloadable!]
2006 Risk, Uncertainty and Asset Prices by Bekaert, Geert & Engstrom, Eric & Xing, Yuhang [Downloadable!]
2006 Terms of Trade Shocks in an Intertemporal Model: Should We Worry about the Dutch Disease or Excessive Borrowing? by Kuralbayeva, Karlygash & Vines, David [Downloadable!]
2006 Financial Structure and Macroeconomic Volatility: Theory and Evidence by Huizinga, Harry & Zhu, Dantao [Downloadable!]
2006 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development by Aghion, Philippe & Bacchetta, Philippe & Rancière, Romain & Rogoff, Kenneth [Downloadable!]
2006 Household Credit in the New Europe: Lending Boom or Sustainable Growth? by Coricelli, Fabrizio & Mucci, Fabio & Revoltella, Debora [Downloadable!]
2006 Private Finance and Public Policy by Garry J. Schinasi [Downloadable!]
2006 Are Financial Distortions an Impediment to Economic Growth? Evidence from China by Alessandra Guariglia & Sandra Poncet [Downloadable!]
2006 Finance and Efficiency: Do Bank Branching Regulations Matter? by Viral V. Acharya & Jean Imbs & Jason Sturgess [Downloadable!]
2006 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development by Philippe Aghion & Philippe Baccheta & Romain Ranciere & Kenneth Rogoff [Downloadable!]
2006 Taxing Capital? Not a Bad Idea After All! by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!]
2006 Bank Behavior and the Cost Channel of Monetary Transmission by Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser [Downloadable!]
2006 Financial Liberalization in a Small Open Economy by Jürgen von Hagen & Haiping Zhang [Downloadable!]
2006 Extracting Leading Indicators of Bank Fragility from Market Prices – Estonia Focus by Yu-Fu Chen & Michael Funke & Kadri Männasoo [Downloadable!]
2006 Dynamic News Effects in High Frequency Euro Exchange Rate Returns and Volatility by Evans, Kevin & Speight, Alan [Downloadable!]
2006 Macroeconomic Models and the Yield Curve: An assessment of the Fit by Chadha, J.S. & Holly, S. [Downloadable!]
2006 Private investment and financial development in a globalized world by Yongfu Huang [Downloadable!]
2006 Financial Development and Inequality: Brazil 1985-99 by Manoel F. Meyer Bittencourt [Downloadable!]
2006 Firms’ Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns by François Gourio & [Downloadable!]
2006 How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models by Tassos G. Anastasatos & Ian R. Davidson [Downloadable!]
2006 Is price stability enough? by William R. White [Downloadable!]
2006 Macro factors in the term structure of credit spreads by Maurizio Luisi & Jeffery D. Amato [Downloadable!]
2006 Procyclicality in the financial system: do we need a new macrofinancial stabilisation framework? by William R. White [Downloadable!]
2006 BanksÂ’ Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries by Mario Quagliariello [Downloadable!]
2006 An empirical analysis of national differences in the retail bank interest rates of the euro area by Massimiliano Affinito & Fabio Farabullini [Downloadable!]
2006 Risk-Adjusted Forecasts of Oil Prices by Patrizio Pagano & Massimiliano Pisani [Downloadable!]
2006 Stock market fluctuations and money demand in Italy, 1913-2003 by Massimo Caruso [Downloadable!]
2006 Monetary Policy in an Estimated DSGE Model with a Financial Accelerator by Ian Christensen & Ali Dib [Downloadable!]
2006 The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads by Marta Gomez Puig [Downloadable!]
2006 Bank Insolvencies, Regulatory Forbearance and Ambiguity by Dmitri V. Vinogradov [Downloadable!]
2006 Macroeconomic Evolution after a Production Shock: the Role for Financial Intermediation by Dmitri V. Vinogradov [Downloadable!]
2006 Taxation And Finance Constrained Firms by Iris Claus [Downloadable!]
2006 The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility by P.N. Smith & S. Sorensen & M.R. Wickens [Downloadable!]
2006 Credit Market Frictions In An Open Economy by Iris Claus & Kunhong Kim [Downloadable!]
2006 An interpretation of an affine term structure model of Chile by J.Marcelo Ochoa [Downloadable!]
2006 ¿Cómo valorar los planes de pensiones del sistema individual en España? by Yaiza García Padrón & Juan García Boza [Downloadable!]
2006 Endogenous incomplete markets, enforcement constraints, and intermediation by Abraham, Arpad & Carceles-Poveda, Eva [Downloadable!]
2006 The Impact of the National Bank of Romania's Monetary Policy on the Banking Credits, the Domestic Savings and Investments (As Compared to the Other Central and Eastern European Countries) by Radulescu, Magdalena [Downloadable!]
2006 Measuring Financial Development in the Middle East and North Africa: A New Database by Susan Creane & Rishi Goyal & A. Mushfiq Mobarak & Randa Sab [Downloadable!]
2006 Velocity Futures Markets: Does the Fed Need a Structural Model? by Aaron L. Jackson & Scott Sumner [Downloadable!]
2006 Fast credit growth: equilibrium convergence or risky indebtedness? by Gergely Kiss [Downloadable!]
2006 Money Demand: Theories And Estimation Methods. A Fractional Cointegration Application by Anna Conte & Chiara Oldani [Downloadable!]
2006 Are Higher Global Interest Rates A Thing Of The Past? by David Floyd [Downloadable!]
2006 Measuring Financial Development in the Middle East and North Africa: A New Database by Susan Creane & Rishi Goyal & A. Mushfiq Mobarak & Randa Sab [Downloadable!]
2006 The Bond Yield "Conundrum" from a Macro-Finance Perspective by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu [Downloadable!]
2006 Financial Market Functioning and Monetary Policy: Japanfs Experience by Naohiko Baba [Downloadable!]
2006 Default rate and price of capital in a costly external finance model by Juan Pablo Medina [Downloadable!]
2006 Monetary Policy Inertia: Fact or Fiction? by Glenn D. Rudebusch [Downloadable!]
2006 State-Dependent Stock Market Reactions to Monetary Policy by Troy Davig & Jeffrey R. Gerlach [Downloadable!]
2006 Using Market Information for Banking System Risk Assessment by Helmut Elsinger & Alfred Lehar & Martin Summer [Downloadable!]
2006 Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions by Adam Geršl [Downloadable!]
2006 World Equity Markets: A New Approach for Segmentation (in English) by José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes [Downloadable!]
2006 Flutuações nos preços dos ativos: uma comparação entre as bolhas especulativas racionais e a contribuição keynesiana by Curado, Marcelo [Downloadable!]
2006 Micro-Level Evidence on the Role of MoralHazard in the Asian Financial Crisis by HONIG, Adam & JAIN-CHANDRA, Sonali [Downloadable!]
2006 Stock prices and bank loan dynamics in a developing country: The case of Malaysia by Mansor H. Ibrahim [Downloadable!]
2006 Domestic bond markets in Latin America: achievements and challenges by Serge Jeanneau & Camilo E Tovar [Downloadable!]
2005 Forecasting stock market volatility with macroeconomic variables in real time by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2005 Financial integration and systemic risk by Fecht, Falko & Grüner, Hans Peter [Downloadable!]
2005 Cyclical implications of minimum capital requirements by Heid, Frank [Downloadable!]
2005 Banks, markets, and efficiency by Fecht, Falko & Martin, Antoine [Downloadable!]
2005 Consumption, wealth and business cycles : why is Germany different? by Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim [Downloadable!]
2005 Financial intermediaries, markets and growth by Fecht, Falko & Huang, Kevin & Martin, Antoine [Downloadable!]
2005 Productivity-Based Asset Pricing: Theory and Evidence by Ronald J. Balvers & Dayong Huang [Downloadable!]
2005 Stock market returns and economic activity: evidence from wavelet analysis by Marco Gallegati [Downloadable!]
2005 The Information Technology Revolution and the Puzzling Trends in Tobin’s average q by Adrian Peralta-Alva [Downloadable!]
2005 Interest, debt and capital accumulation - a Kaleckian approach by Eckhard Hein [Downloadable!]
2005 Financial Dollarization and the Size of the Fear by Juan F. Castro & Eduardo Morón [Downloadable!]
2005 Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective by Fatih Guvenen [Downloadable!]
2005 The Fed and the Stock Market by Antonello D'Agostino & Luca Sala & Paolo Surico [Downloadable!]
2005 Financial Liberalization Era in Turkey: Critique on Decree No.32 by Onur Koska [Downloadable!]
2005 Banking Sector Crises and Related New Regulations in Turkey by Aykut Kibritcioglu [Downloadable!]
2005 Multiple Critiques of Woodford’s Model of a Cashless Economy by David Eagle [Downloadable!]
2005 A Simplified Stock-Flow Consistent Post-Keynesian Growth Model by Claudio Dos Santos & Gennaro Zezza [Downloadable!]
2005 The CNB’s Policy Decisions – Are They Priced in by the Markets? by David Navrátil & Viktor Kotlán [Downloadable!]
2005 Argentina: Trying to Make Sense of the Financial Tango by Thierry Buchs [Downloadable!]
2005 Ageing, interest rates, and financial flows by Tuomas Saarenheimo [Downloadable!]
2005 Securities Markets And Social Capital Integration In Africa: Risks And Policy Options by GODWIN NWAOBI [Downloadable!]
2005 Expectations, Bond Yields and Monetary Policy by Albert Lee Chun [Downloadable!]
2005 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data by Karlo Kauko [Downloadable!]
2005 China’s banking reform: An assessment of its evolution and possible impact by Alicia Garcia-Herrero & Sergio Gavila & Daniel Santabarbara [Downloadable!]
2005 Agent Behaviour, Financial Market and Welfare Theory by Bernard Paranque & Walter Baets & Henry Pruden [Downloadable!]
2005 Banks, Markets, and Efficiency by Falko Fecht & Antoine Martin [Downloadable!]
2005 A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity? by Fatih Guvenen [Downloadable!]
2005 Banks versus Markets in Processing the Payments Shock by Dmitri Vinogradov [Downloadable!]
2005 Measuring Loss Potential of Hedge Fund Strategies by Marcos Mailoc López de Prado & Achim Peijan [Downloadable!]
2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate by Sutthisit Jamdee & Cornelis A. Los [Downloadable!]
2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe by Pierangelo De Pace [Downloadable!]
2005 Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility by Maurício Yoshinori Une & Marcelo Savino Portugal [Downloadable!]
2005 Classical Estimation of Multivariate Markov-Switching Models using MSVARlib by BENOIT BELLONE [Downloadable!]
2005 The Price-Dividend Relationship In Inflationary And Deflationary Regimes by Jakob Madsen & Costas Milas [Downloadable!]
2005 Multi-agent modeling and simulation of a sequential monetary production economy by Marco Raberto & Andrea Teglio & Silvano Cincotti [Downloadable!]
2005 Bond Yield Compression in the Countries Converging to the Euro by Lucjan T. Orlowski & Kirsten Lommatzsch & [Downloadable!]
2005 Financial Development and Technology by Solomon Tadesse [Downloadable!]
2005 Interdipendenza fra sistema reale e finanziario: una rilettura alla luce dell’insegnamento del prof. Menegazzi by Paola Dongili [Downloadable!]
2005 Financial integration, GDP correlation and the endogeneity of optimum currency areas by Stefano Schiavo [Downloadable!]
2005 Monetary Policy and its Theoretical Foundations by David Laidler [Downloadable!]
2005 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks by Carolyn Currie [Downloadable!]
2005 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks by Carolyn Currie [Downloadable!]
2005 Equities and Inequality by Alessandra Bonfiglioli [Downloadable!]
2005 Endogenous Credit Cycles by Alberto Martin [Downloadable!]
2005 The Speed of the Financial Revolution: Evidence from Hoare’s Bank by Peter Temin & Joachim Voth [Downloadable!]
2005 A Broad View of Macroeconomic Stability by José Antonio Ocampo [Downloadable!]
2005 Performance of Interest Rate Rules under Credit Market Imperfections by Beatriz de Blas [Downloadable!]
2005 Economic Growth and Finance. A cointegration analysis in US and Japan by Giuseppina Testa [Downloadable!]
2005 Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension by Nicholas Apergis & Stephen M. Miller [Downloadable!]
2005 Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy by Rangan Gupta [Downloadable!]
2005 Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis by Rangan Gupta [Downloadable!]
2005 Financial Liberalization and Inflationary Dynamics by Rangan Gupta [Downloadable!]
2005 A Generic Model of Financial Repression by Rangan Gupta [Downloadable!]
2005 Consumption asymmetry and the stock market: New evidence through a threshold adjustment model by Nicholas Apergis & Stephen M. Miller [Downloadable!]
2005 Corporate Currency Hedging and Currency Crises by Andreas Röthig & Willi Semmler & Peter Flaschel [Downloadable!]
2005 The properties of cycles in South African financial variables and their relation to the business cycle by Willem H Boshoff [Downloadable!]
2005 On the Stability of the Wealth Effect by Fernando Alexandre & Pedro Bação & Vasco J. Gabriel [Downloadable!]
2005 TIPS: Taking Inflation Premium Seriously by Min Wei & Stefania D'Amico & Don H. Kim [Downloadable!]
2005 Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements by Refet Gürkaynak & Brian Sack
2005 Monetary Policy in an Estimated DSGE Model with a Financial Accelerator by Ali Dib & Ian Christensen [Downloadable!]
2005 The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective by Tao Wu & Glenn Rudebusch [Downloadable!]
2005 The Fed and the Stock Market by Paolo Surico & Antonello D'Agostino & Luca Sala [Downloadable!]
2005 Dynamic Portfolio Optimization and Economics Uncertainties by Xiaolou Yang
2005 Stock returns and economic activity; evidence from wavelet analysis by Marco Gallegati
2005 Over the Top: U.K. World War I Finance and Its Aftermath by Shaun P. Vahey & James M. Nason
2005 Unexpected Inflation, Firm Characteristics and Equity Returns in a New-Keynesian Model by Chao Wei
2005 Capital Injection to Save Bank Crisis by Isamu OKADA & Ichiro TAKAHASHI
2005 Credit Market Development, Asset Prices and Business Cycle by Caterina Mendicino
2005 Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan by Andreas Humpe & Peter D. Macmillan [Downloadable!]
2005 Credit Market Development, Economic Performance and Business Cycle Volatility by Caterina Mendicino
2005 The Benefits of Low Inflation: Financial Development within an Endogenous Growth Economy by Max Gillman & Mark Harris
2005 Financing Shortfalls and the Value of Aggregate Liquidity by Adriano Rampini & Andrea Eisfeldt
2005 The Welfare Cost of Bank Capital Requirements by Skander Van den Heuvel [Downloadable!]
2005 Optimal Monetary Policy in a Small Open Economy under Segmented Asset Markets and Sticky Prices by Juan Pablo Medina & Ruy Lama [Downloadable!]
2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey by Kevin X.D. Huang & Zheng Liu [Downloadable!]
2005 Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe? by Harald Uhlig & Fiorella De Fiore [Downloadable!]
2005 Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies by Cristina Arellano [Downloadable!]
2005 Monopoly versus Competition in Banking: Some Implications for Growth and Welfare by Bruce D. Smith & Beatrix Paal & Ke Wang
2005 Sudden Stops in an Equilibrium Business Cycle Model with Credit Constraints: A Fisherian Deflation of Tobin's Q by Enrique G. Mendoza [Downloadable!]
2005 U.S. Inequality: Debt Constraints or Incomplete Markets? by Juan Carlos Cordoba [Downloadable!]
2005 Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis by Matteo Iacoviello [Downloadable!]
2005 Financial Constraints, the User Cost of Capital and Corporate Investment in Australia by Gianni La Cava [Downloadable!]
2005 What Banks Do and Markets Don't: Cross-subsidization by Thorsten Koeppl & James MacGee [Downloadable!]
2005 Revisiting the Inflation-Repression Relationship by Rangan Gupta
2005 Rational Expectations and the Effects of Financial Liberalization on Price Level and Output by Rangan Gupta
2005 Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy by Rangan Gupta
2005 Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade by Rangan Gupta
2005 Serial Default and Its Remedies by Reinhart, Carmen & Rogoff, Kenneth [Downloadable!]
2005 A Historical Evaluation of Financial Accelerator Effects in Japan's Economy by Fuchi, Hitoshi & Muto, Ichiro & Ugai, Hiroshi [Downloadable!]
2005 Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market by Carretta, Alessandro & Mattarocci, Gianluca [Downloadable!]
2005 European Stock Market Dynamics Before and After the Introduction of the Euro by Joseph Friedman & Yochanan Shachmurove [Downloadable!]
2005 Indonesia's New Deposit Guarantee Law by Ross H. McLeod [Downloadable!]
2005