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Publications

by members of

University of Massachusetts-Amherst → Isenberg School of Management → Department of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2021

  1. Kaushalendra Kishore & Nirupama Kulkarni & Saurabh Roy, 2021, "Zombie Lending Due To The Fear Of Fire Sales," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022293, Mar.

2012

  1. Matteo Chinazzi & Giorgio Fagiolo & Javier A. Reyes & Stefano Schiavo, 2012, "Post-Mortem Examination of the International Financial Network," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2012/04, Feb.

2011

  1. Mr. Javier A. Reyes & Ms. Camelia Minoiu, 2011, "A network analysis of global banking: 1978–2009," IMF Working Papers, International Monetary Fund, number 2011/074, Apr.

2010

  1. Cary Deck & Jungmin Lee & Javier Reyes, 2010, "Personality and the Consistency of Risk Taking Behavior: Experimental Evidence," Working Papers, Chapman University, Economic Science Institute, number 10-17.

2009

  1. Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2009, "Dynamics and evolution of the international trade network," Post-Print, HAL, number hal-03416492.

2008

  1. Christopher P. Ball & Martha Cruz-Zuniga & Claude Lopez & Javier Reyes, 2008, "Remittances, Inflation and Exchange Rate Regimes in Small Open Economies," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2008-03.
  2. Javier Reyes & Stefano Schiavo & Giorgio Fagiolo, 2008, "Assessing The Evolution Of International Economic Integration Using Random Walk Betweenness Centrality: The Cases Of East Asia And Latin America," Post-Print, HAL, number hal-03415787, Oct, DOI: 10.1142/S0219525908001945.
  3. Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2008, "The World-Trade Web: Topological Properties, Dynamics, and Evolution," Sciences Po Economics Publications (main), HAL, number hal-01066180, Jul.
  4. Javier Reyes & Giorgio Fagiolo & Stefano Schiavo, 2008, "Using a complex weighted-network approach to assess the evolution of international economic integration: The cases of East Asia and Latin America," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2008/10, Apr.

2007

  1. Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "On the Topological Properties of the World Trade Web: A Weighted Network Analysis," Papers, arXiv.org, number 0708.4359, Aug.
  2. Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "International Trade and Financial Integration: a Weighted Network Analysis," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-11.
  3. Javier Reyes & Stefano Schiavo & Giorgio Fagiolo, 2007, "Using Complex Network Analysis to Assess the Evolution of International Economic Integration: The cases of East Asia and Latin America," Sciences Po Economics Publications (main), HAL, number hal-00973113.
  4. Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007, "The Evolution of the World Trade Web," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/17, Jul.

2006

  1. Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2006, "Common Failings: How Corporate Defaults are Correlated," NBER Working Papers, National Bureau of Economic Research, Inc, number 11961, Jan.

2005

  1. Claude Lopez & Javier Reyes, 2005, "Real Interest Rate Stationarity and Per Capita Consumption Growth Rate," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2005-02, Aug, revised Feb 2007.

Journal articles

2025

  1. Asli Eksi & Saurabh Roy, 2025, "The predictive power of option prices for stock returns and nonfundamental shocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 48, issue 4, pages 1671-1699, December, DOI: 10.1111/jfir.70001.
  2. Kishore, Kaushalendra & Kulkarni, Nirupama & Roy, Saurabh, 2025, "Zombie lending due to the fear of fire sales," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2024.102731.

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2016

  1. Christophe Bravard & Sudipta Sarangi & GARY D. FERRIER & JAVIER REYES & ZHEN ZHU, 2016, "Technology Diffusion on the International Trade Network," Journal of Public Economic Theory, Association for Public Economic Theory, volume 18, issue 2, pages 291-312, April.

2015

  1. Ball, Daniel R. & Deshmukh, Abhijit & Kapadia, Nikunj, 2015, "An options-based approach to coordinating distributed decision systems," European Journal of Operational Research, Elsevier, volume 240, issue 3, pages 706-717, DOI: 10.1016/j.ejor.2014.05.037.
  2. Sarah Marx Quintanar & Cary Deck & Javier A. Reyes & Sudipta Sarangi, 2015, "You Are Close To Your Rival And Everybody Hates A Winner : A Study Of Rivalry In College Football," Economic Inquiry, Western Economic Association International, volume 53, issue 4, pages 1908-1918, October.
  3. Cary Deck & Jungmin Lee & Javier Reyes, 2015, "Are subjects making financial decisions in lab auctions or are they just gambling?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 3, pages 228-232, February, DOI: 10.1080/13504851.2014.934427.

2014

  1. Javier Reyes & Rossitza Wooster & Stuart Shirrell, 2014, "Regional Trade Agreements and the Pattern of Trade: A Networks Approach," The World Economy, Wiley Blackwell, volume 37, issue 8, pages 1128-1151, August.
  2. Cary Deck & Jungmin Lee & Javier Reyes, 2014, "Investing versus gambling: experimental evidence of multi-domain risk attitudes," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 1, pages 19-23, January, DOI: 10.1080/13504851.2013.835470.

2013

  1. Christopher P. Ball & Claude Lopez & Javier Reyes, 2013, "Remittances, Inflation and Exchange Rate Regimes in Small Open Economies," The World Economy, Wiley Blackwell, volume 36, issue 4, pages 487-507, April, DOI: 10.1111/twec.2013.36.issue-4.
  2. Kali, Raja & Reyes, Javier & McGee, Joshua & Shirrell, Stuart, 2013, "Growth networks," Journal of Development Economics, Elsevier, volume 101, issue C, pages 216-227, DOI: 10.1016/j.jdeveco.2012.11.004.
  3. Chinazzi, Matteo & Fagiolo, Giorgio & Reyes, Javier A. & Schiavo, Stefano, 2013, "Post-mortem examination of the international financial network," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1692-1713, DOI: 10.1016/j.jedc.2013.01.010.
  4. Minoiu, Camelia & Reyes, Javier A., 2013, "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, volume 9, issue 2, pages 168-184, DOI: 10.1016/j.jfs.2013.03.001.
  5. Deck, Cary & Lee, Jungmin & Reyes, Javier A. & Rosen, Christopher C., 2013, "A failed attempt to explain within subject variation in risk taking behavior using domain specific risk attitudes," Journal of Economic Behavior & Organization, Elsevier, volume 87, issue C, pages 1-24, DOI: 10.1016/j.jebo.2012.11.010.

2012

  1. Nikunj Kapadia & Gregory Willette, 2012, "Equilibrium exercise of European warrants," Review of Derivatives Research, Springer, volume 15, issue 2, pages 129-156, July, DOI: 10.1007/s11147-011-9072-7.
  2. Kapadia, Nikunj & Pu, Xiaoling, 2012, "Limited arbitrage between equity and credit markets," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 542-564, DOI: 10.1016/j.jfineco.2011.10.014.

2010

  1. Raja Kali & Javier Reyes, 2010, "Financial Contagion On The International Trade Network," Economic Inquiry, Western Economic Association International, volume 48, issue 4, pages 1072-1101, October, DOI: 10.1111/j.1465-7295.2009.00249.x.
  2. Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2010, "The evolution of the world trade web: a weighted-network analysis," Journal of Evolutionary Economics, Springer, volume 20, issue 4, pages 479-514, August, DOI: 10.1007/s00191-009-0160-x.
  3. Javier Reyes & Stefano Schiavo & Giorgio Fagiolo, 2010, "Using complex networks analysis to assess the evolution of international economic integration: The cases of East Asia and Latin America," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 19, issue 2, pages 215-239, DOI: 10.1080/09638190802521278.
  4. Stefano Schiavo & Javier Reyes & Giorgio Fagiolo, 2010, "International trade and financial integration: a weighted network analysis," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 4, pages 389-399, DOI: 10.1080/14697680902882420.

2009

  1. Christopher Ball & Javier Reyes, 2009, "International reserve holdings: interest rates matter!," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 4, pages 343-348, DOI: 10.1080/13504850601018619.
  2. Claude Lopez & Javier Reyes, 2009, "Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments," Applied Economics, Taylor & Francis Journals, volume 41, issue 13, pages 1643-1651, DOI: 10.1080/00036840802243805.
  3. Javier Reyes & Martina Garcia & Ralph Lattimore, 2009, "The International Economic Order and Trade Architecture," Spatial Economic Analysis, Taylor & Francis Journals, volume 4, issue 1, pages 73-102, DOI: 10.1080/17421770802625973.

2008

  1. Ball, Christopher P. & Reyes, Javier, 2008, "Inflation targeting or fear of floating in disguise? A broader perspective," Journal of Macroeconomics, Elsevier, volume 30, issue 1, pages 308-326, March.
  2. Fagiolo, Giorgio & Reyes, Javier & Schiavo, Stefano, 2008, "On the topological properties of the world trade web: A weighted network analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 15, pages 3868-3873, DOI: 10.1016/j.physa.2008.01.050.
  3. Cary Deck & Jungmin Lee & Javier Reyes, 2008, "Risk attitudes in large stake gambles: evidence from a game show," Applied Economics, Taylor & Francis Journals, volume 40, issue 1, pages 41-52, DOI: 10.1080/00036840701235704.

2007

  1. Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2007, "Common Failings: How Corporate Defaults Are Correlated," Journal of Finance, American Finance Association, volume 62, issue 1, pages 93-117, February, DOI: 10.1111/j.1540-6261.2007.01202.x.
  2. Javier Reyes, 2007, "Exchange Rate Passthrough Effects and Inflation Targeting in Emerging Economies: What is the Relationship?," Review of International Economics, Wiley Blackwell, volume 15, issue 3, pages 538-559, August, DOI: 10.1111/j.1467-9396.2007.00678.x.
  3. Raja Kali & Javier Reyes, 2007, "The architecture of globalization: a network approach to international economic integration," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 38, issue 4, pages 595-620, July.
  4. Raja Kali & Fabio Mendez & Javier Reyes, 2007, "Trade structure and economic growth," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 16, issue 2, pages 245-269, DOI: 10.1080/09638190701325649.

2004

  1. Christopher P. Ball & Javier Reyes, 2004, "Inflation targeting or fear of floating in disguise: the case of Mexico," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 1, pages 49-69, DOI: 10.1002/ijfe.221.

2003

  1. Gurdip Bakshi & Nikunj Kapadia, 2003, "Delta-Hedged Gains and the Negative Market Volatility Risk Premium," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 2, pages 527-566.
  2. Gurdip Bakshi & Nikunj Kapadia & Dilip Madan, 2003, "Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 1, pages 101-143.
  3. Nawalkha, Sanjay K. & Soto, Gloria M. & Zhang, Jun, 2003, "Generalized M-vector models for hedging interest rate risk," Journal of Banking & Finance, Elsevier, volume 27, issue 8, pages 1581-1604, August.

2001

  1. Chambers, Donald R & Nawalkha, Sanjay K, 2001, "An Improved Approach to Computing Implied Volatility," The Financial Review, Eastern Finance Association, volume 36, issue 3, pages 89-99, August.

1997

  1. Nawalkha, Sanjay K., 1997, "A multibeta representation theorem for linear asset pricing theories," Journal of Financial Economics, Elsevier, volume 46, issue 3, pages 357-381, December.

1996

  1. Nawalkha, Sanjay K., 1996, "A contingent claims analysis of the interest rate risk characteristics of corporate liabilities," Journal of Banking & Finance, Elsevier, volume 20, issue 2, pages 227-245, March.

1995

  1. Nawalkha, Sanjay K & Chambers, Donald R, 1995, "The Binomial Model and Risk Neutrality: Some Important Details," The Financial Review, Eastern Finance Association, volume 30, issue 3, pages 605-615, August.
  2. K. Nawalkha, Sanjay, 1995, "Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model," Journal of Banking & Finance, Elsevier, volume 19, issue 1, pages 153-164, April.
  3. Nawalkha, Sanjay K., 1995, "The duration vector: A continuous-time extension to default-free interest rate contingent claims," Journal of Banking & Finance, Elsevier, volume 19, issue 8, pages 1359-1366, November.
  4. Nawalkha, Sanjay K. & Chambers, Donald R., 1995, "A note on currency option pricing," International Review of Financial Analysis, Elsevier, volume 4, issue 1, pages 81-84.

1992

  1. Nawalkha, Sanjay K. & Lacey, Nelson J., 1992, "Immunizing bond portfolios in a multiple term structure economy," International Review of Economics & Finance, Elsevier, volume 1, issue 3, pages 235-246.

1990

  1. Nawalkha, Sanjay K. & Lacey, Nelson J., 1990, "Generalized solutions of higher-order duration measures," Journal of Banking & Finance, Elsevier, volume 14, issue 6, pages 1143-1150, December.

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