Research classified by Journal of Economic Literature (JEL) codes

2014

• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014, "Credit Risk in General Equilibrium," CESifo Working Paper Series, CESifo, number 4602.
• Claudia Keser & Andreas Markstädter, 2014, "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers, CIRANO, number 2014s-30, May.
• Dumitru-Cristian OANEA & Stefan-Bogdan VASILESCU, 2014, "Overview On Romanian Capital Market Transactions: 1995 To Present," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 4, pages 295-302, July.
• Dumitru-Cristian OANEA, 2014, "Financial Intermediaries’ Activity On Romanian Capital Market," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 489-496, November.
• Carlos Le�n & Jhonatan P�rez & Luc Renneboog, 2014, "A multi-layer network of the sovereign securities market," Borradores de Economia, Banco de la Republica, number 12036, Aug.
• Carlos Le�n & Ron J. Berndsen & Luc Renneboog, 2014, "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia, Banco de la Republica, number 12254, Oct.
• Steiner, Jakub & Stewart, Colin, 2014, "Price Distortions in High-Frequency Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9817, Feb.
• Vayanos, Dimitri & Kondor, Péter, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9885, Mar.
• Gehrig, Thomas & Haas, Marlene, 2014, "Lehman Brothers: What Did Markets Know?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9893, Mar.
• Woodford, Michael & Araujo, Aloisio & Schommer, Susan, 2014, "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9995, May.
• Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh, 2014, "Recall Searching with and without Recall," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-09.
• Marta Małecka, 2014, "Duration-Based Approach to VaR Independence Backtesting," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 15, issue 4, pages 627-636, September.
• Fischer, Thomas & Riedler, Jesper, 2014, "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77240, Nov.
• Hill , Brian, 2014, "Incomplete Preferences and Confidence," HEC Research Papers Series, HEC Paris, number 1051, Jul.
• Brumm, Johannes & Kubler, Felix & Grill, Michael & Schmedders, Karl, 2014, "Margin regulation and volatility," Working Paper Series, European Central Bank, number 1698, Jul.
• Georg, Co-Pierre, 2014, "Contagious herding and endogenous network formation in financial networks," Working Paper Series, European Central Bank, number 1700, Jul.
• Vogel, Edgar, 2014, "MRO bidding in the presence of LTROs: an empirical analysis of the pre-crisis period," Working Paper Series, European Central Bank, number 1753, Dec.
• Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014, "Strategic Trading in Informationally Complex Environments," Research Papers, Stanford University, Graduate School of Business, number 3021, Jan.
• Duncan, Alfred & Nolan, Charles, 2014, "Disputes, Debt and Equity," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-29, Dec.
• Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014, "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 349-373, DOI: 10.1016/j.jedc.2014.07.008.
• Fischer, Thomas & Riedler, Jesper, 2014, "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 95-120, DOI: 10.1016/j.jedc.2014.08.013.
• Zimper, Alexander, 2014, "On the impossibility of insider trade in rational expectations equilibria," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 109-118, DOI: 10.1016/j.najef.2014.02.004.
• Nimalendran, Mahendrarajah & Ray, Sugata, 2014, "Informational linkages between dark and lit trading venues," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 230-261, DOI: 10.1016/j.finmar.2013.02.003.
• Easley, David & López de Prado, Marcos M. & O'Hara, Maureen, 2014, "VPIN and the Flash Crash: A rejoinder," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 47-52, DOI: 10.1016/j.finmar.2013.06.007.
• León, Carlos & Berndsen, Ron J., 2014, "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 241-256, DOI: 10.1016/j.jfs.2014.10.006.
• Peck, James, 2014, "A battle of informed traders and the market game foundations for rational expectations equilibrium," Games and Economic Behavior, Elsevier, volume 88, issue C, pages 153-173, DOI: 10.1016/j.geb.2014.09.004.
• Hendershott, Terrence & Seasholes, Mark S., 2014, "Liquidity provision and stock return predictability," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 140-151, DOI: 10.1016/j.jbankfin.2013.12.021.
• Kannai, Yakar & Selden, Larry & Wei, Xiao, 2014, "Myopic separability," Journal of Economic Behavior & Organization, Elsevier, volume 103, issue C, pages 125-144, DOI: 10.1016/j.jebo.2014.04.009.
• Acharya, Viral & Bisin, Alberto, 2014, "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 153-182, DOI: 10.1016/j.jet.2013.07.001.
• Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014, "Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 1-32, DOI: 10.1016/j.jet.2014.05.006.
• Barlevy, Gadi, 2014, "A leverage-based model of speculative bubbles," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 459-505, DOI: 10.1016/j.jet.2014.07.012.
• Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric, 2014, "Aggregation of preferences for skewed asset returns," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 453-489, DOI: 10.1016/j.jet.2014.09.020.
• Hendershott, Terrence & Menkveld, Albert J., 2014, "Price pressures," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 405-423, DOI: 10.1016/j.jfineco.2014.08.001.
• Shi, Xinyan & Riley, Sarah F., 2014, "Mortgage choice, house price externalities, and the default rate," Journal of Housing Economics, Elsevier, volume 26, issue C, pages 139-150, DOI: 10.1016/j.jhe.2014.06.001.
• Accinelli, E. & Covarrubias, E., 2014, "An extension of the Sard–Smale Theorem to convex domains with an empty interior," Journal of Mathematical Economics, Elsevier, volume 55, issue C, pages 123-128, DOI: 10.1016/j.jmateco.2014.10.005.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 18-29, DOI: 10.1016/j.rfe.2013.12.001.
• Stone, Zita & Filippaios, Fragkiskos & Stoian, Carmen, 2014, "Equity culture development in Central and Eastern Europe: The role of institutional and managerial factors," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 234-263, DOI: 10.1016/j.ribaf.2013.09.005.
• Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2014, "Forward–backward systems for expected utility maximization," Stochastic Processes and their Applications, Elsevier, volume 124, issue 5, pages 1813-1848, DOI: 10.1016/j.spa.2014.01.004.
• Aljoša Šestanovic, 2014, "Treba li Hrvatskoj burza vrijednosnih papirac – kriticki osvrt," Ekonomija Economics, Rifin d.o.o., volume 21, issue 1, pages 161-186.
• Colin Rogers, 2014, "Why ‘state of the art’ monetary theory was unable to anticipate the global financial crisis: a child's guide," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 11, issue 3, pages 300-314, December.
• Craig Anthony Zabala & Jeremy M. Josse, 2014, "Shadow credit and the private, middle market," Journal of Risk Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 214-233, May, DOI: 10.1108/JRF-01-2014-0004.
• Soheil Kazemian & Rashidah Abdul Rahman & Zuraeda Ibrahim, 2014, "Measuring level of market orientation for an Islamic microfinance institution case study of Amanah Ikhtiar Malaysia (AIM)," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 3, pages 258-277, November, DOI: 10.1108/QRFM-08-2013-0026.
• Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014, "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper56, Sep.
• Felicia Ionescu & Nicole B. Simpson, 2014, "Default Risk and Private Student Loans: Implications for Higher Education Policies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-66, Aug.
• William Dudley, 2014, "Welcoming remarks at Workshop on the Risks of Wholesale Funding," Speech, Federal Reserve Bank of New York, number 141, Aug.
• Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for order flow in OTC markets," Working Papers, Federal Reserve Bank of Philadelphia, number 14-9, Mar.
• Péter Kondor & Dimitri Vayanos, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers, Financial Markets Group, number dp730.
• Alfred Duncan & Charles Nolan, 2014, "Disputes, Debt and Equity," Working Papers, Business School - Economics, University of Glasgow, number 2014_20, Dec.
• Richard Dennis & Tatiana Kirsanova, 2014, "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," Working Papers, Business School - Economics, University of Glasgow, number 2014_21, Nov.
• Nadja König & Ingrid Größl, 2014, "Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201404, Jun.
• Aase, Knut K., 2014, "Recursive utility using the stochastic maximum principle," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/3, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Heterogeneity and limited stock market Participation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/5, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/9, Mar.
• Musa Y. & Tasi’u M. & Abubakar Bello, 2014, "Forecasting of Exchange Rate Volatility between Naira and US Dollar Using GARCH Models," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 369-381, July.
• Tudor Ciumara, 2014, "Baby-Boomers and the Romanian Financial System," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 1, pages 12-17, March.
• Carmen Albu, 2014, "Considerations on the Role of Financial Markets in Economic Growth," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 2, pages 37-43, June.
• Mr. Manuk Ghazanchyan, 2014, "Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka," IMF Working Papers, International Monetary Fund, number 2014/190, Oct.
• Cuong Le Van & Ali Oguz Polat & Hüseyin Cagri Saglam, 2014, "On the existence of equilibrium in an incomplete financial economy with numeraire assets," Working Papers, Department of Research, Ipag Business School, number 2014-106, Jan.
• Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall Searching with and without Recall," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/14.
• José-Antonio Espín-Sánchez & Javier Donna, 2014, "The Illiquidity of Water Markets," 2014 Papers, Job Market Papers, number pes132, Feb.
• Nellinger Ludwig, 2014, "Literaturbeitrag / Review Book. Über die Natur und das Wesen des Geldes – J. H. von Thünens unveröffentlichtes Manuskript zur Geldtheorie / The Nature and the Essence of Money – J. H. von Thuenen’s un," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 1, pages 85-110, February, DOI: 10.1515/jbnst-2014-0107.
• Gabriel Madeira, 2014, "Legal enforcement, default and heterogeneity of project-financing contracts," Annals of Finance, Springer, volume 10, issue 4, pages 569-602, November, DOI: 10.1007/s10436-014-0256-7.
• Emilio Barucci & Marco Casna, 2014, "On the Market Selection Hypothesis in a Mean Reverting Environment," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 1, pages 101-126, June, DOI: 10.1007/s10614-013-9400-0.
• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall searching with and without recall," Theory and Decision, Springer, volume 77, issue 3, pages 297-311, October, DOI: 10.1007/s11238-014-9444-1.
• Gheorghe H. Popescu & Elvira Nica, 2014, "The Roots of China’s Economic Slowdown," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 14-17, March.
• Meisami, Hossein & Zamanzadeh, Hamid & Sahmoradi, Asghar & Nili, Farhad, 2014, "Foreign Exchange Swap in the context of Usury-free Banking for Central Bank Policy Making," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 20, pages 259-283, July.
• Mahdi Salehi & Vahab Rostami & Hamid Hesari, 2014, "The Role of Information Asymmetry in Financing Methods," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 12, issue 1 (Spring, pages 43-54.
• Zoltán Monostori, 2014, "Discriminatory versus uniform-price auctions," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2014/111.
• Seth Freedman & Ginger Zhe Jin, 2014, "The Information Value of Online Social Networks: Lessons from Peer-to-Peer Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 19820, Jan.
• Pablo Kurlat & Johannes Stroebel, 2014, "Testing for Information Asymmetries in Real Estate Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19875, Jan.
• Péter Kondor & Dimitri Vayanos, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 19931, Feb.
• Weerachart Kilenthong & Robert Townsend, 2014, "Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 20086, May.
• Thomas F. Hellmann & Veikko Thiele, 2014, "Friends or Foes: The Interrelationship between Angel and Venture Capital Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20147, May.
• Weerachart T. Kilenthong & Robert M. Townsend, 2014, "A Market Based Solution to Price Externalities: A Generalized Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 20275, Jul.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2014, "Strategic Trading in Informationally Complex Environments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20516, Sep.
• Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for Order Flow in OTC Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20608, Oct.
• Michael Greenstone & Alexandre Mas & Hoai-Luu Nguyen, 2014, "Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and ‘Normal’ Economic Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 20704, Nov.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014, "Heterogeneity in Decentralized Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20746, Dec.
• Claudiu Botoc, 2014, "How Risky Are Sif'S Securities?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 845-850, July.
• Peter O. Christensen & Kasper Larsen, 2014, "Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 247-285.
• Cãruntu Constantin & Lãpãduºi Mihaela Loredana, 2014, "Base Criteria Used in the Evaluation of Investment Projects," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 574-579, May.
• Accinelli, Elvio & Covarrubias, Enrique, 2014, "Smooth economic analysis for general spaces of commodities," MPRA Paper, University Library of Munich, Germany, number 53222, Jan.
• Donna, Javier & Espin-Sanchez, Jose, 2014, "The Illiquidity of Water Markets," MPRA Paper, University Library of Munich, Germany, number 55078, Feb.
• Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014, "General Equilibrium with Endogenous Trading Constraints," MPRA Paper, University Library of Munich, Germany, number 55359, Apr.
• Alimi, R. Santos, 2014, "DOLS Cointegration Vector Estimation of the Effect of Inflation and Financial Deepening on Output Growth in Nigeria," MPRA Paper, University Library of Munich, Germany, number 57182, Jan.
• Swamy, Vighneswara, 2014, "Domestic Debt Market in India –Its Resilience in Funding Infrastructure," MPRA Paper, University Library of Munich, Germany, number 58324.
• Swamy, Vighneswara, 2014, "Reforms in Institutional Finance for Inclusive Growth," MPRA Paper, University Library of Munich, Germany, number 58337.
• Swamy, Vighneswara, 2014, "Domestic Debt Market in India –Its Resilience in Funding Infrastructure," MPRA Paper, University Library of Munich, Germany, number 58345.
• Ghazanchyan, Manuk, 2014, "Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 59444, Oct.
• Toda, Alexis Akira & Walsh, Kieran James, 2014, "The Equity Premium and the One Percent," MPRA Paper, University Library of Munich, Germany, number 79009, Mar, revised 28 Feb 2017.
• Ayoki, Milton, 2014, "Inclusive Financial System Reforms in Uganda: Unveiling Ambiguity," MPRA Paper, University Library of Munich, Germany, number 83234, Jan, revised Dec 2017.
• Jaroslav Baran & Jiří Witzany, 2014, "Konstrukce výnosových křivek v pokrizovém období
  [Yield Curve Construction after Crisis]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 1, pages 67-99, DOI: 10.18267/j.polek.938.
• Michael Greenstone & Alexandre Mas & Hoai -Luu Nguyen, 2014, "Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and "Normal" Economic Times," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 584, Nov.
• Jose-Antonio Espin-Sanchez & Javier Donna, 2014, "The Illiquidity of Water Markets," 2014 Meeting Papers, Society for Economic Dynamics, number 1247.
• Dimitri Vayanos & Peter Kondor, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers, Society for Economic Dynamics, number 912.
• Salma Naz & Seema Razaque & Hyder Ali Khuwaja & Niaz Ahmed, 2014, "Validity of EMH; A Case Study of KSE-100 Index," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 1, issue 1, pages 112-126, DOI: 10.30537/sijmb.v1i1.83.
• Rocío Durán-Vázquez & Arturo Lorenzo-Valdés & Claudia Castillo-Ramírez, 2014, "Effectiveness of corporate finance valuation methods: Piotroski score in an Ohlson model: the case of Mexico," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 19, issue 37, pages 104-107.
• Iancu, Aurel, 2014, "Instabilitatea financiara, ciclurile si rolul institutiilor," Studii Economice, Institutul National de Cercetari Economice (INCE), number 140423, Apr.
• Iancu, Aurel, 2014, "Financial Instability, Cycles and the Role of Institutions," Working Papers of National Institute for Economic Research, Institutul National de Cercetari Economice (INCE), number 141007, Oct.
• Cyril Monnet & Thomas Nellen, 2014, "The Collateral Costs of Clearing," Working Papers, Swiss National Bank, number 2014-04.
• Carolina Laureti & Ariane Szafarz, 2014, "Having it Both Ways: A Theory of the Banking Firm with Time-Consistent and Time-Inconsistent Depositors," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 14-011, May.
• Carolina Laureti & Ariane Szafarz, 2014, "The Liquidity Premium: Commercial Banks versus Microfinance Institutions," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 14-029, Nov.
• Matteo Del Vigna, 2014, "A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 341-348, October, DOI: 10.1007/s10203-012-0140-8.
• Michele Gori & Marina Pireddu & Antonio Villanacci, 2014, "Existence of financial equilibria with endogenous short selling restrictions and real assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 349-371, October, DOI: 10.1007/s10203-013-0144-z.
• Michael Zierhut, 2014, "Comment on “Collateral premia and risk sharing under limited commitment” [Econ. Theory 46, 475–501 (2011)]," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 2, issue 1, pages 111-113, April, DOI: 10.1007/s40505-013-0027-z.
• Weerachart Tee Kilenthong, 2014, "Correction for “Collateral premia and risk sharing under limited commitment” [Econ. Theory 46, 475–501 (2011)]," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 2, issue 1, pages 115-118, April, DOI: 10.1007/s40505-013-0028-y.
• Martin Meier & Burkhard C. Schipper, 2014, "Speculative trade under unawareness: the infinite case," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 2, issue 2, pages 147-160, October, DOI: 10.1007/s40505-014-0040-x.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014, "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 57, issue 2, pages 407-435, October, DOI: 10.1007/s00199-014-0822-2.
• Roberto Ghiselli Ricci & Carlo Alberto Magni, 2014, "Axiomatization of residual income and generation of financial securities," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 7, pages 1257-1271, July, DOI: 10.1080/14697688.2012.717415.
• Noussair, C.N. & Xu, Yilong, 2014, "Information Mirages and Financial Contagion in Asset Market Experiment," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-034.
• Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014, "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-057.
• León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014, "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2014-033.
• León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014, "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0de9add3-0338-4575-9c00-b.
• Noussair, C.N. & Xu, Yilong, 2014, "Information Mirages and Financial Contagion in Asset Market Experiment," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8feff7d4-f49d-41a0-9bb0-5.
• Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014, "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM, Tilburg University, School of Economics and Management, number e1e8f9bc-2084-46df-873c-5.
• León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014, "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM, Tilburg University, School of Economics and Management, number ec673981-aa01-48f9-9553-d.
• Xue-Zhong He & Kai Li, 2014, "Time Series Momentum and Market Stability," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 341, Feb.
• Dmitry Gladyrev & Owen Powell & Natalia Shestakova, 2014, "The Effect of Financial Selection in Experimental Asset Markets," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1404, Aug.
• Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2014, "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Economic Journal, Royal Economic Society, volume 124, issue 575, pages 1-30, March.
• Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014, "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, volume 5, issue , pages 1-27, March.
• Mohammad Al‐Shboul & Sajid Anwar, 2014, "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, John Wiley & Sons, volume 23, issue 1, pages 18-29, January, DOI: 10.1016/j.rfe.2013.12.001.
• Carl Chiarella & Boda Kang & Gunter H Meyer, 2014, "The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8736, ISBN: ARRAY(0x608fc208), September.
• Zhaodong Wang & Weian Zheng, 2014, "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, ISBN: ARRAY(0x5f439ee0), September.
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "The Merton and Heston Model for a Call," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "American Call Options under Jump-Diffusion Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "American Option Prices under Stochastic Volatility and Jump-Diffusion Dynamics — The Transform Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "Representation and Numerical Approximation of American Option Prices under Heston," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "Fourier Cosine Expansion Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "A Numerical Approach to Pricing American Call Options under SVJD," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014, "Conclusion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches".
• Georg, Co-Pierre, 2014, "Contagious herding and endogenous network formation in financial networks," Discussion Papers, Deutsche Bundesbank, number 23/2014.
• Keser, Claudia & Markstädter, Andreas, 2014, "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 207.
• Keser, Claudia & Markstädter, Andreas, 2014, "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 207 [rev.].
• Fischer, Thomas & Riedler, Jesper, 2014, "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 21.
• Baghestanian, Sascha & Gortner, Paul J. & van der Weele, Joël J., 2015, "Peer effects and risk sharing in experimental asset markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 67, revised 2015, DOI: 10.2139/ssrn.2504541.
• Markstädter, Andreas & Keser, Claudia, 2014, "Informational Asymmetries in Laboratory Asset Markets with State Dependent Fundamentals," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100359.
• Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit, 2014, "Asymmetric Information and International Corporate Social Responsibility," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 29 / 2014, Jan, revised Jan 2014.
• Josef Falkinger, 2014, "In search of economic reality under the veil of financial markets," ECON - Working Papers, Department of Economics - University of Zurich, number 154, Apr.

2013

• Arias, Fernando & Parra-Amado, Daniel & Garrido, Daira, 2013, "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? : evidencia reciente para países emergentes," Chapters, Banco de la Republica de Colombia, chapter 2, in: Rincón-Castro, Hernán & Velasco, Andrés M., "Flujos de capitales, choques externos y respuestas de política en países emergentes", DOI: 10.32468/Ebook.664-270-5.
• carlos León & Ron J. Berndsen, 2013, "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia, Banco de la Republica de Colombia, number 799, Dec, DOI: 10.32468/be.799.
• Riedel, Frank & Herzberg, Frederik, 2017, "Existence of financial equilibria in continuous time with potentially complete markets," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 443, Mar.
• Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2013, "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Working Papers, Economic Research Institute, Bank of Korea, number 2013-23, Nov.
• Eva Svitacova, 2013, "Sloboda A Nová Sloboda Vo Svetovom Hospodárstve," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 11, issue 3, pages 36-47.
• Burkhard C. Schipper & Martin Meier, 2013, "Speculative Trade under Unawareness: The Infinite Case," Working Papers, University of California, Davis, Department of Economics, number 270, Aug.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2013, "Margin Regulation and Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-59, Dec.
• Asim Khwaja & Rajkamal Iyer & Erzo Luttmer & Kelly Shue, 2013, "Screening Peers Softly: Inferring the Quality of Small Borrowers," CID Working Papers, Center for International Development at Harvard University, number 259, Mar.
• Carlos Le�n & Ron J. Berndsen, 2013, "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia, Banco de la Republica, number 11104, Dec.
• Gersbach, Hans & Haller, Hans & Müller, Jürg, 2013, "The Macroeconomics of Modigliani-Miller," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9402, Mar.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903, Jul.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903R, Jul, revised Mar 2015.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 166.
• Carbó-Valverde, Santiago & Chakravorti, Sujit & Rodríguez Fernández, Francisco, 2009, "Regulating two-sided markets: an empirical investigation," Working Paper Series, European Central Bank, number 1137, Dec.
• Bolt, Wilko & Schmiedel, Heiko, 2009, "SEPA, efficiency, and payment card competition," Working Paper Series, European Central Bank, number 1140, Dec.
• Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011, "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series, European Central Bank, number 1374, Aug.
• Schmiedel, Heiko & Bolt, Wilko & Foote, Elizabeth, 2011, "Consumer credit and payment cards," Working Paper Series, European Central Bank, number 1387, Oct.
• Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2013, "Screening Peers Softly: Inferring the Quality of Small Borrowers," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp13-017, May.
• Nuno Cassola & Ali Hortaçsu & Jakub Kastl, 2013, "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds," Econometrica, Econometric Society, volume 81, issue 4, pages 1309-1345, July, DOI: ECTA9973.
• Toyoshima, Yuki & Hamori, Shigeyuki, 2013, "Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 117-123, DOI: 10.1016/j.asieco.2012.08.001.
• Witte, Björn-Christopher, 2013, "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, volume 32, issue C, pages 377-385, DOI: 10.1016/j.econmod.2013.02.030.
• Quintino, Derick David & David, Sergio Adriani, 2013, "Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil," Energy Economics, Elsevier, volume 40, issue C, pages 927-935, DOI: 10.1016/j.eneco.2013.07.027.
• Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence, 2013, "The January effect for individual corporate bonds," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 69-77, DOI: 10.1016/j.irfa.2013.06.001.
• Carmichael, Benoıˆt & Coën, Alain, 2013, "Asset pricing with skewed-normal return," Finance Research Letters, Elsevier, volume 10, issue 2, pages 50-57, DOI: 10.1016/j.frl.2013.01.001.
• Dev, Pritha, 2013, "Transfer of information by an informed trader," Finance Research Letters, Elsevier, volume 10, issue 2, pages 58-71, DOI: 10.1016/j.frl.2013.01.002.
• Memmel, Christoph & Sachs, Angelika, 2013, "Contagion in the interbank market and its determinants," Journal of Financial Stability, Elsevier, volume 9, issue 1, pages 46-54, DOI: 10.1016/j.jfs.2013.01.001.
• Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C., 2013, "Unawareness, beliefs, and speculative trade," Games and Economic Behavior, Elsevier, volume 77, issue 1, pages 100-121, DOI: 10.1016/j.geb.2012.09.003.
• Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan, 2013, "Impact of volatility estimation method on theoretical option values," Global Finance Journal, Elsevier, volume 24, issue 2, pages 119-128, DOI: 10.1016/j.gfj.2013.07.004.
• Martin, Alberto & Taddei, Filippo, 2013, "International capital flows and credit market imperfections: A tale of two frictions," Journal of International Economics, Elsevier, volume 89, issue 2, pages 441-452, DOI: 10.1016/j.jinteco.2012.02.003.
• ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013, "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 824-836, DOI: 10.1016/j.jbankfin.2012.10.025.
• Moch, Nils, 2013, "Competition in fragmented markets: New evidence from the German banking industry in the light of the subprime crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2908-2919, DOI: 10.1016/j.jbankfin.2013.04.029.
• Ai, Hengjie & Kiku, Dana, 2013, "Growth to value: Option exercise and the cross section of equity returns," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 325-349, DOI: 10.1016/j.jfineco.2012.08.009.
• Riedel, Frank & Herzberg, Frederik, 2013, "Existence of financial equilibria in continuous time with potentially complete markets," Journal of Mathematical Economics, Elsevier, volume 49, issue 5, pages 398-404, DOI: 10.1016/j.jmateco.2013.07.001.
• Ulrich, Maxim, 2013, "Inflation ambiguity and the term structure of U.S. Government bonds," Journal of Monetary Economics, Elsevier, volume 60, issue 2, pages 295-309, DOI: 10.1016/j.jmoneco.2012.10.015.
• Kryzanowski, Lawrence & Zhang, Ying, 2013, "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, volume 23, issue 1, pages 74-96, DOI: 10.1016/j.mulfin.2012.11.003.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2013, "Market quality and contagion in fragmented markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60971, Sep.
• Morten Balling & Ernest Gnan, 2013, "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum, chapter 5, in: Morten Balling & Ernest Gnan, "50 Years of Money and Finance: Lessons and Challenges".
• Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2013, "Heterogeneity and risk sharking in village economies," Staff Report, Federal Reserve Bank of Minneapolis, number 483.
• Thomas M. Eisenbach, 2013, "Rollover risk as market discipline: a two-sided inefficiency," Staff Reports, Federal Reserve Bank of New York, number 597.
• Ana Fostel & John Geanakoplos, 2013, "Leverage and Default in Binomial Economies: A Complete Characterization," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-16, May.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-18, Jul.
• Bernard Cornet & Abhishek Ranjan, 2013, "Existence of equilibria via quasi-equilibria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00801399, Feb.
• Bernard Cornet & Abhishek Ranjan, 2013, "Equilibria in a multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00801402, Feb.
• Bernard Cornet & Abhishek Ranjan, 2013, "Existence of equilibria via quasi-equilibria," Post-Print, HAL, number halshs-00801399, Feb.
• Bernard Cornet & Abhishek Ranjan, 2013, "Equilibria in a multi-period economy," Post-Print, HAL, number halshs-00801402, Feb.
• Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013, "Evolutionary beliefs and financial markets," Post-Print, HAL, number halshs-00927265, Feb, DOI: 10.1093/rof/rfs004.