Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Monetary Theory

2008

• Szilárd Benk & Max Gillman & Michal Kejak, 2008, "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1281-1293, September, DOI: 10.1111/j.1538-4616.2008.00157.x.
• Castro, Vítor, 2008, "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 872.
• Robert A Jarrow, 2008, "Financial Derivatives Pricing:Selected Works of Robert Jarrow," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6911, ISBN: ARRAY(0x5e02cfc8), May.
• Robert JARROW & Andrew RUDD, 2008, "Approximate Option Valuation For Arbitrary Stochastic Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• David C. Heath & Robert A. Jarrow, 2008, "Arbitrage, Continuous Trading, and Margin Requirements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• David C. Heath & Robert A. Jarrow, 2008, "Ex-Dividend Stock Price Behavior and Arbitrage Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Peter P. Carr & Robert A. Jarrow, 2008, "The Stop-Loss Start-Gain Paradox and Option Valuation: A new Decomposition into Intrinsic and Time Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Peter Carr & Robert Jarrow & Ravi Myneni, 2008, "Alternative Characterizations Of American Put Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow, 2008, "Market Manipulation, Bubbles, Corners, and Short Squeezes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow, 2008, "Derivative Security Markets, Market Manipulation, and Option Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Umut Çetin & Robert A. Jarrow & Philip Protter, 2008, "Liquidity risk and arbitrage pricing theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• U. Çetin & R. Jarrow & P. Protter & M. Warachka, 2008, "Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. JARROW, 2008, "Liquidity Premiums And The Expectations Hypothesis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. JARROW & George S. OLDFIELD, 2008, "Forward Contracts And Futures Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow, 2008, "The Pricing Of Commodity Options With Stochastic Interest Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• David Heath & Robert Jarrow & Andrew Morton, 2008, "Bond Pricing And The Term Structure Of Interest Rates: A New Methodology For Contingent Claims Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Kaushik I. Amin & Robert A. Jarrow, 2008, "Pricing foreign currency options under stochastic interest rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Kaushik I. Amin & Robert A. Jarrow, 2008, "Pricing Options On Risky Assets In A Stochastic Interest Rate Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert Jarrow & Yildiray Yildirim, 2008, "Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & Stuart M. Turnbull, 2008, "Pricing Derivatives on Financial Securities Subject to Credit Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & David Lando & Stuart M. Turnbull, 2008, "A Markov Model for the Term Structure of Credit Risk Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & David Lando & Fan Yu, 2008, "Default Risk And Diversification: Theory And Empirical Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & Fan Yu, 2008, "Counterparty Risk and the Pricing of Defaultable Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Sudheer Chava & Robert A. Jarrow, 2008, "Bankruptcy Prediction with Industry Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2008, "Market Pricing of Deposit Insurance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Umut Çetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2008, "Modeling Credit Risk With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Melolinna, Marko, 2008, "Using financial markets information to identify oil supply shocks in a restricted VAR," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2008.
• Schulz, Alexander & Wolff, Guntram B., 2008, "The German sub-national government bond market: evolution, yields and liquidity," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,06.
• Wolff, Guntram B. & Schulz, Alexander, 2008, "Sovereign bond market integration: the euro, trading platforms and globalization," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,12.
• Cetorelli, Nicola & Goldberg, Linda S., 2008, "Banking globalization, monetary transmission and the lending channel," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,21.
• Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2008, "Financial integration, specialization and systemic risk," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,23.
• Tang, Dragon Yongjun & Yan, Hong, 2008, "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,08.
• Totzek, Alexander, 2008, "The Bank, the Bank-Run, and the Central Bank: The Impact of Early Deposit Withdrawals in a New Keynesian Framework," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-20.
• Kühl, Michael, 2008, "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 76.
• Hess, Dieter E. & Huang, He & Niessen-Ruenzi, Alexandra, 2008, "How do commodity futures respond to macroeconomic news?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-03.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-04.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/28.
• Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008, "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/47.
• Weistroffer, Christian & Vallés, Veronica, 2008, "Monitoring banking sector risks: An applied approach," Research Notes, Deutsche Bank Research, number 29.
• Heimer, Thomas & Hölscher, Luise & Werner, Matthias Ralf, 2008, "Access to finance and venture capital for industrial SMEs," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 97.
• Roessl, Petra & Haiss, Peter, 2008, "Signals of foreign bank entry on real sector FDI and foreign trade and their impact on economic development in the New EU Member States," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 36.
• Giese, Julia V., 2008, "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-13.
• Ahrend, Rudiger, 2008, "Monetary Ease: A Factor behind Financial Crises? Some Evidence from OECD Countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-44.
• Giese, Julia V., 2008, "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2008-.
• Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2008, "How resilient is the German banking system to macroeconomic shocks?," Kiel Working Papers, Kiel Institute for the World Economy, number 1419.
• Henry Aray, 2008, "Effects of Macroeconomic Announcements on Stock Returns across Volatility Regimes," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 08/17, Dec.
• Basu, Susanto & Inklaar, Robert & Wang, J. Christina, 2008, "The Value of Risk: Measuring the Service Output of U.S. Commercial Banks," GGDC Research Memorandum, Groningen Growth and Development Centre, University of Groningen, number GD-102.
• Tristan AUVRAY (LEREPS-GRES) & Olivier BROSSARD (LEREPS-GRES), 2008, "Ownership concentration and market discipline in European banking: Good monitoring but bad influence?," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2008-13.
• Dominique Guegan & Florian Ielpo, 2008, "Flexible time series models for subjective distribution estimation with monetary policy in view," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00368356.
• Stefano Schiavo, 2008, "Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas," Post-Print, HAL, number hal-01022326, Feb, DOI: 10.1111/j.1468-0335.2007.00598.x.
• Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart, 2008, "Finance : rien ne va plus," Post-Print, HAL, number hal-01052779, Oct, DOI: 10.3917/reof.107.0307.
• Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2008, "A selective bail-out international lending of last resort model," Post-Print, HAL, number hal-03318513.
• Mathieu Plane & Christophe Blot & Sabine Le Bayon, 2008, "La finance mondiale discréditée," Post-Print, HAL, number hal-03416554, Sep.
• Patrick Musso & Stefano Schiavo, 2008, "The impact of financial constraints on firm survival and growth," Post-Print, HAL, number hal-03417056, Apr, DOI: 10.1007/s00191-007-0087-z.
• Christophe Blot & Eric Heyer & Sabine Le Bayon & Catherine Mathieu & Mathieu Plane & Christine Rifflart, 2008, "La finance mondiale discréditée," Post-Print, HAL, number hal-03461870, Apr, DOI: 10.3917/reof.105.0311.
• V. Coudert & M. Gex, 2008, "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Post-Print, HAL, number halshs-00321667.
• Patrick Musso & Stefano Schiavo, 2008, "The Impact of Financial Constraints on Firm Survival and Growth," Post-Print, HAL, number halshs-00721058.
• Stefano Schiavo, 2008, "Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas," Sciences Po Economics Publications (main), HAL, number hal-01022326, Feb, DOI: 10.1111/j.1468-0335.2007.00598.x.
• Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart, 2008, "Finance : rien ne va plus," Sciences Po Economics Publications (main), HAL, number hal-01052779, Oct, DOI: 10.3917/reof.107.0307.
• Mathieu Plane & Christophe Blot & Sabine Le Bayon, 2008, "La finance mondiale discréditée," Sciences Po Economics Publications (main), HAL, number hal-03416554, Sep.
• Patrick Musso & Stefano Schiavo, 2008, "The impact of financial constraints on firm survival and growth," Sciences Po Economics Publications (main), HAL, number hal-03417056, Apr, DOI: 10.1007/s00191-007-0087-z.
• Christophe Blot & Eric Heyer & Sabine Le Bayon & Catherine Mathieu & Mathieu Plane & Christine Rifflart, 2008, "La finance mondiale discréditée," Sciences Po Economics Publications (main), HAL, number hal-03461870, Apr, DOI: 10.3917/reof.105.0311.
• Strulik, Holger, 2008, "Fiscal, Monetary, and Financial Interactions in Dynamic General Equilibrium," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-402, Jun.
• Rodrigo Canales & Ramana Nanda, 2008, "A Darker Side to Decentralized Banks: Market Power and Credit Rationing in SME Lending," Harvard Business School Working Papers, Harvard Business School, number 08-101, Jun, revised Aug 2011.
• Oxelheim, Lars, 2008, "Globalization, Transparency and Economic Growth: The Vulnerability of Chinese Firms to Macroeconomic Shocks," Working Paper Series, Research Institute of Industrial Economics, number 768, Sep.
• Chollete, Lorán, 2008, "The Propagation of Financial Extremes: An Application to Subprime Market Spillovers," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/2, Jan.
• Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008, "Firm Default and Aggregate Fluctuations," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 226, Sep.
• Naes, Randi & Skjeltorp, Johannes & Odegaard, Bernt Arne, 2008, "Liquidity and the Business Cycle," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/1, Nov.
• Reinhart, Carmen M. & Rogoff, Kenneth S., 2008, "Is the 2007 US Sub-Prime Financial Crisis So Different? An International Historical Comparison," Scholarly Articles, Harvard University Department of Economics, number 11129156.
• Caballero, Ricardo J. & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2008, "An Equilibrium Model of "Global Imbalances" and Low Interest Rates," Scholarly Articles, Harvard University Department of Economics, number 3229094.
• Farhi, Emmanuel & Tirole, Jean, 2008, "Competing Liquidities: Corporate Securities Real Bonds and Bubbles," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 506, Mar.
• Priadi Asmanto & Sekar Suryandari, 2008, "Cadangan Devisa, Financial Deepening dan Stabilisasi Nilai Tukar Riil Rupiah akibat Gejolak Nilai Tukar Perdagangan," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 2, pages 121-153, October, DOI: https://doi.org/10.21098/bemp.v11i2.
• Nikola A. Tarashev, 2008, "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 1, pages 1-53, March.
• Teruyoshi Kobayashi, 2008, "Incomplete Interest Rate Pass-Through and Optimal Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 3, pages 77-118, September.
• Adolfo Barajas & Leonardo Luna & Jorge Restrepo, 2008, "Macroeconomic Fluctuations and Bank Behavior in Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 23, issue 1, pages 21-56, Diciembre.
• Yuki Teranishi, 2008, "Optimal Monetary Policy under Staggered Loan Contracts," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-08, May.
• Nao Sudo & Yuki Teranishi, 2008, "Optimal Monetary Policy under Imperfect Financial Integration," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-25, Dec.
• Mr. Christopher W. Crowe & Ellen E. Meade, 2008, "Central Bank Independence and Transparency: Evolution and Effectiveness," IMF Working Papers, International Monetary Fund, number 2008/119, May.
• Mr. Marco Terrones & Mr. Enrique G. Mendoza, 2008, "An Anatomy of Credit Booms: Evidence From Macro Aggregates and Micro Data," IMF Working Papers, International Monetary Fund, number 2008/226, Sep.
• Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2008, "What Happens During Recessions, Crunches and Busts?," IMF Working Papers, International Monetary Fund, number 2008/274, Dec.
• Eckhard Hein & Till van Treeck, 2008, "'Financialisation' in Post-Keynesian models of distribution and growth - a systematic review," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 10-2008.
• Eckhard Hein, 2008, "Financialisation in a comparative static, stock-flow consistent Post-Kaleckian distribution and growth model," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 21-2008.
• Fabio Milani, 2008, "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers, University of California-Irvine, Department of Economics, number 070819, May.
• Oviedo, P. Marcelo & Sikdar, Shiva, 2008, "Optimal Banking Sector Recapitalization," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12861, Jan.
• Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008, "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-14, Oct.
• Inoue, Takeshi, 2008, "The causal relationships in mean and variance between stock returns and foreign institutional investment in India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 180, Nov.
• Co-Pierre Georg & Markus Pasche, 2008, "Endogenous Money - On Banking Behaviour in New and Post Keynesian Models," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-065, Aug, revised 01 Oct 2008.
• Marco Raberto & Andrea Teglio & Silvano Cincotti, 2008, "Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 147-162, September, DOI: 10.1007/s10614-008-9138-2.
• Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008, "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 163-181, September, DOI: 10.1007/s10614-008-9137-3.
• Simone Casellina & Mariacristina Uberti, 2008, "Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 183-198, September, DOI: 10.1007/s10614-008-9136-4.
• Peter Haiss & Kjell Sümegi, 2008, "The relationship between insurance and economic growth in Europe: a theoretical and empirical analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 4, pages 405-431, September, DOI: 10.1007/s10663-008-9075-2.
• Dieter Hess & He Huang & Alexandra Niessen, 2008, "How do commodity futures respond to macroeconomic news?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 127-146, June, DOI: 10.1007/s11408-008-0074-x.
• Samih Azar, 2008, "Jensen’s Inequality in Finance," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 4, pages 433-440, November, DOI: 10.1007/s11294-008-9172-9.
• Paul Welfens, 2008, "Portfolio modelling and growth in open economies," International Economics and Economic Policy, Springer, volume 5, issue 3, pages 237-253, November, DOI: 10.1007/s10368-008-0117-9.
• Nan-Kuang Chen & Charles Leung, 2008, "Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 4, pages 351-385, November, DOI: 10.1007/s11146-007-9095-x.
• Karlygash Kuralbayeva & David Vines, 2008, "Shocks to Terms of Trade and Risk-premium in an Intertemporal Model: The Dutch Disease and a Dutch Party," Open Economies Review, Springer, volume 19, issue 3, pages 277-303, July, DOI: 10.1007/s11079-007-9056-2.
• Pierre-Richard Agénor & Peter Montiel, 2008, "Monetary Policy Analysis in a Small Open Credit-Based Economy," Open Economies Review, Springer, volume 19, issue 4, pages 423-455, September, DOI: 10.1007/s11079-008-9083-7.
• George Furstenberg, 2008, "Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives," Open Economies Review, Springer, volume 19, issue 4, pages 539-556, September, DOI: 10.1007/s11079-007-9067-z.
• Falko Fecht & Hans Grüner, 2008, "Limits to International Banking Consolidation," Open Economies Review, Springer, volume 19, issue 5, pages 651-666, November, DOI: 10.1007/s11079-007-9060-6.
• Kalim Shah & Jorge Rivera, 2008, "Export processing zones and corporate environmental performance in emerging economies: The case of the oil, gas, and chemical sectors of Trinidad and Tobago," Policy Sciences, Springer;Society of Policy Sciences, volume 41, issue 2, pages 181-182, June, DOI: 10.1007/s11077-008-9056-0.
• Philipp Bagus, 2008, "Monetary policy as bad medicine: The volatile relationship between business cycles and asset prices," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 21, issue 4, pages 283-300, December, DOI: 10.1007/s11138-008-0042-8.
• Konstantin A. Kholodilin & Alberto Montagnoli & Boriss Siliverstovs & Oreste Napolitano, 2008, "Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-213, Dec, DOI: 10.3929/ethz-a-005717936.
• Aqib Aslam & Emiliano Santoro, 2008, "Bank Lending, Housing and Spreads," Discussion Papers, University of Copenhagen. Department of Economics, number 08-27, May, revised Nov 2008.
• Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008, "Price Adjustment to News with Uncertain Precision," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2008/01, Jun.
• Francesco FURLANETTO, 2008, "Does Monetary Policy React to Asset Prices? Some International Evidence," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 08.02, Apr.
• Marina-Eliza Spaliara, 2008, "Do Financial Factors Affect the Capital-Labour Ratio? Evidence form UK FIrm-Level Data," Discussion Paper Series, Department of Economics, Loughborough University, number 2008-02, Apr, revised Apr 2008.
• Panicos O. Demetriades & Jun Du & Sourafel Girma & Chenggang Xu, 2008, "Does the Chinese Banking System Promote the Growth of Firms?," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/6, Feb.
• Hakan Yilmazkuday, 2008, "Twin Crises in Turkey: A Comparison of Currency Crisis Models," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 5, issue 1, pages 107-124, June.
• Gann, Philipp & Laut, Amelie, 2008, "Einflussfaktoren auf den Credit Spread von Unternehmensanleihen," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 4231, Jun.
• Dhaniel Ilyas, 2008, "Inflation, Financial Market, and Economic Policy: A Review Essay and lessons for Indonesia’s Economy," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 56, pages 157-178, August.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008, "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 4, pages 701-720, June.
• Matteo Iacoviello, 2008, "Household Debt and Income Inequality, 1963-2003," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 5, pages 929-965, August.
• Xavier Freixas & Jos… Jorge, 2008, "The Role of Interbank Markets in Monetary Policy: A Model with Rationing," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1151-1176, September.
• Szil¡Rd Benk & Max Gillman & Michal Kejak, 2008, "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1281-1293, September.
• Ólan Henry & Nilss Olekalns & Kalvinder Shields, 2008, "Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News," Department of Economics - Working Papers Series, The University of Melbourne, number 1039.
• Zoltán Reppa, 2008, "Interest rate expectations and macroeconomic shocks affecting the yield curve," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 3, pages 26-32, December.
• Simona Castellani & Chiara Pederzoli & Costanza Torricelli, 2008, "Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0009, Jan.
• Haroon Mumtaz & Paolo Surico, 2008, "Time-Varying Yield Curve Dynamics and Monetary Policy," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 23, Mar.
• Christiane Baumeister & Eveline Durinck & Gert Peersman, 2008, "Liquidity, inflation and asset prices in a time-varying framework for the euro area," Working Paper Research, National Bank of Belgium, number 142, Oct.
• Glenn D. Rudebusch & Eric T. Swanson, 2008, "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research, National Bank of Belgium, number 143, Oct.
• Hans Dewachter, 2008, "Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model," Working Paper Research, National Bank of Belgium, number 144, Oct.
• Matteo Iacoviello & Stefano Neri, 2008, "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research, National Bank of Belgium, number 145, Oct.
• Vasco Cúrdia & Michael Woodford, 2008, "Credit frictions and optimal monetary policy," Working Paper Research, National Bank of Belgium, number 146, Oct.
• Ferre De Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2008, "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Working Paper Research, National Bank of Belgium, number 150, Oct.
• Kiminori Matsuyama, 2008, "Aggregate Implications of Credit Market Imperfections," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2007, Volume 22".
• Bernardo S. de M. Carvalho & Márcio G. P. Garcia, 2008, "Ineffective Controls on Capital Inflows under Sophisticated Financial Markets: Brazil in the Nineties," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Markets Volatility and Performance in Emerging Markets".
• Simon Gilchrist & Masashi Saito, 2008, "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Chapters, National Bureau of Economic Research, Inc, "Asset Prices and Monetary Policy".
• Tommaso Monacelli, 2008, "Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints," NBER Chapters, National Bureau of Economic Research, Inc, "Asset Prices and Monetary Policy".
• Roberto Rigobon & Brian Sack, 2008, "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Chapters, National Bureau of Economic Research, Inc, "Asset Prices and Monetary Policy".
• Xavier Gabaix, 2008, "Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 13724, Jan.
• Carmen M. Reinhart & Kenneth S. Rogoff, 2008, "Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison," NBER Working Papers, National Bureau of Economic Research, Inc, number 13761, Jan.
• Emmanuel Farhi & Xavier Gabaix, 2008, "Rare Disasters and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 13805, Feb.
• Enrique G. Mendoza & Vivian Z. Yue, 2008, "A Solution to the Disconnect between Country Risk and Business Cycle Theories," NBER Working Papers, National Bureau of Economic Research, Inc, number 13861, Mar.
• Atif Mian & Amir Sufi, 2008, "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 13936, Apr.
• Robert J. Barro & José F. Ursúa, 2008, "Macroeconomic Crises since 1870," NBER Working Papers, National Bureau of Economic Research, Inc, number 13940, Apr.
• John B. Taylor & John C. Williams, 2008, "A Black Swan in the Money Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 13943, Apr.
• Emmanuel Farhi & Jean Tirole, 2008, "Competing Liquidities: Corporate Securities, Real Bonds and Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13955, Apr.
• Jennifer Huang & Jiang Wang, 2008, "Liquidity and Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 14013, May.
• Enrique G. Mendoza & Marco E. Terrones, 2008, "An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14049, May.
• Jennifer Huang & Jiang Wang, 2008, "Market Liquidity, Asset Prices and Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 14058, Jun.
• Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2008, "Crashes and Recoveries in Illiquid Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14119, Jun.
• Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2008, "Financial Stability, the Trilemma, and International Reserves," NBER Working Papers, National Bureau of Economic Research, Inc, number 14217, Aug.
• James D. Hamilton, 2008, "Daily Monetary Policy Shocks and the Delayed Response of New Home Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 14223, Aug.
• Lars Peter Hansen, 2008, "Modeling the Long Run: Valuation in Dynamic Stochastic Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 14243, Aug.
• Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008, "Costly Financial Intermediation in Neoclassical Growth Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 14351, Sep.
• Zhiguo He & Arvind Krishnamurthy, 2008, "A Model of Capital and Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 14366, Sep.
• Takeo Hoshi & Anil K. Kashyap, 2008, "Will the U.S. Bank Recapitalization Succeed? Eight Lessons from Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 14401, Oct.
• Enrique G. Mendoza, 2008, "Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q," NBER Working Papers, National Bureau of Economic Research, Inc, number 14444, Oct.
• Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008, "Carry Trades and Currency Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 14473, Nov.
• Michelle J. White, 2008, "Bankruptcy: Past Puzzles, Recent Reforms, and the Mortgage Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 14549, Dec.
• J. Christina Wang & Susanto Basu, 2008, "Risk Bearing, Implicit Financial Services and Specialization in the Financial Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 14614, Dec.
• Susanto Basu & Robert Inklaar & J. Christina Wang, 2008, "The Value of Risk: Measuring the Service Output of U.S. Commercial Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 14615, Dec.
• J. Christina Wang & Susanto Basu & John G. Fernald, 2008, "A General-Equilibrium Asset-Pricing Approach to the Measurement of Nominal and Real Bank Output," NBER Working Papers, National Bureau of Economic Research, Inc, number 14616, Dec.

2007

• Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-06.
• Manoel Bittencourt, 2007, "Financial Development and Inequality: Brazil 1985-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 164, Oct.
• Manoel Bittencourt, 2007, "Inflation and Financial Development: Evidence from Brazil," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 165, Oct.
• Agnès Bénassy-Quéré & Valérie Mignon, 2007, "Monetary and financial integration in Asia: introduction," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00687470.
• Jérôme Héricourt & Sandra Poncet, 2007, "FDI and credit constraints: firm level evidence in China," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00144621, Feb.
• Dominique Guegan & Florian Ielpo, 2007, "Flexible time series models for subjective distribution estimation with monetary policy in view," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188247, Oct.
• Dominique Guegan & Florian Ielpo, 2007, "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188331, Oct.
• Agnès Bénassy-Quéré & Valérie Mignon, 2007, "Monetary and financial integration in Asia: introduction," Post-Print, HAL, number hal-00687470.
• Cécile Bastidon & P. P. Gilles & Nicolas Huchet, 2007, "Prêt International de dernier ressort et sélectivité du renflouement," Post-Print, HAL, number hal-01295764.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-résidents explique-t-elle le bas niveau des taux longs publics américains ?," Post-Print, HAL, number hal-03417183.
• Danielle Schweisguth & Mathieu Plane & Christophe Blot & Marion Cochard & Sabine Le Bayon, 2007, "Des équilibres instables," Post-Print, HAL, number hal-03462074, Apr, DOI: 10.3917/reof.101.0165.
• Jérôme Héricourt & Sandra Poncet, 2007, "FDI and credit constraints: firm level evidence in China," Post-Print, HAL, number halshs-00144621, Feb.
• Georges Prat, 2007, "Les comportements boursiers sont-ils eulériens?," Post-Print, HAL, number halshs-00172709, Mar.
• Georges Prat & Remzi Uctum, 2007, "Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts," Post-Print, HAL, number halshs-00173105.
• Georges Prat & Remzi Uctum, 2007, "The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data," Post-Print, HAL, number halshs-00173109, Jun.
• Patrick Musso & Stefano Schiavo, 2007, "The Impact of Financial Constraints on Firms Survival and Growth," Sciences Po Economics Publications (main), HAL, number hal-00973115.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-résidents explique-t-elle le bas niveau des taux longs publics américains ?," Sciences Po Economics Publications (main), HAL, number hal-03417183.
• Danielle Schweisguth & Mathieu Plane & Christophe Blot & Marion Cochard & Sabine Le Bayon, 2007, "Des équilibres instables," Sciences Po Economics Publications (main), HAL, number hal-03462074, Apr, DOI: 10.3917/reof.101.0165.
• Patrick Musso & Stefano Schiavo, 2007, "The Impact of Financial Constraints on Firms Survival and Growth," Working Papers, HAL, number hal-00973115.
• Strulik, Holger, 2007, "The Credit Channel of Tax Policy," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-368, Jun.
• Lorenzoni, Guido & Walentin, Karl, 2007, "Financial Frictions, Investment and Tobin’s q," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 208, Jun.
• Walentin, Karl, 2007, "Earnings Inequality and the Equity Premium," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 215, Nov.
• Finocchiaro, Daria & Queijo von Heideken, Virginia, 2007, "Do Central Banks React to House Prices?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 217, Nov, revised 01 Aug 2009.
• Post, Erik, 2007, "Macroeconomic imbalances and exchange rate regime shifts," Working Paper Series, Uppsala University, Department of Economics, number 2007:4, Jan.
• Avdasheva, Svetlana & Golikova, Victoria & 杉浦, 史和 & スギウラ, フミカズ & Sugiura, Fumikazu & Yakovlev, Andrei, 2007, "External Relationship of Russian Corporations," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number b37, Jan.
• Jim Wong & Eric Wong & Phyllis Leung, 2007, "A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies," Working Papers, Hong Kong Monetary Authority, number 0722, Dec.
• Spiros Bougheas & Paul Mizen & Cihan Yalcin, 2007, "An Open Economy Model of the Credit Channel Applied to Four Asian Economies," Working Papers, Hong Kong Institute for Monetary Research, number 082007, Apr.
• George M. von Furstenberg, 2007, "Aspects, Models and Measures for Assessing the Competitiveness of International Financial Services in a Particular Location," Working Papers, Hong Kong Institute for Monetary Research, number 182007.