Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy
This JEL code is mentioned in the following RePEc Biblio entries:
2021
- Ryan Rudderham, 2021, "Birds of a feather: separating spillovers from shocks in sovereign default," Annals of Finance, Springer, volume 17, issue 3, pages 353-378, September, DOI: 10.1007/s10436-021-00392-6.
- Volker Britz & Hans Gersbach & Hans Haller, 2021, "Deposit insurance and reinsurance," Annals of Finance, Springer, volume 17, issue 4, pages 425-470, December, DOI: 10.1007/s10436-021-00387-3.
- Clement Olalekan Olaniyi & Sunday Idowu Oladeji, 2021, "Moderating the effect of institutional quality on the finance–growth nexus: insights from West African countries," Economic Change and Restructuring, Springer, volume 54, issue 1, pages 43-74, February, DOI: 10.1007/s10644-020-09275-8.
- Justinas Lubys & Pradiptarathi Panda, 2021, "US and EU unconventional monetary policy spillover on BRICS financial markets: an event study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 2, pages 353-371, May, DOI: 10.1007/s10663-020-09480-8.
- Cândida Ferreira, 2021, "Panel Granger Causality Between Financial Development and Economic Growth," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 27, issue 4, pages 333-335, November, DOI: 10.1007/s11294-022-09838-7.
- Cosmas Dery & Apostolos Serletis, 2021, "The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks," Open Economies Review, Springer, volume 32, issue 2, pages 311-333, April, DOI: 10.1007/s11079-020-09602-6.
- Vasiliki Dimakopoulou, 2021, "Stationarity-Inducing Techniques in Small Open Economy Models with Collateral Constraints," Open Economies Review, Springer, volume 32, issue 4, pages 725-738, September, DOI: 10.1007/s11079-020-09607-1.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2021, "Capital requirements, risk-taking and welfare in a growing economy," Journal of Regulatory Economics, Springer, volume 60, issue 2, pages 167-192, December, DOI: 10.1007/s11149-021-09438-z.
- Jacinta Chan Phooi M’ng & Ham Yi Jer, 2021, "Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1033-1060, October, DOI: 10.1007/s11156-021-00969-2.
- Hyung Sun Choi, 2021, "Payments Systems, Liquidity, Collateral, and Central Banking," Korean Economic Review, Korean Economic Association, volume 37, pages 65-84.
- Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021, "Financial Destabilization," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 225, Feb.
- Shigeto Kitano & Kenya Takaku, 2021, "Effect of Sovereign Wealth Funds in Commodity-Exporting Economies when Commodity Prices Affect Interest Spreads," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-22, Oct, revised Aug 2023.
- Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021, "Financial Destabilization," Discussion Papers, Graduate School of Economics, Kobe University, number 2103, Feb.
- Marc Anderes, 2021, "Housing Demand Shocks and Households Balance Sheets," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-492, Feb, DOI: 10.3929/ethz-b-000470105.
- Takeo Hori & Ryonghun Im, 2021, "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1052, Jan.
- Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021, "Financial Destabilization," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1054, Feb.
- William Tayler & Konstantinos Vasilopoulos, 2021, "Real Estate and Construction Sector Dynamics Over the Business Cycle," Working Papers, Lancaster University Management School, Economics Department, number 326919291.
- Alexandros Skouralis, 2021, "Systemic Risk Spillovers Across the EURO Area," Working Papers, Lancaster University Management School, Economics Department, number 326919507.
- Maxime Phillot, 2021, "U.S. Treasury Auctions: A High Frequency Identification of Supply Shocks," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.08, May.
- Pablo Gabriel Bortz, 2021, "Keynes's Theories of the Business Cycle: Evolution and Contemporary Relevance," Economics Working Paper Archive, Levy Economics Institute, number wp_986, Mar.
- Frank Veneroso & Mark Pasquali, 2021, "The Souk Al-Manakh: The Anatomy of a Pure Price-Chasing Bubble," Economics Working Paper Archive, Levy Economics Institute, number wp_987, Mar.
- Rokas Kaminskas & Modestas Stukas & Linas Jurksas, 2021, "ECB Communication: What Is It Telling Us?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 25, May.
- Soroosh Soofi-Siavash & Emanuel Moench, 2021, "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 88, Mar.
- Alessia Paccagnini & Fabio Parla, 2021, "Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 97, Dec.
- George J. Bratsiotis, 2021, "Interest on Reserves as a Main Monetary Policy Tool," Economics Discussion Paper Series, Economics, The University of Manchester, number 2102, Jan, revised Feb 2022.
- Christiaan van der Kwaak & Joao Madeira & Nuno Palma, 2021, "The Long-Run Effects of Risk: An Equilibrium Approach," Economics Discussion Paper Series, Economics, The University of Manchester, number 2104, Feb, revised Jan 2023.
- Lucas Hafemann, 2021, "Prudential Policies in the Eurozone: A Propensity Score Matching Approach," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202109.
- Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021, "The Credit Composition of Global Liquidity," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202115.
- Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021, "Global Credit Shocks and Real Economies," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202116.
- Lucas Hafemann & Peter Tillmann, 2021, "Lending Standards and the Business Cycle: Evidence from Loan Survey Releases," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202131.
- jamshidi, neda & Vaez Barzani, Mohammad & Toghyani, Mahdi, 2021, "An Analysis about the Long Term Impact of Banks Securitization on Economic Growth," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 3, pages 283-304, September.
- Spyridon Boikos & Ioannis Bournakis & Dimitris Christopoulos & Peter McAdam, 2021, "Financial Reforms and Innovation: A Micro-Macro Perspective," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_08, Jun, revised Jun 2021.
- Dimitra Kontana & Stilianos Fountas, 2021, "Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: A panel cointegration approach for 50 US states," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_10, Sep, revised Sep 2021.
- Paraskevi Tzika & Theologos Pantelidis, 2021, "The contribution of Economic Policy Uncertainty to the persistence of shocks to stock market volatility," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_11, Sep, revised Sep 2021.
- So Jung Hwang & Hyunduk Suh, 2021, "Analyzing Dynamic Connectedness in Korean Housing Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 2, pages 591-609, January, DOI: 10.1080/1540496X.2019.1649653.
- Beata Kocsis & Laszlo Seregdi, 2021, "Expected Impact of the Introduction of the Leverage Ratio at the Hungarian and EU Level," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 2, pages 5-32.
- Mark Antal & Lorant Kaszab, 2021, "Spillover Effects of the European Central Bank's Expanded Asset Purchase Program to Non-eurozone Countries in Central and Eastern Europe," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2021/140.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2021, "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2021/2.
- Eyno Rots & Barnabas Szekely, 2021, "A Model-Based Comparison of Macroprudential Tools," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2021/3.
- Etsuro Shioji, 2021, "Does the Japanese Financial Market Believe in Fiscal Sustainability?: Analysis of the Market for the JGB Futures Options," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 17, issue 2, pages 1-33, November.
- Cole, Stephen J. & Huh, Sungjun, 2021, "Forward Guidance Effectiveness in a New Keynesian Model with Housing Frictions," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2021-07, Sep.
- Ewa Wróbel, 2021, "Shocks to bank capital position: Do they matter for lending to firms and how they are channelled? Evidence from Senior Loan Officer Opinion Survey for Poland," NBP Working Papers, Narodowy Bank Polski, number 336.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
- David Easley & Marcos Lopez de Prado & Maureen O’Hara & Zhibai Zhang, 2021, "Microstructure in the Machine Age," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
- Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2021, "Stock Prices and Economic Activity in the Time of Coronavirus," NBER Working Papers, National Bureau of Economic Research, Inc, number 28320, Jan.
- Andrea Lanteri & Adriano A. Rampini, 2021, "Constrained-Efficient Capital Reallocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28384, Jan.
- Joseph E. Stiglitz, 2021, "Economic Fluctuations and Pseudo-Wealth," NBER Working Papers, National Bureau of Economic Research, Inc, number 28415, Jan.
- Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer & Stephen J. Terry, 2021, "Real Credit Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 28416, Jan.
- Alp Simsek, 2021, "The Macroeconomics of Financial Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28426, Feb.
- Juliane Begenau & Tim Landvoigt, 2021, "Financial Regulation in a Quantitative Model of the Modern Banking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 28501, Feb.
- Yan Ji & Songyuan Teng & Robert Townsend, 2021, "Dynamic Bank Expansion: Spatial Growth, Financial Access, and Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 28582, Mar.
- Daniel L. Greenwald & Matteo Leombroni & Hanno Lustig & Stijn Van Nieuwerburgh, 2021, "Financial and Total Wealth Inequality with Declining Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 28613, Mar.
- Tiago V. Cavalcanti & Joseph P. Kaboski & Bruno S. Martins & Cezar Santos, 2021, "Dispersion in Financing Costs and Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 28635, Apr.
- Cecilia R. Caglio & R. Matthew Darst & Ṣebnem Kalemli-Özcan, 2021, "Collateral Heterogeneity and Monetary Policy Transmission: Evidence from Loans to SMEs and Large Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 28685, Apr.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco C. Sammon, 2021, "What Triggers Stock Market Jumps?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28687, Apr.
- Bruno Pellegrino & Enrico Spolaore & Romain Wacziarg, 2021, "Barriers to Global Capital Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28694, Apr.
- Francisco J. Buera & Roberto N. Fattal-Jaef & Hugo Hopenhayn & P. Andres Neumeyer & Yongseok Shin, 2021, "The Economic Ripple Effects of COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 28704, Apr.
- Nobuhiro Kiyotaki & John Moore & Shengxing Zhang, 2021, "Credit Horizons," NBER Working Papers, National Bureau of Economic Research, Inc, number 28742, Apr.
- Kilian Huber, 2021, "Are Bigger Banks Better? Firm-Level Evidence from Germany," NBER Working Papers, National Bureau of Economic Research, Inc, number 28767, May.
- Bo Becker & Efraim Benmelech, 2021, "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 28868, May.
- Rohan Kekre & Moritz Lenel, 2021, "Monetary Policy, Redistribution, and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 28869, May.
- David Hirshleifer & Jinfei Sheng, 2021, "Macro News and Micro News: Complements or Substitutes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28931, Jun.
- Michael D. Bauer & Mikhail Chernov, 2021, "Interest Rate Skewness and Biased Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 28954, Jun.
- George M. Constantinides, 2021, "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 29009, Jul.
- Mikhail Chernov & Lars A. Lochstoer & Dongho Song, 2021, "The Real Channel for Nominal Bond-Stock Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 29085, Jul.
- Vadim Elenev & Tim Landvoigt & Patrick J. Shultz & Stijn Van Nieuwerburgh, 2021, "Can Monetary Policy Create Fiscal Capacity?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29129, Aug.
- Amir Sufi & Alan M. Taylor, 2021, "Financial crises: A survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 29155, Aug.
- Pablo Ottonello & Diego J. Perez & Paolo Varraso, 2021, "Are Collateral-Constraint Models Ready for Macroprudential Policy Design?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29204, Sep.
- Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2021, "Market Freezes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29210, Sep.
- Rohan Kekre & Moritz Lenel, 2021, "The Flight to Safety and International Risk Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29238, Sep.
- Manuel Amador & Javier Bianchi, 2021, "Bank Runs, Fragility, and Credit Easing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29397, Oct.
- Bernard Dumas & Paul Ehling & Chunyu Yang, 2021, "The Debt Capacity of a Government," NBER Working Papers, National Bureau of Economic Research, Inc, number 29434, Oct.
- Greg Buchak & Jiayin Hu & Shang-Jin Wei, 2021, "FinTech as a Financial Liberator," NBER Working Papers, National Bureau of Economic Research, Inc, number 29448, Nov.
- Ian Dew-Becker & Alireza Tahbaz-Salehi & Andrea Vedolin, 2021, "Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 29499, Nov.
- Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 29501, Nov.
- Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2021, "Monetary Policy and Endogenous Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 29602, Dec.
- Viral V. Acharya & Simone Lenzu & Olivier Wang, 2021, "Zombie Lending and Policy Traps," NBER Working Papers, National Bureau of Economic Research, Inc, number 29606, Dec.
- Shirov, A., 2021, "The pandemic crisis: The mechanisms of development and solutions for economic policy," Journal of the New Economic Association, New Economic Association, volume 49, issue 1, pages 209-216, DOI: 10.31737/2221-2264-2021-49-1-11.
- Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021, "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, volume 10, issue 3, pages 329-381, August, DOI: 10.1561/104.00000092.
- Aleksandar Lagator, 2021, "Global development trends in payment card industry," Working Papers Bulletin, National Bank of Serbia, number 1, Sep.
- Darko Kovacevic, 2021, "Assessment of the Republic of Serbia's Systemic Risk and the Likelihood of a Systemic Crisis," Working Papers Bulletin, National Bank of Serbia, number 2, Sep.
- Mirko Ðukic, Tibor Hlédik, Jirí Polanský, Ljubica Trajcev and Jan Vlcek & Mirko Ðukic & Tibor Hlédik & Jirí Polanský & Ljubica Trajcev & Jan Vlcek, 2021, "A DSGE Model with Financial Dollarization – the Case of Serbia," Working Papers Bulletin, National Bank of Serbia, number 3, Sep.
- E Philip Davis & Ka Kei Chan & Dilruba Karim, 2021, "Macroprudential Policy, Bank Competition and Bank Risk in East Asia," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 533, Dec.
- Aussama Bejraoui & Guillaume Delalande & Melissa Li & Julia Benn, 2021, "TOSSD - Tracking global health expenditure in support of the SDGs," OECD Development Co-operation Working Papers, OECD Publishing, number 103, Nov, DOI: 10.1787/cb8be42b-en.
- Dennis Dlugosch & Selçuk Gul, 2021, "Examining the impact of debt on investment for Austrian non-financial sectors and firms," OECD Economics Department Working Papers, OECD Publishing, number 1695, Dec, DOI: 10.1787/f9b69c90-en.
- Aleksandra Riedl, 2021, "Are CESEE borrowers at risk? COVID-19 implications in a stress test analysis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/21, pages 37-53.
- Jakob Hackel & Wolfgang Haunold & Hannes Hermanky & Alfred Taudes, 2021, "Distributed ledger technologies for securities settlement – the case for running T2S on DLT," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/21, pages 13-33.
- Claudia Kwapil & Kilian Rieder, 2021, "The effects of the monetary policy response to the COVID-19 pandemic: preliminary evidence from a pilot study using Austrian bank-level data," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/20-Q1/, pages 131-152.
- Antoine Camous & Dmitry Matveev, 2021, "Furor over the Fed: A President’s Tweets and Central Bank Independence," CESifo Economic Studies, CESifo Group, volume 67, issue 1, pages 106-127.
- Gunes Gokmen & Tommaso Nannicini & Massimiliano Gaetano Onorato & Chris Papageorgiou, 2021, "Policies in Hard Times: Assessing the Impact of Financial Crises on Structural Reforms," The Economic Journal, Royal Economic Society, volume 131, issue 638, pages 2529-2552.
- Joseph E Stiglitz & Martin M Guzman, 2021, "Economic fluctuations and pseudo-wealth
[Emerging market business cycles: the cycle is the trend]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 30, issue 2, pages 297-315. - Zeno Enders & Hendrik Hakenes, 2021, "Market Depth, Leverage, and Speculative Bubbles," Journal of the European Economic Association, European Economic Association, volume 19, issue 5, pages 2577-2621.
- Mattia Girotti, 2021, "How monetary policy changes bank liability structure and funding cost," Oxford Economic Papers, Oxford University Press, volume 73, issue 1, pages 49-75.
- Atif Mian & Ludwig Straub & Amir Sufi, 2021, "Indebted Demand," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 136, issue 4, pages 2243-2307.
- Francisco J Buera & Joseph P Kaboski & Yongseok Shin, 2021, "The Macroeconomics of Microfinance," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 1, pages 126-161.
- Òscar Jordà & Björn Richter & Moritz Schularick & Alan M Taylor, 2021, "Bank Capital Redux: Solvency, Liquidity, and Crisis," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 1, pages 260-286.
- Vladimir Asriyan, 2021, "Balance Sheet Channel with Information-Trading Frictions in Secondary Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 1, pages 44-90.
- Stephanie Schmitt-Grohé & Martín Uribe, 2021, "Multiple Equilibria in Open Economies with Collateral Constraints," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 2, pages 969-1001.
- Vladimir Asriyan & Luca Fornaro & Alberto Martin & Jaume Ventura, 2021, "Monetary Policy for a Bubbly World," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 3, pages 1418-1456.
- Emmanuel Farhi & Jean Tirole, 2021, "Shadow Banking and the Four Pillars of Traditional Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 6, pages 2622-2653.
- Óscar Arce & Sergio Mayordomo & Ricardo Gimeno, 2021, "Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE
[Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, volume 25, issue 1, pages 43-84. - Fahiz Baba Yara & Martijn Boons & Andrea Tamoni, 2021, "Value Return Predictability across Asset Classes and Commonalities in Risk Premia
[Financial intermediaries and the cross-section of asset returns]," Review of Finance, European Finance Association, volume 25, issue 2, pages 449-484. - Ben Charoenwong & Randall Morck & Yupana Wiwattanakantang, 2021, "Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing
[Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, volume 25, issue 3, pages 713-743. - Christian Gouriéroux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2021, "Disastrous Defaults
[Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1727-1772. - Murray Z Frank & Ali Sanati & Holger Mueller, 2021, "Financing Corporate Growth," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 10, pages 4926-4998.
- Farzad Saidi & Daniel Streitz, 2021, "Bank Concentration and Product Market Competition," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 10, pages 4999-5035.
- Giovanni Dell’Ariccia & Dalida Kadyrzhanova & Camelia Minoiu & Lev Ratnovski, 2021, "Bank Lending in the Knowledge Economy," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 10, pages 5036-5076.
- Roberto Gomez-Cram & Amir Yaron, 2021, "How Important Are Inflation Expectations for the Nominal Yield Curve?
[Pricing the term structure with linear regressions]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 985-1045. - Pedro Gete & Michael Reher, 2021, "Mortgage Securitization and Shadow Bank Lending
[The liquidity coverage ratio and liquidity risk monitoring tools]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 5, pages 2236-2274. - Martin M Andreasen & Tom Engsted & Stig V Møller & Magnus Sander & Stijn Van Nieuwerburgh, 2021, "The Yield Spread and Bond Return Predictability in Expansions and Recessions," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2773-2812.
- David Easley & Marcos López de Prado & Maureen O’Hara & Zhibai Zhang & Wei Jiang, 2021, "Microstructure in the Machine Age
[The risk of machine learning]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3316-3363. - Anna Cieslak & Annette Vissing-Jorgensen, 2021, "The Economics of the Fed Put," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4045-4089.
- Albert Alex Zevelev, 2021, "Does Collateral Value Affect Asset Prices? Evidence from a Natural Experiment in Texas," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4373-4411.
- Eugen-Axel Mihancea & Marilen-Gabriel Pirtea & Florin-Claudiu Boțoc, 2021, "Bibliometric Analysis on the Recent Trends in Dividend Policy Research," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1051-1059, December.
- Cristi Spulbar & Ramona Birau & Lucian Florin Spulbar, 2021, "A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1161-1165, December.
- Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021, "Investigating Short and Long Run Volatility Movements in the Context of COVID-19 Pandemic: A Case Study for Norwegian Stock Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1166-1171, December.
- Irina Chiriac, 2021, "Aspects Regarding Mergers and Acquisitions in the Pandemic Context," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 987-992, December.
- Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The “Matthew Effect” and Market Concentration:Search Complementarities and Monopsony Power," Economics Series Working Papers, University of Oxford, Department of Economics, number 932, Feb.
- Oliver de Groot & Alexander Haas, 2021, "The signalling channel of negative interest rates," Economics Series Working Papers, University of Oxford, Department of Economics, number 956 JEL classification: E, Dec.
- Pesce, Gabriela & Pedroni, Florencia Verónica, 2021, "Inflación y rendimientos en mercados emergentes: el caso de Argentina || Inflation and returns in emerging markets: the case of Argentina," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 341-375, December, DOI: https://doi.org/10.46661/revmetodos.
- Thomas Gries & Alexandra Mitschke, 2021, "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 75, Apr.
- Inna Shkolnyk & Serhiy Kozmenko & Olga Kozmenko & Volodymyr Orlov & Fathi Shukairi, 2021, "Modeling of the financial system’s stability on the example of Ukraine," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 16, issue 2, pages 377-411, June, DOI: 10.24136/eq.2021.014.
- Francesco Busatto & Maria Ferrara & Simona Galano & Monica Varlese, 2021, "Effects of Releasing Capital Requirements: A DSGE Approach," Review of Economics and Institutions, Università di Perugia, volume 12, issue 1, DOI: 10.5281/zenodo.5725009.
- Yannis Dafermos & Maria Nikolaidi, 2021, "How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2105, Mar.
- Thomas Palley, 2021, "Financialization revisited: the economics and political economy of the vampire squid economy," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2110, Jul.
- Siddiqi, Umema, 2021, "Estimating Long-Run Cointegration between Gold Prices and its Determinants," MPRA Paper, University Library of Munich, Germany, number 103182, Feb.
- Neifar, Malika, 2021, "Multivariate Causality between Stock price index and Macro variables: evidence from Canadian stock market," MPRA Paper, University Library of Munich, Germany, number 105715, Jan.
- Neifar, Malika, 2021, "Suisse stock return, Macro Factors, and Efficient Market Hypothesis: evidence from ARDL model," MPRA Paper, University Library of Munich, Germany, number 105717, Jan.
- Peña, Guillermo, 2021, "A Monetary Policy Rule using Gravity Models," MPRA Paper, University Library of Munich, Germany, number 105967, Feb.
- NEIFAR, MALIKA & Dhouib, Salma & Bouhamed, Jihen & Ben Abdallah, Fatma & Arous, Islem & Ben Braiek, Fatma & Mrabet, Donia , 2021, "The impact of macroeconomic variables on Stock market in United Kingdom," MPRA Paper, University Library of Munich, Germany, number 106246, Feb.
- Jia, Pengfei, 2021, "Trust Shocks, Financial Crises, and Money," MPRA Paper, University Library of Munich, Germany, number 106343, Feb.
- Brinca, Pedro & Costa-Filho, João, 2021, "Economic depression in Brazil: the 2014-2016 fall," MPRA Paper, University Library of Munich, Germany, number 107298, Apr.
- Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
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- PINSHI, Christian P., 2021, "Exploring the usefulness of Fintech in the dark era of COVID-19," MPRA Paper, University Library of Munich, Germany, number 107863, Apr.
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- Tweneboah Senzu, Emmanuel, 2021, "Eco-currency: Proposition of a monetary policy design for a unitary currency program of a frailty economic zone," MPRA Paper, University Library of Munich, Germany, number 108527, Feb.
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[Systemic Stress Impact on Economic Growth: The case of Guatemala]," MPRA Paper, University Library of Munich, Germany, number 110669, Feb. - Zaretski, Aliaksandr, 2021, "Financial constraints, risk sharing, and optimal monetary policy," MPRA Paper, University Library of Munich, Germany, number 110757, May.
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[Banking in the Next generation EU era]," MPRA Paper, University Library of Munich, Germany, number 112553, May. - Vîntu, Denis, 2021, "Relația dintre inflație, rata dobânzii, șomaj și creșterea economică," MPRA Paper, University Library of Munich, Germany, number 112856, Oct, revised 30 Sep 2021.
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- Wolfgang Kloppenburg, 2021, "Are Real Estate Prices Evolving into an Asset Price Bubble?," ACTA VSFS, University of Finance and Administration, volume 15, issue 1, pages 36-48.
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- Milan Šimáček, 2021, "Transmise měnové politiky a spodní efektivní hranice měnověpolitické úrokové sazby
[Monetary Policy Transmission and Effective Lower Limit of Monetary Policy Interest Rates]," Politická ekonomie, Prague University of Economics and Business, volume 2021, issue 2, pages 227-253, DOI: 10.18267/j.polek.1310. - Nobuhiro Kiyotaki & John Moore & Shengxing Zhang, 2021, "Credit Horizons," Working Papers, Princeton University. Economics Department., number 2021-51, Apr.
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- Chien-Chiang Wang, 2021, "Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Online Appendices, Review of Economic Dynamics, number 19-500.
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- Paul Luk & Tianxiao Zheng, 2021, "Code and data files for "Dynamics of Secured and Unsecured Debt Over the Business Cycle"," Computer Codes, Review of Economic Dynamics, number 19-289, revised .
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- Chien-Chiang Wang, 2021, "Code and data files for "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Computer Codes, Review of Economic Dynamics, number 19-500, revised .
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- Jacopo Bonchi, 2021, "Code and data files for "Asset Price Bubbles and Monetary Policy: Revisiting the Nexus at the Zero Lower Bound"," Computer Codes, Review of Economic Dynamics, number 20-262, revised .
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