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

2019

• Li, Ye, 2019, "Fragile New Economy: The Rise of Intangible Capital and Financial Instability," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-19, Jan.
• Chretien, Edouard & Lyonnet, Victor, 2019, "Traditional and Shadow Banks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-11, Apr.
• Bai, Hang & Li, Erica X. N. & Xue, Chen & Zhang, Lu, 2019, "Does Costly Reversibility Matter for U.S. Public Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-25, Oct.
• Zhang, Lu, 2019, "Q-factors and Investment CAPM," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-30, Dec.
• Begenau, Juliane, 2019, "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," Research Papers, Stanford University, Graduate School of Business, number 3554, Jan.
• Yassin Eltahir & Hussien Omer Osman & Osama Azmi Sallam & Fethi Klabi, 2019, "Short Run and Long Run Relationships between Saudi Stocks," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 1, pages 193-196.
• Sandrine Lardic & Virginie Terraza, 2019, "Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 3, pages 22-47.
• Samih Antoine Azar & Philip Karam, 2019, "Oil Prices and Money Neutrality," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 4, pages 172-180.
• Mustafa zye il, 2019, "Relationship between Brand Value, Firm Size and Stock Price Performance: 2nd Generation Panel Data Analysis on Turkish Retail Sector and Sport Clubs," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 5, pages 38-43.
• Kenneth Chikezie Anyalechi & Hillary Chijindu Ezeaku & Josaphat. U. J. Onwumere & E. J. Okereke, 2019, "Does Oil Price Fluctuation Affect Stock Market Returns in Nigeria?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 1, pages 194-199.
• Kunofiwa Tsaurai, 2019, "The Impact of Financial Development on Carbon Emissions in Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 3, pages 144-153.
• Hani El-Chaarani, 2019, "The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 4, pages 214-223.
• Salman Sarwat & Muhammad Kashif & Muhammad Aqil & Farhan Ahmed, 2019, "Determination of Causality in Prices of Crude Oil," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 4, pages 298-304.
• Hani El-Chaarani, 2019, "The Impact of oil Prices on the Financial Performance of Banking Sector in Middle East Region," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 5, pages 148-156.
• Asrori Asrori & Muhammad Ihlashul Amal & Atta Putra Harjanto, 2019, "Company Characteristics on the Corporate Social Reporting Index of Corporate Social and Environmental Disclosure in Indonesian Public Companies," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 5, pages 481-488.
• Muhammad Nabeel & Basel Ali & Allam Hamdan, 2019, "Real-Time Feedback on Consumer s Behavior: Literature Review," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 5, pages 489-493.
• Yeþim Helhel, 2019, "Kýrýlgan Beþli Ülkelerde Hisse Senedi Piyasasý Geliþimi ve Ekonomik Büyüme Ýliþkisi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 7, issue 1, pages 19-29.
• Jacopo Bonchi, 2019, "Asset price bubbles with low interest rates: not all bubbles are alike," Bank of Estonia Working Papers, Bank of Estonia, number wp2019-01, Jan, revised 23 Jan 2019, DOI: 10.23656/25045520/012019/0163.
• Merike Kukk & Natalia Levenko, 2019, "Macroeconomic imbalances and loan quality in panels of European countries," Bank of Estonia Working Papers, Bank of Estonia, number wp2019-06, Oct, revised 29 Oct 2019, DOI: 10.23656/25045520/062019/0168.
• Mahathanaseth, Itthipong & Tauer, Loren W., 2019, "Monetary policy transmission through the bank lending channel in Thailand," Journal of Asian Economics, Elsevier, volume 60, issue C, pages 14-32, DOI: 10.1016/j.asieco.2018.10.004.
• Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & Cantero-Saiz, María, 2019, "Microfinance institutions and the bank lending channel in Asia and Latin America," Journal of Asian Economics, Elsevier, volume 63, issue C, pages 19-32, DOI: 10.1016/j.asieco.2019.06.001.
• Park, Keehwan & Fang, Zhongzheng & Ho Ha, Young, 2019, "Stock and bond returns correlation in Korea: Local versus global risk during crisis periods," Journal of Asian Economics, Elsevier, volume 65, issue C, DOI: 10.1016/j.asieco.2019.101136.
• Chen, Hongyi & Li, Ran & Tillmann, Peter, 2019, "Pushing on a string: State-owned enterprises and monetary policy transmission in China," China Economic Review, Elsevier, volume 54, issue C, pages 26-40, DOI: 10.1016/j.chieco.2018.10.005.
• Yuan, Zhigang & Rao, Can & Shi, Shuangshuang, 2019, "Balance sheet expansion and economic growth in China: Crowd in or crowd out?," China Economic Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.chieco.2017.10.003.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2019, "Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 162-184, DOI: 10.1016/j.jcorpfin.2016.09.008.
• Abuka, Charles & Alinda, Ronnie K. & Minoiu, Camelia & Peydró, José-Luis & Presbitero, Andrea F., 2019, "Monetary policy and bank lending in developing countries: Loan applications, rates, and real effects," Journal of Development Economics, Elsevier, volume 139, issue C, pages 185-202, DOI: 10.1016/j.jdeveco.2019.03.004.
• Granda, Catalina & Hamann, Franz & Tamayo, Cesar E., 2019, "Credit and saving constraints in general equilibrium: A quantitative exploration," Journal of Development Economics, Elsevier, volume 140, issue C, pages 302-319, DOI: 10.1016/j.jdeveco.2019.06.007.
• Madison, Florian, 2019, "Frictional asset reallocation under adverse selection," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 115-130, DOI: 10.1016/j.jedc.2018.09.008.
• Gallegati, Marco & Giri, Federico & Palestrini, Antonio, 2019, "DSGE model with financial frictions over subsets of business cycle frequencies," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 152-163, DOI: 10.1016/j.jedc.2018.10.004.
• Lubello, Federico & Petrella, Ivan & Santoro, Emiliano, 2019, "Bank assets, liquidity and credit cycles," Journal of Economic Dynamics and Control, Elsevier, volume 105, issue C, pages 265-282, DOI: 10.1016/j.jedc.2019.06.003.
• Tristani, Oreste & De Fiore, Fiorella, 2019, "(Un)conventional policy and the effective lower bound," Journal of Economic Dynamics and Control, Elsevier, volume 106, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.05.003.
• Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2019, "The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, volume 108, issue C, DOI: 10.1016/j.jedc.2019.103756.
• Hollmayr, Josef & Kühl, Michael, 2019, "Learning about banks’ net worth and the slow recovery after the financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 109, issue C, DOI: 10.1016/j.jedc.2019.103776.
• Minetti, Raoul & Peng, Tao & Jiang, Tao, 2019, "Keeping up with the Zhangs and house price dynamics in China," Journal of Economic Dynamics and Control, Elsevier, volume 109, issue C, DOI: 10.1016/j.jedc.2019.103778.
• Huber, Samuel & Kim, Jaehong, 2019, "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 1-18, DOI: 10.1016/j.jedc.2018.08.012.
• Epstein, Brendan & Finkelstein Shapiro, Alan, 2019, "Financial development, unemployment volatility, and sectoral dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 82-102, DOI: 10.1016/j.jedc.2018.11.004.
• Ansari, Md Gyasuddin & Sensarma, Rudra, 2019, "US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?," Economic Analysis and Policy, Elsevier, volume 64, issue C, pages 130-151, DOI: 10.1016/j.eap.2019.08.003.
• Turdaliev, Nurlan & Zhang, Yahong, 2019, "Household debt, macroprudential rules, and monetary policy," Economic Modelling, Elsevier, volume 77, issue C, pages 234-252, DOI: 10.1016/j.econmod.2018.09.001.
• Wang, Shengquan & Chen, Langnan & Xiong, Xiong, 2019, "Asset bubbles, banking stability and economic growth," Economic Modelling, Elsevier, volume 78, issue C, pages 108-117, DOI: 10.1016/j.econmod.2018.08.014.
• Deng, Yang & Zeng, Yan & Li, Zhirui, 2019, "Real estate prices and systemic banking crises," Economic Modelling, Elsevier, volume 80, issue C, pages 111-120, DOI: 10.1016/j.econmod.2018.09.032.
• Fouejieu, Armand & Popescu, Alexandra & Villieu, Patrick, 2019, "Trade-offs between macroeconomic and financial stability objectives," Economic Modelling, Elsevier, volume 81, issue C, pages 621-639, DOI: 10.1016/j.econmod.2019.02.006.
• Liu, Guangling & Molise, Thabang, 2019, "Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements," Economic Modelling, Elsevier, volume 82, issue C, pages 264-279, DOI: 10.1016/j.econmod.2019.01.013.
• Ngambou Djatche, Melchisédek Joslem, 2019, "Re-exploring the nexus between monetary policy and banks' risk-taking," Economic Modelling, Elsevier, volume 82, issue C, pages 294-307, DOI: 10.1016/j.econmod.2019.01.016.
• D'Orazio, Paola, 2019, "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, volume 82, issue C, pages 308-331, DOI: 10.1016/j.econmod.2019.01.015.
• Pino, Gabriel & Herrera, Rodrigo & Rodríguez, Alejandro, 2019, "Geographical spillovers on the relation between risk-taking and market power in the US banking sector," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 351-364, DOI: 10.1016/j.najef.2018.05.005.
• Kuosmanen, Petri & Rahko, Jaana & Vataja, Juuso, 2019, "Predictive ability of financial variables in changing economic circumstances," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 37-47, DOI: 10.1016/j.najef.2018.11.012.
• Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
• Cafiso, Gianluca, 2019, "Sovereign bond markets when auctions take place: Evidence from Italy," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 406-430, DOI: 10.1016/j.najef.2018.06.004.
• Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019, "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 1-19, DOI: 10.1016/j.najef.2019.01.008.
• Meng, Xiangcai & Huang, Chia-Hsing, 2019, "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 131-148, DOI: 10.1016/j.najef.2019.01.009.
• Ozcelebi, Oguzhan, 2019, "Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 498-513, DOI: 10.1016/j.najef.2019.03.016.
• Su, Zhi & Fang, Tong & Yin, Libo, 2019, "Understanding stock market volatility: What is the role of U.S. uncertainty?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 582-590, DOI: 10.1016/j.najef.2018.07.014.
• Chen, Pei-Fen & Lin, Chun-Wei & Lee, Chien-Chiang, 2019, "Financial crises, globalization, and insurer performance: Some international evidence," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 835-856, DOI: 10.1016/j.najef.2018.08.015.
• de Moraes, Claudio Oliveira & de Mendonça, Helder Ferreira, 2019, "Bank’s risk measures and monetary policy: Evidence from a large emerging economy," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 121-132, DOI: 10.1016/j.najef.2019.04.002.
• Wang, Shengquan & Chen, Langnan, 2019, "Driving factors of equity bubbles," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 304-317, DOI: 10.1016/j.najef.2019.04.014.
• Vinhado, Fernando da Silva & Divino, Jose Angelo, 2019, "Interactions between monetary and macroprudential policies in the transmission of discretionary shocks," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101020.
• Soylu, Pınar Kaya & Güloğlu, Bülent, 2019, "Financial contagion and flight to quality between emerging markets and U.S. bond market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100992.
• Choi, Hyung Sun, 2019, "Money, debit card, gross-settlement risk, and central banking," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100993.
• Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019, "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101023.
• Istiak, Khandokar, 2019, "The nature of shadow bank leverage shocks on the macroeconomy," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101029.
• Hollmayr, Josef & Kühl, Michael, 2019, "Monetary–fiscal interaction and quantitative easing," Economics Letters, Elsevier, volume 174, issue C, pages 200-207, DOI: 10.1016/j.econlet.2018.10.033.
• Casiraghi, Marco & Miccoli, Marcello, 2019, "Inflation risk premia and risk-adjusted expectations of inflation," Economics Letters, Elsevier, volume 175, issue C, pages 36-39, DOI: 10.1016/j.econlet.2018.12.002.
• Devereux, Michael B. & Yu, Changhua, 2019, "Models of international fiscal spillovers," Economics Letters, Elsevier, volume 175, issue C, pages 76-79, DOI: 10.1016/j.econlet.2018.12.016.
• Bannier, Christina E. & Heyden, Thomas & Tillmann, Peter, 2019, "Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds," Economics Letters, Elsevier, volume 178, issue C, pages 37-45, DOI: 10.1016/j.econlet.2019.02.009.
• Kumar, Anil & Liang, Che-Yuan, 2019, "Credit constraints and GDP growth: Evidence from a natural experiment," Economics Letters, Elsevier, volume 181, issue C, pages 190-194, DOI: 10.1016/j.econlet.2019.05.037.
• Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019, "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, volume 181, issue C, pages 90-94, DOI: 10.1016/j.econlet.2019.05.002.
• Tanaka, Yoshitaka, 2019, "Reallocation of production inputs in a monetary economy," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108563.
• Evgenidis, Anastasios & Salachas, Evangelos, 2019, "Unconventional monetary policy and the credit channel in the euro area," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108695.
• Bandi, F.M. & Perron, B. & Tamoni, A. & Tebaldi, C., 2019, "The scale of predictability," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 120-140, DOI: 10.1016/j.jeconom.2018.09.008.
• Kuncl, Martin, 2019, "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, volume 111, issue C, pages 237-256, DOI: 10.1016/j.euroecorev.2018.09.001.
• Beutler, Toni & Grobéty, Mathieu, 2019, "The collateral channel under imperfect debt enforcement," European Economic Review, Elsevier, volume 111, issue C, pages 336-359, DOI: 10.1016/j.euroecorev.2018.10.004.
• Raurich, Xavier & Seegmuller, Thomas, 2019, "On the interplay between speculative bubbles and productive investment," European Economic Review, Elsevier, volume 111, issue C, pages 400-420, DOI: 10.1016/j.euroecorev.2018.11.002.
• Rossi, Lorenza, 2019, "The overshooting of firms’ destruction, banks and productivity shocks," European Economic Review, Elsevier, volume 113, issue C, pages 136-155, DOI: 10.1016/j.euroecorev.2019.01.001.
• Best, Gabriela & Hur, Joonyoung, 2019, "Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics," European Economic Review, Elsevier, volume 119, issue C, pages 55-78, DOI: 10.1016/j.euroecorev.2019.06.006.
• Cepni, Oguzhan & Güney, I.Ethem, 2019, "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, volume 38, issue C, pages 182-196, DOI: 10.1016/j.ememar.2019.01.002.
• Roh, Tai-Yong & Lee, Changjun & Min, Byoung-Kyu, 2019, "Consumption growth predictability and asset prices," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 95-118, DOI: 10.1016/j.jempfin.2019.02.001.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2019, "Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 33-52, DOI: 10.1016/j.jempfin.2019.06.001.
• Kang, Wensheng & de Gracia, Fernando Perez & Ratti, Ronald A., 2019, "The asymmetric response of gasoline prices to oil price shocks and policy uncertainty," Energy Economics, Elsevier, volume 77, issue C, pages 66-79, DOI: 10.1016/j.eneco.2018.09.007.
• Ji, Qiang & Liu, Bing-Yue & Fan, Ying, 2019, "Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model," Energy Economics, Elsevier, volume 77, issue C, pages 80-92, DOI: 10.1016/j.eneco.2018.07.012.
• Xiao, Jihong & Hu, Chunyan & Ouyang, Guangda & Wen, Fenghua, 2019, "Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach," Energy Economics, Elsevier, volume 80, issue C, pages 297-309, DOI: 10.1016/j.eneco.2019.01.016.
• Skintzi, Vasiliki D., 2019, "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 20-28, DOI: 10.1016/j.irfa.2018.12.005.
• Floro, Danvee, 2019, "Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach," International Review of Financial Analysis, Elsevier, volume 62, issue C, pages 164-181, DOI: 10.1016/j.irfa.2018.11.019.
• Shah, Imran Hussain & Schmidt-Fischer, Francesca & Malki, Issam & Hatfield, Richard, 2019, "A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 204-220, DOI: 10.1016/j.irfa.2019.05.010.
• Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2019, "Non-performing loans and sovereign credit ratings," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 301-314, DOI: 10.1016/j.irfa.2019.06.002.
• Orlowski, Lucjan T. & Soper, Carolyne, 2019, "Market risk and market-implied inflation expectations," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101389.
• Pirgaip, Burak & Dinçergök, Burcu, 2019, "Share repurchases under uncertainty: U.S. evidence," Finance Research Letters, Elsevier, volume 30, issue C, pages 130-138, DOI: 10.1016/j.frl.2019.03.036.
• Liu, Junbin & Liu, Xiaoxing & Shi, Guangping, 2019, "What influences portfolio contagion among open-end mutual funds?," Finance Research Letters, Elsevier, volume 30, issue C, pages 145-152, DOI: 10.1016/j.frl.2018.06.011.
• Karlsson, Sune & Österholm, Pär, 2019, "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia," Finance Research Letters, Elsevier, volume 30, issue C, pages 378-384, DOI: 10.1016/j.frl.2018.11.003.
• Matkovskyy, Roman & Jalan, Akanksha, 2019, "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Finance Research Letters, Elsevier, volume 31, issue C, pages 93-97, DOI: 10.1016/j.frl.2019.04.007.
• Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019, "Financial sector bailouts, sovereign bailouts, and the transfer of credit risk," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 121-142, DOI: 10.1016/j.finmar.2018.11.001.
• Levieuge, G. & Lucotte, Y. & Pradines-Jobet, F., 2019, "Central banks’ preferences and banking sector vulnerability," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 110-131, DOI: 10.1016/j.jfs.2017.10.008.
• Neanidis, Kyriakos C., 2019, "Volatile capital flows and economic growth: The role of banking supervision," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 77-93, DOI: 10.1016/j.jfs.2018.05.002.
• Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos, 2019, "Fiscal policy with banks and financial frictions," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 94-109, DOI: 10.1016/j.jfs.2017.10.010.
• Barnett, William A. & Liu, Jinan, 2019, "User cost of credit card services under risk with intertemporal nonseparability," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 18-35, DOI: 10.1016/j.jfs.2019.05.005.
• Keating, John W. & Smith, A. Lee, 2019, "The optimal monetary instrument and the (mis)use of causality tests," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 90-99, DOI: 10.1016/j.jfs.2019.05.011.
• Lewis, Vivien & Roth, Markus, 2019, "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 40-52, DOI: 10.1016/j.jfs.2019.05.001.
• Aladesanmi, Olalekan & Casalin, Fabrizio & Metcalf, Hugh, 2019, "Stock market integration between the UK and the US: Evidence over eight decades," Global Finance Journal, Elsevier, volume 41, issue C, pages 32-43, DOI: 10.1016/j.gfj.2018.11.005.
• Bocola, Luigi & Bornstein, Gideon & Dovis, Alessandro, 2019, "Quantitative sovereign default models and the European debt crisis," Journal of International Economics, Elsevier, volume 118, issue C, pages 20-30, DOI: 10.1016/j.jinteco.2019.01.011.
• Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019, "Global trends in interest rates," Journal of International Economics, Elsevier, volume 118, issue C, pages 248-262, DOI: 10.1016/j.jinteco.2019.01.010.
• Epstein, Brendan & Finkelstein Shapiro, Alan & González Gómez, Andrés, 2019, "Global financial risk, aggregate fluctuations, and unemployment dynamics," Journal of International Economics, Elsevier, volume 118, issue C, pages 351-418, DOI: 10.1016/j.jinteco.2019.03.005.
• Flemming, Jean & L'Huillier, Jean-Paul & Piguillem, Facundo, 2019, "Macro-prudential taxation in good times," Journal of International Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.jinteco.2019.103251.
• Baku, Elisa, 2019, "Exchange rate predictability in emerging markets," International Economics, Elsevier, volume 157, issue C, pages 1-22, DOI: 10.1016/j.inteco.2018.06.003.
• Spånberg, Erik & Shahnazarian, Hovick, 2019, "The importance of the financial system for the current account in Sweden: A sectoral approach," International Economics, Elsevier, volume 158, issue C, pages 91-103, DOI: 10.1016/j.inteco.2019.03.003.
• Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019, "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 117-135, DOI: 10.1016/j.intfin.2018.09.010.
• Yang, Fan, 2019, "The impact of financial development on economic growth in middle-income countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 74-89, DOI: 10.1016/j.intfin.2018.11.008.
• Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano, 2019, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101144.
• Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019, "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1770-1789, DOI: 10.1016/j.ijforecast.2018.12.001.
• Armstrong, Christopher S. & Glaeser, Stephen & Kepler, John D., 2019, "Accounting quality and the transmission of monetary policy," Journal of Accounting and Economics, Elsevier, volume 68, issue 2, DOI: 10.1016/j.jacceco.2019.101265.

2018

• Bilbiie, Florin, 2018, "Monetary Policy and Heterogeneity: An Analytical Framework," CEPR Discussion Papers, Centre for Economic Policy Research, number 12601, Jan.
• Malamud, Semyon & Schrimpf, Andreas, 2018, "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers, Centre for Economic Policy Research, number 12623, Jan.
• Croce, Mariano & Marchuk, Tatyana & Schlag, Christian, 2018, "The Leading Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 12631, Jan.
• Martín, Alberto & Ventura, Jaume, 2018, "The Macroeconomics of Rational Bubbles: A User's Guide," CEPR Discussion Papers, Centre for Economic Policy Research, number 12641, Jan.
• Debortoli, Davide & Galí, Jordi & Gambetti, Luca, 2018, "On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint," CEPR Discussion Papers, Centre for Economic Policy Research, number 12691, Feb.
• Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro, 2018, "Uncertainty and Economic Activity: A Multi-Country Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 12713, Feb.
• Jakucionyte, Egle & van Wijnbergen, Sweder, 2018, "Unclogging the Credit Channel: on the Macroeconomics of Banking frictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 12729, Feb.
• Ayres, Joao & Navarro, Gaston & Nicolini, Juan Pablo & Teles, Pedro, 2018, "Sovereign Default: The Role of Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 12750, Feb.
• Barbiero, Francesca & Popov, Alexander & Wolski, Marcin, 2018, "Debt Overhang and Investment Efficiency," CEPR Discussion Papers, Centre for Economic Policy Research, number 12784, Mar.
• Alfaro, Laura & García-Santana, Manuel & Moral-Benito, Enrique, 2018, "On the Direct and Indirect Real Effects of Credit Supply Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 12794, Mar.
• Rampini, Adriano A. & Viswanathan, S., 2018, "Financial Intermediary Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 12800, Mar.
• Doerr, Sebastian & Gissler, Stefan & Peydro, Jose-Luis & Voth, Hans-Joachim, 2018, "Financial crises and political radicalization: How failing banks paved Hitler's path to power," CEPR Discussion Papers, Centre for Economic Policy Research, number 12806, Mar.
• Bhamra, Harjoat Singh & Kuehn, Lars-Alexander & Strebulaev, Ilya, 2018, "The Levered Equity Risk Premium and Credit Spreads: A Unified Framework," CEPR Discussion Papers, Centre for Economic Policy Research, number 12827, Mar.
• Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2018, "Exchange Rate Misalignment, Capital Flows, and Optimal Monetary Policy Trade-offs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12850, Apr.
• Augustin, Patrick & Chernov, Mikhail & Song, Dongho, 2018, "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers, Centre for Economic Policy Research, number 12857, Apr.
• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018, "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 12870, Apr.
• Kalemli-Ozcan, Sebnem & Laeven, Luc & Moreno, David, 2018, "Debt Overhang, Rollover Risk, and Corporate Investment: Evidence from the European Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 12881, Apr.
• Fornaro, Luca & Romei, Federica, 2018, "The Paradox of Global Thrift," CEPR Discussion Papers, Centre for Economic Policy Research, number 12894, Apr.
• Bayer, Christian & Kim, Chi Hyun & Kriwoluzky, Alexander, 2018, "The term structure of redenomination risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12965, May.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "International Currencies and Capital Allocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12973, Jun.
• Dell'Ariccia, Giovanni & Kadyrzhanova, Dalida & Minoiu, Camelia & Ratnovski, Lev, 2018, "Bank Lending in the Knowledge Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 12994, Jun.
• Razin, Assaf & Sadka, Efraim, 2018, "Financial Globalization and the Welfare State," CEPR Discussion Papers, Centre for Economic Policy Research, number 12998, Jun.
• Martín, Alberto & Moral-Benito, Enrique & Schmitz, Tom, 2018, "The Financial Transmission of Housing Booms: Evidence from Spain," CEPR Discussion Papers, Centre for Economic Policy Research, number 12999, Jun.
• Bahaj, Saleem & Reis, Ricardo, 2018, "Central Bank Swap Lines," CEPR Discussion Papers, Centre for Economic Policy Research, number 13003, Jun.
• Svensson, Lars E.O., 2018, "Monetary Policy and Macroprudential Policy: Different and Separate?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13043, Jul.
• Benigno, Pierpaolo & Robatto, Roberto, 2018, "Private Money Creation, Liquidity Crises, and Government Intervention," CEPR Discussion Papers, Centre for Economic Policy Research, number 13091, Jul.
• Ordoñez, Guillermo & Piguillem, Facundo, 2018, "Retirement in the Shadow (Banking)," CEPR Discussion Papers, Centre for Economic Policy Research, number 13144, Aug.
• Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2018, "Bank Capital in the Short and in the Long Run," CEPR Discussion Papers, Centre for Economic Policy Research, number 13152, Sep.
• Malamud, Semyon & Schrimpf, Andreas, 2018, "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 13182, Sep.
• Heider, Florian & Saidi, Farzad & Schepens, Glenn, 2018, "Life below zero: Bank lending under negative policy rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 13191, Sep.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers, Centre for Economic Policy Research, number 13237, Oct.
• Jiménez, Gabriel & Peydro, Jose-Luis & Repullo, Rafael & Saurina, Jesús, 2018, "Burning Money? Government Lending in a Credit Crunch," CEPR Discussion Papers, Centre for Economic Policy Research, number 13267, Oct.
• Baubeau, Patrice & Monnet, Eric & Riva, Angelo & Ungaro, Stefano, 2018, "Flight-to-safety and the Credit Crunch: A new history of the banking crisis in France during the Great Depression," CEPR Discussion Papers, Centre for Economic Policy Research, number 13287, Oct.
• Bruno, Valentina & Shin, Hyun Song, 2018, "Currency depreciation and emerging market corporate distress," CEPR Discussion Papers, Centre for Economic Policy Research, number 13298, Nov.
• De Fiore, Fiorella & Hoerova, Marie & Rogers, Ciaran & Uhlig, Harald, 2018, "Money Markets, Collateral and Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13335, Nov.
• Dinlersoz, Emin & Kalemli-Ozcan, Sebnem & Hyatt, Henry & Penciakova, Veronika, 2018, "Leverage over the Firm Life-Cycle, Firm Growth, and Aggregate Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 13337, Nov.
• Asriyan, Vladimir & Laeven, Luc & Martín, Alberto, 2018, "Collateral Booms and Information Depletion," CEPR Discussion Papers, Centre for Economic Policy Research, number 13340, Nov.
• Adrian, Tobias & Grinberg, Federico & Liang, Nellie & Malik, Sheherya, 2018, "The Term Structure of Growth-at-Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 13349, Dec.
• Olijslagers, Stan & Petersen, Annelie & de Vette, Nander & van Wijnbergen, Sweder, 2018, "What Option Prices tell us about the ECB's Unconventional Monetary Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 13371, Dec.
• Eren, Egemen & Malamud, Semyon, 2018, "Dominant Currency Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 13391, Dec.
• Das, Sanjiv & Mitchener, Kris & Vossmeyer, Angela, 2018, "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CEPR Discussion Papers, Centre for Economic Policy Research, number 13416, Dec.
• Andrea Boitani & Chiara Punzo, 2018, "Banks’ leverage behaviour in a two-agent New Keynesian model," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def063, Jan.
• Eliana Angelini & Matteo Foglia, 2018, "The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 319-336, May.
• D’Amico, Stefania & Kim, Don H. & Wei, Min, 2018, "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 395-436, February.
• Gunn, Christopher M. & Johri, Alok, 2018, "Financial News, Banks, And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 2, pages 173-198, March.
• Bastianin, Andrea & Manera, Matteo, 2018, "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 3, pages 666-682, April.
• Letendre, Marc-André & Wagner, Joel, 2018, "Agency Costs, Risk Shocks, And International Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 5, pages 1134-1172, July.
• Hillebrand, Marten & Kikuchi, Tomoo & Sakuragawa, Masaya, 2018, "Bubbles And Crowding-In Of Capital Via A Savings Glut," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 5, pages 1238-1266, July.
• Özge KORKMAZ, 2018, "The relationship between Bitcoin, gold and foreign exchange returns: The case of Turkey," Turkish Economic Review, EconSciences Journals, volume 5, issue 4, pages 359-374, December.
• John Geanakoplos & Kieran Haobin Wang, 2018, "Quantitative Easing, Collateral Constraints, and Financial Spillovers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2154, Dec.
• Heinz-J. Bontrup, 2018, "Finanzmarktkrise und wirtschaftliche Entwicklung des deutschen Bankensektors," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 27-45, DOI: 10.3790/vjh.87.3.27.
• Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018, "The Term Structure of Redenomination Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1740.
• Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018, "Wealth Preference and Rational Bubbles," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1035, Jun.
• Michael Brei & Carlos Winograd, 2018, "Credit risk of foreign bank branches and subsidiaries in Argentina and Uruguay," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-12.
• Sessi Tokpavi & Christophe Boucher, 2018, "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-39.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2018, "Monetary Policy and Asset Price Bubbles," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-5.
• Shesadri Banerjee & Parantap Basu & Chetan Ghate & Pawan Gopalakrishnan & Sargam Gupta, 2018, "A Monetary Business Cycle Model for India," CEMAP Working Papers, Durham University Business School, number 2018_01, Mar.
• Böninghausen, Benjamin & Kidd, Gregory & de Vincent-Humphreys, Rupert, 2018, "Interpreting recent developments in market based indicators of longer term inflation expectations," Economic Bulletin Articles, European Central Bank, volume 6.
• Adalid, Ramón & Falagiarda, Matteo, 2018, "Developments in mortgage loan origination in the euro area," Economic Bulletin Boxes, European Central Bank, volume 5.
• Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018, "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series, European Central Bank, number 205, Jan.
• Schepens, Glenn, 2018, "Bank lending under negative policy rates," Research Bulletin, European Central Bank, volume 43.
• Bodnár, Katalin & Fadejeva, Ludmila & Hoeberichts, Marco & Peinado, Mario Izquierdo & Jadeau, Christophe & Viviano, Eliana, 2018, "Credit shocks and the European labour market," Working Paper Series, European Central Bank, number 2124, Jan.
• Albertazzi, Ugo & Becker, Bo & Boucinha, Miguel, 2018, "Portfolio rebalancing and the transmission of large-scale asset programmes: evidence from the euro area," Working Paper Series, European Central Bank, number 2125, Jan.
• Carrillo, Julio A. & Mendoza, Enrique G. & Nuguer, Victoria & Roldán-Peña, Jessica, 2018, "Tight money - tight credit: coordination failure in the conduct of monetary and financial policies," Working Paper Series, European Central Bank, number 2129, Feb.
• Schüler, Yves S., 2018, "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series, European Central Bank, number 2138, Mar.
• Blattner, Tobias Sebastian & Swarbrick, Jonathan M., 2018, "Monetary policy and cross-border interbank market fragmentation: lessons from the crisis," Working Paper Series, European Central Bank, number 2139, Apr.
• Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2018, "Countercyclical capital regulation in a small open economy DSGE model," Working Paper Series, European Central Bank, number 2144, Apr.
• Jaccard, Ivan, 2018, "Asset pricing and the propagation of financial shocks," Working Paper Series, European Central Bank, number 2150, May.
• Van der Ghote, Alejandro, 2018, "Coordinating monetary and financial regulatory policies," Working Paper Series, European Central Bank, number 2155, Jun.
• Guerrieri, Cinzia & Mendicino, Caterina, 2018, "Wealth effects in the euro area," Working Paper Series, European Central Bank, number 2157, Jun.
• Krustev, Georgi, 2018, "The natural rate of interest and the financial cycle," Working Paper Series, European Central Bank, number 2168, Jul.
• Hoerova, Marie & Mendicino, Caterina & Nikolov, Kalin & Schepens, Glenn & Heuvel, Skander Van den, 2018, "Benefits and costs of liquidity regulation," Working Paper Series, European Central Bank, number 2169, Jul.
• Kolasa, Marcin & Wesołowski, Grzegorz, 2018, "International spillovers of quantitative easing," Working Paper Series, European Central Bank, number 2172, Jul.
• Heider, Florian & Saidi, Farzad & Schepens, Glenn, 2018, "Life below zero: bank lending under negative policy rates," Working Paper Series, European Central Bank, number 2173, Aug.
• Jaccard, Ivan, 2018, "Stochastic discounting and the transmission of money supply shocks," Working Paper Series, European Central Bank, number 2174, Aug.
• Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018, "Who bears interest rate risk?," Working Paper Series, European Central Bank, number 2176, Sep.
• De Fiore, Fiorella & Tristani, Oreste, 2018, "(Un)conventional policy and the effective lower bound," Working Paper Series, European Central Bank, number 2183, Oct.
• Garcia-de-Andoain, Carlos & Kremer, Manfred, 2018, "Beyond spreads: measuring sovereign market stress in the euro area," Working Paper Series, European Central Bank, number 2185, Oct.
• Lenza, Michele & Slacalek, Jiri, 2018, "How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area," Working Paper Series, European Central Bank, number 2190, Oct.
• Nikolov, Kalin & Cooper, Russell, 2018, "Government debt and banking fragility: the spreading of strategic uncertainty," Working Paper Series, European Central Bank, number 2195, Nov.
• Gete, Pedro, 2018, "Lending standards and macroeconomic dynamics," Working Paper Series, European Central Bank, number 2207, Nov.
• Adalid, Ramón & Falagiarda, Matteo, 2018, "How repayments manipulate our perceptions about loan dynamics after a boom," Working Paper Series, European Central Bank, number 2211, Dec.
• Popov, Alexander & Wolski, Marcin & Barbiero, Francesca, 2018, "Debt overhang and investment efficiency," Working Paper Series, European Central Bank, number 2213, Dec.
• Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018, "A macro-financial analysis of the corporate bond market," Working Paper Series, European Central Bank, number 2214, Dec.