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

2016

• Bang Jeon & Ji Wu & Minghua Chen & Rui Wang, 2016, "Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2016-14, Sep.
• Roger Aliaga-Díaz & María Pía Olivero & Andrew Powell, 2016, "Anti-Cyclical Bank Capital Regulation and Monetary Policy," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2016-16, Sep.
• Young Wook Han, 2016, "Quantitative Comparisons on the Intrinsic Features of Foreign Exchange Rates Between the 1920s and the 2010s: Case of the USD-GBP Exchange Rate," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 3, pages 365-390, DOI: 10.11644/KIEP.EAER.2016.20.3.314.
• Lian Liu, 2016, "The Empirical Evidence on Government Bond Market Integration in East Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 1, pages 37-65, DOI: 10.11644/KIEP.JEAI.2016.20.1.304.
• Smile Dube, 2016, "Exchange Rate Pass-Through (ERPT) and Inflation-Targeting (IT): Evidence from South Africa - Exchange rate pass-through and inflation targeting: evidenze dal Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 2, pages 121-150.
• Khaled Guesmi & Heni Boubaker & Van Son Lai, 2016, "From Oil to Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 1, pages 103-133.
• Saifuzzaman Ibrahim & Mazlina Abdul Rahman & Azman Saini Wan Wan Ngah & Muhammad Farhan Mahamad Zakaria, 2016, "Financial Integration-Growth Nexus : A Quantile Regression Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 3, pages 531-546.
• Muhamed Zulkhibri & Raditya Sukmana, 2016, "Financing Channel and Monetary Policy: Evidence from Islamic Banking in Indonesia," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 2016-1, Mar.
• Muhamed Zulkhibri, 2016, "Islamic Financing and Bank Behaviour in a Dual Banking System: Evidence from Malaysia," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 2016-8, May.
• Susan Phillips & Bluford Putnam, 2016, "A Historical Perspective on the Different Origins of U.S. Financial Market Regulators," Journal of Financial Transformation, Capco Institute, volume 43, pages 86-91.
• Safiyah Taoual, 2016, "Sukuk: a potential for stability and development in the GCC," Economics Discussion Papers, School of Economics, Kingston University London, number 2016-7, Apr.
• Ali Rezazadeh, 2016, "The Impact of Macroeconomic Variables on Tehran Stock Market Returns Volatility: GARCH-X Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 2, pages 121-136.
• Corina SAMAN, 2016, "The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 170-183, December.
• Matei KUBINSCHI & Dinu BARNEA, 2016, "Systemic Risk Impact on Economic Growth - The Case of the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-94, December.
• Ansgar Belke & Irina Dubova & Thomas Osowski, 2016, "Policy uncertainty and international financial markets: the case of Brexit," ROME Working Papers, ROME Network, number 201607, Jul.
• Minsky, Hyman (Мински, Хайман), 2016, "Stabilizing an unstable economy (Chapters 1-2)
  [Стабилизируя Нестабильную Экономику]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 2, pages 52-91, April.
• Papadimitriu, Dimitri (Пападимитриу, Димитри) & Wray, Randall (Рэй, Рэндалл), 2016, "Hyman Minsky's "Stabilizing an unstable economy" - twenty years later
  [«Стабилизируя Нестабильную Экономику» Хаймана Мински — Двадцать Лет Спустя]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 2, pages 22-51, April.
• Calomiris, Charles W. (Каломирис, Чарльз) & Haber, Stephen H. (Хабер, Стивен Х.), 2016, "Fragile by design: The Political Origins of Banking Crises and Scarce Credit
  [Непрочные По Конструкции: Политические Причины Банковских Кризисов И Дефицита Кредитов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 7-34, August.
• Pestova, Anna (Пестова, Анна) & Mamonov, Mikhail (Мамонов, Михаил), 2016, "Estimating the Influence of Different Shocks on Macroeconomic Indicators and Developing Conditional Forecasts on the Basis of BVAR Model for the Russian Economy
  [Оценка Влияния Различных Шоков На Динамику Макроэкономических Показателей В России И ," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 56-92, August.
• Pasquale Tridico & Riccardo Pariboni, 2016, "Inequality, financialisation and economic decline," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0211, Nov.
• Elizabeth Kasekende & John P. Dunne, 2016, "Financial Innovation and Money Demand in Sub-Saharan Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 59, Mar.
• Bernard N. Iyke & Sin-Yu Ho, 2016, "On the Causal Links between the Stock Market and the Economy of Hong Kong," ERSA Working Paper Series, Economic Research Southern Africa, number 591, Mar.
• Chris Garbers & Guangling Dave Liu, 2016, "Credit market heterogeneity, balance sheet (in) dependence, financial shocks," ERSA Working Paper Series, Economic Research Southern Africa, number 633, Sep.
• Gideon Boako & Paul Alagidede, 2016, "Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis," ERSA Working Paper Series, Economic Research Southern Africa, number 642, Oct.
• Hanna K. Szymborska, 2016, "Financial Sector T Nsformation And Income Inequality– An Empirical Analysis," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 36-48, October.
• Narendra Bhana, 2016, "The Stock Market Reaction to Board Changes: The South African Experience," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 3, pages 269-294, December, DOI: 10.1177/0972652716666459.
• Anupam Das & Syeed Khan, 2016, "Financial Development and Output: A Synthesis of Time Series Cointegration and Causality Tests for Bangladesh," South Asian Journal of Macroeconomics and Public Finance, , volume 5, issue 2, pages 113-132, December, DOI: 10.1177/2277978716670788.
• Muhammad Nadeem Hanif & Sajawal Khan & Muhammad Rehman, 2016, "Monetary Policy Stance: Comparison of Different Measures for Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 73, Apr.
• Annette Meinusch & Peter Tillmann, 2016, "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp15, Aug.
• Victor Pontines, 2016, "The Financial Cycles in Four East Asian Economies," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp17, Dec.
• Barbara Nowakowska & Piotr Noceñ & Micha³ Surowski & Micha³ Popio³ek, 2016, "The condition of and prospects for the private equity funds market in Poland (Stan i perspektywy rozwoju rynku funduszy private equity w Polsce)," mBank - CASE Seminar Proceedings, CASE-Center for Social and Economic Research, number 0140, Feb.
• Raphael Espinoza & Miguel Segoviano, 2016, "Determinants of Bank-Sovereign Distress," UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES), number 2016-3.
• Fela Özbey & Erhan ??can & Mehmet Fatih Tra?, 2016, "How Do Exchange Rate Movements Affect Stock Prices? The Case of Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3506112, Apr.
• fatih ayhan, 2016, "Defining The Relationship Between The Real Exchange Volatility And Foreign Direct Investment In Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606278, May.
• Oguzhan Ozcelebi & Metin Duyar, 2016, "Effects of Gold Reserve Policy of Major Central Banks on Gold Prices Changes," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4206516, Oct.
• Karol Partyka, 2016, "Zróżnicowane reakcje w ramach polityki pieniężnej na wydarzenia giełdowe w modelu losowych współczynników," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 95-108.
• Michał Pronobis, 2016, "Poziom rezerw walutowych a koszty zarządzania nadpłynnością w polskim systemie bankowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 77-90.
• Łukasz Goczek & Karol Partyka, 2016, "Reakcja polityki pieniężnej na wydarzenia giełdowe," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 27-50.
• Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2016, "Crisis, contagion and international policy spillovers under foreign ownership of banks," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-003, Mar, DOI: 10.33119/kaewps2016003.
• Marcin Kolasa, 2016, "Equilibrium foreign currency mortgages," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-021, Dec, DOI: 10.33119/kaewps2016021.
• Bradley A. Jones, 2016, "Spotting Bubbles: A Two-Pillar Framework for Policy Makers," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 90-112, June, DOI: 10.7172/2353-6845.jbfe.2016.2.5.
• Renata Karkowska, 2016, "Sources of Foreign Currency Debt in European Countries (Zrodla zadluzenia walutowego w krajach europejskich)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 14, issue 63, pages 74-88.
• Martin Bodenstein & Gunes Kamber & Christoph Thoenissen, 2016, "Commodity prices and labour market dynamics in small open economies," Working Papers, The University of Sheffield, Department of Economics, number 2016005.
• Alain Galli, 2016, "How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland," Working Papers, Swiss National Bank, number 2016-03.
• Nikola Mirkov & Igor Pozdeev & Paul Söderlind, 2016, "Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions," Working Papers, Swiss National Bank, number 2016-10.
• Gregor Bäurle & Rolf Scheufele, 2016, "Credit cycles and real activity - the Swiss case," Working Papers, Swiss National Bank, number 2016-13.
• Alain Galli, 2016, "Sticky consumption and wealth effects in Switzerland," Working Papers, Swiss National Bank, number 2016-14.
• Jonas Meuli & Thomas Nellen & Thomas Nitschka, 2016, "Securitisation, loan growth and bank funding: the Swiss experience since 1932," Working Papers, Swiss National Bank, number 2016-18.
• Ulrich Volz, 2016, "Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences," Working Papers, Department of Economics, SOAS University of London, UK, number 194, Mar.
• Baki DEMİREL, 2016, "Türk Bankacılık Sisteminde Kredi Riski ve Modellenmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(29).
• Pin Guo & Yue Shen, 2016, "The impact of Internet finance on commercial banks’ risk taking: evidence from China," China Finance and Economic Review, Springer, volume 4, issue 1, pages 1-19, December, DOI: 10.1186/s40589-016-0039-6.
• Toshio Watanabe, 2016, "Net worth ratio, bank lending and financial instability," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 1, pages 37-56, June, DOI: 10.1007/s40844-016-0038-1.
• Shu-Yi Liao & Sheng-Tung Chen & Mao-Lung Huang, 2016, "Will the oil price change damage the stock market in a bull market? A re-examination of their conditional relationships," Empirical Economics, Springer, volume 50, issue 3, pages 1135-1169, May, DOI: 10.1007/s00181-015-0972-5.
• Fredrik N. G. Andersson & Katarzyna Burzynska & Sonja Opper, 2016, "Lending for growth? A Granger causality analysis of China’s finance–growth nexus," Empirical Economics, Springer, volume 51, issue 3, pages 897-920, November, DOI: 10.1007/s00181-015-1034-8.
• Nkwoma John Inekwe, 2016, "Financial uncertainty, risk aversion and monetary policy," Empirical Economics, Springer, volume 51, issue 3, pages 939-961, November, DOI: 10.1007/s00181-015-1036-6.
• Christian Pierdzioch & Marian Risse & Sebastian Rohloff, 2016, "Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy," Empirical Economics, Springer, volume 51, issue 4, pages 1481-1499, December, DOI: 10.1007/s00181-015-1053-5.
• Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen, 2016, "Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market," Empirical Economics, Springer, volume 51, issue 4, pages 1399-1414, December, DOI: 10.1007/s00181-015-1063-3.
• Claudio Morana, 2016, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 155, Jan.
• Marco Botta & Luca Colombo, 2016, "Macroeconomic and Institutional Determinants of Capital Structure Decisions," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def038, Apr.
• Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016, "Heterogeneous Firms and International Trade: The role of productivity and financial fragility," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def042, Jun.
• Kuang, Pei, 2016, "A Note On Learning In A Credit Economy," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 3, pages 845-855, April.
• Villa, Stefania, 2016, "Financial Frictions In The Euro Area And The United States: A Bayesian Assessment," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 5, pages 1313-1340, July.
• Bhattacharya, Joydeep & Qiao, Xue & Wang, Min, 2016, "Endogenous Borrowing Constraints And Wealth Inequality," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 6, pages 1413-1431, September.
• Damette, Olivier, 2016, "Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 6, pages 1600-1622, September.
• Gadde OMPRASAD, 2016, "From Project Based Lending to Policy Based Lending: An Evaluation of Structural Adjustment Lending Policy of World Bank," Journal of Social and Administrative Sciences, EconSciences Journals, volume 3, issue 1, pages 56-62, March.
• Leroi RAPUTSOANE, 2016, "Disaggregated Credit Extension and Financial Distress in South Africa," Journal of Economics Library, EconSciences Journals, volume 3, issue 2, pages 226-240, June.
• Hansjörg HERR, 2016, "After the Financial Crisis: Reforms and Reform Options for Finance, Regulation and Institutional Structure," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 2, pages 172-202, June.
• Admasu Shiferaw, 2016, "Constraints to Private Investment in a High-Growth Environment: Firm-level Evidence from Ethiopia," Working Papers, Economics Department, William & Mary, number 168, Feb.
• Nektarios A. Michail & Demetris Koursaros & Christos S. Savva, 2016, "The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour," Working Papers, Central Bank of Cyprus, number 2016-1, Feb.
• GRZEGORZ MICHALSki, 2016, "Risk Pressure and Inventories Levels. Influence of Risk Sensitivity on Working Capital Level," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 189-196.
• Bogdan Alexandru DRĂGOI & Ion STANCU & Adrian MITROI & Andrei Tudor STANCU, 2016, "Financial Investment Companies (SIFS) Relative Valuation and Fundamentals," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 25-40.
• Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016, "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 5-23.
• Tsvetomira Tsenova, 2016, "The Importance Of Being Prudent: Capital Adequacy, Financial Stability And The Macroeconomy," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 129 Year , pages 1-110.
• Philipp König & Kerstin Bernoth, 2016, "The Eurosystem's Agreement on Net Financial Assets (ANFA): Covert Monetary Financing or Legitimate Portfolio Management?," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 12/13, pages 141-150.
• Corporate author, 2016, "National Central Banks Should Become More Transparent: Seven Questions to Philipp König," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 12/13, pages 151-151.
• Markus Demary, 2016, "Lassen sich aus den Ursachen des Niedrigzinsumfeldes Wege für eine Zinswende ableiten?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 159-172, DOI: 10.3790/vjh.85.1.159.
• Andreas Bley & Jan Philip Weber, 2016, "Highway to the Danger Zone: die Gefahren des Niedrigzinses nehmen zu," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 31-44, DOI: 10.3790/vjh.85.1.31.
• Sebastian Dullien & Heike Joebges & Alejandro Márquez-Velázquez, 2016, "Führt lockere Geldpolitik zu Hauspreisblasen? Lehren aus der theoretischen Literatur," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 111-123, DOI: 10.3790/vjh.85.1.111.
• Sebastian Dullien & Heike Joebges & Alejandro Márquez-Velázquez, 2016, "Wann verursachen Niedrigzinsen Hauspreisblasen? Lehren aus einem systematischen Fallstudienansatz," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 125-138, DOI: 10.3790/vjh.85.1.125.
• Philipp König & Kerstin Bernoth, 2016, "Verdeckte Staatsfinanzierung oder erlaubte Portfoliosteuerung? Das ANFA-Abkommen des Eurosystems," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 12/13, pages 243-252.
• Corporate author, 2016, "Die nationalen Notenbanken sollten transparenter werden: Sieben Fragen an Philipp König," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 12/13, pages 253-253.
• Maximilian Podstawski & Anton Velinov, 2016, "The State Dependent Impact of Bank Exposure on Sovereign Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1550.
• Benjamin Beckers & Kerstin Bernoth, 2016, "Monetary Policy and Mispricing in Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1605.
• Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2016, "Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1606.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2016, "Risk Management and the Money Multiplier," CEMAP Working Papers, Durham University Business School, number 2016_03, Jun.
• Selçuk Balı & Mete Güler, 2016, "The Impacts of The Global Financial Crisis on Latin American Countries," Eurasian Business & Economics Journal, Eurasian Academy Of Sciences, volume 4, issue 4, pages 1-10, February, DOI: 10.17740/eas.econ.2016.V4-01.
• Lopez, Jose Ignacio & Olivella, Virginia, 2016, "Financial Shocks, Intangible Capital and the Cyclical Behavior of Unemployment," HEC Research Papers Series, HEC Paris, number 1145, Mar.
• Alberto Caruso, 2016, "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-32, Sep.
• Köhler-Ulbrich, Petra & Hempell, Hannah S. & Scopel, Silvia, 2016, "The euro area bank lending survey," Occasional Paper Series, European Central Bank, number 179, Sep.
• Rünstler, Gerhard, 2016, "How distinct are financial cycles from business cycles?," Research Bulletin, European Central Bank, volume 26.
• Correia, Isabel & De Fiore, Fiorella & Teles, Pedro & Tristani, Oreste, 2016, "Credit subsidies," Working Paper Series, European Central Bank, number 1877, Jan.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016, "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series, European Central Bank, number 1882, Feb.
• Ari, Anil, 2016, "Sovereign risk and bank risk-taking," Working Paper Series, European Central Bank, number 1894, Apr.
• Dées, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Working Paper Series, European Central Bank, number 1895, Apr.
• Vergote, Olivier, 2016, "Credit risk spillover between financials and sovereigns in the euro area during 2007-2015," Working Paper Series, European Central Bank, number 1898, Apr.
• Sarlin, Peter & Holopainen, Markus, 2016, "Toward robust early-warning models: a horse race, ensembles and model uncertainty," Working Paper Series, European Central Bank, number 1900, May.
• Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016, "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series, European Central Bank, number 1901, May.
• Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016, "The housing market, household portfolios and the German consumer," Working Paper Series, European Central Bank, number 1904, May.
• Vermeulen, Philip, 2016, "Estimating the top tail of the wealth distribution," Working Paper Series, European Central Bank, number 1907, May.
• Krylova, Elizaveta, 2016, "Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area," Working Paper Series, European Central Bank, number 1911, Jun.
• Krylova, Elizaveta, 2016, "Determinants of euro-denominated corporate bond spreads," Working Paper Series, European Central Bank, number 1912, Jun.
• Amador, João & Nagengast, Arne J., 2016, "The effect of bank shocks on firm-level and aggregate investment," Working Paper Series, European Central Bank, number 1914, Jun.
• Rünstler, Gerhard & Vlekke, Marente, 2016, "Business, housing and credit cycles," Working Paper Series, European Central Bank, number 1915, Jun.
• Radde, Sören & Cui, Wei, 2016, "Search-based endogenous asset liquidity and the macroeconomy," Working Paper Series, European Central Bank, number 1917, Jun.
• Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra & Bokan, Nikola & Gerali, Andrea, 2016, "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Working Paper Series, European Central Bank, number 1923, Jun.
• Garcí­a, Juan Angel & Werner, Sebastian E. V., 2016, "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series, European Central Bank, number 1938, Jul.
• Thomas, Carlos & Hurtado, Samuel & Arce, Óscar, 2016, "Policy spillovers and synergies in a monetary union," Working Paper Series, European Central Bank, number 1942, Aug.
• Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016, "When shadows grow longer: shadow banking with endogenous entry," Working Paper Series, European Central Bank, number 1943, Aug.
• Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016, "The ECB's asset purchase programme: an early assessment," Working Paper Series, European Central Bank, number 1956, Sep.
• Alessi, Lucia & Kerssenfischer, Mark, 2016, "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series, European Central Bank, number 1967, Sep.
• Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016, "Bank exposures and sovereign stress transmission," Working Paper Series, European Central Bank, number 1969, Oct.
• Altavilla, Carlo & Canova, Fabio & Ciccarelli, Matteo, 2016, "Mending the broken link: heterogeneous bank lending and monetary policy pass-through," Working Paper Series, European Central Bank, number 1978, Nov.
• Frankel, Jeffrey & Saiki, Ayako, 2016, "Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-011, Mar.
• Lee, Dong Wook & Shin, Hyun-Han & Stulz, Rene M., 2016, "Why Does Capital No Longer Flow More to the Industries with the Best Growth Opportunities?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-15, Apr.
• Brunnermeier, Markus K. & Sannikov, Yuliy, 2016, "The I Theory of Money," Research Papers, Stanford University, Graduate School of Business, number 3431, Jan.
• Aykut Ekinci, 2016, "The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 427-434.
• Shrutikeerti Kaushal & Amlan Ghosh, 2016, "Financial Institutions and Economic Growth: An Empirical Analysis of Indian Economy in the Post Liberalized Era," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1003-1013.
• Badreldin F. Salim & Mohamed H. Mahmoud, 2016, "Islamic Finance: Is it a Time to be Considered as an Alternative during Financial Crisis Times? A Comparative Study in Gulf Cooperation Council," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1123-1131.
• Christie Dike, 2016, "Stock Market Efficiency Promotes Economic Development: Empirical Evidence from Africa," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1287-1298.
• Shahab Aziz & Shahab Aziz & Maizaitulaidawati Md Husin & Shujahat Haider Hashmi, 2016, "Performance of Islamic and Conventional Banks in Pakistan: A Comparative Study," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1383-1391.
• Ihyaul Ulum & Rizqiyah & Ahmad Waluya Jati, 2016, "Intellectual Capital Performance: A Comparative Study between Financial and Non-Financial Industry of Indonesian Biggest Companies," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1436-1439.
• Mubanga Mpundu, 2016, "A Dynamic Model Approach of Securitization and the Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1873-1883.
• Kinari, Yusuke, 2016, "Properties of expectation biases: Optimism and overconfidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 32-49, DOI: 10.1016/j.jbef.2016.02.003.
• Suh, Hyunduk & Walker, Todd B., 2016, "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, volume 64, issue C, pages 39-65, DOI: 10.1016/j.jedc.2015.12.001.
• Elias, Christopher J., 2016, "Asset pricing with expectation shocks," Journal of Economic Dynamics and Control, Elsevier, volume 65, issue C, pages 68-82, DOI: 10.1016/j.jedc.2016.02.005.
• Luzzetti, Matthew N. & Neumuller, Seth, 2016, "Learning and the dynamics of consumer unsecured debt and bankruptcies," Journal of Economic Dynamics and Control, Elsevier, volume 67, issue C, pages 22-39, DOI: 10.1016/j.jedc.2016.03.007.
• Popp, Aaron & Zhang, Fang, 2016, "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 319-349, DOI: 10.1016/j.jedc.2016.05.021.
• Ravn, Søren Hove, 2016, "Endogenous credit standards and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 89-111, DOI: 10.1016/j.jedc.2016.05.011.
• Smets, Frank & Villa, Stefania, 2016, "Slow recoveries: Any role for corporate leverage?," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 54-85, DOI: 10.1016/j.jedc.2016.06.003.
• Liu, Keqing, 2016, "Bank equity and macroprudential policy," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 1-17, DOI: 10.1016/j.jedc.2016.08.005.
• Rychalovska, Yuliya, 2016, "The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 259-282, DOI: 10.1016/j.jedc.2016.09.014.
• de Truchis, Gilles & Keddad, Benjamin, 2016, "On the risk comovements between the crude oil market and U.S. dollar exchange rates," Economic Modelling, Elsevier, volume 52, issue PA, pages 206-215, DOI: 10.1016/j.econmod.2014.11.014.
• Paccagnini, Alessia, 2016, "The macroeconomic determinants of the US term structure during the Great Moderation," Economic Modelling, Elsevier, volume 52, issue PA, pages 216-225, DOI: 10.1016/j.econmod.2014.11.013.
• Hollander, Hylton & Liu, Guangling, 2016, "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, volume 52, issue PB, pages 375-389, DOI: 10.1016/j.econmod.2015.09.015.
• Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila, 2016, "Do rating grades convey important information: German evidence?," Economic Modelling, Elsevier, volume 53, issue C, pages 334-344, DOI: 10.1016/j.econmod.2015.11.021.
• Dees, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, volume 54, issue C, pages 139-152, DOI: 10.1016/j.econmod.2015.12.027.
• El Ouadghiri, Imane & Uctum, Remzi, 2016, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Economic Modelling, Elsevier, volume 54, issue C, pages 218-234, DOI: 10.1016/j.econmod.2015.12.025.
• Hoang, Thi Hong Van & Lahiani, Amine & Heller, David, 2016, "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Economic Modelling, Elsevier, volume 54, issue C, pages 54-66, DOI: 10.1016/j.econmod.2015.12.013.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016, "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, volume 56, issue C, pages 133-147, DOI: 10.1016/j.econmod.2016.03.017.
• de Moraes, Claudio Oliveira & Montes, Gabriel Caldas & Antunes, José Américo Pereira, 2016, "How does capital regulation react to monetary policy? New evidence on the risk-taking channel," Economic Modelling, Elsevier, volume 56, issue C, pages 177-186, DOI: 10.1016/j.econmod.2016.03.025.
• Dąbrowski, Marek A. & Wróblewska, Justyna, 2016, "Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation," Economic Modelling, Elsevier, volume 58, issue C, pages 249-262, DOI: 10.1016/j.econmod.2016.05.013.
• Silvapulle, Param & Fenech, Jean Pierre & Thomas, Alice & Brooks, Rob, 2016, "Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries," Economic Modelling, Elsevier, volume 58, issue C, pages 83-92, DOI: 10.1016/j.econmod.2016.05.015.
• Chatterjee, Ujjal K., 2016, "Do stock market trading activities forecast recessions?," Economic Modelling, Elsevier, volume 59, issue C, pages 370-386, DOI: 10.1016/j.econmod.2016.08.007.
• Rubio, Margarita & Carrasco-Gallego, José A., 2016, "Coordinating macroprudential policies within the Euro area: The case of Spain," Economic Modelling, Elsevier, volume 59, issue C, pages 570-582, DOI: 10.1016/j.econmod.2016.06.006.
• Lee, Chien-Chiang & Lin, Chun-Wei, 2016, "Globalization, political institutions, financial liberalization, and performance of the insurance industry," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 244-266, DOI: 10.1016/j.najef.2016.01.007.
• Finocchiaro, Daria & Mendicino, Caterina, 2016, "Financial shocks, comovement and credit frictions," Economics Letters, Elsevier, volume 143, issue C, pages 20-23, DOI: 10.1016/j.econlet.2016.03.017.
• Bosi, Stefano & Pham, Ngoc-Sang, 2016, "Taxation, bubbles and endogenous growth," Economics Letters, Elsevier, volume 143, issue C, pages 73-76, DOI: 10.1016/j.econlet.2016.03.018.
• Verona, Fabio, 2016, "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, volume 144, issue C, pages 75-79, DOI: 10.1016/j.econlet.2016.04.024.
• Metiu, Norbert, 2016, "How does the stock market respond to changes in bank lending standards?," Economics Letters, Elsevier, volume 144, issue C, pages 92-97, DOI: 10.1016/j.econlet.2016.04.023.
• Sahuc, Jean-Guillaume, 2016, "The ECB’s asset purchase programme: A model-based evaluation," Economics Letters, Elsevier, volume 145, issue C, pages 136-140, DOI: 10.1016/j.econlet.2016.06.009.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2016, "The impact of oil price shocks on the U.S. stock market: A note on the roles of U.S. and non-U.S. oil production," Economics Letters, Elsevier, volume 145, issue C, pages 176-181, DOI: 10.1016/j.econlet.2016.06.008.
• Wu, Wenbin, 2016, "Are financial markets less responsive to monetary policy shocks at the zero lower bound?," Economics Letters, Elsevier, volume 145, issue C, pages 258-261, DOI: 10.1016/j.econlet.2016.07.001.
• Mandel, Benjamin R. & Seydl, Joe, 2016, "Credit conditions and economic growth: Recent evidence from US banks," Economics Letters, Elsevier, volume 147, issue C, pages 63-67, DOI: 10.1016/j.econlet.2016.08.017.
• Pancrazi, Roberto & Seoane, Hernán D. & Vukotic, Marija, 2016, "The price of capital and the financial accelerator," Economics Letters, Elsevier, volume 149, issue C, pages 86-89, DOI: 10.1016/j.econlet.2016.10.022.
• Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016, "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, volume 40, issue 3, pages 444-452, DOI: 10.1016/j.ecosys.2015.09.007.
• Aiyar, Shekhar & Calomiris, Charles W. & Wieladek, Tomasz, 2016, "How does credit supply respond to monetary policy and bank minimum capital requirements?," European Economic Review, Elsevier, volume 82, issue C, pages 142-165, DOI: 10.1016/j.euroecorev.2015.07.021.
• Kaas, Leo & Pintus, Patrick A. & Ray, Simon, 2016, "Land collateral and labor market dynamics in France," European Economic Review, Elsevier, volume 84, issue C, pages 202-218, DOI: 10.1016/j.euroecorev.2014.11.002.
• Cociuba, Simona E. & Shukayev, Malik & Ueberfeldt, Alexander, 2016, "Collateralized borrowing and risk taking at low interest rates," European Economic Review, Elsevier, volume 85, issue C, pages 62-83, DOI: 10.1016/j.euroecorev.2016.02.005.
• Basco, Sergi, 2016, "Switching bubbles: From Outside to Inside Bubbles," European Economic Review, Elsevier, volume 87, issue C, pages 236-255, DOI: 10.1016/j.euroecorev.2016.05.009.
• Engler, Philipp & Große Steffen, Christoph, 2016, "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, volume 87, issue C, pages 34-61, DOI: 10.1016/j.euroecorev.2016.02.012.
• Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016, "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, volume 88, issue C, pages 185-207, DOI: 10.1016/j.euroecorev.2016.02.020.
• Funke, Manuel & Schularick, Moritz & Trebesch, Christoph, 2016, "Going to extremes: Politics after financial crises, 1870–2014," European Economic Review, Elsevier, volume 88, issue C, pages 227-260, DOI: 10.1016/j.euroecorev.2016.03.006.
• Cette, Gilbert & Fernald, John & Mojon, Benoît, 2016, "The pre-Great Recession slowdown in productivity," European Economic Review, Elsevier, volume 88, issue C, pages 3-20, DOI: 10.1016/j.euroecorev.2016.03.012.
• Berentsen, Aleksander & Huber, Samuel & Marchesiani, Alessandro, 2016, "The societal benefit of a financial transaction tax," European Economic Review, Elsevier, volume 89, issue C, pages 303-323, DOI: 10.1016/j.euroecorev.2016.08.003.
• Carvallo, Oscar & Pagliacci, Carolina, 2016, "Macroeconomic shocks, bank stability and the housing market in Venezuela," Emerging Markets Review, Elsevier, volume 26, issue C, pages 174-196, DOI: 10.1016/j.ememar.2015.12.002.
• Kim, Yun Jung, 2016, "Foreign currency exposure and balance sheet effects: A firm-level analysis for Korea," Emerging Markets Review, Elsevier, volume 26, issue C, pages 64-79, DOI: 10.1016/j.ememar.2016.02.001.
• Kocsis, Zalan & Monostori, Zoltan, 2016, "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, volume 27, issue C, pages 140-168, DOI: 10.1016/j.ememar.2016.05.003.
• Posedel Šimović, Petra & Tkalec, Marina & Vizek, Maruška & Lee, Junsoo, 2016, "Time-varying integration of the sovereign bond markets in European post-transition economies," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 30-40, DOI: 10.1016/j.jempfin.2015.12.005.
• Perego, Erica R. & Vermeulen, Wessel N., 2016, "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 214-232, DOI: 10.1016/j.jempfin.2016.04.002.
• Ghosh, Sajal & Kanjilal, Kakali, 2016, "Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests," Energy Economics, Elsevier, volume 53, issue C, pages 111-117, DOI: 10.1016/j.eneco.2014.11.002.
• Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin, 2016, "The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach," Energy Economics, Elsevier, volume 55, issue C, pages 30-41, DOI: 10.1016/j.eneco.2015.12.027.
• Kuruppuarachchi, Duminda & Premachandra, I.M., 2016, "Information spillover dynamics of the energy futures market sector: A novel common factor approach," Energy Economics, Elsevier, volume 57, issue C, pages 277-294, DOI: 10.1016/j.eneco.2016.05.015.
• Ratti, Ronald A. & Vespignani, Joaquin L., 2016, "Oil prices and global factor macroeconomic variables," Energy Economics, Elsevier, volume 59, issue C, pages 198-212, DOI: 10.1016/j.eneco.2016.06.002.
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• Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2016, "Interest parity, cointegration, and the term structure: Testing in an integrated framework," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 281-294, DOI: 10.1016/j.irfa.2015.12.001.
• Magkonis, Georgios & Tsopanakis, Andreas, 2016, "The financial and fiscal stress interconnectedness: The case of G5 economies," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 62-69, DOI: 10.1016/j.irfa.2016.03.019.
• Choudhry, Taufiq, 2016, "Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 303-311, DOI: 10.1016/j.irfa.2015.08.012.
• Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016, "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, volume 16, issue C, pages 275-282, DOI: 10.1016/j.frl.2015.12.007.
• Jin, Xiaoye, 2016, "The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach," Finance Research Letters, Elsevier, volume 17, issue C, pages 167-175, DOI: 10.1016/j.frl.2016.03.004.
• Altunbaş, Yener & Tommaso, Caterina Di & Thornton, John, 2016, "Is there a financial accelerator in European banking?," Finance Research Letters, Elsevier, volume 17, issue C, pages 218-221, DOI: 10.1016/j.frl.2016.03.020.
• Arouri, Mohamed & Estay, Christophe & Rault, Christophe & Roubaud, David, 2016, "Economic policy uncertainty and stock markets: Long-run evidence from the US," Finance Research Letters, Elsevier, volume 18, issue C, pages 136-141, DOI: 10.1016/j.frl.2016.04.011.
• Sohn, Bumjean & Park, Heungju, 2016, "Early warning indicators of banking crisis and bank related stock returns," Finance Research Letters, Elsevier, volume 18, issue C, pages 193-198, DOI: 10.1016/j.frl.2016.04.016.