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

2014

• Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, University of Pretoria, Department of Economics, number 201414, Apr.
• Michael Paetz & Rangan Gupta, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201441, Aug.
• Eva Zamrazilová, 2014, "Měnová politika: krátkodobá stabilizace versus dlouhodobá rizika
  [Monetary Policy: Short-Term Stabilization versus Long-Term Risks]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 1, pages 3-31, DOI: 10.18267/j.polek.935.
• Miroslav Titze, 2014, "Menová politika Federálneho rezervného systému v rokoch 1929-1933
  [The Federal Reserve Monetary Policy 1929-1933]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 5, pages 701-719, DOI: 10.18267/j.polek.977.
• Jan Vejmělek, 2014, "Dopad intervence ČNB do finančních trhů
  [CNB FX Intervention and Its Impact on Financial Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 6, pages 808-823, DOI: 10.18267/j.polek.983.
• Alan S. Blinder, 2014, "What Did We Learn from the Financial Crisis, the Great Recession, and the Pathetic Recovery?," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 243, Nov.
• Atif R. Mian & Amir Sufi, 2014, "House Price Gains and U.S. Household Spending from 2002 to 2006," Working Papers, Princeton University. Economics Department., number 2014-2, May.
• Marco Langiulli, 2014, "Il possibile impatto dei rating emessi dalle agenzie e un’analisi dei giudizi sul debito sovrano emessi da Standard & Poor's. (The potential impact of credit rating agencies: an analysis of Standard & Poor's ratings of sovereign debt)," Moneta e Credito, Economia civile, volume 67, issue 268, pages 429-456.
• Sunanda Sen & Zico Dasgupta, 2014, "Economic Policies in India For Stimulation or Austerity and Volatility?," PSL Quarterly Review, Economia civile, volume 67, issue 271, pages 423-450.
• Magdalena RADULESCU, 2014, "The Impact Of The Basel Iii Agreement On The Banking Systems," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 13, issue 1, pages 3-10.
• Luísa Farinha & Sónia Félix, 2014, "Credit rationing for Portuguese SMEs," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
• Carla Soares & Diana Bonfim, 2014, "The risk-taking channel of monetary policy – exploring all avenues," Working Papers, Banco de Portugal, Economics and Research Department, number w201402.
• Daniel Carvalho, 2014, "Financial Integration and the Great Leveraging," Working Papers, Banco de Portugal, Economics and Research Department, number w201407.
• Daniel Carvalho, 2014, "Capital Inflows and euro area long-term interest rates," Working Papers, Banco de Portugal, Economics and Research Department, number w201410.
• Ettore Panetti & Elena Mattana, 2014, "A Dynamic Quantitative Macroeconomic Model of Bank Runs," Working Papers, Banco de Portugal, Economics and Research Department, number w201413.
• Matthew Hoelle, 2014, "Quantitative Easing under Incomplete Markets: Optimality Conditions for Stationary Policy," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1277, Apr.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 1, Mar.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 715, Apr.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial Regimes and Uncertainty Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 729, Oct.
• Emmanuel Farhi & Xavier Gabaix, undated, "Rare Disasters and Exchange Rates," Working Paper, Harvard University OpenScholar, number 71001.
• Alexander Ballantyne & Jonathan Hambur & Ivan Roberts & Michelle Wright, 2014, "Financial Reform in Australia and China," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2014-10, Sep.
• Viladegut, Hugo & Cabello, Miguel, 2014, "El canal de crédito en el Perú: Una aproximación SVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 27, pages 51-66.
• Orrego, Fabrizio, 2014, "Precios de viviendas en Lima," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 47-59.
• Céspedes, Nikita & Orrego, Fabrizio, 2014, "Competencia bancaria en el Perú," Revista Moneda, Banco Central de Reserva del Perú, issue 159, pages 9-12.
• Castillo, Paul & Carrera, Cesar & Ortiz, Marco & Vega, Hugo, 2014, "Spillovers, capital flows and prudential regulation in small open economies," Working Papers, Banco Central de Reserva del Perú, number 2014-006, Apr.
• Orrego, Fabrizio, 2014, "Precios de viviendas en Lima," Working Papers, Banco Central de Reserva del Perú, number 2014-008, May.
• Céspedes-Reynaga, Nikita & Orrego, Fabrizio, 2014, "Competencia de intermediarios financieros en Perú," Working Papers, Banco Central de Reserva del Perú, number 2014-010, Aug.
• Choy, Marylin & Cerna, Jorge, 2014, "Comportamiento de los mercados financieros peruanos ante el anuncio del tapering," Working Papers, Banco Central de Reserva del Perú, number 2014-011, Aug.
• António Miguel Martins & Ana Paula Serra & Francisco Vitorino Martins & Simon Stevenson, 2014, "Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2014-05, May.
• Pavel Sevcik, 2014, "Online Appendix to "Financial Frictions, Internal Capital Markets, and the Organization of Production"," Online Appendices, Review of Economic Dynamics, number 12-245.
• Pavel Sevcik, 2014, "Code and data files for "Financial Frictions, Internal Capital Markets, and the Organization of Production"," Computer Codes, Review of Economic Dynamics, number 12-145, revised .
• Stefan Avdjiev, 2014, "Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"," Computer Codes, Review of Economic Dynamics, number 12-186, revised .
• Satyajit Chatterjee & Burcu Eyigungor, 2014, "Code and data files for "A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis"," Computer Codes, Review of Economic Dynamics, number 13-166, revised .
• Matteo Ciccarelli & Angela Maddaloni & Jose Luis Peydro, 2014, "Code and data files for "Trusting the bankers: A new look at the credit channel of monetary policy"," Computer Codes, Review of Economic Dynamics, number 13-203, revised .
• Chao He & Randall Wright & Yu Zhu, 2014, "Code and data files for "Housing and Liquidity"," Computer Codes, Review of Economic Dynamics, number 14-2, revised .
• Alejandro Justiciano & Giorgio Primiceri & Andrea Tambalotti, 2014, "Code and data files for "Household Leveraging and Deleveraging"," Computer Codes, Review of Economic Dynamics, number 14-24, revised .
• Matteo Iacoviello, 2014, "Code and data files for "Financial Business Cycles"," Computer Codes, Review of Economic Dynamics, number 14-27, revised .
• Zhen Huo & Jose-Victor Rios-Rull, 2014, "Code and data files for "Tightening Financial Frictions on Households, Recessions, and Price Reallocations"," Computer Codes, Review of Economic Dynamics, number 14-45, revised .
• Marco Bassetto & Marco Cagetti & Mariacristina De Nardi, 2014, "Code and data files for "Credit Crunches and Credit Allocation in a Model of Entrepreneurship," Computer Codes, Review of Economic Dynamics, number 14-53, revised .
• Francisco Buera & Roberto Fattal-Jaef & Yongseok Shin, 2014, "Code and data files for "Anatomy of a Credit Crunch: From Capital to Labor Markets"," Computer Codes, Review of Economic Dynamics, number 14-63, revised .
• Sohei Kaihatsu & Takushi Kurozumi, 2014, "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 2, pages 224-242, April, DOI: 10.1016/j.red.2013.08.001.
• Chao Gu & Joseph Haslag, 2014, "Unconventional Optimal Open Market Purchases," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 3, pages 543-558, July, DOI: 10.1016/j.red.2013.08.004.
• Nicolas Petrosky-Nadeau, 2014, "Credit, Vacancies and Unemployment Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 2, pages 191-205, April, DOI: 10.1016/j.red.2013.10.001.
• Yanos Zylberberg & Francesco Pappada, 2014, "Austerity plans and tax evasion : theory and evidence from Greece," 2014 Meeting Papers, Society for Economic Dynamics, number 1031.
• Karen Lewis & Fabio Ghironi, 2014, "Equity Sales and Manager Efficiency Across Firms and the Business Cycle," 2014 Meeting Papers, Society for Economic Dynamics, number 1079.
• Thomas Cooley & Harold Cole, 2014, "Rating Agencies," 2014 Meeting Papers, Society for Economic Dynamics, number 1124.
• Xiaoji Lin & Frederico Belo, 2014, "Labor Heterogeneity and Asset Prices: the Importance of Skilled Labor," 2014 Meeting Papers, Society for Economic Dynamics, number 1231.
• Dimitris Papanikolaou & Brett Green & William Fuchs, 2014, "Adverse Selection, Slow Moving Capital and Misallocation," 2014 Meeting Papers, Society for Economic Dynamics, number 124.
• Matteo Maggiori & Johannes Stroebel & Stefano Giglio, 2014, "Very Long Run Discount Rates," 2014 Meeting Papers, Society for Economic Dynamics, number 1281.
• Luigi Bocola, 2014, "The Pass-Through of Sovereign Risk," 2014 Meeting Papers, Society for Economic Dynamics, number 1286.
• Ali Ozdagli, 2014, "Financial Frictions and Reaction of Stock Prices to Monetary Policy Shocks," 2014 Meeting Papers, Society for Economic Dynamics, number 1360.
• Luis Viceira & Carolin Pflueger & John Campbell, 2014, "Monetary Policy Drivers of Bond and Equity Risks," 2014 Meeting Papers, Society for Economic Dynamics, number 137.
• Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2014, "Inflation Dynamics During the Financial Crisis," 2014 Meeting Papers, Society for Economic Dynamics, number 206.
• Alexi Savov & Alan Moreira, 2014, "The Macroeconomics of Shadow Banking," 2014 Meeting Papers, Society for Economic Dynamics, number 254.
• Kenza Benhima & Celine Poilly & Philippe Bacchetta, 2014, "Corporate Cash and Employment," 2014 Meeting Papers, Society for Economic Dynamics, number 256.
• Urban Jermann & Lukas Schmid & Joao Gomes, 2014, "Sticky Leverage," 2014 Meeting Papers, Society for Economic Dynamics, number 40.
• Pablo D'Erasmo, 2014, "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers, Society for Economic Dynamics, number 476.
• Saki Bigio & Javier Bianchi, 2014, "Banks, Liquidity Management and Monetary Policy," 2014 Meeting Papers, Society for Economic Dynamics, number 489.
• Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014, "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers, Society for Economic Dynamics, number 506.
• Roger Farmer & Carine Nourry & Alain Venditti, 2014, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," 2014 Meeting Papers, Society for Economic Dynamics, number 516.
• Ofer Setty & David Weiss & Zvi Eckstein, 2014, "Financial Risk and Unemployment," 2014 Meeting Papers, Society for Economic Dynamics, number 517.
• Venky Venkateswaran & Hugo A. Hopenhayn & Joel David, 2014, "Information, Misallocation and Aggregate Productivity," 2014 Meeting Papers, Society for Economic Dynamics, number 526.
• Manuel Santos & Miguel Iraola, 2014, "Long-Term Asset Price Volatility and Macroeconomic Fluctuations," 2014 Meeting Papers, Society for Economic Dynamics, number 559.
• Paolo Gelain & Marcin Kolasa & MichaÅ‚ Brzoza-Brzezina, 2014, "Monetary and macroprudential policy with multi-period loans," 2014 Meeting Papers, Society for Economic Dynamics, number 575.
• Marcin Kolasa & Krzysztof Makarski & MichaÅ‚ Brzoza-Brzezina, 2014, "Monetary and macroprudential policy with foreign currency loans," 2014 Meeting Papers, Society for Economic Dynamics, number 645.
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," 2014 Meeting Papers, Society for Economic Dynamics, number 74.
• Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2014, "Credit Supply and the Housing Boom," 2014 Meeting Papers, Society for Economic Dynamics, number 766.
• Eglantina Zyka & Elena Myftaraj (Tomori), 2014, "Factors affecting the insurance sector development: Evidence from Albania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 51, pages 171-188, March.
• Leonardo Becchetti & Rocco Ciciretti & Adriana Paolantonio, 2014, "Is There a Cooperative Bank Difference?," Working Paper series, Rimini Centre for Economic Analysis, number 03_14, Feb.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014, "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," Working Paper series, Rimini Centre for Economic Analysis, number 04_14, Feb.
• Carlos Viana de Carvalho & Eduardo Zilberman & Laura Candido de Souza & Nilda Mercedes Cabrera Pasca, 2014, "Macroeconomic Effects of Credit Deepening in Latin America," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 629, Sep.
• Douglas J. Elliott, 2014, "Lessons for Asia from Europe’s History with Banking Integration," ADBI Working Papers, Asian Development Bank Institute, number 462, Feb.
• Yothin Jinjarak & Paulo Jose Mutuc & Ganeshan Wignaraja, 2014, "Does Finance Really Matter for the Participation of SMEs in International Trade? Evidence from 8,080 East Asian Firms," ADBI Working Papers, Asian Development Bank Institute, number 470, Mar.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo, 2014, "Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective," ADBI Working Papers, Asian Development Bank Institute, number 497, Sep.
• Iwan J. Azis & Damaris Lee Yarcia, 2014, "How Capital Flows Affect Economy-Wide Vulnerability and Inequality: Flow-of-Funds Analysis of Selected Asian Economies," Working Papers on Regional Economic Integration, Asian Development Bank, number 136, Jul.
• Md. Toufique x Md. Toufique Hossain, 2014, "The Fundamental Deviation and the Riddle of Manipulation: A Critical Analysis in the Context of Bangladesh Stock Market Crash in 2010-11," Asian Business Review, Asian Business Consortium, volume 4, issue 3, pages 92-99.
• Mehmet Şentürk & Engin Dücan, 2014, "The Relationship between Exchange Rate-Interest Rate and Stock Return in Turkey: An Empirical Analysis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 3, pages 67-80.
• Marco Airaudo & María Pía Olivero, 2014, "Optimal Monetary Policy with Counter-Cyclical Credit Spreads," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2014-1, Jan.
• Edoardo Reviglio & Franco Bassanini, 2014, "National States Sovereignty, Democracy and Global Financial Markets: The European Issue - Sovranità nazionale, democrazia e finanza globale: la questione europea," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 1, pages 79-109.
• Smile Dube & Yan Zhou, 2014, "Interest Rate Asymmetries in the Lending-Deposit Spread: A Case - Asimmetrie del tasso di interesse nello spread prestiti-depositi: studio di un caso," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 2, pages 201-227.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2014, "Expectations and Systemic Risk in EMU Government Bond Spreads," LEAP Working Papers, Luiss Institute for European Analysis and Policy, number 2014/1, Jun.
• Lucian Liviu Albu & Radu Lupu & Cantemir Adrian Călin & Oana Cristina Popovici, 2014, "Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 39-50, October.
• Olteanu, Dan, 2014, "Creditless Recovery In Eastern Europe," Working Papers of National Institute for Economic Research, Institutul National de Cercetari Economice (INCE), number 141212, Dec.
• Ansgar Belke & Florian Verheyen, 2014, "The European Central Bank and the Financing Conditions of Small and Medium-Sized Enterprises in Europe," Rivista di Politica Economica, SIPI Spa, issue 2, pages 199-215, April-Jun.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014, "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper, Tor Vergata University, CEIS, number 310, Feb, revised 18 Feb 2014.
• Leonardo Becchetti & Rocco Ciciretti & Adriana Paolantonio, 2014, "The Cooperative Bank Difference Before and After the Global Financial Crisis," CEIS Research Paper, Tor Vergata University, CEIS, number 313, Apr, revised 23 Nov 2015.
• G. Peersman & W. Wagner, 2014, "Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/874, Feb.
• G. Peersman, 2014, "The Effectiveness of Unconventional Monetary Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/875, Feb.
• Jaap W.B. Bos & Martien Lamers & Victoria Purice, 2014, "Carrying the (Paper) Burden: A Portfolio View of Systemic Risk and Optimal Bank Size," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/882, May.
• Jef Boeckx & Maarten Dossche & Gert Peersman, 2014, "Effectiveness and Transmission of the ECB s Balance Sheet Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/887, Jul.
• Reyes, Luis & Mazier, Jacques, 2014, "Financialized growth regime: lessons from Stock Flow Consistent models," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 16.
• Giorgio Di Giorgio & Guido Traficante, 2014, "Monetary Policy Transmission on the Banking Sector in the Euro Area – Abstract," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1, January -.
• Özgün Sarımehmet Duman, 2014, "A theoretical framework for the analysis of the current global economic crisis: The financial market and the real economy," The Economic and Labour Relations Review, , volume 25, issue 2, pages 240-252, June, DOI: 10.1177/1035304614520669.
• Delis, Manthos D. & Kouretas, Georgios P. & Tsoumas, Chris, 2014, "Anxious periods and bank lending," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2013.09.009.
• Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014, "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 89-105, DOI: 10.1016/j.jbankfin.2013.09.016.
• Mizrach, Bruce & Otsubo, Yoichi, 2014, "The market microstructure of the European climate exchange," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 107-116, DOI: 10.1016/j.jbankfin.2013.11.001.
• Chadha, Jagjit S. & Waters, Alex, 2014, "Applying a macro-finance yield curve to UK quantitative Easing," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 68-86, DOI: 10.1016/j.jbankfin.2013.11.008.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014, "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 1-10, DOI: 10.1016/j.jbankfin.2013.11.004.
• Balasubramnian, Bhanu & Cyree, Ken B., 2014, "Has market discipline on banks improved after the Dodd–Frank Act?," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 155-166, DOI: 10.1016/j.jbankfin.2014.01.021.
• Ren, Yu & Yuan, Yufei & Zhang, Yang, 2014, "Human capital, household capital and asset returns," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 11-22, DOI: 10.1016/j.jbankfin.2014.01.028.
• Borio, Claudio, 2014, "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 182-198, DOI: 10.1016/j.jbankfin.2013.07.031.
• Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014, "Predicting distress in European banks," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 225-241, DOI: 10.1016/j.jbankfin.2013.11.041.
• Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014, "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 132-150, DOI: 10.1016/j.jbankfin.2014.05.015.
• Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014, "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 134-146, DOI: 10.1016/j.jbankfin.2014.06.022.
• Michel, Norbert & Lajaunie, John P. & Lawrence, Shari & Fanguy, Ronnie, 2014, "Home equity lines of credit and the unemployment rate: Have unemployed consumers borrowed themselves into the next financial crisis?," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 147-154, DOI: 10.1016/j.jbankfin.2014.06.013.
• D’Agostino, Antonello & Ehrmann, Michael, 2014, "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 155-176, DOI: 10.1016/j.jbankfin.2014.06.001.
• Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory, 2014, "Assessing the contribution of banks, insurance and other financial services to systemic risk," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 270-287, DOI: 10.1016/j.jbankfin.2014.05.030.
• Mattana, Elena & Panetti, Ettore, 2014, "Bank liquidity, stock market participation, and economic growth," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 292-306, DOI: 10.1016/j.jbankfin.2014.01.016.
• Jin, Yi & Zeng, Zhixiong, 2014, "Banking risk and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 350-360, DOI: 10.1016/j.jbankfin.2013.07.039.
• Elgin, Ceyhun & Uras, Burak R., 2014, "Homeownership, informality and the transmission of monetary policy," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 160-168, DOI: 10.1016/j.jbankfin.2014.09.011.
• Bezemer, Dirk & Grydaki, Maria, 2014, "Financial fragility in the Great Moderation," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 169-177, DOI: 10.1016/j.jbankfin.2014.09.005.
• Rubio, Margarita & Carrasco-Gallego, José A., 2014, "Macroprudential and monetary policies: Implications for financial stability and welfare," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 326-336, DOI: 10.1016/j.jbankfin.2014.02.012.
• Markiewicz, Agnieszka & Pick, Andreas, 2014, "Adaptive learning and survey data," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 685-707, DOI: 10.1016/j.jebo.2014.04.005.
• Papadamou, Stephanos & Siriopoulos, Costas, 2014, "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, volume 71, issue C, pages 45-67, DOI: 10.1016/j.jeconbus.2013.09.001.
• Gallegati, Marco & Ramsey, James B., 2014, "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, volume 75, issue C, pages 1-24, DOI: 10.1016/j.jeconbus.2014.04.002.
• Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014, "The fragility of short-term secured funding markets," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 15-42, DOI: 10.1016/j.jet.2013.10.006.
• DellʼAriccia, Giovanni & Laeven, Luc & Marquez, Robert, 2014, "Real interest rates, leverage, and bank risk-taking," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 65-99, DOI: 10.1016/j.jet.2013.06.002.
• Geromichalos, Athanasios & Simonovska, Ina, 2014, "Asset liquidity and international portfolio choice," Journal of Economic Theory, Elsevier, volume 151, issue C, pages 342-380, DOI: 10.1016/j.jet.2014.01.004.
• Nyborg, Kjell G. & Östberg, Per, 2014, "Money and liquidity in financial markets," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 30-52, DOI: 10.1016/j.jfineco.2013.12.003.
• Aiyar, Shekhar & Calomiris, Charles W. & Hooley, John & Korniyenko, Yevgeniya & Wieladek, Tomasz, 2014, "The international transmission of bank capital requirements: Evidence from the UK," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 368-382, DOI: 10.1016/j.jfineco.2014.05.003.
• Rubio, Margarita, 2014, "Housing-market heterogeneity in a monetary union," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 163-184, DOI: 10.1016/j.jimonfin.2013.06.013.
• Raddant, Matthias, 2014, "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 197-213, DOI: 10.1016/j.jimonfin.2013.11.005.
• Balli, Faruk & Basher, Syed Abul & Rana, Faisal, 2014, "The determinants of the volatility of returns on cross-border asset holdings," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 1-23, DOI: 10.1016/j.jimonfin.2014.01.004.
• Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014, "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 97-117, DOI: 10.1016/j.jimonfin.2014.02.002.
• Jinjarak, Yothin & Zheng, Huanhuan, 2014, "Granular institutional investors and global market interdependence," Journal of International Money and Finance, Elsevier, volume 46, issue C, pages 61-81, DOI: 10.1016/j.jimonfin.2014.03.007.
• Cantero-Saiz, Maria & Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & López-Gutiérrez, Carlos, 2014, "Sovereign risk and the bank lending channel in Europe," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 1-20, DOI: 10.1016/j.jimonfin.2014.04.008.
• Alpanda, Sami & Aysun, Uluc, 2014, "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 21-55, DOI: 10.1016/j.jimonfin.2014.04.007.
• Spierdijk, Laura & Umar, Zaghum, 2014, "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 217-238, DOI: 10.1016/j.jimonfin.2014.06.003.
• de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem, 2014, "Are European sovereign bonds fairly priced? The role of modelling uncertainty," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 239-267, DOI: 10.1016/j.jimonfin.2014.06.001.
• Ludwig, Alexander, 2014, "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 125-146, DOI: 10.1016/j.jimonfin.2014.07.008.
• Stângă, Irina M., 2014, "Bank bailouts and bank-sovereign risk contagion channels," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 17-40, DOI: 10.1016/j.jimonfin.2014.07.005.
• Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz A., 2014, "Sudden floods, macroprudential regulation and stability in an open economy," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 68-100, DOI: 10.1016/j.jimonfin.2014.07.007.
• Kaihatsu, Sohei & Kurozumi, Takushi, 2014, "What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 217-235, DOI: 10.1016/j.jjie.2014.08.002.
• Cronin, David, 2014, "The interaction between money and asset markets: A spillover index approach," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 185-202, DOI: 10.1016/j.jmacro.2013.09.006.
• Sassi, Seifallah & Gasmi, Amira, 2014, "The effect of enterprise and household credit on economic growth: New evidence from European union countries," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 226-231, DOI: 10.1016/j.jmacro.2013.12.001.
• Ravn, Søren Hove, 2014, "Asymmetric monetary policy towards the stock market: A DSGE approach," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 24-41, DOI: 10.1016/j.jmacro.2013.11.002.
• Georgiadis, Georgios, 2014, "Towards an explanation of cross-country asymmetries in monetary transmission," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 66-84, DOI: 10.1016/j.jmacro.2013.10.003.
• Bordo, Michael & James, Harold, 2014, "The European Crisis in the Context of the History of Previous Financial Crises," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 275-284, DOI: 10.1016/j.jmacro.2013.08.013.
• Eichengreen, Barry & Jung, Naeun & Moch, Stephen & Mody, Ashoka, 2014, "The Eurozone Crisis: Phoenix Miracle or Lost Decade?," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 288-308, DOI: 10.1016/j.jmacro.2013.08.005.
• Geanakoplos, John, 2014, "Leverage, Default, and Forgiveness: Lessons from the American and European Crises," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 313-333, DOI: 10.1016/j.jmacro.2014.01.001.
• Azariadis, Costas, 2014, "Credit Policy in times of Financial Distress," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 337-345, DOI: 10.1016/j.jmacro.2013.09.003.
• Goodhart, C.A.E., 2014, "Lessons for Monetary Policy from the Euro-Area Crisis," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 378-382, DOI: 10.1016/j.jmacro.2013.08.014.
• Reichlin, Lucrezia, 2014, "Monetary Policy and Banks in the Euro Area: The Tale of Two Crises," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 387-400, DOI: 10.1016/j.jmacro.2013.09.012.
• Luik, Marc-André & Wesselbaum, Dennis, 2014, "Bubbles over the U.S. business cycle: A macroeconometric approach," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 27-41, DOI: 10.1016/j.jmacro.2014.02.005.
• Nodari, Gabriela, 2014, "Financial regulation policy uncertainty and credit spreads in the US," Journal of Macroeconomics, Elsevier, volume 41, issue C, pages 122-132, DOI: 10.1016/j.jmacro.2014.05.006.
• Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2014, "Exchange rates and monetary fundamentals in CEE countries: Evidence from a panel approach," Journal of Macroeconomics, Elsevier, volume 41, issue C, pages 148-159, DOI: 10.1016/j.jmacro.2014.05.005.
• Pagan, Adrian & Robinson, Tim, 2014, "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, volume 41, issue C, pages 94-106, DOI: 10.1016/j.jmacro.2014.04.002.
• Ben Jedidia, Khoutem & Boujelbène, Thouraya & Helali, Kamel, 2014, "Financial development and economic growth: New evidence from Tunisia," Journal of Policy Modeling, Elsevier, volume 36, issue 5, pages 883-898, DOI: 10.1016/j.jpolmod.2014.08.002.
• Duca, John V. & Kumar, Anil, 2014, "Financial literacy and mortgage equity withdrawals," Journal of Urban Economics, Elsevier, volume 80, issue C, pages 62-75, DOI: 10.1016/j.jue.2013.08.003.
• Boz, Emine & Mendoza, Enrique G., 2014, "Financial innovation, the discovery of risk, and the U.S. credit crisis," Journal of Monetary Economics, Elsevier, volume 62, issue C, pages 1-22, DOI: 10.1016/j.jmoneco.2013.07.001.
• Gust, Christopher & López-Salido, David, 2014, "Monetary policy and the cyclicality of risk," Journal of Monetary Economics, Elsevier, volume 62, issue C, pages 59-75, DOI: 10.1016/j.jmoneco.2013.11.008.
• Becker, Bo & Ivashina, Victoria, 2014, "Cyclicality of credit supply: Firm level evidence," Journal of Monetary Economics, Elsevier, volume 62, issue C, pages 76-93, DOI: 10.1016/j.jmoneco.2013.10.002.
• Benigno, Pierpaolo & Paciello, Luigi, 2014, "Monetary policy, doubts and asset prices," Journal of Monetary Economics, Elsevier, volume 64, issue C, pages 85-98, DOI: 10.1016/j.jmoneco.2014.02.004.
• Davis, J. Scott, 2014, "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, volume 64, issue C, pages 99-111, DOI: 10.1016/j.jmoneco.2014.01.007.
• Walentin, Karl, 2014, "Business cycle implications of mortgage spreads," Journal of Monetary Economics, Elsevier, volume 67, issue C, pages 62-77, DOI: 10.1016/j.jmoneco.2014.07.005.
• Korinek, Anton & Kreamer, Jonathan, 2014, "The redistributive effects of financial deregulation," Journal of Monetary Economics, Elsevier, volume 68, issue S, pages 55-67, DOI: 10.1016/j.jmoneco.2014.08.007.
• Jeon, Bang Nam & Wu, Ji, 2014, "Global banks and internal capital markets: Evidence from bank-level panel data in emerging economies," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 79-94, DOI: 10.1016/j.mulfin.2014.10.003.
• Yang, Lu & Hamori, Shigeyuki, 2014, "Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 145-155, DOI: 10.1016/j.pacfin.2013.12.003.
• Jeon, Bang Nam & Wu, Ji, 2014, "The role of foreign banks in monetary policy transmission: Evidence from Asia during the crisis of 2008–9," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 96-120, DOI: 10.1016/j.pacfin.2014.03.005.
• Wu, Qiongbing & Shamsuddin, Abul, 2014, "Investor attention, information diffusion and industry returns," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 30-43, DOI: 10.1016/j.pacfin.2014.06.002.
• Tagkalakis, Athanasios O., 2014, "Financial stability indicators and public debt developments," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 158-179, DOI: 10.1016/j.qref.2013.12.005.
• Jarrow, Robert A., 2014, "Financial crises and economic growth," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 194-207, DOI: 10.1016/j.qref.2013.12.001.
• Macchiarelli, Corrado, 2014, "Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 242-256, DOI: 10.1016/j.qref.2013.10.008.
• Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2014, "The international business cycle and gold-price fluctuations," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 292-305, DOI: 10.1016/j.qref.2014.01.002.
• Benchimol, Jonathan, 2014, "Risk aversion in the Eurozone," Research in Economics, Elsevier, volume 68, issue 1, pages 39-56, DOI: 10.1016/j.rie.2013.11.005.
• Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014, "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 321-329, DOI: 10.1016/j.iref.2013.06.004.
• Márquez, Elena & Nieto, Belén & Rubio, Gonzalo, 2014, "Stock returns with consumption and illiquidity risks," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 57-74, DOI: 10.1016/j.iref.2013.04.003.
• Owen, Ann L. & Temesvary, Judit, 2014, "Heterogeneity in the growth and finance relationship: How does the impact of bank finance vary by country and type of lending?," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 275-288, DOI: 10.1016/j.iref.2014.02.007.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014, "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 12-27, DOI: 10.1016/j.iref.2014.03.003.
• Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014, "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 286-299, DOI: 10.1016/j.iref.2014.06.002.
• Kuosmanen, Petri & Vataja, Juuso, 2014, "Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 90-97, DOI: 10.1016/j.rfe.2013.10.002.
• Biswas, Anindya, 2014, "The output gap and expected security returns," Review of Financial Economics, Elsevier, volume 23, issue 3, pages 131-140, DOI: 10.1016/j.rfe.2014.04.001.
• Pradhan, Rudra P. & Arvin, Mak B. & Hall, John H. & Bahmani, Sahar, 2014, "Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries," Review of Financial Economics, Elsevier, volume 23, issue 4, pages 155-173, DOI: 10.1016/j.rfe.2014.07.002.
• Stone, Zita & Filippaios, Fragkiskos & Stoian, Carmen, 2014, "Equity culture development in Central and Eastern Europe: The role of institutional and managerial factors," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 234-263, DOI: 10.1016/j.ribaf.2013.09.005.
• Murakami, Hiroki, 2014, "Keynesian systems with rigidity and flexibility of prices and inflation–deflation expectations," Structural Change and Economic Dynamics, Elsevier, volume 30, issue C, pages 68-85, DOI: 10.1016/j.strueco.2014.02.002.
• Nikolaidi, Maria, 2014, "Margins of safety and instability in a macrodynamic model with Minskyan insights," Structural Change and Economic Dynamics, Elsevier, volume 31, issue C, pages 1-16, DOI: 10.1016/j.strueco.2014.07.001.
• Faruk Balli & Syed Abul Basher & Faisal Rana, 2014, "The Determinants of the Volatility of Returns on Cross-Border Asset Holdings," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-01, Jan.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014, "European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-08, Jan.
• Wensheng Kang & Ronald A. Ratti, 2014, "Policy Uncertainty in China, Oil Shocks and Stock Returns," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-32, Apr.
• Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014, "The Impact of Oil Price Shocks on U.S. Bond Market Returns," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-33, Apr.
• Ronald A. Ratti & Joaquin L. Vespignani, 2014, "Oil Prices and the Economy: A Global Perspective," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-41, May.
• Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014, "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-71, Nov.
• Bahaj, Saleem A., 2014, "Systemic sovereign risk: macroeconomic implications in the euro area," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58110, May.
• Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014, "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014, EcoMod, number 6939, Jul.