Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

1. Monetary Theory

2013

• Sousa, João & Sousa, Ricardo M., 2013, "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series, European Central Bank, number 1575, Aug.
• Duca, John & Muellbauer, John, 2013, "Tobin LIVES: Integrating evolving credit market architecture into flow of funds based macro-models," Working Paper Series, European Central Bank, number 1581, Aug.
• Kolasa, Marcin & Brzoza-Brzezina, Michał & Makarski, Krzysztof, 2013, "Macroprudential policy instruments and economic imbalances in the euro area," Working Paper Series, European Central Bank, number 1589, Sep.
• Jermann, Urban J. & Yue, Vivian Z., 2013, "Interest rate swaps and corporate default," Working Paper Series, European Central Bank, number 1590, Sep.
• Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013, "Predicting distress in European banks," Working Paper Series, European Central Bank, number 1597, Oct.
• Kok, Christoffer & Schepens, Glenn, 2013, "Bank reactions after capital shortfalls," Working Paper Series, European Central Bank, number 1611, Nov.
• Fratzscher, Marcel & Beirne, John, 2013, "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Working Paper Series, European Central Bank, number 1625, Dec.
• Fiorella De Fiore & Oreste Tristani, 2013, "Optimal Monetary Policy in a Model of the Credit Channel," Economic Journal, Royal Economic Society, volume 123, issue 571, pages 906-931, September.
• Florin O. Bilbiie & Tommaso Monacelli & Roberto Perotti, 2013, "Public Debt and Redistribution with Borrowing Constraints," Economic Journal, Royal Economic Society, volume 0, issue , pages 64-98, February.
• Zheng Liu & Pengfei Wang & Tao Zha, 2013, "Land‐Price Dynamics and Macroeconomic Fluctuations," Econometrica, Econometric Society, volume 81, issue 3, pages 1147-1184, May, DOI: ECTA8994.
• Godfrey Ndlovu, 2013, "Financial Sector Development and Economic Growth: Evidence from Zimbabwe," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 435-446.
• Aydan Kansu & Nurtac Yildirim & Oguzhan Ozcelebi, 2013, "Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 476-485.
• Taofik M. Ibrahim & Mohammed I. Shuaibu, 2013, "Financial Development: A Fillip or Impediment to Nigeria's Economic Growth," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 305-318.
• Ahlem Selma Messai & Fathi Jouini, 2013, "Micro and Macro Determinants of Non-performing Loan," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 4, pages 852-860.
• Ersan Ersoy & Ula nl, 2013, "Energy Consumption and Stock Market Relationship: Evidence from Turkey," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue Special, pages 34-40.
• Theodore, Koutmeridis, 2013, "The Market for "Rough Diamonds": Information, Finance and Wage Inequality," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-32.
• Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013, "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-58.
• Fischbacher, Urs & Hens, Thorsten & Zeisberger, Stefan, 2013, "The impact of monetary policy on stock market bubbles and trading behavior: Evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 10, pages 2104-2122, DOI: 10.1016/j.jedc.2013.04.004.
• Anthonisen, Niels, 2013, "On the long-run relationship between inflation and output in a spatial overlapping generations model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2500-2524, DOI: 10.1016/j.jedc.2013.06.009.
• Chugh, Sanjay K., 2013, "Costly external finance and labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2882-2912, DOI: 10.1016/j.jedc.2013.08.005.
• Di Giorgio, Giorgio & Nisticò, Salvatore, 2013, "Productivity shocks, stabilization policies and the dynamics of net foreign assets," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 210-230, DOI: 10.1016/j.jedc.2012.09.002.
• Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013, "The anatomy of standard DSGE models with financial frictions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 32-51, DOI: 10.1016/j.jedc.2012.06.008.
• Lendvai, Julia & Raciborski, Rafal & Vogel, Lukas, 2013, "Macroeconomic effects of an equity transaction tax in a general-equilibrium model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 2, pages 466-482, DOI: 10.1016/j.jedc.2012.09.010.
• Tomura, Hajime, 2013, "Heterogeneous beliefs and housing-market boom-bust cycles," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 4, pages 735-755, DOI: 10.1016/j.jedc.2012.11.002.
• Santoro, Marika & Wei, Chao, 2013, "The marginal welfare cost of capital taxation: Discounting matters," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 4, pages 897-909, DOI: 10.1016/j.jedc.2012.12.006.
• Bazdresch, Santiago, 2013, "The role of non-convex costs in firms' investment and financial dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 929-950, DOI: 10.1016/j.jedc.2013.01.002.
• Lambertini, Luisa & Mendicino, Caterina & Teresa Punzi, Maria, 2013, "Leaning against boom–bust cycles in credit and housing prices," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1500-1522, DOI: 10.1016/j.jedc.2013.03.008.
• Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea, 2013, "Income distribution, credit and fiscal policies in an agent-based Keynesian model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1598-1625, DOI: 10.1016/j.jedc.2012.11.008.
• Assenza, Tiziana & Delli Gatti, Domenico, 2013, "E Pluribus Unum: Macroeconomic modelling for multi-agent economies," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1659-1682, DOI: 10.1016/j.jedc.2013.04.010.
• Dunbar, Geoffrey, 2013, "Returns-to-scale and the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1736-1754, DOI: 10.1016/j.jedc.2013.04.007.
• Andrés, Javier & Boscá, José E. & Ferri, Javier, 2013, "Household debt and labor market fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1771-1795, DOI: 10.1016/j.jedc.2013.03.011.
• Pakoš, Michal, 2013, "Long-run risk and hidden growth persistence," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1911-1928, DOI: 10.1016/j.jedc.2013.04.005.
• Warusawitharana, Missaka, 2013, "The expected real return to equity," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1929-1946, DOI: 10.1016/j.jedc.2013.04.003.
• Ahmed, Abdullahi D., 2013, "Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessment," Economic Modelling, Elsevier, volume 30, issue C, pages 261-273, DOI: 10.1016/j.econmod.2012.09.019.
• Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013, "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, volume 30, issue C, pages 754-769, DOI: 10.1016/j.econmod.2012.10.005.
• Wang, Yu Shan & Chueh, Yen Ling, 2013, "Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices," Economic Modelling, Elsevier, volume 30, issue C, pages 792-798, DOI: 10.1016/j.econmod.2012.09.052.
• Lee, Dong Jin & Son, Jong Chil, 2013, "Nonlinearity and structural breaks in monetary policy rules with stock prices," Economic Modelling, Elsevier, volume 31, issue C, pages 1-11, DOI: 10.1016/j.econmod.2012.10.018.
• Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013, "Assessing macro-financial linkages: A model comparison exercise," Economic Modelling, Elsevier, volume 31, issue C, pages 253-264, DOI: 10.1016/j.econmod.2012.10.019.
• Ngalawa, Harold & Viegi, Nicola, 2013, "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, volume 31, issue C, pages 614-624, DOI: 10.1016/j.econmod.2013.01.005.
• Jawadi, Fredj & Sousa, Ricardo M., 2013, "Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity," Economic Modelling, Elsevier, volume 32, issue C, pages 507-515, DOI: 10.1016/j.econmod.2013.02.009.
• Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013, "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, volume 32, issue C, pages 532-538, DOI: 10.1016/j.econmod.2013.02.032.
• Kaya, Huseyin, 2013, "Forecasting the yield curve and the role of macroeconomic information in Turkey," Economic Modelling, Elsevier, volume 33, issue C, pages 1-7, DOI: 10.1016/j.econmod.2013.03.013.
• Shahbaz, Muhammad, 2013, "Does financial instability increase environmental degradation? Fresh evidence from Pakistan," Economic Modelling, Elsevier, volume 33, issue C, pages 537-544, DOI: 10.1016/j.econmod.2013.04.035.
• Girardin, Eric & Joyeux, Roselyne, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, volume 34, issue C, pages 59-68, DOI: 10.1016/j.econmod.2012.12.001.
• Prat, Georges, 2013, "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, volume 34, issue C, pages 76-88, DOI: 10.1016/j.econmod.2012.12.004.
• Imran, Kashif & Nishat, Mohammed, 2013, "Determinants of bank credit in Pakistan: A supply side approach," Economic Modelling, Elsevier, volume 35, issue C, pages 384-390, DOI: 10.1016/j.econmod.2013.07.022.
• Küçükkocaoğlu, Güray & Ünalmış, Deren & Ünalmış, İbrahim, 2013, "How do banks' stock returns respond to monetary policy committee announcements in Turkey? Evidence from traditional versus new monetary policy episodes," Economic Modelling, Elsevier, volume 35, issue C, pages 536-545, DOI: 10.1016/j.econmod.2013.07.019.
• Beckmann, Joscha, 2013, "Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 176-190, DOI: 10.1016/j.najef.2012.07.005.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Gold as an inflation hedge in a time-varying coefficient framework," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 208-222, DOI: 10.1016/j.najef.2012.10.007.
• Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013, "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 119-144, DOI: 10.1016/j.najef.2013.08.002.
• Huang, Ying Sophie & Wang, Yizhong, 2013, "Asset price, risk transfer and economic activities: Firm-level evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 663-676, DOI: 10.1016/j.najef.2012.10.008.
• Guo, Feng & Huang, Ying Sophie, 2013, "Identifying permanent and transitory risks in the Chinese property insurance market," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 689-704, DOI: 10.1016/j.najef.2012.09.001.
• Agarwal, Manmohan & Walsh, Sean & Wang, Jing & Whalley, John & Yan, Chen, 2013, "Expected worsening or improving financial instability and the 2008 financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 92-105, DOI: 10.1016/j.najef.2013.07.002.
• Matsuoka, Tarishi, 2013, "Sunspot bank runs in competitive versus monopolistic banking systems," Economics Letters, Elsevier, volume 118, issue 2, pages 247-249, DOI: 10.1016/j.econlet.2012.11.002.
• Abo-Zaid, Salem, 2013, "On credit frictions as labor–income taxation," Economics Letters, Elsevier, volume 118, issue 2, pages 287-292, DOI: 10.1016/j.econlet.2012.11.005.
• Sarlin, Peter, 2013, "On policymakers’ loss functions and the evaluation of early warning systems," Economics Letters, Elsevier, volume 119, issue 1, pages 1-7, DOI: 10.1016/j.econlet.2012.12.030.
• Cheng, Lichao & Jin, Yi, 2013, "Asset prices, monetary policy, and aggregate fluctuations: An empirical investigation," Economics Letters, Elsevier, volume 119, issue 1, pages 24-27, DOI: 10.1016/j.econlet.2013.01.005.
• Duca, John V. & Murphy, Anthony, 2013, "Would a Bagehot style corporate bond backstop have helped counter the Great Recession?," Economics Letters, Elsevier, volume 119, issue 3, pages 351-353, DOI: 10.1016/j.econlet.2013.02.010.
• Gareis, Johannes & Mayer, Eric, 2013, "Euler equations and money market interest rates: The role of monetary policy and risk premium shocks," Economics Letters, Elsevier, volume 120, issue 1, pages 27-31, DOI: 10.1016/j.econlet.2013.03.025.
• De Pace, Pierangelo & Weber, Kyle D., 2013, "High yield spreads, real economic activity, and the financial accelerator," Economics Letters, Elsevier, volume 121, issue 3, pages 346-355, DOI: 10.1016/j.econlet.2013.08.027.
• Neanidis, Kyriakos C. & Savva, Christos S., 2013, "Institutions and financial dollarization: Indirect effects based on a policy experiment," Economics Letters, Elsevier, volume 121, issue 3, pages 405-410, DOI: 10.1016/j.econlet.2013.09.027.
• Dominicy, Yves & Veredas, David, 2013, "The method of simulated quantiles," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 235-247, DOI: 10.1016/j.jeconom.2012.08.010.
• Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2013, "Macro-expectations, aggregate uncertainty, and expected term premia," European Economic Review, Elsevier, volume 58, issue C, pages 58-80, DOI: 10.1016/j.euroecorev.2012.11.005.
• Becsi, Zsolt & Li, Victor E. & Wang, Ping, 2013, "Credit mismatch and breakdown," European Economic Review, Elsevier, volume 59, issue C, pages 109-125, DOI: 10.1016/j.euroecorev.2012.11.002.
• Arce, Óscar & Manuel Campa, José & Gavilán, Ángel, 2013, "Macroeconomic adjustment under loose financing conditions in the construction sector," European Economic Review, Elsevier, volume 59, issue C, pages 19-34, DOI: 10.1016/j.euroecorev.2012.11.004.
• Challe, Edouard & Mojon, Benoit & Ragot, Xavier, 2013, "Equilibrium risk shifting and interest rate in an opaque financial system," European Economic Review, Elsevier, volume 63, issue C, pages 117-133, DOI: 10.1016/j.euroecorev.2013.07.003.
• Zervou, Anastasia S., 2013, "Financial market segmentation, stock market volatility and the role of monetary policy," European Economic Review, Elsevier, volume 63, issue C, pages 256-272, DOI: 10.1016/j.euroecorev.2013.06.005.
• Ponomarenko, Alexey, 2013, "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, volume 15, issue C, pages 92-106, DOI: 10.1016/j.ememar.2013.02.006.
• Eterovic, Nicolas A. & Eterovic, Dalibor S., 2013, "Separating the wheat from the chaff: Understanding portfolio returns in an emerging market," Emerging Markets Review, Elsevier, volume 16, issue C, pages 145-169, DOI: 10.1016/j.ememar.2013.05.001.
• Jaramillo, Laura & Weber, Anke, 2013, "Bond yields in emerging economies: It matters what state you are in," Emerging Markets Review, Elsevier, volume 17, issue C, pages 169-185, DOI: 10.1016/j.ememar.2013.09.003.
• Fernández-Amador, Octavio & Gächter, Martin & Larch, Martin & Peter, Georg, 2013, "Does monetary policy determine stock market liquidity? New evidence from the euro zone," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 54-68, DOI: 10.1016/j.jempfin.2012.12.008.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013, "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 113-127, DOI: 10.1016/j.jempfin.2013.04.002.
• Gallegati, Marco & Ramsey, James B., 2013, "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 138-150, DOI: 10.1016/j.jempfin.2013.10.003.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2013, "The causal nexus between oil prices and equity market in the U.S.: A regime switching model," Energy Economics, Elsevier, volume 39, issue C, pages 271-282, DOI: 10.1016/j.eneco.2013.04.014.
• Shahbaz, Muhammad & Khan, Saleheen & Tahir, Mohammad Iqbal, 2013, "The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis," Energy Economics, Elsevier, volume 40, issue C, pages 8-21, DOI: 10.1016/j.eneco.2013.06.006.
• Bridji, Slim, 2013, "The French Great Depression: A business cycle accounting analysis," Explorations in Economic History, Elsevier, volume 50, issue 3, pages 427-445, DOI: 10.1016/j.eeh.2012.10.002.
• Mitchener, Kris James & Richardson, Gary, 2013, "Does “skin in the game” reduce risk taking? Leverage, liability and the long-run consequences of new deal banking reforms," Explorations in Economic History, Elsevier, volume 50, issue 4, pages 508-525, DOI: 10.1016/j.eeh.2013.06.002.
• Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013, "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 166-173, DOI: 10.1016/j.irfa.2013.02.005.
• Ludvigson, Sydney C., 2013, "Advances in Consumption-Based Asset Pricing: Empirical Tests," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00012-3.
• Jarrow, Robert A., 2013, "The zero-lower bound on interest rates: Myth or reality?," Finance Research Letters, Elsevier, volume 10, issue 4, pages 151-156, DOI: 10.1016/j.frl.2013.08.003.
• Machado, Vicente da Gama, 2013, "Monetary policy rules, asset prices and adaptive learning," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 251-258, DOI: 10.1016/j.jfs.2013.04.002.
• Crowe, Christopher & Dell’Ariccia, Giovanni & Igan, Deniz & Rabanal, Pau, 2013, "How to deal with real estate booms: Lessons from country experiences," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 300-319, DOI: 10.1016/j.jfs.2013.05.003.
• Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013, "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 518-529, DOI: 10.1016/j.jfs.2013.07.006.
• Masciandaro, Donato & Pansini, Rosaria Vega & Quintyn, Marc, 2013, "The economic crisis: Did supervision architecture and governance matter?," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 578-596, DOI: 10.1016/j.jfs.2012.10.003.
• Klomp, Jeroen, 2013, "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 641-653, DOI: 10.1016/j.jfs.2012.09.001.
• Duca, John V., 2013, "Did the commercial paper funding facility prevent a Great Depression style money market meltdown?," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 747-758, DOI: 10.1016/j.jfs.2012.04.002.
• McKibbin, Warwick J. & Wilcoxen, Peter J., 2013, "A Global Approach to Energy and the Environment," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00015-8.
• Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013, "International risk cycles," Journal of International Economics, Elsevier, volume 89, issue 2, pages 471-484, DOI: 10.1016/j.jinteco.2011.10.001.
• Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013, "News and sovereign default risk in small open economies," Journal of International Economics, Elsevier, volume 91, issue 1, pages 1-17, DOI: 10.1016/j.jinteco.2013.04.002.
• Kang, Wensheng & Ratti, Ronald A., 2013, "Oil shocks, policy uncertainty and stock market return," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 305-318, DOI: 10.1016/j.intfin.2013.07.001.
• Sarlin, Peter & Peltonen, Tuomas A., 2013, "Mapping the state of financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 46-76, DOI: 10.1016/j.intfin.2013.05.002.
• Galvão, Ana Beatriz, 2013, "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 395-410, DOI: 10.1016/j.ijforecast.2012.10.006.
• Nakazono, Yoshiyuki & Ueda, Kozo, 2013, "Policy commitment and market expectations: Lessons learned from survey based evidence under Japan's quantitative easing policy," Japan and the World Economy, Elsevier, volume 25, issue , pages 102-113, DOI: 10.1016/j.japwor.2013.03.004.
• Nakaota, Hiroshi & Fukuta, Yuichi, 2013, "The leading indicator property of the term spread and the monetary policy factors in Japan," Japan and the World Economy, Elsevier, volume 28, issue C, pages 85-98, DOI: 10.1016/j.japwor.2013.08.001.
• Damar, H. Evren & Gropp, Reint E. & Mordel, Adi, 2014, "Banks' financial distress, lending supply and consumption expenditure," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 39, revised 2014, DOI: 10.2139/ssrn.2375103.
• Ludwig, Alexander, 2013, "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 02/13.
• Schüler, Yves S. & Fink, Fabian, 2013, "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79692.
• Rengel, Malte & Herwartz, Helmut & Xu, Fang, 2013, "Persistence in the price-to-dividend ratio and its macroeconomic fundamentals," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79860.
• Bremus, Franziska & Buch, Claudia M. & Russ, Katheryn N. & Schnitzer, Monika, 2013, "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80048.
• Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J., 2013, "Melting down: Systemic financial instability and the macroeconomy," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80487.
• Schleer, Frauke & Semmler, Willi, 2013, "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-068.
• William Forbes & Sheila Frances O'Donohoe & Jörg Prokop, 2013, "Financial Regulation and Nation State Crisis Management: Evidence from Germany, Ireland and the UK," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 18 / 2013, May, revised May 2013.
• Mathias Hoffmann & Rahel Suter, 2013, "Systematic consumption risk in currency returns," ECON - Working Papers, Department of Economics - University of Zurich, number 124, Jun.
• Dilip Kumar & S. Maheswaran, 2013, "Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 1, pages 61-91, February, DOI: 10.1177/0973801012466103.
• Claudio Borio, 2013, "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, volume 225, issue 1, pages 3-13, August.
• Angus Armstrong & E. Philip Davis & Iana Liadze & Cinzia Rienzo, 2013, "An Assessment of Bank Lending to UK SMEs in the wake of the crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 225, issue 1, pages 39-51, August.
• Maria Grazia Miele, 2013, "The effects of capital requirements on real economy: a cointegrated VAR approach for US commercial banks," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 163, Nov.
• Wolfram Berger & Friedrich Kissmer, 2013, "Monetary Policy and Asset Prices: When Cleaning Up Hits the Zero Lower Bound," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 149, issue 3, pages 291-312, September.
• Marek Lubiński, 2013, "Międzybankowy rynek pieniężny i zarażenie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5-6, pages 19-41.
• Shawkatul Islam Aziz & Shahanara Basher & Mohammad Rahim Uddin, 2013, "Efficiency Of The Stock Markets In Bangladesh: Evidence From Cse And Dse," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 3 (Decemb, pages 397-415.
• Jean-François Rouillard, 2013, "International Risk Sharing and Land Dynamics," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 13-02, May.
• Haiping Zhang, 2013, "Minimum Investment Requirement, Financial Integration and Economic (In)stability:A Refinement to Matsuyama (2004)," Working Papers, Singapore Management University, School of Economics, number 09-2013, Dec.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-031, Sep.
• Najia SAQIB, 2013, "Impact of Development and Efficiency of Financial Sector on Economic Growth: Empirical Evidence from Developing Countries," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 3, issue 3, pages 1-9, June.
• Muhammad Nadeem Javaid & Pier-Paolo Saviotti, 2013, "Financial System and Technological Catching-up: an Empirical Analysis," Economic Complexity and Evolution, Springer, in: Andreas Pyka & Esben Sloth Andersen, "Long Term Economic Development", DOI: 10.1007/978-3-642-35125-9_21.
• M. Filippini & L. Ortiz & G. Masiero, 2013, "Assessing the impact of national antibiotic campaigns in Europe," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 4, pages 587-599, August, DOI: 10.1007/s10198-012-0404-9.
• Zhixiong Zeng, 2013, "A theory of the non-neutrality of money with banking frictions and bank recapitalization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 52, issue 2, pages 729-754, March, DOI: 10.1007/s00199-011-0662-2.
• Jordan Kjosevski, 2013, "Banking Sector Development and Economic Growth in Central and Southeastern Europe Countries," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 4, pages 461-473, March, DOI: 10.1007/s11300-013-0258-6.
• Besnik Fetai, 2013, "Exchange Rate Pass-Through in Transition Economies: The Case of Republic of Macedonia," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 3, pages 309-324, November, DOI: 10.1007/s11300-013-0296-0.
• Kamelia Assenova, 2013, "Effectiveness of Specific Monetary Policy by the Currency Board," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 3, pages 325-334, November, DOI: 10.1007/s11300-013-0290-6.
• Jürgen Matthes & Markus Demary, 2013, "Überschreitet die EZB mit ihren Staatsanleihekäufen ihr Mandat?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 9, pages 607-615, September, DOI: 10.1007/s10273-013-1572-7.
• Bouveret, Antoine & Jardelot, Julien & Keller, Joachim & Molitor, Philippe & Thea, John & Vital, Mathieu, 2013, "Towards a monitoring framework for securities financing transactions," ESRB Occasional Paper Series, European Systemic Risk Board, number 2, Mar.
• Alexei KROUGLOV, 2013, "Simplified Mathematical Model Of Financial Crisis," Journal of Advanced Studies in Finance, ASERS Publishing, volume 4, issue 2, pages 109-114.
• Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013, "Fiscal Policies and Credit Regimes: A TVAR Approach," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2013/03, Feb.
• André K. Anundsen & Eilev S. Jansen, 2013, "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers, Statistics Norway, Research Department, number 756, Oct.
• Thomas Cooley & Ramon Marimon & Vincenzo Quadrini, 2013, "Risky Investments with Limited Commitment," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 13-17.
• Hylton Hollander & Guangling Liu, 2013, "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers, Stellenbosch University, Department of Economics, number 16/2013, revised 2014.
• Fredj Jawadi & Ricardo M. Sousa, 2013, "Modelling money demand: further evidence from an international comparison," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 11, pages 1052-1055, July, DOI: 10.1080/13504851.2012.758835.
• Muhamed Zulkhibri, 2013, "Bank-characteristics, lending channel and monetary policy in emerging markets: bank-level evidence from Malaysia," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 5, pages 347-362, March, DOI: 10.1080/09603107.2012.725927.
• F. Arizala & E. Cavallo & A. Galindo, 2013, "Financial development and TFP growth: cross-country and industry-level evidence," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 6, pages 433-448, March, DOI: 10.1080/09603107.2012.725931.
• Tim Oliver Berg, 2013, "Cross-country evidence on the relation between stock prices and the current account," Applied Economics, Taylor & Francis Journals, volume 45, issue 16, pages 2267-2277, June, DOI: 10.1080/00036846.2012.659349.
• Horst Rottmann & Timo Wollmershäuser, 2013, "A micro data approach to the identification of credit crunches," Applied Economics, Taylor & Francis Journals, volume 45, issue 17, pages 2423-2441, June, DOI: 10.1080/00036846.2012.665604.
• W. A. Razzak, 2013, "Predicting instability," Applied Economics, Taylor & Francis Journals, volume 45, issue 23, pages 3305-3315, August, DOI: 10.1080/00036846.2012.707775.
• Pekka Mannonen & Elias Oikarinen, 2013, "Risk premium, macroeconomic shocks, and information technology: an empirical analysis," International Review of Applied Economics, Taylor & Francis Journals, volume 27, issue 5, pages 695-705, September, DOI: 10.1080/02692171.2013.804494.
• Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013, "Financial dollarization in Russia: causes and consequences," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 6, issue 2, pages 221-243, September, DOI: 10.1080/17520843.2012.732099.
• Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal, 2013, "Assessment of Models to Forecast Exchange Rates: The Quetzal-U.S. Dollar Exchange Rate," Journal of Applied Economics, Taylor & Francis Journals, volume 16, issue 1, pages 71-99, May, DOI: 10.1016/S1514-0326(13)60004-5.
• Daniel Stavárek, 2013, "Cyclical Relationship Between Exchange Rates and Macro-Fundamentals in Central And Eastern Europe," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 2, pages 83-98, January, DOI: 10.1080/1331677X.2013.11517608.
• Goodness Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Journal of Housing Research, Taylor & Francis Journals, volume 22, issue 2, pages 203-219, January, DOI: 10.1080/10835547.2013.12092078.
• Jari Hännikäinen, 2013, "Zero Lower Bound and Indicator Properties of Interest Rate Spreads," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1390, Oct.
• Yasin Akcelik & Erdem Basci & Ergun Ermisoglu & Arif Oduncu, 2013, "The Turkish Approach to Capital Flow Volatility," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1306.
• Yasin Mimir, 2013, "Financial Intermediaries, Credit Shocks and Business Cycles," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1313.
• Zubeyir Kilinc & Hatice Gokce Karasoy & Eray Yucel, 2013, "Non-core Liabilities and Credit Growth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1324.
• Guray Kucukkocaoglu & Deren Unalmis & Ibrahim Unalmis, 2013, "How do Banks� Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1330.
• Birgül Cambazoğlu & Hacer Simay Karaalp, 2013, "The External Finance Premium and the Financial Accelerator: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 1, pages 103-121, April.
• Beniamino Moro, 2013, "The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 2, issue 1, pages 41-77, January.
• Hamza Polattimur, 2013, "Housing, Collateral Constraints, and Fiscal Policy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 2, issue 2, pages 53-82, May.
• ,, 2013, "The good, the bad, and the ugly: An inquiry into the causes and nature of credit cycles," Theoretical Economics, Econometric Society, volume 8, issue 3, September.
• , L., 2013, "Fragility of reputation and clustering of risk-taking," Theoretical Economics, Econometric Society, volume 8, issue 3, September.
• Lucyna Gornicka & Sweder van Wijnbergen, 2013, "Financial Frictions and the Credit Transmission Channel: Capital Requirements and Bank Capital," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-013/VI/DSF50, Jan.
• Sweder van Wijnbergen & Timotej Homar, 2013, "Recessions after Systemic Banking Crises: Does it matter how Governments intervene?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-039/VI/DSF54, Mar, revised 21 Nov 2013.
• Christiaan van der Kwaak & Sweder van Wijnbergen, 2013, "Long Term Government Debt, Financial Fragility and Sovereign Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-052/VI/DSF 55, Apr.
• Anne Opschoor & Dick van Dijk & Michel van der Wel, 2013, "Predicting Covariance Matrices with Financial Conditions Indexes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-113/III, Aug.
• Sweder van Wijnbergen & Christiaan van der Kwaak, 2013, "Financial Fragility, Sovereign Default Risk and the Limits to Commercial Bank Bail-outs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-179/VI/DSF65, Oct.
• Brown, M. & de Haas, R. & Sokolov, V., 2013, "Regional Inflation and Financial Dollarization," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-073.
• Brown, M. & de Haas, R. & Sokolov, V., 2013, "Regional Inflation and Financial Dollarization," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9ff11062-bd85-49b8-a0e1-3.
• Uras, R.B., 2013, "Investment composition and productivity with heterogeneous entrepreneurs," Other publications TiSEM, Tilburg University, School of Economics and Management, number bb13eb7b-3cd1-4274-b584-b.
• Pekka Mannonen & Elias Oikarinen, 2013, "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers, Aboa Centre for Economics, number 84, Apr.
• Florin O. Bilbiie & Roland Straub, 2013, "Asset Market Participation, Monetary Policy Rules, and the Great Inflation," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 377-392, May.
• Robert F. Engle & Eric Ghysels & Bumjean Sohn, 2013, "Stock Market Volatility and Macroeconomic Fundamentals," The Review of Economics and Statistics, MIT Press, volume 95, issue 3, pages 776-797, July.
• Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013, "Repo Runs," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 448, Nov.
• Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013, "The Fragility of Short-Term Secured Funding Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 449.
• Mark Setterfield & Yun Kim, 2013, "Debt Servicing, Aggregate Consumption, and Growth," Working Papers, Trinity College, Department of Economics, number 1316, Dec.
• Valentina Feroldi & Edoardo Gaffeo, 2013, "At the core of the international financial system," DEM Discussion Papers, Department of Economics and Management, number 2013/05.
• Landier, Augustin & Sraer, David & Thesmar, David, 2013, "Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy," TSE Working Papers, Toulouse School of Economics (TSE), number 13-438, Feb.
• Diewert, Erwin, 2013, "Voyage Accounting, User Costs and the Treatment of Financial Transactions in the Theory of the Firm," Economics working papers, Vancouver School of Economics, number erwin_diewert-2013-3, Jan, revised 22 Jan 2013.
• Francisco J. Buera & Yongseok Shin, 2013, "Financial Frictions and the Persistence of History: A Quantitative Exploration," Journal of Political Economy, University of Chicago Press, volume 121, issue 2, pages 221-272, DOI: 10.1086/670271.
• Chao Gu & Fabrizio Mattesini & Cyril Monnet & Randall Wright, 2013, "Endogenous Credit Cycles," Journal of Political Economy, University of Chicago Press, volume 121, issue 5, pages 940-965, DOI: 10.1086/673472.
• Guillermo Ordoñez, 2013, "The Asymmetric Effects of Financial Frictions," Journal of Political Economy, University of Chicago Press, volume 121, issue 5, pages 844-895, DOI: 10.1086/673886.
• Aubhik Khan & Julia K. Thomas, 2013, "Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity," Journal of Political Economy, University of Chicago Press, volume 121, issue 6, pages 1055-1107, DOI: 10.1086/674142.
• Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working papers, University of Connecticut, Department of Economics, number 2013-34, Dec.
• Matthieu Bussière & Jean Imbs & Robert Kollmann & Romain Rancière, 2013, "The financial crisis: Lessons for international macroeconomics," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/187952, Jul.
• Olivier Damette, 2013, "Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2013-07.
• Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013, "Large Scale Asset Purchases with segmented mortgage and corporate loan markets," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2013-20.
• Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Mar.
• Dinh, T.H.T. & Kleimeier, S. & Straetmans, S.T.M., 2013, "Bank lending strategy, credit scoring and financial crises," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 053, Jan, DOI: 10.26481/umagsb.2013053.
• Magomet Yandiev, 2013, "Topical issues related to the formation of the Islamic financial system: at the intersection of philosophy and practice," Working Papers, Moscow State University, Faculty of Economics, number 0004, Nov.
• Magomet Yandiev & Renat Bekkin, 2013, "Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Laws," Working Papers, Moscow State University, Faculty of Economics, number 0008, Dec.
• Patrick Bolton & Xavier Freixas & Leonardo Gambacorta & Paolo Emilio Mistrulli, 2013, "Relationship and transaction lending in a crisis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1385, Sep.
• Matteo Ciccarelli & Angela Maddaloni & José-Luis Peydró, 2013, "Trusting the bankers: A new look at the credit channel of monetary policy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1724, Jul.
• Arnold, Marc & Hackbarth, Dirk & Puhan, Tatjana-Xenia, 2013, "Financing Asset Sales and Business Cycles," Working Papers on Finance, University of St. Gallen, School of Finance, number 1320, Nov.
• Ranaldo, Angelo & Reynard, Samuel, 2013, "Monetary Policy Effects on Long-term Rates and Stock Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1322, Nov.
• Brown, Martin & De Haas, Ralph & Sokolov, Vladimir, 2013, "Regional Inflation and Financial Dollarization," Working Papers on Finance, University of St. Gallen, School of Finance, number 1327, Nov.
• William McColloch, 2013, "A Shackled Revolution? The Bubble Act and Financial Regulation in 18th Century England," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2013_06.
• Carl Chiarella & Corrado Di Guilmi, 2013, "Monetary Policy and Debt Deflation: Some Computational Experiments," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 10, Jun.
• Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013, "Fiscal Policies and Credit Regimes: A TVAR Approach," Working Papers, University of Verona, Department of Economics, number 03/2013, Feb.
• Andrea Berardi, 2013, "Inflation Risk Premia, Yield Volatility and Macro Factors," Working Papers, University of Verona, Department of Economics, number 27/2013, Dec.
• Scott J. Dressler & Erasmus Kersting, 2013, "Excess Reserves and Economic Activity," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 24, Jul.