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

2012

• Javier Bianchi & Emine Boz & Enrique G. Mendoza, 2012, "Macro-Prudential Policy in a Fisherian model of Financial Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18036, May.
• Jess Benhabib & Pengfei Wang, 2012, "Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria," NBER Working Papers, National Bureau of Economic Research, Inc, number 18074, May.
• James H. Stock & Mark W. Watson, 2012, "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 18094, May.
• Yuriy Kitsul & Jonathan H. Wright, 2012, "The Economics of Options-Implied Inflation Probability Density Functions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18195, Jun.
• Carola Frydman & Eric Hilt & Lily Y. Zhou, 2012, "Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907," NBER Working Papers, National Bureau of Economic Research, Inc, number 18264, Jul.
• Guillermo A. Calvo, 2012, "The Price Theory of Money, Prospero's Liquidity Trap, and Sudden Stop: Back to Basics and Back," NBER Working Papers, National Bureau of Economic Research, Inc, number 18285, Aug.
• Janvier D. Nkurunziza & Léonce Ndikumana & Prime Nyamoya, 2012, "The Financial Sector in Burundi," NBER Working Papers, National Bureau of Economic Research, Inc, number 18289, Aug.
• Efraim Benmelech, 2012, "An Empirical Analysis of the Fed's Term Auction Facility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18304, Aug.
• Michael J. Fishman & Jonathan A. Parker, 2012, "Valuation, Adverse Selection, and Market Collapses," NBER Working Papers, National Bureau of Economic Research, Inc, number 18358, Sep.
• Guillermo Ordoñez, 2012, "The Asymmetric Effects of Financial Frictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18360, Sep.
• Enrique G. Mendoza & Marco E. Terrones, 2012, "An Anatomy of Credit Booms and their Demise," NBER Working Papers, National Bureau of Economic Research, Inc, number 18379, Sep.
• Gary B. Gorton, 2012, "Some Reflections on the Recent Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 18397, Sep.
• Florian Scheuer, 2012, "Adverse Selection In Credit Markets and Regressive Profit Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18406, Sep.
• Zhiguo He & Konstantin Milbradt, 2012, "Endogenous Liquidity and Defaultable Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 18408, Sep.
• Guillermo A. Calvo & Fabrizio Coricelli & Pablo Ottonello, 2012, "Labor Market, Financial Crises and Inflation: Jobless and Wageless Recoveries," NBER Working Papers, National Bureau of Economic Research, Inc, number 18480, Oct.
• Lars Peter Hansen, 2012, "Challenges in Identifying and Measuring Systemic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 18505, Nov.
• Jonathan A. Parker, 2012, "LEADS on Macroeconomic Risks to and from the Household Sector," NBER Working Papers, National Bureau of Economic Research, Inc, number 18510, Nov.
• Javier Bianchi, 2012, "Efficient Bailouts?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18587, Dec.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers, National Bureau of Economic Research, Inc, number 18647, Dec.
• Luca Agnello & Sushanta K. Mallick & Ricardo M. Sousa, 2012, "Financial Reforms and Income Inequality," NIPE Working Papers, NIPE - Universidade do Minho, number 21/2012.
• Fredj Jawadi & Ricardo M. Sousa, 2012, "Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity," NIPE Working Papers, NIPE - Universidade do Minho, number 22/2012.
• Fredj Jawadi & Ricardo M. Sousa, 2012, "Modelling Money Demand: Further Evidence from an International Comparison," NIPE Working Papers, NIPE - Universidade do Minho, number 23/2012.
• Fredj Jawadi & Ricardo M. Sousa, 2012, "Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation," NIPE Working Papers, NIPE - Universidade do Minho, number 24/2012.
• André K. Anundsen & Ragnar Nymoen & Tord S. Krogh & Jon Vislie, 2012, "The macroeconomics of Trygve Haavelmo," Nordic Journal of Political Economy, Nordic Journal of Political Economy, volume 37, pages 1-2.
• Sheetal K. Chand, 2012, "The Relevance of Haavelmo's Macroeconomic Theorizing for Contemporary Macro Policy Making," Nordic Journal of Political Economy, Nordic Journal of Political Economy, volume 37, pages 1-3.
• Darlan Christiano Kroth & Joilson Dias, 2012, "Os efeitos dos investimentos público e privado em capitais físico e humano sobre o produto per capita dos municípios da região sul: uma análise em painéis de dados dinâmicos [The effects of public and," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 22, issue 3, pages 621-649, September.
• Ekaterina Sotirova, 2012, "The Crisis in the Real Economy and the Stability of the Bulgarian Banking System," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 62-73, January.
• Chris Bloor & Rebecca Craigie & Anella Munro, 2012, "The macroeconomic effects of a stable funding requirement," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2012/05, Oct.
• Rossana Merola, 2012, "Debt and Macroeconomic Stability: Case studies," OECD Economics Department Working Papers, OECD Publishing, number 1004, Dec, DOI: 10.1787/5k8xb76b34r7-en.
• Volker Ziemann, 2012, "Debt and Macroeconomic Stability: Debt and the Business Cycle," OECD Economics Department Working Papers, OECD Publishing, number 1005, Dec, DOI: 10.1787/5k8xb7613x9s-en.
• Rudiger Ahrend & Antoine Goujard, 2012, "International Capital Mobility and Financial Fragility - Part 1. Drivers of Systemic Banking Crises: The Role of Bank-Balance-Sheet Contagion and Financial Account Structure," OECD Economics Department Working Papers, OECD Publishing, number 902, Jun, DOI: 10.1787/5kg3k8ksgglw-en.
• Balázs Égert & Douglas Sutherland, 2012, "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," OECD Economics Department Working Papers, OECD Publishing, number 938, Jan, DOI: 10.1787/5k9h28k3gt24-en.
• Christophe André & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure," OECD Economics Department Working Papers, OECD Publishing, number 947, Mar, DOI: 10.1787/5k9d192klphd-en.
• Rudiger Ahrend & Antoine Goujard, 2012, "International Capital Mobility and Financial Fragility - Part 3. How Do Structural Policies Affect Financial Crisis Risk?: Evidence from Past Crises Across OECD and Emerging Economies," OECD Economics Department Working Papers, OECD Publishing, number 966, Jun, DOI: 10.1787/5k97fmtj5vtk-en.
• Rudiger Ahrend & Antoine Goujard, 2012, "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial Crisis," OECD Economics Department Working Papers, OECD Publishing, number 969, Jun, DOI: 10.1787/5k97b0lbdq40-en.
• Rudiger Ahrend & Carla Valdivia, 2012, "International Capital Mobility and Financial Fragility - Part 7. Enhancing Financial Stability: Country-Specific Evidence on Financial Account and Structural Policy Positions," OECD Economics Department Working Papers, OECD Publishing, number 970, Jun, DOI: 10.1787/5k97b0b1wz8x-en.
• Oliver Röhn & Rauf Gönenç & Vincent Koen & Ramazan Karaşahin, 2012, "Tackling Turkey's External and Domestic Macroeconomic Imbalances," OECD Economics Department Working Papers, OECD Publishing, number 986, Sep, DOI: 10.1787/5k92smvqbb8v-en.
• Rudiger Ahrend & Antoine Goujard & Cyrille Schwellnus, 2012, "International Capital Mobility: Which Structural Policies Reduce Financial Fragility?," OECD Economic Policy Papers, OECD Publishing, number 2, Jun, DOI: 10.1787/5k97gkcv5z27-en.
• Cerna Silviu, 2012, "Stabilitatea financiară: provocări teoretice," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Nicolas Albacete & Pirmin Fessler & Martin Schürz, 2012, "Risk Buffer Profiles of Foreign Currency Mortgage Holders," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 23, pages 58-71.
• Markus Hameter & Mathias Lahnsteiner & Ursula Vogel, 2012, "Intra-Group Cross-Border Credit and Roll-Over Risks in CESEE – Evidence from Austrian Banks," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 23, pages 72-87.
• Fabio Rumler & Walter Waschiczek, 2012, "Have Changes in the Financial Structure Affected Bank Profitability? Evidence for Austria," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 180, Sep.
• Firtescu Bogdan, 2012, "Financial System Structure And Stability During Transition," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 702-707, July.
• ROMAN Angela & SARGU Alina Camelia, 2012, "Lending In Foreign Currency And Current Challenges At European Level," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 588-594, December.
• Yuichi Fukuta & Hiroshi Nakaota, 2012, "An Empirical Study on Stabilities of the Predictive Role of the Yield Spread for Future Economic Activity and the Monetary Policy Stance in Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-17, Sep.
• Daniel Komlan Fiodendji, 2012, "Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model," Working Papers, University of Ottawa, Department of Economics, number 1209E.
• Fabio Fornari & Livio Stracca, 2012, "What does a financial shock do? First international evidence
  [Financial intermediaries, financial stability and monetary policy]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 27, issue 71, pages 407-445.
• von Hagen, Jurgen & Zhang, Haiping, 2012, "International Capital Flows with Limited Commitment and Incomplete Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8750, Jan.
• Fratzscher, Marcel & Chudik, Alexander, 2012, "Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8787, Jan.
• Muellbauer, John & Aron, Janine, 2012, "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8800, Feb.
• Hartmann, Philipp & Fecht, Falko & Grüner, Hans Peter, 2012, "Financial Integration, Specialization, and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8854, Feb.
• Guarda, Paolo & Jeanfils, Philippe, 2012, "Macro-Financial Linkages: evidence from country-specific VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8875, Mar.
• Repullo, Rafael & Suarez, Javier, 2012, "The Procyclical Effects of Bank Capital Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8897, Mar.
• Ventura, Jaume & Carvalho, Vasco & Martín, Alberto, 2012, "Understanding Bubbly Episodes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8924, Apr.
• Favero, Carlo A. & De Santis, Roberto A & Roffia, Barbara, 2012, "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8957, May.
• Buiter, Willem & Rahbari, Ebrahim, 2012, "The ECB as Lender of Last Resort for Sovereigns in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8974, May.
• Kollmann, Robert, 2012, "Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8985, May.
• Repullo, Rafael, 2012, "Cyclical Adjustment of Capital Requirements: A Simple Framework," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9008, Jun.
• Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan, 2012, "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9023, Jun.
• Perotti, Roberto & Monacelli, Tommas & Bilbiie, Florin, 2012, "Public Debt and Redistribution with Borrowing Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9088, Aug.
• Suarez, Javier & Martinez-Miera, David, 2012, "A Macroeconomic Model of Endogenous Systemic Risk Taking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9134, Sep.
• Hau, Harald & , & Langfield, Sam, 2012, "Bank ratings: What determines their quality?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9171, Oct.
• Green, Richard & Schürhoff, Norman & Cestau, Dario, 2012, "Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9186, Oct.
• Calvo, Guillermo & Coricelli, Fabrizio & Ottonello, Pablo, 2012, "The Labor Market Consequences of Financial Crises With or Without Inflation: Jobless and Wageless Recoveries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9218, Nov.
• Fratzscher, Marcel & Beirne, John, 2012, "The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9249, Dec.
• Magdalena Pisa & Dennis Bams & Christian Wolff, 2012, "Modeling default correlation in a US retail loan portfolio," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-19.
• Yoichi Otsubo & Bruce Mizrach, 2012, "The Market Microstructure of the European Climate Exchange," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-7.
• Fabrice Collard & Harris Dellas & Behzad Diba & Olivier Loisel, 2012, "Optimal Monetary and Prudential Policies," Working Papers, Center for Research in Economics and Statistics, number 2012-34, Dec.
• Gonzalo, Jesús & Taamouti, Abderrahim, 2012, "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1237, Jul.
• Rossana MEROLA, 2012, "Monetary policy and fiscal stimulus with the zero lower bound and financial frictions," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2012024, Oct.
• Sébastien CHARLES, 2012, "Politique des dividendes et stabilité macroéconomique," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2012014, Mar.
• Qi Gao & Jingping Gu & Paula Hernandez-Verme, 2012, "A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market," Annals of Economics and Finance, Society for AEF, volume 13, issue 1, pages 189-210, May.
• Dewachter, Hans & Iania, Leonardo, 2011, "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 6, pages 1893-1916, December.
• John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1852, Mar.
• Ana Fostel & John Geanakoplos, 2012, "Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877, Sep.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R, Sep, revised Jul 2013.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R2, Sep, revised Aug 2014.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R3, Sep, revised Mar 2015.
• Martin Shubik, 2012, "Mathematical Institutional Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1882, Dec.
• Marius Constantin APOSTOAIE & Stefan MATEI, 2012, "Mutations at the Level of the Measures Adopted by Monetary Authorities," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 53-60.
• Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, 2012, "Labor Market Imperfections, Real Wage Rigidities and Financial Shocks," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c017_026, Sep.
• Sören Radde, 2012, "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1242.
• Emmanuel De Veirman & Andrew Levin, 2012, "When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan," Working Papers, DNB, number 351, Oct.
• Balázs Égert & Douglas Sutherland, 2012, "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-15.
• Olfa Kaabia & Ilyes Abid, 2012, "Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-40.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012, "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-5.
• Rangan GUPTA & Roula INGLESI-LOTZ, 2012, "Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
• Chalongphob Sussangkarn, 2012, "Prevention and Resolution of Foreign Exchange Crises in East Asia," Finance Working Papers, East Asian Bureau of Economic Research, number 23314, Jun.
• Chalongphob Sussangkarn, 2012, "Prevention and Resolution of Foreign Exchange Crises in East Asia," Governance Working Papers, East Asian Bureau of Economic Research, number 23314, Jun.
• Chalongphob Sussangkarn, 2012, "Prevention and Resolution of Foreign Exchange Crises in East Asia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23314, Jun.
• Kalin Nikolov, 2012, "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, volume 15, pages 2-6.
• Fiorella De Fiore & Oreste Tristani, 2012, "Credit risk and the zero lower bound on interest rates," Research Bulletin, European Central Bank, volume 15, pages 12-14.
• Philip Vermeulen, 2012, "Bank dependence and investment during the financial crisis," Research Bulletin, European Central Bank, volume 17, pages 12-14.
• Slacalek, Jiri & Sommer, Martin & Carroll, Christopher, 2012, "Dissecting saving dynamics: measuring wealth, precautionary and credit effects," Working Paper Series, European Central Bank, number 1474, Sep.
• Marqués-Ibáñez, David & Hau, Harald & Langfield, Sam, 2012, "Bank ratings: what determines their quality?," Working Paper Series, European Central Bank, number 1484, Oct.
• Nikolov, Kalin & Aoki, Kosuke, 2012, "Bubbles, banks and financial stability," Working Paper Series, European Central Bank, number 232, Nov.
• Francisco Covas & Wouter J. Den Haan, 2012, "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1262-1286, December, DOI: j.1468-0297.2012.02528.x.
• Javier Andrés & Oscar Arce, 2012, "Banking Competition, Housing Prices and Macroeconomic Stability," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1346-1372, December, DOI: j.1468-0297.2012.02531.x.
• Favilukis, Jack & Lin, Xiaoji, 2012, "Long Run Productivity Risk and Aggregate Investment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-14, Jul.
• Favilukis, Jack & Lin, Xiaoji, 2012, "Wage Rigidity: A Solution to Several Asset Pricing Puzzles," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-16, Sep.
• Belo, Frederico & Lin, Xiaoji & Bazdresch, Santiago, 2012, "Labor Hiring, Investment, and Stock Return Predictability in the Cross Section," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-17, Sep.
• Favilukis, Jack & Lin, Xiaoji, 2012, "Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-19, Oct.
• Lin, Xiaoji, 2012, "Endogenous Technological Progress and the Cross Section of Stock Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-22, Nov.
• Belo, Frederico & Lin, Xiaoji, 2012, "The Inventory Growth Spread," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-23, Nov.
• Belo, Frederico & Lin, Xiaoji, 2012, "Labor Heterogeneity and Asset Prices: The Importance of Skilled Labor," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-25, Nov.
• Nengjiu Ju & Jianjun Miao, 2012, "Ambiguity, Learning, and Asset Returns," Econometrica, Econometric Society, volume 80, issue 2, pages 559-591, March, DOI: ECTA7618.
• Ahmet Ozcan, 2012, "The Relationship Between Macroeconomic Variables and ISE Industry Index," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 2, pages 184-189.
• Yu Hsing, 2012, "Impacts of the Trilemma Policies on Inflation, Growth and Volatility in Greece," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 373-378.
• Nobuhiro Kiyotaki & John Moore, 2012, "Liquidity, Business Cycles and Monetary Policy," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 113, Feb.
• Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2012, "Universal banking, competition and risk in a macro model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-19.
• Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012, "Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-72.
• Martti Randveer & Lenno Uuskula & Liina Kulu, 2012, "The impact of private debt on economic growth," Bank of Estonia Working Papers, Bank of Estonia, number wp2011-10, Jan, revised 05 Jan 2012.
• Barinov, Alexander, 2012, "Aggregate volatility risk: Explaining the small growth anomaly and the new issues puzzle," Journal of Corporate Finance, Elsevier, volume 18, issue 4, pages 763-781, DOI: 10.1016/j.jcorpfin.2012.05.005.
• Kirch, Guilherme & Terra, Paulo Renato Soares, 2012, "Determinants of corporate debt maturity in South America: Do institutional quality and financial development matter?," Journal of Corporate Finance, Elsevier, volume 18, issue 4, pages 980-993, DOI: 10.1016/j.jcorpfin.2012.05.004.
• Bonfiglioli, Alessandra, 2012, "Investor protection and income inequality: Risk sharing vs risk taking," Journal of Development Economics, Elsevier, volume 99, issue 1, pages 92-104, DOI: 10.1016/j.jdeveco.2011.09.007.
• Bilbiie, Florin O. & Straub, Roland, 2012, "Changes in the output Euler equation and asset markets participation," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 11, pages 1659-1672, DOI: 10.1016/j.jedc.2012.03.018.
• Lof, Matthijs, 2012, "Heterogeneity in stock prices: A STAR model with multivariate transition function," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1845-1854, DOI: 10.1016/j.jedc.2012.06.006.
• Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012, "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1950-1970, DOI: 10.1016/j.jedc.2012.05.008.
• Boschi, Melisso & Goenka, Aditya, 2012, "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 85-99, DOI: 10.1016/j.jedc.2011.07.005.
• Orphanides, Athanasios & Wei, Min, 2012, "Evolving macroeconomic perceptions and the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 239-254, DOI: 10.1016/j.jedc.2011.08.011.
• Meeks, Roland, 2012, "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 568-584, DOI: 10.1016/j.jedc.2011.11.010.
• Demirel, Ufuk Devrim, 2012, "The value of monetary policy commitment under imperfect fiscal credibility," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 813-829, DOI: 10.1016/j.jedc.2012.02.006.
• Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2012, "Inflation, human capital and Tobin's q," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 7, pages 1057-1074, DOI: 10.1016/j.jedc.2012.02.004.
• Lambert, Philippe & Laurent, Sébastien & Veredas, David, 2012, "Testing conditional asymmetry: A residual-based approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1229-1247, DOI: 10.1016/j.jedc.2012.03.009.
• Yu Hsing, 2012, "Impacts of Macroeconomic Forces and External Shocks on Real Output for Indonesia," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 97-104, March.
• Kilinc, Mustafa & Neyapti, Bilin, 2012, "Bank regulation and supervision and its welfare implications," Economic Modelling, Elsevier, volume 29, issue 2, pages 132-141, DOI: 10.1016/j.econmod.2011.08.023.
• Tchana Tchana, Fulbert, 2012, "The welfare cost of banking regulation," Economic Modelling, Elsevier, volume 29, issue 2, pages 217-232, DOI: 10.1016/j.econmod.2011.09.005.
• Mili, Mehdi & Sahut, Jean-Michel & Teulon, Frédéric, 2012, "Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence," Economic Modelling, Elsevier, volume 29, issue 3, pages 734-741, DOI: 10.1016/j.econmod.2012.01.008.
• Liu, Guangling (Dave) & Seeiso, Nkhahle E., 2012, "Basel II procyclicality: The case of South Africa," Economic Modelling, Elsevier, volume 29, issue 3, pages 848-857, DOI: 10.1016/j.econmod.2011.10.015.
• Chevallier, Julien, 2012, "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, volume 29, issue 3, pages 943-973, DOI: 10.1016/j.econmod.2012.02.012.
• Louzis, Dimitrios P. & Vouldis, Angelos T., 2012, "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, volume 29, issue 4, pages 1228-1241, DOI: 10.1016/j.econmod.2012.03.017.
• Montes, Gabriel Caldas & Tiberto, Bruno Pires, 2012, "Macroeconomic environment, country risk and stock market performance: Evidence for Brazil," Economic Modelling, Elsevier, volume 29, issue 5, pages 1666-1678, DOI: 10.1016/j.econmod.2012.05.027.
• Faria, João Ricardo & Wang, Le & Wu, Zhongmin, 2012, "Debts on debts," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 203-219, DOI: 10.1016/j.najef.2012.02.003.
• Collard, Fabrice & Dellas, Harris, 2012, "Euler equations and monetary policy," Economics Letters, Elsevier, volume 114, issue 1, pages 1-5, DOI: 10.1016/j.econlet.2011.09.009.
• Teranishi, Yuki, 2012, "Credit spread and monetary policy," Economics Letters, Elsevier, volume 114, issue 1, pages 26-28, DOI: 10.1016/j.econlet.2011.08.022.
• Duran, Murat & Özcan, Gülserim & Özlü, Pınar & Ünalmış, Deren, 2012, "Measuring the impact of monetary policy on asset prices in Turkey," Economics Letters, Elsevier, volume 114, issue 1, pages 29-31, DOI: 10.1016/j.econlet.2011.08.024.
• Krüger, Jens J. & Hoss, Julian, 2012, "German business cycle forecasts, asymmetric loss and financial variables," Economics Letters, Elsevier, volume 114, issue 3, pages 284-287, DOI: 10.1016/j.econlet.2011.11.005.
• Wong, Chin-Yoong & Eng, Yoke-Kee, 2012, "Asset price boom–burst cycle as an elastic money response to technological shocks," Economics Letters, Elsevier, volume 114, issue 3, pages 292-295, DOI: 10.1016/j.econlet.2011.10.005.
• Acosta-González, Eduardo & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2012, "On factors explaining the 2008 financial crisis," Economics Letters, Elsevier, volume 115, issue 2, pages 215-217, DOI: 10.1016/j.econlet.2011.11.038.
• Matheson, Troy D., 2012, "Financial conditions indexes for the United States and euro area," Economics Letters, Elsevier, volume 115, issue 3, pages 441-446, DOI: 10.1016/j.econlet.2011.12.119.
• Matsuoka, Tarishi & Shibata, Akihisa, 2012, "Asset bubbles, credit market imperfections, and technology choice," Economics Letters, Elsevier, volume 116, issue 1, pages 52-55, DOI: 10.1016/j.econlet.2012.01.009.
• Agnello, Luca & Mallick, Sushanta K. & Sousa, Ricardo M., 2012, "Financial reforms and income inequality," Economics Letters, Elsevier, volume 116, issue 3, pages 583-587, DOI: 10.1016/j.econlet.2012.06.005.
• Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2012, "Do bank characteristics influence the effect of monetary policy on bank risk?," Economics Letters, Elsevier, volume 117, issue 1, pages 220-222, DOI: 10.1016/j.econlet.2012.04.106.
• Jovanović, Mario, 2012, "Empirical evidence on the generalized Taylor principle," Economics Letters, Elsevier, volume 117, issue 1, pages 78-80, DOI: 10.1016/j.econlet.2012.04.088.
• Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto, 2012, "Asset prices, credit and the business cycle," Economics Letters, Elsevier, volume 117, issue 3, pages 857-861, DOI: 10.1016/j.econlet.2012.08.040.
• Pirovano, Mara, 2012, "Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states," Economic Systems, Elsevier, volume 36, issue 3, pages 372-390, DOI: 10.1016/j.ecosys.2012.06.001.
• Calvo, Guillermo, 2012, "Financial crises and liquidity shocks a bank-run perspective," European Economic Review, Elsevier, volume 56, issue 3, pages 317-326, DOI: 10.1016/j.euroecorev.2011.12.005.
• Andreasen, Martin M., 2012, "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, volume 56, issue 8, pages 1656-1674, DOI: 10.1016/j.euroecorev.2012.09.006.
• Brana, Sophie & Djigbenou, Marie-Louise & Prat, Stéphanie, 2012, "Global excess liquidity and asset prices in emerging countries: A PVAR approach," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 256-267, DOI: 10.1016/j.ememar.2012.02.002.
• Jacome H., Luis I. & Saadi Sedik, Tahsin & Townsend, Simon, 2012, "Can emerging market central banks bail out banks? A cautionary tale from Latin America," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 424-448, DOI: 10.1016/j.ememar.2012.07.002.
• Gospodinov, Nikolay & Jamali, Ibrahim, 2012, "The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 497-510, DOI: 10.1016/j.jempfin.2012.04.009.
• van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012, "A meta-analysis of the equity premium," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 819-830, DOI: 10.1016/j.jempfin.2012.07.002.
• Mizrach, Bruce, 2012, "Integration of the global carbon markets," Energy Economics, Elsevier, volume 34, issue 1, pages 335-349, DOI: 10.1016/j.eneco.2011.10.011.
• Li, Su-Fang & Zhu, Hui-Ming & Yu, Keming, 2012, "Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks," Energy Economics, Elsevier, volume 34, issue 6, pages 1951-1958, DOI: 10.1016/j.eneco.2012.08.027.
• Shahbaz, Muhammad & Lean, Hooi Hooi, 2012, "Does financial development increase energy consumption? The role of industrialization and urbanization in Tunisia," Energy Policy, Elsevier, volume 40, issue C, pages 473-479, DOI: 10.1016/j.enpol.2011.10.050.
• Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz, 2012, "Switching to floating exchange rates, devaluations, and stock returns in MENA countries," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 119-127, DOI: 10.1016/j.irfa.2011.09.003.
• Turner, Adair, 2012, "Credit creation and social optimality," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 142-153, DOI: 10.1016/j.irfa.2012.09.004.
• Allen, Bill & Chan, Ka Kei & Milne, Alistair & Thomas, Steve, 2012, "Basel III: Is the cure worse than the disease?," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 159-166, DOI: 10.1016/j.irfa.2012.08.004.
• van den End, Jan Willem & Tabbae, Mostafa, 2012, "When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 107-120, DOI: 10.1016/j.jfs.2011.05.003.
• Krainer, Robert E., 2012, "Regulating Wall Street: The Dodd–Frank Act and the New Architecture of Global Finance, a review," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 121-133, DOI: 10.1016/j.jfs.2011.05.001.
• Borio, Claudio & Zhu, Haibin, 2012, "Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?," Journal of Financial Stability, Elsevier, volume 8, issue 4, pages 236-251, DOI: 10.1016/j.jfs.2011.12.003.
• Ariff, Mohamed & Chung, Tin-fah & M., Shamsher, 2012, "Money supply, interest rate, liquidity and share prices: A test of their linkage," Global Finance Journal, Elsevier, volume 23, issue 3, pages 202-220, DOI: 10.1016/j.gfj.2012.10.005.
• Ueda, Kozo, 2012, "Banking globalization and international business cycles: Cross-border chained credit contracts and financial accelerators," Journal of International Economics, Elsevier, volume 86, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2011.08.012.
• Popov, Alexander & Udell, Gregory F., 2012, "Cross-border banking, credit access, and the financial crisis," Journal of International Economics, Elsevier, volume 87, issue 1, pages 147-161, DOI: 10.1016/j.jinteco.2012.01.008.
• Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012, "How do business and financial cycles interact?," Journal of International Economics, Elsevier, volume 87, issue 1, pages 178-190, DOI: 10.1016/j.jinteco.2011.11.008.
• Habib, Maurizio M. & Stracca, Livio, 2012, "Getting beyond carry trade: What makes a safe haven currency?," Journal of International Economics, Elsevier, volume 87, issue 1, pages 50-64, DOI: 10.1016/j.jinteco.2011.12.005.
• Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012, "Financial integration, specialization, and systemic risk," Journal of International Economics, Elsevier, volume 88, issue 1, pages 150-161, DOI: 10.1016/j.jinteco.2012.01.012.
• Cetorelli, Nicola & Goldberg, Linda S., 2012, "Liquidity management of U.S. global banks: Internal capital markets in the great recession," Journal of International Economics, Elsevier, volume 88, issue 2, pages 299-311, DOI: 10.1016/j.jinteco.2012.05.001.
• Rondorf, Ulrike, 2012, "Are bank loans important for output growth?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 103-119, DOI: 10.1016/j.intfin.2011.08.001.
• Yunus, Nafeesa & Swanson, Peggy E., 2012, "Changing integration of EMU public property markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 194-208, DOI: 10.1016/j.intfin.2011.09.001.
• Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2012, "The impact of monetary policy decisions on stock returns: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 487-507, DOI: 10.1016/j.intfin.2012.02.003.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 658-677, DOI: 10.1016/j.intfin.2012.03.003.
• Klomp, Jeroen & Haan, Jakob de, 2012, "Banking risk and regulation: Does one size fit all?," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3197-3212, DOI: 10.1016/j.jbankfin.2011.10.006.
• Bedendo, Mascia & Bruno, Brunella, 2012, "Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3260-3273, DOI: 10.1016/j.jbankfin.2012.07.011.
• Bordo, Michael D. & Rousseau, Peter L., 2012, "Historical evidence on the finance-trade-growth nexus," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1236-1243, DOI: 10.1016/j.jbankfin.2011.11.012.
• Afonso, António & Martins, Manuel M.F., 2012, "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1789-1807, DOI: 10.1016/j.jbankfin.2012.02.004.
• Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012, "An alternative three-factor model for international markets: Evidence from the European Monetary Union," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1857-1864, DOI: 10.1016/j.jbankfin.2012.02.001.
• Lansing, Kevin J., 2012, "Speculative growth, overreaction, and the welfare cost of technology-driven bubbles," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 461-483, DOI: 10.1016/j.jebo.2012.02.011.
• Passarella, Marco, 2012, "A simplified stock-flow consistent dynamic model of the systemic financial fragility in the ‘New Capitalism’," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 570-582, DOI: 10.1016/j.jebo.2012.05.011.
• Kalbaska, A. & Gątkowski, M., 2012, "Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 657-673, DOI: 10.1016/j.jebo.2012.05.010.