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

2013

• MILEA, Camelia, 2013, "Risks And Constraints For The Monetary Stability," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 17, issue 3, pages 52-62.
• Marina Tkalec, 2013, "Monetary Determinants of Deposit Euroization in European Post-Transition Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 1, pages 89-101.
• Sangjun Jeong & Hueechae Jung, 2013, "Bank Wholesale Funding and Credit Procyclicality: Evidence from Korea," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 5, pages 615-631.
• Eden, Maya, 2013, "International liquidity rents," Policy Research Working Paper Series, The World Bank, number 6462, May.
• Ahamada, Ibrahim & Diaz Sanchez, Jose Luis, 2013, "A retrospective analysis of the house prices macro-relationship in the United States," Policy Research Working Paper Series, The World Bank, number 6549, Jul.
• Barattieri, Alessandro & Eden, Maya & Stevanovi, Dalibor, 2013, "The connection between Wall Street and Main Street : measurement and implications for monetary policy," Policy Research Working Paper Series, The World Bank, number 6667, Oct.
• Amit Bhaduri, 2013, "What Remains of the Theory of Demand Management in a Globalising World?," wiiw Policy Notes, The Vienna Institute for International Economic Studies, wiiw, number 12, Dec.
• Claudia Capozza & Angela Stefania Bergantino, 2013, "The effect of Bank Concentration on Entrepreneurship in Central and Eastern European Transition Countries_x0003_," ERSA conference papers, European Regional Science Association, number ersa13p1049, Nov.
• Boyan Jovanovic, 2013, "The 2012 Lawrence R. Klein Lecture: Bubbles In Prices Of Exhaustible Resources," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 1-34, February, DOI: 10.1111/iere.12000.
• Pere Gomis‐Porqueras & Timothy Kam & Junsang Lee, 2013, "Money, Capital, And Exchange Rate Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 329-353, February, DOI: 10.1111/j.1468-2354.2012.00735.x.
• Shakill Hassan & Félix Simione, 2013, "Exchange Rate Determination Under Monetary Policy Rules In A Financially Underdeveloped Economy: A Simple Model And Application To Mozambique," Journal of International Development, John Wiley & Sons, Ltd., volume 25, issue 4, pages 502-519, May.
• Mohammad R. Jahan‐Parvar & Xuan Liu & Philip Rothman, 2013, "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 1117-1146, September, DOI: 10.1111/jmcb.12046.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013, "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 7, pages 1375-1414, October, DOI: 10.1111/jmcb.12056.
• Michał Brzoza‐Brzezina & Marcin Kolasa, 2013, "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 8, pages 1451-1476, December, DOI: 10.1111/jmcb.12059.
• Daria Finocchiaro & Virginia Queijo Von Heideken, 2013, "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 8, pages 1659-1683, December, DOI: 10.1111/jmcb.12065.
• Robert Kollmann, 2013, "Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue s2, pages 159-195, December, DOI: 10.1111/jmcb.12074.
• Simon Gilchrist & Egon Zakrajšek, 2013, "The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue s2, pages 29-57, December, DOI: 10.1111/jmcb.12070.
• Mustafa Caglayan & Omar S. Dahi & Firat Demir, 2013, "Trade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries," Southern Economic Journal, John Wiley & Sons, volume 79, issue 4, pages 905-927, April, DOI: 10.4284/0038-4038-2011.174.
• Michal Brzoza-Brzezina & Marcin Kolasa, 2013, "Bayesian evaluation of DSGE models with financial frictions," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 71, Nov.
• Kofi Adjei-Frimpong & Christopher Gan & Baiding Hu, 2013, "Efficiency And Competition In The Ghanaian Banking Industry: A Panel Granger Causality Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-16, DOI: 10.1142/S2010495213500048.
• Waikei Raphael Lam & Kiichi Tokuoka, 2013, "Assessing The Risks To The Japanese Government Bond Market," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-15, DOI: 10.1142/S1793993313500026.
• Gustavo Adler & Camilo E. Tovar, 2013, "Global Financial Shocks And Their Economic Impact On Emerging Market Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-27, DOI: 10.1142/S1793993313500087.
• Shanaka J. Peiris, 2013, "Foreign Participation In Local Currency Bond Markets Of Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-15, DOI: 10.1142/S1793993313500166.
• Robert Heath, 2013, "Why Are The G-20 Data Gaps Initiative And The Sdds Plus Relevant For Financial Stability Analysis?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-24, DOI: 10.1142/S179399331350018X.
• Oliviero Roggi & Edward I Altman (ed.), 2013, "Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8565, ISBN: ARRAY(0x5d1b8920), May.
• Oliviero Roggi & Omar Ottonelli, 2013, "An Evolutionary Perspective On The Concept Of Risk, Uncertainty And Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Edward I. Altman & Herbert Rijken, 2013, "Toward A Bottom-Up Approach To Assessing Sovereign Default Risk: An Update," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Viral V. Acharya & Christian Brownlees & Robert Engle & Farhang Farazmand & Matthew Richardson, 2013, "Measuring Systemic Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Viral V. Acharya & Lasse Pedersen & Thomas Philippon & Matthew Richardson, 2013, "Taxing Systemic Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Menachem Brenner & Ben Z. Schreiber, 2013, "Liquidity And Efficiency In Three Related Foreign Exchange Options Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Nils Friewald & Rainer Jankowitsch & Marti G. Subrahmanyam, 2013, "Illiquidity Or Credit Deterioration: A Study Of Liquidity In The Us Corporate Bond Market During Financial Crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Zvi Bodie, 2013, "Integrated Wealth And Risk Management: First Principles," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Torben Juul Andersen, 2013, "Analyzing The Impact Of Effective Risk Management: Innovation And Capital Structure Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Edward I. Altman & Gabriele Sabato, 2013, "MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Oliviero Roggi & Alessandro Giannozzi, 2013, "Sme Rating: Risk Globally, Measure Locally," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Jon Frye & Michael Jacobs Jr., 2013, "Credit Loss And Systematic Lgd," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Aswath Damodaran, 2013, "Equity Risk Premiums (Erp): Determinants, Estimation And Implications — The 2012 Edition," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Sébastien Lleo & William T. Ziemba, 2013, "Stock Market Crashes In 2007–2009: Were We Able To Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Kenneth N. Kuttner, 2013, "Low Interest Rates and Housing Bubbles: Still No Smoking Gun," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Douglas D Evanoff & Cornelia Holthausen & George G Kaufman & Manfred Kremer, "The Role of Central Banks in Financial Stability How Has It Changed?".
• Tsvetomira Tsenova, 2013, "International Monetary Transmission with Bank Heterogeneity and Default Risk," FIW Working Paper series, FIW, number 110, Mar.
• Bogdan DIMA & Petru-Eugen OPRIȘ, 2013, "Financial Intermediation and Economic Growth," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 6, issue 20, pages 127-136.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2013, "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Haitao Li & Xiaoxia Ye, 2013, "A Type of HJM Based Affine Model: Theory and Empirical Evidence," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Peter Spencer, 2013, "The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models," Discussion Papers, Department of Economics, University of York, number 13/22, Aug.
• Peter Simmons & Yuanyuan Xie, 2013, "Financial Markets Around the Great Recession: East Meets West," Discussion Papers, Department of Economics, University of York, number 13/29, Nov.
• Bruna Škarica, 2013, "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1307, Nov.
• Filardo, Andrew J. & Siklos, Pierre L., 2013, "Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2013.
• Cheung, Yin-Wong & Herrala, Risto, 2013, "China's capital controls: Through the prism of covered interest differentials," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2013.
• Egorov, Alexey & Kovalenko, Olga, 2013, "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 23/2013.
• Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2013, "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2013.
• Ollikka, Kimmo & Tukiainen, Janne, 2013, "Central bank liquidity auction mechanism design and the interbank market," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2013.
• Grodecka, Anna, 2013, "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 07/2013.
• Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013, "Understanding global liquidity," Discussion Papers, Deutsche Bundesbank, number 03/2013.
• Düwel, Cornelia, 2013, "Repo funding and internal capital markets in the financial crisis," Discussion Papers, Deutsche Bundesbank, number 16/2013.
• Kliem, Martin & Uhlig, Harald, 2013, "Bayesian estimation of a DSGE model with asset prices," Discussion Papers, Deutsche Bundesbank, number 37/2013.
• Dinger, Valeriya & Craig, Ben, 2013, "Uncertainty and bank wholesale funding," Discussion Papers, Deutsche Bundesbank, number 39/2013.
• Goldbach, Stefan & Nitsch, Volker, 2013, "Extra credit: Bank finance and firm export status in Germany," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 218.
• Vassalli, Matilde & Trecroci, Carmine, 2013, "Funding Conditions, Asset Prices and Macroeconomic Dynamics: Some U.S. Evidence," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 191941.
• Khan, Mashrur Mustaque & Yousuf, Ahmed Sadek, 2013, "Macroeconomic Forces and Stock Prices: Evidence from the Bangladesh Stock Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 72453, Apr.
• Kohn, Wolfgang, 2013, "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 83786, Oct.
• Kohn, Wolfgang, 2013, "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 97147, Oct.
• Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2013, "Testing for the existence of a bubble in the stock market," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 01/2013.
• Fontana, Olimpia & Godin, Antoine, 2013, "Securitization, housing market and banking sector behavior in a stock-flow consistent model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-13.
• Nilavongse, Rachatar, 2013, "Credit disruptions and the spillover effects between the household and business sectors," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-48.
• Stolbov, Mikhail, 2013, "The finance-growth nexus revisited: From origins to a modern theoretical landscape," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-22, DOI: 10.5018/economics-ejournal.ja.2013-.
• Milne, Alistair, 2013, "Register, cap and trade: A proposal for containing systemic liquidy risk," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-31, DOI: 10.5018/economics-ejournal.ja.2013-.
• Dünhaupt, Petra, 2013, "The effect of financialization on labor's share of income," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 17/2013.
• Casselmann, Farina, 2013, "Financial services regulation in the wake of the crisis: The Capital Requirements Directive IV and the Capital Requirements Regulation," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 18/2013.
• Hillebrand, Marten & Kikuchi, Tomoo & Sakuragawa, Masaya, 2013, "Bubbles and crowding-in of capital via a savings glut," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 48, DOI: 10.5445/IR/1000037162.
• Heer, Burkhard & Süssmuth, Bernd, 2013, "Tax bracket creep and its effects on income distribution," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 123.
• Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013, "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 428, DOI: 10.4419/86788484.

2012

• Syed Mansoob Murshed & Iftekhar Ahmed Robin, 2012, "Financial Liberalization, Savings and the Banking Sector in Bangladesh," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 13, issue 1, pages 69-83, March, DOI: 10.1177/139156141101300104.
• Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012, "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 151, Jan.
• Salvatore Nisticò, 2012, "Monetary Policy and Stock-Price Dynamics in a DSGE Framework," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 307, Feb.
• Marek Lubiński, 2012, "Wpływ banków zagranicznych na stabilność gospodarki kraju goszczącego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 7-8, pages 27-43.
• Nevzat Tetik, 2012, "Global Economic Crisis: Experience Of Turkey As The Model Of Recovery," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 1 (March), pages 36-50.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Improving the Power of Tests of Stochastic Dominance," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A015, Dec, revised Jun 2013.
• Jurgen von Hagen & Haiping Zhang, 2012, "International Capital Flows with Limited Commitment and Incomplete Markets," Working Papers, Singapore Management University, School of Economics, number 10-2012, Jan.
• Tuomas Peltonen & Ricardo Sousa & Isabel Vansteenkiste, 2012, "Investment in emerging market economies," Empirical Economics, Springer, volume 43, issue 1, pages 97-119, August, DOI: 10.1007/s00181-011-0457-0.
• Tim Berg, 2012, "Did monetary or technology shocks move euro area stock prices?," Empirical Economics, Springer, volume 43, issue 2, pages 693-722, October, DOI: 10.1007/s00181-011-0497-5.
• Sami Alpanda, 2012, "Taxation, collateral use of land, and Japanese asset prices," Empirical Economics, Springer, volume 43, issue 2, pages 819-850, October, DOI: 10.1007/s00181-011-0498-4.
• Periklis Gogas & Ioannis Pragidis, 2012, "GDP trend deviations and the yield spread: the case of eight E.U. countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 226-237, January, DOI: 10.1007/s12197-011-9176-9.
• Muhammad Javaid & Pier-Paolo Saviotti, 2012, "Financial system and technological catching-up: an empirical analysis," Journal of Evolutionary Economics, Springer, volume 22, issue 4, pages 847-870, September, DOI: 10.1007/s00191-012-0286-0.
• Alexander Grasse, 2012, "Die Jagd auf den Zins oder: die Fiskalpolitik der Regierung Monti und ihre Folgen," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 92, issue 11, pages 751-758, November, DOI: 10.1007/s10273-012-1450-8.
• Philipp Steinberg & Caroline Somnitz, 2012, "Wege zu einer stärkeren Trennung von Investment- und Geschäftsbanking," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 92, issue 6, pages 384-391, June, DOI: 10.1007/s10273-012-1393-0.
• Adalbert Winkler, 2012, "Warum kriegt Europa die Eurokrise nicht in den Griff?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 92, issue 7, pages 449-456, July, DOI: 10.1007/s10273-012-1403-2.
• Lu s Pacheco, 2012, "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, volume 3, issue 1, pages 58-83.
• Eduardo Strachman & Jos Ricardo Fucidji, 2012, "The Current Financial And Economic Crisis Empirical And Methodological Issues," Journal of Advanced Studies in Finance, ASERS Publishing, volume 3, issue 1, pages 95-109.
• Nikos STRAVELAKIS, 2012, "Marx S Theory Of Crisis In The Context Of Financialization Analytical Insights On The Current Crisis," Journal of Advanced Studies in Finance, ASERS Publishing, volume 3, issue 2, pages 171-183.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012, "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2012/03, Jan.
• Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto, 2012, "Asset Prices, Credit and the Business Cycle," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2012-04, Apr.
• Apostolos Thomadakis, 2012, "Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0612, Feb.
• Apostolos Thomadakis, 2012, "Measuring Financial Contagion with Extreme Coexceedances," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1112, Sep.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
• Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, Stellenbosch University, Department of Economics, number 17/2012.
• Luca Agnello & Ricardo M. Sousa, 2012, "How do banking crises impact on income inequality?," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 15, pages 1425-1429, October, DOI: 10.1080/13504851.2011.631885.
• Jan Willem van den End, 2012, "Liquidity stress-tester: do Basel III and unconventional monetary policy work?," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 15, pages 1233-1257, August, DOI: 10.1080/09603107.2011.646065.
• A. Hoffmann, 2012, "Determinants of carry trades in Central and Eastern Europe," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 18, pages 1479-1490, September, DOI: 10.1080/09603107.2012.663470.
• Riccardo De Bonis & Andrea Silvestrini, 2012, "The effects of financial and real wealth on consumption: new evidence from OECD countries," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 5, pages 409-425, March, DOI: 10.1080/09603107.2011.613773.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012, "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, volume 44, issue 30, pages 3965-3985, October, DOI: 10.1080/00036846.2011.583226.
• Nada Mora & Andrew Logan, 2012, "Shocks to bank capital: evidence from UK banks at home and away," Applied Economics, Taylor & Francis Journals, volume 44, issue 9, pages 1103-1119, March, DOI: 10.1080/00036846.2010.537639.
• Petra Duenhaupt, 2012, "Financialization and the rentier income share -- evidence from the USA and Germany," International Review of Applied Economics, Taylor & Francis Journals, volume 26, issue 4, pages 465-487, June, DOI: 10.1080/02692171.2011.595705.
• S�bastien Lleo & William T. Ziemba, 2012, "Stock market crashes in 2007--2009: were we able to predict them?," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 8, pages 1161-1187, July, DOI: 10.1080/14697688.2012.709791.
• Koray Alper & Timur Hulagu & Gursu Keles, 2012, "An Empirical Study on Liquidity and Bank Lending," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1204.
• A. Hakan Kara, 2012, "Monetary Policy in Turkey After the Global Crisis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1217.
• Yasin Mimir & Enes Sunel & Temel Taskin, 2012, "Required Reserves as a Credit Policy Tool," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1224.
• Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012, "Capital Regulation, Monetary Policy and Financial Stability," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1228.
• Yasin Akcelik & Orcan Cortuk & Ibrahim M. Turhan, 2012, "Mitigating Turkey's Trilemma Tradeoffs," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1229.
• Angela ROMAN, 2012, "Sources of financing european smes and new supporting EU policies: evidence from the new EU member states," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, volume 0, pages 245-252, May.
• Takashi Fukuda & Jauhari Dahalan, 2012, "Finance-Growth-Crisis Nexus in Asian Emerging Economies: Evidence from VECM and ARDL Assessment," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 2, pages 69-100, August.
• Wen-Yao Grace Wang & Paula Hernandez-Verme & Raymond A. K. Cox Author E-mail: rcox@unbc.ca, 2012, "Financial Fragility, Exchange-Rate Regimes, and Sudden Stops in a Small Open Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 1, issue 3, pages 25-54, September.
• Markus Kirchner & Sweder van Wijnbergen, 2012, "Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-044/2, Apr.
• Kevin J. Lansing & Agnieszka Markiewicz, 2012, "Top Incomes, Rising Inequality, and Welfare," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-114/IV, Oct, revised 28 Apr 2015.
• Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012, "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-121/III, Nov.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012, "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-012.
• Jimenez Porras, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012, "Credit Supply versus Demand : Bank and Firm Balance-Sheet Channels in Good and Crisis Times," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-005.
• Tomohiro Hirano & Noriyuki Yanagawa, 2012, "Asset Bubbles and Bailout," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-838, Jan.
• Christiano A. Coelho & João M.P. De Mello & Bruno Funchal, 2012, "The Brazilian Payroll Lending Experiment," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 925-934, November.
• Miguel Ramirez & Racha Menhem, 2012, "The Greek Sovereign Debt Crisis: A Conceptual and Empirical Analysis," Working Papers, Trinity College, Department of Economics, number 1203, Jun.
• Miguel Ramirez & Aalok Pandey, 2012, "Why does the Cost of Credit Intermediation Increase for Small Firms Relative to Large Firms during Recessions? A Conceptual and Empirical Analysis," Working Papers, Trinity College, Department of Economics, number 1205, Jul.
• Yun Kim, 2012, "Emulation and Consumer Debt: Implications of Keeping-Up with the Joneses," Working Papers, Trinity College, Department of Economics, number 1208, Sep.
• Gollier, Christian, 2012, "Asset pricing with uncertain betas: A long-term perspective," TSE Working Papers, Toulouse School of Economics (TSE), number 12-354, Nov.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2012, "Liquidity and the Threat of Fraudulent Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 5, pages 000, DOI: 10.1086/668864.
• Klaus Adam & Pei Kuang & Albert Marcet, 2012, "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, volume 26, issue 1, pages 77-122, DOI: 10.1086/663990.
• Sanglim Lee, 2012, "Expected Currency Excess Returns and International Business Cycles," Working papers, University of Connecticut, Department of Economics, number 2012-16, Sep.
• Javier Bianchi, 2012, "Efficient Bailouts?," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2012, Dec.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012, "The Financial Market Impact of UK Quantitative Easing," Studies in Economics, School of Economics, University of Kent, number 1211, Jun.
• Philippe Lambert & Sébastien Laurent & David Veredas, 2012, "Testing conditional asymmetry. A residual based approach," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136195.
• Kevin Gallagher, 2012, "The Myth of Financial Protectionism: The New (and old) Economics of Capital Controls," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp278.
• Robert Pollin, 2012, "The Great U.S. Liquidity Trap of 2009-11: Are We Stuck Pushing on Strings?," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp284.
• Farla, Kristine, 2012, "Institutions and credit," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2012-038.
• Grigory V. Kalyagin & Vladimir A. Kozlov, 2012, "Coordination in Political Machinery under Dictatorship: Signals, Shirking and Repression," Working Papers, Moscow State University, Faculty of Economics, number 0001, May.
• Vasco Carvalho & Alberto Martin & Jaume Ventura, 2012, "Understanding bubbly episodes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1301, Jan.
• Alberto Martin & Jaume Ventura, 2012, "Managing credit bubbles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1367, Oct, revised Mar 2015.
• Luca Fornaro, 2012, "International debt deleveraging," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1401, Nov, revised Sep 2016.
• Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012, "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance, University of St. Gallen, School of Finance, number 1202, Aug.
• Chase Parker DeHan, 2012, "Stock Markets and Growth: A Re-Evaluation," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2012_08.
• Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2012, "Collateralized Borrowing and Risk Taking at Low Interest Rates?," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20121.
• David Laidler, 2012, "Two Crises, Two Ideas and One Question," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20124.
• Giuseppe Garofalo, 2012, "Interest rate in an "econom-ethic" perspective," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 120, issue 4, pages 399-412.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012, "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Working Papers, University of Verona, Department of Economics, number 03/2012, Jan.
• Scott J. Dressler & Erasmus K. Kersting, 2012, "Economies of Scale in Banking, Confidence Shocks, and Business Cycles," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 18, Feb.
• Dinga, Emil & Baltaretu, Camelia, 2012, "On A General Frame For Macroeconomic Modelling􀀍," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 16, issue 1, pages 97-116.
• CRISTE, Adina, 2012, "Monetary Policy In The Context Of The European Sovereign Debts," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 16, issue 4, pages 23-34.
• Jean-Pierre Allegret & Sana Azzabi, 2012, "Développement financier, croissance de long terme et effets de seuil," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 5, pages 553-581.
• Jamel Boukhatem, 2012, "Marchés obligataires et crises bancaires dans les pays émergents: le rôle des institutions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 5, pages 625-646.
• Kenneth Kuttner, 2012, "Low Interest Rates and Housing Bubbles: Still No Smoking Gun," Department of Economics Working Papers, Department of Economics, Williams College, number 2012-01, Jan.
• Sarah Jacobson & Jason Delaney, 2012, "The Good of the Few: Reciprocity in the Provision of a Public Bad," Department of Economics Working Papers, Department of Economics, Williams College, number 2012-02, Jan.
• Pierre Cahuc & Edouard Challe, 2012, "Produce Or Speculate? Asset Bubbles, Occupational Choice, And Efficiency," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 4, pages 1105-1131, November, DOI: j.1468-2354.2012.00713.x.
• René Garcia & Richard Luger, 2012, "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 1013-1036, September.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2012, "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 2, pages 124-156, March.
• Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012, "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 6, pages 524-539, September.
• Jae Won Lee, 2012, "Aggregate Implications of Heterogeneous Households in a Sticky‐Price Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 1, pages 1-22, February, DOI: 10.1111/j.1538-4616.2011.00467.x.
• Malte Krueger, 2012, "Money: A Market Microstructure Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1245-1258, September, DOI: 10.1111/j.1538-4616.2012.00530.x.
• Lucjan T. Orlowski, 2012, "Financial crisis and extreme market risks: Evidence from Europe," Review of Financial Economics, John Wiley & Sons, volume 21, issue 3, pages 120-130, September, DOI: 10.1016/j.rfe.2012.06.006.
• Kin‐Yip Ho & Lin Zheng & Zhaoyong Zhang, 2012, "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, John Wiley & Sons, volume 21, issue 4, pages 168-174, November, DOI: 10.1016/j.rfe.2012.06.001.
• Alexander Kurov, 2012, "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, John Wiley & Sons, volume 21, issue 4, pages 175-187, November, DOI: 10.1016/j.rfe.2012.06.010.
• Marek Lubiński, 2012, "Aktywność kredytowa banków w cyklu koniunkturalnym [Banks’ Lending Activity During Business Cycles]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 90, issue 3, pages 119-139, .
• Elżbieta Adamowicz & Konrad Walczyk, 2012, "Fakty empiryczne w danych jakościowych. Z badań koniunktury IRG SGH [Stylised Facts in Data out of RIED Business Cycle Research]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 90, issue 3, pages 39-65, .
• Dirk J Bezemer, 2012, "The Economy As A Complex System: The Balance Sheet Dimension," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-22, DOI: 10.1142/S0219525912500476.
• Andrew K. Rose & Mark M. Spiegel, 2012, "Central Bank Swaps And International Dollar Illiquidity," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S2251361212500024.
• Silviu CERNA, 2012, "Central banks, monetary policy and financial stability," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 18, pages 336-379.
• Alfonso Mendoza-Velazquez & Peter N. Smith, 2012, "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," Discussion Papers, Department of Economics, University of York, number 12/36, Dec.
• Na Guo & Peter N. Smith, 2012, "Durable Consumption, Long-Run Risk and The Equity Premium," Discussion Papers, Department of Economics, University of York, number 12/37, Dec.
• Ponomarenko, Alexey, 2012, "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2012.
• Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2012, "Expectations-driven cycles in the housing market," Bank of Finland Research Discussion Papers, Bank of Finland, number 2/2012.
• Waters, George A., 2012, "Quantity rationing of credit," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2012.
• Fernández, Andrés & Gulan, Adam, 2012, "Interest rates and business cycles in emerging economies: the role of financial frictions," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2012.