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

2008

• Gourio, François, 2008, "Time-series predictability in the disaster model," Finance Research Letters, Elsevier, volume 5, issue 4, pages 191-203, December.
• de Bandt, O. & Bruneau, C. & El Amri, W., 2008, "Stress testing and corporate finance," Journal of Financial Stability, Elsevier, volume 4, issue 3, pages 258-274, September.
• Marcucci, Juri & Quagliariello, Mario, 2008, "Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 1, pages 46-63, February.
• Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008, "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, volume 60, issue 3, pages 256-276.
• Deidda, Luca & Fattouh, Bassam, 2008, "Banks, financial markets and growth," Journal of Financial Intermediation, Elsevier, volume 17, issue 1, pages 6-36, January.
• Dell'Ariccia, Giovanni & Detragiache, Enrica & Rajan, Raghuram, 2008, "The real effect of banking crises," Journal of Financial Intermediation, Elsevier, volume 17, issue 1, pages 89-112, January.
• Gómez-Puig, Marta, 2008, "Monetary integration and the cost of borrowing," Journal of International Money and Finance, Elsevier, volume 27, issue 3, pages 455-479, April.
• Iacoviello, Matteo & Minetti, Raoul, 2008, "The credit channel of monetary policy: Evidence from the housing market," Journal of Macroeconomics, Elsevier, volume 30, issue 1, pages 69-96, March.
• Scharler, Johann, 2008, "Do bank-based financial systems reduce macroeconomic volatility by smoothing interest rates?," Journal of Macroeconomics, Elsevier, volume 30, issue 3, pages 1207-1221, September.
• Faig, Miquel & Gagnon, Gregory, 2008, "Scarce collateral and bank reserves," Journal of Macroeconomics, Elsevier, volume 30, issue 4, pages 1723-1737, December.
• Van den Heuvel, Skander J., 2008, "The welfare cost of bank capital requirements," Journal of Monetary Economics, Elsevier, volume 55, issue 2, pages 298-320, March.
• Aysan, Ahmet Faruk & Ceyhan, Şanli Pinar, 2008, "What determines the banking sector performance in globalized financial markets? The case of Turkey," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 7, pages 1593-1602, DOI: 10.1016/j.physa.2007.11.003.
• Crowe, Christopher & Meade, Ellen E., 2008, "Central bank independence and transparency: Evolution and effectiveness," European Journal of Political Economy, Elsevier, volume 24, issue 4, pages 763-777, December.
• Prasanna Gai & Kamakshya Trivedi, 2008, "Funding Externalities, Asset Prices And Investors' "Search For Yield"," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-12, Feb.
• Hrvoje Tadin, 2008, "Inflacija kao ogranicavajuci element za razvoj financijskog trzista," Ekonomija Economics, Rifin d.o.o., volume 15, issue 2, pages 409-416.
• Sofija Adžic, 2008, "Inflacija kao rezultat neurecenosti privrednog sistema i ekonomske politike," Ekonomija Economics, Rifin d.o.o., volume 15, issue 2, pages 455-496.
• Bazdrech, Santiago & Belo, Frederico & Lin, Xiaoji, 2009, "Labor hiring, investment and stock return predictability in the cross section," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24418, Mar.
• Constantinides, George M. & Ghosh, Anisha, 2008, "Asset pricing tests with long run risks in consumption growth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24428, Feb.
• Buiter, Willem H., 2008, "Central banks and financial crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24438, Sep.
• Gaetano Bloise & Pietro Reichlin, 2008, "Asset Prices, Debt Constraints and Inefficiency," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 0803, revised Mar 2008.
• Luciano Ferreira Gabriel & José Luís da Costa Oreiro, 2008, "Capital Flows, External Fragility and Currency Regimes:," Brazilian Journal of Political Economy, Center of Political Economy, volume 28, issue 2, pages 331-357.
• Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2008, "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Chapters, Edward Elgar Publishing, chapter 2, in: Klaus Gugler & B. Burcin Yurtoglu, "The Economics of Corporate Governance and Mergers".
• Soon Ryoo & Peter Skott, 2008, "Financialization in Kaleckian Economies with and without Labor Constraints," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 5, issue 2, pages 357-386.
• Obiyathulla Ismath Bacha, 2008, "The Islamic inter bank money market and a dual banking system: the Malaysian experience," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 1, issue 3, pages 210-226, August, DOI: 10.1108/17538390810901140.
• Morten Balling (ed.), 2008, "Macroeconomic Differentials and Adjustment in the Euro Area," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/3, ISBN: ARRAY(0x82857160), May.
• Morten Balling (ed.), 2008, "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5, ISBN: ARRAY(0x82834330), May.
• Athanasios L. Athanasenas & Constantinos Katrakilidis, 2008, "An Eclectic Causality Model for Income Growth: Evidence from Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 31-46.
• Jurgen Von Hagen & Iulia Siedschlag, 2008, "Managing Capital Flows: Experiences from Central and Eastern Europe," Papers, Economic and Social Research Institute (ESRI), number WP234, Apr.
• Tullio Jappelli & Marco Pagano, 2008, "Financial Market Integration under EMU," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 312, Mar.
• Guntram B. Wolff & Alexander Schulz, 2008, "Sovereign bond market integration: the euro, trading platforms and globalisation," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 332, Jun.
• Lars Jonung & Jaakko Kiander & Pentti Vartia, 2008, "The great financial crisis in Finland and Sweden - The dynamics of boom, bust and recovery, 1985-2000," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 350, Dec.
• Jozef Baruník, 2008, "How Do Neural Networks Enhance the Predictability of Central European Stock Returns?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 07-08, pages 358-376, Oktober.
• HUANG Shao¡äan & HE Kun, 2008, "Property-rights, financial stabilization policies, and central bank independence," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 1, pages 24-34, March.
• Paul Evans & Iftekhar Hasan & Ana Lozano-Vivas, 2008, "Deregulation and Convergence of Banking: The EU Experience," Finnish Economic Papers, Finnish Economic Association, volume 21, issue 2, pages 104-117, Autumn.
• Susanto Basu & Robert Inklaar & J. Christina Wang, 2008, "The value of risk: measuring the service output of U. S. commercial banks," Working Papers, Federal Reserve Bank of Boston, number 08-4.
• Kevin J. Lansing, 2008, "Speculative bubbles and overreaction to technological innovation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun20.
• John B. Taylor & John C. Williams, 2008, "A black swan in the money market," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-04.
• Glenn D. Rudebusch & Eric T. Swanson, 2008, "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-31.
• Antonio Falato, 2008, "Happiness maintenance and asset prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-19.
• Stefania D'Amico & Don H. Kim & Min Wei, 2008, "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-30.
• Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008, "Distress in the financial sector and economic activity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-43.
• Emine Boz & Christian Daude & Bora Durdu, 2008, "Emerging market business cycles revisited: learning about the trend," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 927.
• Enrique G. Mendoza & Marco E. Terrones, 2008, "An anatomy of credit booms: evidence from macro aggregates and micro data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 936.
• Enrique G. Mendoza, 2008, "Sudden stops, financial crises and leverage: a Fisherian deflation of Tobin's Q," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 960.
• Yener Altunbas & Leonardo Gambacorta & David Marques, 2008, "Securitization and the bank lending channel," Proceedings, Federal Reserve Bank of Chicago, number 1101.
• Willem H. Buiter, 2008, "Central banks and financial crises," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 495-633.
• Sami Alpanda & Adrian Peralta-Alva, 2008, "Oil crisis, energy-saving technological change and the stock market crash of 1973-74," Working Papers, Federal Reserve Bank of St. Louis, number 2008-019, DOI: 10.20955/wp.2008.019.
• Nicola Cetorelli & Linda S. Goldberg, 2008, "Banking globalization, monetary transmission, and the lending channel," Staff Reports, Federal Reserve Bank of New York, number 333, Jul.
• Antoine Martin & James J. McAndrews, 2008, "Should there be intraday money markets?," Staff Reports, Federal Reserve Bank of New York, number 337.
• Gara Afonso & Hyun Song Shin, 2008, "Precautionary Demand and Liquidity in Payment Systems," Staff Reports, Federal Reserve Bank of New York, number 352, Oct.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-time measurement of business conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 08-19.
• Tor Jacobson & Rikard Kindell & Jesper Lindé & Kasper Roszbach, 2008, "Firm default and aggregate fluctuations," Working Papers, Federal Reserve Bank of Philadelphia, number 08-21.
• Anisha Ghosh & George Constantinides, 2008, "Asset Pricing Tests with Long Run Risks in Consumption Growth," FMG Discussion Papers, Financial Markets Group, number dp609, Apr.
• Charles Goodhart & Dimitrios Tsomocos & Pojanart Sunirand, 2008, "The Optimal Monetary Instrument for Prudential Purposes," FMG Discussion Papers, Financial Markets Group, number dp617, Aug.
• . . & Willem Buiter, 2008, "Central banks and financial crises," FMG Discussion Papers, Financial Markets Group, number dp619, Sep.
• Matteo Modena, 2008, "An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates," Working Papers, Business School - Economics, University of Glasgow, number 2008_35, Sep.
• Henry Aray, 2008, "Effects of Macroeconomic Announcements on Stock Returns across Volatility Regimes," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 08/17, Dec.
• Basu, Susanto & Inklaar, Robert & Wang, J. Christina, 2008, "The Value of Risk: Measuring the Service Output of U.S. Commercial Banks," GGDC Research Memorandum, Groningen Growth and Development Centre, University of Groningen, number GD-102.
• Tristan AUVRAY (LEREPS-GRES) & Olivier BROSSARD (LEREPS-GRES), 2008, "Ownership concentration and market discipline in European banking: Good monitoring but bad influence?," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2008-13.
• Dominique Guegan & Florian Ielpo, 2008, "Flexible time series models for subjective distribution estimation with monetary policy in view," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00368356.
• Stefano Schiavo, 2008, "Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas," Post-Print, HAL, number hal-01022326, Feb, DOI: 10.1111/j.1468-0335.2007.00598.x.
• Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart, 2008, "Finance : rien ne va plus," Post-Print, HAL, number hal-01052779, Oct, DOI: 10.3917/reof.107.0307.
• Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2008, "A selective bail-out international lending of last resort model," Post-Print, HAL, number hal-03318513.
• Mathieu Plane & Christophe Blot & Sabine Le Bayon, 2008, "La finance mondiale discréditée," Post-Print, HAL, number hal-03416554, Sep.
• Patrick Musso & Stefano Schiavo, 2008, "The impact of financial constraints on firm survival and growth," Post-Print, HAL, number hal-03417056, Apr, DOI: 10.1007/s00191-007-0087-z.
• Christophe Blot & Eric Heyer & Sabine Le Bayon & Catherine Mathieu & Mathieu Plane & Christine Rifflart, 2008, "La finance mondiale discréditée," Post-Print, HAL, number hal-03461870, Apr, DOI: 10.3917/reof.105.0311.
• V. Coudert & M. Gex, 2008, "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Post-Print, HAL, number halshs-00321667.
• Patrick Musso & Stefano Schiavo, 2008, "The Impact of Financial Constraints on Firm Survival and Growth," Post-Print, HAL, number halshs-00721058.
• Stefano Schiavo, 2008, "Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas," Sciences Po Economics Publications (main), HAL, number hal-01022326, Feb, DOI: 10.1111/j.1468-0335.2007.00598.x.
• Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart, 2008, "Finance : rien ne va plus," Sciences Po Economics Publications (main), HAL, number hal-01052779, Oct, DOI: 10.3917/reof.107.0307.
• Mathieu Plane & Christophe Blot & Sabine Le Bayon, 2008, "La finance mondiale discréditée," Sciences Po Economics Publications (main), HAL, number hal-03416554, Sep.
• Patrick Musso & Stefano Schiavo, 2008, "The impact of financial constraints on firm survival and growth," Sciences Po Economics Publications (main), HAL, number hal-03417056, Apr, DOI: 10.1007/s00191-007-0087-z.
• Christophe Blot & Eric Heyer & Sabine Le Bayon & Catherine Mathieu & Mathieu Plane & Christine Rifflart, 2008, "La finance mondiale discréditée," Sciences Po Economics Publications (main), HAL, number hal-03461870, Apr, DOI: 10.3917/reof.105.0311.
• Strulik, Holger, 2008, "Fiscal, Monetary, and Financial Interactions in Dynamic General Equilibrium," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-402, Jun.
• Rodrigo Canales & Ramana Nanda, 2008, "A Darker Side to Decentralized Banks: Market Power and Credit Rationing in SME Lending," Harvard Business School Working Papers, Harvard Business School, number 08-101, Jun, revised Aug 2011.
• Patrick Musso & Stefano Schiavo, 2008, "The impact of financial constraints on firm survival and growth," Journal of Evolutionary Economics, Springer, volume 18, issue 2, pages 135-149, April, DOI: 10.1007/s00191-007-0087-z.
• Roger Hammersland, 2008, "Classical identification: A viable road for data to inform structural modeling," Discussion Papers, Statistics Norway, Research Department, number 562, Oct.
• Roger Hammersland & Dag Henning Jacobsen, 2008, "The Financial Accelerator: Evidence using a procedure of Structural Model Design," Discussion Papers, Statistics Norway, Research Department, number 569, Dec.
• Roger Kelly & George Mavrotas, 2008, "Savings and financial sector development: panel cointegration evidence from Africa," The European Journal of Finance, Taylor & Francis Journals, volume 14, issue 7, pages 563-581, DOI: 10.1080/13518470801890602.
• Raghbendra Jha & Ibotombi Longjam, 2008, "A Divisia type saving aggregate for India," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 1, issue 1, pages 51-66, DOI: 10.1080/17520840701834966.
• Koray Alper, 2008, "Monetary Policy and External Shocks in a Dollarized Economy with Credit Market Imperfections," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 8, issue 2, pages 33-73.
• Charles S. Bos, 2008, "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-011/4, Jan.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2008, "Impaired Bank Health and Default Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-564, May.
• Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008, "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 715-726, 04-05.
• de Blas, Beatriz, 2008, "International Transmission of Shocks under Financial Frictions: Some Implications for International Business Cycle Comovement," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2008/01, Feb.
• Robert J. Aumann & Roberto Serrano, 2008, "An Economic Index of Riskiness," Journal of Political Economy, University of Chicago Press, volume 116, issue 5, pages 810-836, October, DOI: 10.1086/591947.
• Kenneth B. Petersen & Vladimir Pozdnyakov, 2008, "Predicting the Fed," Working papers, University of Connecticut, Department of Economics, number 2008-07, Mar.
• Uluc Aysun & Adam Honig, 2008, "Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops," Working papers, University of Connecticut, Department of Economics, number 2008-41, Oct.
• David Coble, 2008, "Dinámica de la inflación y el canal de costos: Una aplicación para Chile," Working Papers, University of Chile, Department of Economics, number wp274, Jan.
• María Luisa Saavedra García, 2008, "American financial crisis and its impact on Mexican economy," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 33, issue 26, pages 11-41, july-dece.
• Meixing DAI & Eleftherios SPYROMITROS, 2008, "Monetary policy, asset prices and model uncertainty," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2008-15.
• Soon Ryoo & Peter Skott, 2008, "Financialization in Kaleckian economies with and without labor constraints," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2008-05, Mar.
• Manoel Bittencourt, 2008, "Inflation and Financial Development: Evidence from Brazil," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2008-14.
• Paul Söderlind, 2008, "Why Disagreement May Not Matter (much) for Asset Prices," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-11, May.
• John Ryan, 2008, "What is the Future Role of the Chinese Currency in Global Financial Markets?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_26.
• Ridhwan, M.M. & Nijkamp, P. & Rietveld, P., 2008, "Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0007.
• Krishna Chaitanya, & Emilia Vazquez Rozas, 2008, "Are Emerging Economies Fdi Inflows Cointegrated With Fdi Inflows Of China? ??? An Empirical Investigation," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp904, Dec.
• Juan Pi??eiro Chousa, & Krishna Chaitanya, & Artur Tamazian, 2008, "Does Growth & Quality of Capital Markets drive Foreign Capital? The case of Cross-border Mergers & Acquisitions from leading Emerging Economies," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp911, Feb.
• Panicaos Demetriades & Jun Du & Sourafel Girma & Chenggang Xu, 2008, "Does the Chinese Banking System Promote the Growth of Firms?," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0036, Feb.
• Masami Imai, 2008, "Crowding-Out Effects of a Government-Owned Depository Institution: Evidence from a Natural Experiment in Japan," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2008-003, Sep.
• Eckhard Hein, 2008, "Shareholder value orientation, distribution and growth – short- and medium-run effects in a Kaleckian model," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp120, Mar.
• Hein, Eckhard, 2008, "Shareholder value orientation, distribution and growth - short- and medium-run effects in a Kaleckian model," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 120.
• Franco Peracchi & Andrei V. Tanase, 2008, "On estimating the conditional expected shortfall," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 24, issue 5, pages 471-493, September, DOI: 10.1002/asmb.729.
• Peter Hördahl & Oreste Tristani & David Vestin, 2008, "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, volume 118, issue 533, pages 1937-1970, November, DOI: 10.1111/j.1468-0297.2008.02197.x.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008, "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 4, pages 701-720, June, DOI: 10.1111/j.1538-4616.2008.00132.x.
• Matteo Iacoviello, 2008, "Household Debt and Income Inequality, 1963–2003," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 5, pages 929-965, August, DOI: 10.1111/j.1538-4616.2008.00142.x.
• Szilárd Benk & Max Gillman & Michal Kejak, 2008, "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1281-1293, September, DOI: 10.1111/j.1538-4616.2008.00157.x.
• Castro, Vítor, 2008, "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 872.
• Robert A Jarrow, 2008, "Financial Derivatives Pricing:Selected Works of Robert Jarrow," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6911, ISBN: ARRAY(0x5f670b58), September.
• Robert JARROW & Andrew RUDD, 2008, "Approximate Option Valuation For Arbitrary Stochastic Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• David C. Heath & Robert A. Jarrow, 2008, "Arbitrage, Continuous Trading, and Margin Requirements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• David C. Heath & Robert A. Jarrow, 2008, "Ex-Dividend Stock Price Behavior and Arbitrage Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Peter P. Carr & Robert A. Jarrow, 2008, "The Stop-Loss Start-Gain Paradox and Option Valuation: A new Decomposition into Intrinsic and Time Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Peter Carr & Robert Jarrow & Ravi Myneni, 2008, "Alternative Characterizations Of American Put Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow, 2008, "Market Manipulation, Bubbles, Corners, and Short Squeezes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow, 2008, "Derivative Security Markets, Market Manipulation, and Option Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Umut Çetin & Robert A. Jarrow & Philip Protter, 2008, "Liquidity risk and arbitrage pricing theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• U. Çetin & R. Jarrow & P. Protter & M. Warachka, 2008, "Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. JARROW, 2008, "Liquidity Premiums And The Expectations Hypothesis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. JARROW & George S. OLDFIELD, 2008, "Forward Contracts And Futures Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow, 2008, "The Pricing Of Commodity Options With Stochastic Interest Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• David Heath & Robert Jarrow & Andrew Morton, 2008, "Bond Pricing And The Term Structure Of Interest Rates: A New Methodology For Contingent Claims Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Kaushik I. Amin & Robert A. Jarrow, 2008, "Pricing foreign currency options under stochastic interest rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Kaushik I. Amin & Robert A. Jarrow, 2008, "Pricing Options On Risky Assets In A Stochastic Interest Rate Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert Jarrow & Yildiray Yildirim, 2008, "Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & Stuart M. Turnbull, 2008, "Pricing Derivatives on Financial Securities Subject to Credit Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & David Lando & Stuart M. Turnbull, 2008, "A Markov Model for the Term Structure of Credit Risk Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & David Lando & Fan Yu, 2008, "Default Risk And Diversification: Theory And Empirical Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Robert A. Jarrow & Fan Yu, 2008, "Counterparty Risk and the Pricing of Defaultable Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Sudheer Chava & Robert A. Jarrow, 2008, "Bankruptcy Prediction with Industry Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2008, "Market Pricing of Deposit Insurance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Umut Çetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2008, "Modeling Credit Risk With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Melolinna, Marko, 2008, "Using financial markets information to identify oil supply shocks in a restricted VAR," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2008.
• Schulz, Alexander & Wolff, Guntram B., 2008, "The German sub-national government bond market: evolution, yields and liquidity," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,06.
• Wolff, Guntram B. & Schulz, Alexander, 2008, "Sovereign bond market integration: the euro, trading platforms and globalization," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,12.
• Cetorelli, Nicola & Goldberg, Linda S., 2008, "Banking globalization, monetary transmission and the lending channel," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,21.
• Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2008, "Financial integration, specialization and systemic risk," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,23.
• Tang, Dragon Yongjun & Yan, Hong, 2008, "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,08.
• Totzek, Alexander, 2008, "The Bank, the Bank-Run, and the Central Bank: The Impact of Early Deposit Withdrawals in a New Keynesian Framework," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-20.
• Kühl, Michael, 2008, "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 76.
• Hess, Dieter E. & Huang, He & Niessen-Ruenzi, Alexandra, 2008, "How do commodity futures respond to macroeconomic news?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-03.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-04.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/28.
• Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008, "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/47.
• Weistroffer, Christian & Vallés, Veronica, 2008, "Monitoring banking sector risks: An applied approach," Research Notes, Deutsche Bank Research, number 29.
• Heimer, Thomas & Hölscher, Luise & Werner, Matthias Ralf, 2008, "Access to finance and venture capital for industrial SMEs," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 97.
• Roessl, Petra & Haiss, Peter, 2008, "Signals of foreign bank entry on real sector FDI and foreign trade and their impact on economic development in the New EU Member States," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 36.
• Giese, Julia V., 2008, "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-13.
• Ahrend, Rudiger, 2008, "Monetary Ease: A Factor behind Financial Crises? Some Evidence from OECD Countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-44.
• Giese, Julia V., 2008, "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2008-.
• Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2008, "How resilient is the German banking system to macroeconomic shocks?," Kiel Working Papers, Kiel Institute for the World Economy, number 1419.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-025.
• Schmeling, Maik & Schrimpf, Andreas, 2008, "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-036.
• Schrimpf, Andreas, 2008, "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-048.
• Mathias Hoffmann & Iryna Shcherbakova, 2008, "Consumption risk sharing over the business cycle: the role of small firms' access to credit markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 363, Mar.
• Charles Goodhart & Boris Hofmann, 2008, "House prices, money, credit, and the macroeconomy," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 24, issue 1, pages 180-205, spring.
• Irina A. Telyukova & Randall Wright, 2008, "A Model of Money and Credit, with Application to the Credit Card Debt Puzzle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 2, pages 629-647.
• Guido Lorenzoni, 2008, "Inefficient Credit Booms," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 3, pages 809-833.
• Murillo Campello & Long Chen & Lu Zhang, 2008, "Expected returns, yield spreads, and asset pricing tests," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 3, pages 1297-1338, May.
• Andrew Feltenstein & Celine Rochon, 2008, "Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe03, Jan.
• C.A.E. Goodhard & P. Sunirand & D.P. Tsomocos, 2008, "The Optimal Monetary Instrument for Prudential Purposes," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe26, Jun.
• Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008, "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe27, Jun.
• Yu Yongding, 2008, "China’s Economic Growth, Global Economic Crisis and China’s Policy Responses (The Quaid-i-Azam Lecture)," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 4, pages 337-355.
• Attiya Y. Javid & Eatzaz Ahmad, 2008, "The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2008:48.
• Inês Drumond, 2008, "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 277, Jun.
• Balli, Faruk & Osman, Mohammad & Louis, Rosmy J., 2008, "International Portfolio Inflows to GCC Markets. Are There any General Patterns?," MPRA Paper, University Library of Munich, Germany, number 10158, Jul.
• Caruntu, Genu Alexandru & Romanescu, Marcel Laurentiu, 2008, "The vulnerability of enterprise and the operating financial balance," MPRA Paper, University Library of Munich, Germany, number 11237, Oct.
• Adam, Anokye M. & Tweneboah, George, 2008, "Macroeconomic Factors and Stock Market Movement: Evidence from Ghana," MPRA Paper, University Library of Munich, Germany, number 11256, Oct.
• Kunieda, Takuma, 2008, "Financial Development and Volatility of Growth Rates: New Evidence," MPRA Paper, University Library of Munich, Germany, number 11341, Aug.
• Barnett, William A., 2008, "What broke the bubble?," MPRA Paper, University Library of Munich, Germany, number 11526, Nov.
• Grabowski, Szymon, 2008, "What does a financial system say about future economic growth?," MPRA Paper, University Library of Munich, Germany, number 11560, Sep.
• de Farias Neto, Joao Jose, 2008, "S-shaped utility, subprime crash and the black swan," MPRA Paper, University Library of Munich, Germany, number 12122, Dec.
• Ruiz-Porras, Antonio, 2008, "Financial structure, financial development and banking fragility: International evidence," MPRA Paper, University Library of Munich, Germany, number 12124, Dec.
• Piffaretti, Nadia F., 2008, "Reshaping the International Monetary Architecture and Addressing Global Imbalances: Lessons from the Keynes Plan," MPRA Paper, University Library of Munich, Germany, number 12165, Dec.
• Tatom, John, 2008, "The continuing foreclosure crisis: new institutions and risks," MPRA Paper, University Library of Munich, Germany, number 12502, Sep.
• Mierzejewski, Fernando, 2008, "The optimal liquidity principle with restricted borrowing," MPRA Paper, University Library of Munich, Germany, number 12549, Dec.
• Duduiala-Popescu, Lorena, 2008, "Measures of compliance with sustainable development objectives adopted by Romania in the pre-and post-accession," MPRA Paper, University Library of Munich, Germany, number 12675, Nov.
• Orlowski, Lucjan T, 2008, "Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," MPRA Paper, University Library of Munich, Germany, number 12696, Dec.
• Bacha, Obiyathulla I., 2008, "The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience," MPRA Paper, University Library of Munich, Germany, number 12699, revised Mar 2008.
• Tatom, John, 2008, "Is the financial crisis causing a recession?," MPRA Paper, University Library of Munich, Germany, number 12712, Dec.
• Radam, Alias & Baharom, A.H. & Dayang-Afizzah, A.M., 2008, "Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia," MPRA Paper, University Library of Munich, Germany, number 12726, Jun.
• Eozenou, Patrick, 2008, "Financial Integration and Macroeconomic Volatility: Does Financial Development Matter?," MPRA Paper, University Library of Munich, Germany, number 12738, Sep.
• Corduneanu, Carmen & Turcas, Daniela, 2008, "Optimizing models of a stock portfolio issued by Financial Investment Companies," MPRA Paper, University Library of Munich, Germany, number 12919, Dec.
• Vahabi, Mehrdad, 2008, "بحران مالی جهانی و شکست الگوی سرمایه‌داری نئو لیبرال یا آمریکائی
  [Global financial crisis and the failure of neo-liberal or American model of capitalism]," MPRA Paper, University Library of Munich, Germany, number 13217, Oct.
• Baldursson, Fridrik M. & Hall, Axel, 2008, "Out of reach? Convergence to an inflation target in the Central Bank of Iceland's macroeconomic model," MPRA Paper, University Library of Munich, Germany, number 13930, Sep.
• Onour, Ibrahim, 2008, "Forward-Looking Beta Estimates:Evidence from an Emerging Market," MPRA Paper, University Library of Munich, Germany, number 14992, Feb.
• Peroni, Chiara, 2008, "A non-parametric investigation of risk premia," MPRA Paper, University Library of Munich, Germany, number 15010, Feb, revised 15 Apr 2009.
• Chauvet, Marcelle & Senyuz, Zeynep, 2008, "A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles," MPRA Paper, University Library of Munich, Germany, number 15076, Dec, revised Apr 2009.
• Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper, University Library of Munich, Germany, number 17213, Dec.
• Krueger, Malte, 2008, "Money: A Market Microstructure Approach," MPRA Paper, University Library of Munich, Germany, number 18416, Jan.
• Ling, Tai-Hu & Venus, Khim-Sen Liew & Syed Khalid Wafa, Syed Azizi Wafa, 2008, "Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests," MPRA Paper, University Library of Munich, Germany, number 21601, revised Jan 2010.