Research classified by Journal of Economic Literature (JEL) codes

2019

• Elias A. Udeaja & Kazeem Isah, 2019, "Revisiting the accuracy of inflation forecasts in Nigeria: the oil price –exchange rate perspectives," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 065, Apr.
• Emilio Colombo & Matteo Pelagatti, 2019, "Statistical Learning and Exchange Rate Forecasting," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS), number dis1901.
• Ma, Sai & Zhang, Shaojun, 2019, "Housing Cycle and Exchange Rates," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-14, May.
• Pei En Lee, 2019, "The Empirical Study of Investor Sentiment on Stock Return Prediction," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 2, pages 119-124.
• Su, Zhi & Fang, Tong & Yin, Libo, 2019, "Understanding stock market volatility: What is the role of U.S. uncertainty?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 582-590, DOI: 10.1016/j.najef.2018.07.014.
• Yoon, Seong-Min & Al Mamun, Md & Uddin, Gazi Salah & Kang, Sang Hoon, 2019, "Network connectedness and net spillover between financial and commodity markets," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 801-818, DOI: 10.1016/j.najef.2018.08.012.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas & Hamdi, Atef & Kang, Sang Hoon, 2019, "Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 104-120, DOI: 10.1016/j.najef.2019.04.001.
• Haas Ornelas, José Renato, 2019, "Expected currency returns and volatility risk premia," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 206-234, DOI: 10.1016/j.najef.2019.03.015.
• Zhi, Tianhao & Li, Zhongfei & Jiang, Zhiqiang & Wei, Lijian & Sornette, Didier, 2019, "Is there a housing bubble in China?," Emerging Markets Review, Elsevier, volume 39, issue C, pages 120-132, DOI: 10.1016/j.ememar.2019.04.005.
• Eriksen, Jonas N., 2019, "Cross-sectional return dispersion and currency momentum," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 91-108, DOI: 10.1016/j.jempfin.2019.07.002.
• Yun, Xiao & Yoon, Seong-Min, 2019, "Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea," Energy Economics, Elsevier, volume 78, issue C, pages 668-679, DOI: 10.1016/j.eneco.2018.09.015.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis, 2019, "Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 101-110, DOI: 10.1016/j.frl.2019.03.007.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum," Finance Research Letters, Elsevier, volume 29, issue C, pages 222-230, DOI: 10.1016/j.frl.2018.07.011.
• Oxelheim, Lars, 2019, "Optimal vs satisfactory transparency: The impact of global macroeconomic fluctuations on corporate competitiveness," International Business Review, Elsevier, volume 28, issue 1, pages 190-206, DOI: 10.1016/j.ibusrev.2018.05.011.
• Caballero, Julián & Fernández, Andrés & Park, Jongho, 2019, "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Journal of International Economics, Elsevier, volume 118, issue C, pages 160-178, DOI: 10.1016/j.jinteco.2018.11.010.
• Inoue, Atsushi & Rossi, Barbara, 2019, "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, volume 118, issue C, pages 419-447, DOI: 10.1016/j.jinteco.2019.01.015.
• Wang, Huiqiang & Boatwright, Annie L., 2019, "Political uncertainty and financial market reactions: A new test," International Economics, Elsevier, volume 160, issue C, pages 14-30, DOI: 10.1016/j.inteco.2019.07.004.
• Buncic, Daniel & Stern, Cord, 2019, "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101138.
• Ding, Haoyuan & Jin, Yuying & Liu, Ziyuan & Xie, Wenjing, 2019, "The relationship between international trade and capital flow: A network perspective," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 1-11, DOI: 10.1016/j.jimonfin.2018.10.001.
• Cao, Shuo & Huang, Huichou & Liu, Ruirui & MacDonald, Ronald, 2019, "The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 379-401, DOI: 10.1016/j.jimonfin.2018.03.013.
• Ferreira, Alex & Moore, Michael & Mukherjee, Satrajit, 2019, "Expectation errors in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 44-51, DOI: 10.1016/j.jimonfin.2019.03.005.
• Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019, "Volatility risk premia and future commodity returns," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 341-360, DOI: 10.1016/j.jimonfin.2017.07.008.
• Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019, "Time-frequency co-movements between the largest nonferrous metal futures markets," Resources Policy, Elsevier, volume 61, issue C, pages 393-398, DOI: 10.1016/j.resourpol.2017.12.010.
• Pincheira Brown, Pablo & Hardy, Nicolás, 2019, "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, volume 62, issue C, pages 256-281, DOI: 10.1016/j.resourpol.2019.02.019.
• Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019, "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, volume 62, issue C, pages 33-56, DOI: 10.1016/j.resourpol.2019.03.006.
• Alqahtani, Abdullah & Klein, Tony & Khalid, Ali, 2019, "The impact of oil price uncertainty on GCC stock markets," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101526.
• Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121867.
• Kang, Sang Hoon & McIver, Ron P. & Hernandez, Jose Arreola, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.124.
• Tunaer Vural, Burçak Müge, 2019, "Determinants of Turkish real effective exchange rates," The Quarterly Review of Economics and Finance, Elsevier, volume 73, issue C, pages 151-158, DOI: 10.1016/j.qref.2018.06.004.
• Liu, Hsiang-Hsi & Wang, Teng-Kun & Li, Weny, 2019, "Dynamical Volatility and Correlation among US Stock and Treasury Bond Cash and Futures Markets in Presence of Financial Crisis: A Copula Approach," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 381-396, DOI: 10.1016/j.ribaf.2019.02.002.
• Hock Tsen Wong, 2019, "Real exchange rate misalignment and economy," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 1, pages 211-227, January, DOI: 10.1108/JES-07-2017-0181.
• Lukasz Prorokowski & Hubert Prorokowski & Georgette Bongfen Nteh, 2019, "Reviewing Pillar 2 regulations: credit concentration risk," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 27, issue 3, pages 280-302, March, DOI: 10.1108/JFRC-02-2018-0033.
• Ivan A. Belarev & Elena B. Starodubtseva, 2019, "ICO as a New Form of Financing of Innovative Business," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 104-118, October, DOI: 10.31107/2075-1990-2019-5-104-118.
• Angela Armakola & Raphaël Douady & Jean-Paul Laurent, 2019, "Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03265036, DOI: 10.1142/9789813236653_0018.
• Sang Hoon Kang & Ron Mciver & Jose Arreola Hernandez, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Post-Print, HAL, number hal-02468160, Dec, DOI: 10.1016/j.physa.2019.04.124.
• Charles Chevalier & Serge Darolles, 2019, "Trends everywhere? The case of hedge fund styles," Post-Print, HAL, number hal-02573075, DOI: 10.1057/s41260-019-00141-5.
• Angela Armakola & Raphaël Douady & Jean-Paul Laurent, 2019, "Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses," Post-Print, HAL, number hal-03265036, DOI: 10.1142/9789813236653_0018.
• Franck Martin & Jiangxingyun Zhang, 2019, "Impact of QE on European Sovereign Bond Market Equilibrium," Post-Print, HAL, number halshs-02182685, Jul.
• Xiaoxiao Song, 2019, "Effects Of Analysts’ Country Familiarity On Forecast Behavior: Evidence From Chinese Cross-Listed Firms In The United States," Accounting & Taxation, The Institute for Business and Finance Research, volume 11, issue 1, pages 35-46.
• Husaini Said & Evangelos Giouvris, 2019, "Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 349-416, December, DOI: 10.1007/s11408-019-00337-0.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019, "Exchange Rate Reconnect," NBER Working Papers, National Bureau of Economic Research, Inc, number 26046, Jul.
• BERINDE Mihai & PETRICA Dana & MESTER Liana, 2019, "ICSID CASES in which ROMANIA HAS BEEN INVOLVED," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 247-252, July.
• Charles Chevalier & Serge Darolles, 2019, "Trends everywhere? The case of hedge fund styles," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 442-468, October, DOI: 10.1057/s41260-019-00141-5.
• Alesia Kalbaska & Cesario Mateus, 2019, "From sovereigns to banks: evidence on cross-border contagion," Journal of Banking Regulation, Palgrave Macmillan, volume 20, issue 1, pages 86-103, March, DOI: 10.1057/s41261-018-0068-1.
• Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019, "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," MPRA Paper, University Library of Munich, Germany, number 100311, Feb.
• Nyoni, Thabani, 2019, "An ARIMA analysis of the Indian Rupee/USD exchange rate in India," MPRA Paper, University Library of Munich, Germany, number 96908, Nov.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
• Pincheira, Pablo & Hernández, Ana María, 2019, "Forecasting Unemployment Rates with International Factors," MPRA Paper, University Library of Munich, Germany, number 97855, Dec.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201905, Jan.
• Andrea Feher & Bogdan Virgil Condea & Daniela Harangus, 2019, "Impact of Harmonization on the Implicit Tax Rate of Consumption," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 449-464, DOI: 10.18267/j.pep.705.
• Fuad Fuad & Agung Juliarto & Puji Harto, 2019, "Does IFRS convergence really increase accounting qualities?Emerging market evidence," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 205-220.
• Júlio Lobão, 2019, "Seasonal anomalies in the market for American depository receipts," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 241-265.
• Conall O'Sullivan & Vassilios G. Papavassiliou, 2019, "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," Open Access publications, Research Repository, University College Dublin, number 10197/9299, Jul.
• Lorenzo Nalin & Giuliano Toshiro Yajima, 2019, "Commodity Speculation and Exchange Rate Swings in Latin America: a Stock Flow Consistent (SFC) Analysis," Working Papers, Sapienza University of Rome, DISS, number 13/19, Dec.
• M. Zharikov & М. Жариков, 2019, "Роль финансовой глобализации в распространении мирового финансового кризиса // The Role of Financial Globalization in the Propagation of the World Financial Crisis," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, volume 7, issue 2, pages 22-31.
• Moussa Wajdi, 2019, "On the co-movements among Stock prices and exchange rates cointegration: a VAR/VECM approach," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-5.
• Aleksei Anatolievich Ustiuzhanin & Irina Aleksandrovna Liman & Elena Petrovna Kiselitsa & Natalia Nikolaevna Shilova & Tatiana Ivanovna Leyman, 2019, "The ruble exchange rate and the price of oil: assessment of the degree of dependence, its causes and ways of overcoming," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 1, pages 121-132, September, DOI: 10.9770/jesi.2019.7.1(10).
• Carmine Gabriele, 2019, "Learning from trees: A mixed approach to building early warning systems for systemic banking crises," Working Papers, European Stability Mechanism, number 40, Oct.
• Enoch Cheng & Clemens C. Struck, 2019, "Time-Series Momentum: A Monte-Carlo Approach," Working Papers, School of Economics, University College Dublin, number 201906, Mar.
• Emilio Carnevali & Matteo Deleidi & Riccardo Pariboni & Marco Veronese Passarella, 2019, "Cross-Border Financial Effects of Global Warming In a Two-Area Ecological SFC Model," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2019-02.
• Cangoz,Mehmet Coskun & Sulla,Olga & Wang,ChunLan & Dychala,Christopher Benjamin, 2019, "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," Policy Research Working Paper Series, The World Bank, number 8728, Feb.
• Sabri Boubaker & Duc Khuong Nguyen (ed.), 2019, "Handbook of Global Financial Markets:Transformations, Dependence, and Risk Spillovers," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10893, ISBN: ARRAY(0x5ed44938), September.
• Marcelle Chauvet & Bo-Yu Chen, 2019, "International Stock Markets Linkages: A Dynamic Factor Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Thomas J. Flavin, 2019, "From Bulls to Bears: Stock–Bond Comovements in European Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• K. Thomas Liaw, 2019, "Brexit and Contagion in Global Financial Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Mohamed Zaki & Babis Theodoulidis & David Diaz, 2019, "Ontology-Driven Framework for Stock Market Monitoring and Surveillance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Besma HKIRI & Azza BEJAOUI & Sondes BEN SALEM, 2019, "Volatility Spillovers and Comovements between MENA Markets during Political Turbulent Times," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Igor Alexandre Clemente de Morais & Guilherme Ribeiro de Macêdo & Marcia Regina Godoy & Leonardo Berteli Piveta, 2019, "Measuring the Contagion Effect in Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Walid Ben Omrane & Robert Welch & Xinyao Zhou, 2019, "Macroeconomic News and Exchange Rate Volatility: Evidence of Unstable Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• David E. Allen & Petko Kalev & Shelton Peiris & Abhay K. Singh, 2019, "Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Somar Alomhamad & Anil V. Mishra, 2019, "Financial Integration of Foreign Exchange and Money Markets: Evidence from MENA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Mazin A. M. Al Janabi, 2019, "Coherent Asset Allocations with Liquidity-Adjusted Value-at-Risk Method: Review of Theoretical Algorithms and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Julien Chevallier, 2019, "Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Guldem Gokcek, 2019, "Alternative Approach to Risk Mitigation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Peter Julian Cayton & Kin-Yip Ho, 2019, "The Impact of News Sentiment on Financial Risk: An Extreme Value Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Muhammad Shahbaz & Syed Jawad Hussain Shahzad & Sandrine Kablan & Shawkat Hammoudeh, 2019, "Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Conall O’ Sullivan & Vassilios G. Papavassiliou, 2019, "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Tobias Basse & Thomas Bürkle & Frederik Kunze & Christoph Wegener, 2019, "Bank Dividend Policy and the European Debt Crisis: Is Sovereign Credit Risk of Relevance?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Franck Martin & Jiangxingyun Zhang, 2019, "Impact of QE on European Sovereign Bond Market Equilibrium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Angela Armakolla & Raphael Douady & Jean-Paul Laurent, 2019, "Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Imad A. Moosa, 2019, "The Environmental Kuznets Curve: Is There a Financial Analogue?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Sumru Altug & Cem Çakmakli & Rüveyda Nur Gözen, 2019, "The Interaction of Real and Financial Markets in the Global Economy: What Role Does China Play?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Arindam Bandopadhyaya & Jinglin Yang, 2019, "The Impact of Technology on the Financial Services Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Shashi Jeevita Matadeen & Boopen Seetanah, 2019, "Assessment of the Economic Impact of Stock Market Development: An African Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• İlkay Şendeniz-Yüncü & Levent Akdeniz & Kürşat Aydoğan, 2019, "Optimal Financial Structure and Economic Growth in Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Maria Lucia Passador, 2019, "Crowdf(o)unding, in Context," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Luis Alfonso Dau & Elizabeth M Moore & Katharine Petrich & Max Abrahms, 2019, "Terrorism and Resilience: How Family Businesses Respond to Terrorist Activity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Marc Desban & Souad Lajili Jarjir, 2019, "Asset Pricing of Individual Stocks in Periods of Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Juan C. Arismendi Zambrano, 2019, "Higher-Order Tail Moments in Asset-Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Evren Arik & Ömür Süer, 2019, "What Do We Know About Local Bias of Individual Investors? A Literature Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Silvia Grandi & Fabio M. Parenti, 2019, "Does Geography Matter in Finance? Frontiers, Polarizations, Alternatives and Power Dynamics for Financial Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
• Stann, Carsten M. & Grigoriadis, Theocharis, 2019, "Monetary policy transmission to Russia & Eastern Europe," Discussion Papers, Free University Berlin, School of Business & Economics, number 2019/6.

2018

• Volodymyr Ortynskyi & Yuliia Chornous & Nataliia Pavliuk, 2018, "International Cooperation In Financial Fraud Investigation," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-252-257.
• Mykhailo Pitiulych & Anatolii Poliakh & Mykola Pakhnin, 2018, "Financial And Legal Norms: Legal Means And Mechanism Of Implementation," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 5, DOI: 10.30525/2256-0742/2018-4-5-271-275.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Atsushi Inoue & Barbara Rossi, 2019, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers, Barcelona School of Economics, number 1078, Mar.
• Paresh Kumar Narayan & Seema Narayan & Siroos Khademalomoom & Dinh Hoang Bach Phan, 2018, "Do Terrorist Attacks Impact Exchange Rate Behavior? New International Evidence," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 547-561, January, DOI: 10.1111/ecin.12447.
• Angela Abbate & Massimiliano Marcellino, 2018, "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 181, issue 1, pages 155-179, January, DOI: 10.1111/rssa.12273.
• Bulut Levent & Dogan Can, 2018, "Google Trends and Structural Exchange Rate Models for Turkish Lira–US Dollar Exchange Rate," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 2, pages 1-12, August, DOI: 10.1515/rmeef-2017-0026.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco �vila, 2018, "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 153-171.
• Sergio Bianchi & Massimiliano Frezza, 2018, "Liquidity, Efficiency and the 2007-2008 Global Financial Crisis," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 375-404, November.
• Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018, "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 051, Mar.
• Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018, "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 055, Apr.
• Aysun FICICI, 2018, "Econometrics analysis and application of event study methodology on international mergers and acquisition activities of MNCs from Eastern Europe," Journal of Economic and Social Thought, EconSciences Journals, volume 5, issue 1, pages 1-8, March.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2018, "Estimating a Latent Risk Premium in Exchange Rate Futures," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1733.
• Rubaszek, Michał & Ca' Zorzi, Michele, 2018, "Exchange rate forecasting on a napkin," Working Paper Series, European Central Bank, number 2151, May.
• Lang, Jan Hannes, 2018, "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series, European Central Bank, number 2160, Jun.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Yahyaee, Khamis H., 2018, "Extreme dependence and risk spillovers between oil and Islamic stock markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 42-63, DOI: 10.1016/j.ememar.2017.10.003.
• Tiwari, Aviral Kumar & Jena, Sangram Keshari & Mitra, Amarnath & Yoon, Seong-Min, 2018, "Impact of oil price risk on sectoral equity markets: Implications on portfolio management," Energy Economics, Elsevier, volume 72, issue C, pages 120-134, DOI: 10.1016/j.eneco.2018.03.031.
• Tiwari, Aviral Kumar & Khalfaoui, Rabeh & Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2018, "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities," Energy Economics, Elsevier, volume 76, issue C, pages 470-494, DOI: 10.1016/j.eneco.2018.10.037.
• Zhang, Xi & Li, Jian, 2018, "Credit and market risks measurement in carbon financing for Chinese banks," Energy Economics, Elsevier, volume 76, issue C, pages 549-557, DOI: 10.1016/j.eneco.2018.10.036.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018, "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 40-55, DOI: 10.1016/j.jimonfin.2017.10.005.
• Wellmann, Dennis & Trück, Stefan, 2018, "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 56-75, DOI: 10.1016/j.jimonfin.2017.10.006.
• Amat, Christophe & Michalski, Tomasz & Stoltz, Gilles, 2018, "Fundamentals and exchange rate forecastability with simple machine learning methods," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2018.06.003.
• Ismailov, Adilzhan & Rossi, Barbara, 2018, "Uncertainty and deviations from uncovered interest rate parity," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 242-259, DOI: 10.1016/j.jimonfin.2017.07.012.
• Ghulam, Yaseen & Derber, Julian, 2018, "Determinants of sovereign defaults," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 43-55, DOI: 10.1016/j.qref.2017.12.003.
• Al-Thaqeb, Saud Asaad, 2018, "Do international markets overreact? Event study: International market reaction to U.S. local news events," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 369-385, DOI: 10.1016/j.ribaf.2017.07.106.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 357-388, DOI: 10.1016/j.ribaf.2017.07.169.
• Tebaldi, Edinaldo & Nguyen, Hana & Zuluaga, John, 2018, "Determinants of emerging markets’ financial health: A panel data study of sovereign bond spreads," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 82-93, DOI: 10.1016/j.ribaf.2017.07.135.
• Kremens, Lukas & Martin, Ian, 2019, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89839, Mar.
• Bangun WIDOYOKO & Ely SISWANTO & F. Danardana MURWANI, 2018, "Determining the Exchange Rate: Purchasing Power Parity - PPP," Expert Journal of Finance, Sprint Investify, volume 6, issue 1, pages 12-15.
• Maksim V. Petrov, 2018, "The World Financial System: a Long Way to Multipolarity," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 47-58, April, DOI: 10.31107/2075-1990-2018-2-47-58.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Tsukhlo Sergey & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Lavrischeva A., 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-19, July.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Tsukhlo Sergey & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Lavrischeva A., 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 14, pages 1-19, July.
• Natalia Kunitsyna & Igor Britchenko & Igor Kunitsyn, 2018, "Reputational risks, value of losses and financial sustainability of commercial banks," Post-Print, HAL, number hal-01859319, Jun, DOI: 10.9770/jesi.2018.5.4(17).
• Aviral Kumar Tiwari & Rabeh Khalfaoui & Sakiru Adebola Solarin & Muhammad Shahbaz, 2018, "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities," Post-Print, HAL, number hal-03797590, Oct, DOI: 10.1016/j.eneco.2018.10.037.
• Oxelheim, Lars, 2018, "Optimal vs Satisfactory Transparency: The Impact of Global Macroeconomic Fluctuations on Corporate Competitiveness," Working Paper Series, Research Institute of Industrial Economics, number 1259, Dec.
• Aysun FICICI, 2018, "Econometrics analysis and application of event study methodology on international mergers and acquisition activities of MNCs from Eastern Europe," Journal of Economic and Social Thought, KSP Journals, volume 5, issue 1, pages 1-8, March.
• Jean Armand Gnagne & Kevin Moran, 2018, "Monitoring Bank Failures in a Data-Rich Environment," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1815.
• Renáta Géczi-Papp, 2018, "Presentation and Testing of the Creeping Trend with Harmonic Weights Method in the Light of Sovereign CDS Prices," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 14, issue 02, pages 25-37.
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2018".
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 25021, Sep.
• Yvan Guillemette & Andrea De Mauro & David Turner, 2018, "Saving, investment, capital stock and current account projections in long-term scenarios," OECD Economics Department Working Papers, OECD Publishing, number 1461, Feb, DOI: 10.1787/aa519fc9-en.
• Petrica Dana Maria & Mester Liana-Eugenia & Berinde Mihai, 2018, "Icsid Cases In Which Damages Were Awarded Based On Market Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 279-286, July.
• Mossadak, anas, 2018, "Illicit financial outflows from Africa: measurement and determinants," MPRA Paper, University Library of Munich, Germany, number 104620, revised 2018.
• Saputro, Agung Eddy Suryo & Lukiswati, Intan & Soleh, Agus M Soleh & Andriansyah, Andriansyah, 2018, "Pemodelan Spasial Rasio Utang Pemerintah di Negara G20 Tahun 2003-2017
  [Spatial Modelling Government Debt Ratios in G20 Countries 2003-2017]," MPRA Paper, University Library of Munich, Germany, number 105233, Nov.
• Mahmood, Haider, 2018, "An Investigation of Macroeconomic Determinants of FDI Inflows in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 109448, Dec.
• Bespalova, Olga, 2018, "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper, University Library of Munich, Germany, number 117706, Mar.
• Cifarelli, Giulio & Paladino, Giovanna, 2018, "Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation," MPRA Paper, University Library of Munich, Germany, number 83894, Jan.
• Nyoni, Thabani, 2018, "Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box - Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 88622, Aug, revised 19 Aug 2018.
• Cheng, Lian & Luo, Junru & Liu, Lin, 2018, "Is Renminbi a (Truly) International Currency? An Evaluation Based on Offshore Foreign Exchange Market Trading Patterns," MPRA Paper, University Library of Munich, Germany, number 89279, Oct.
• Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.
• Buncic, Daniel & Stern, Cord, 2018, "Forecast ranked tailored equity portfolios," MPRA Paper, University Library of Munich, Germany, number 90382, Nov.
• Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2018, "Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?," Working Papers, University of Pretoria, Department of Economics, number 201879, Nov.
• Seongman Moon, 2018, "Foreign Exchange Return Predictability: Rational Expectations Risk Premium vs. Expectational Errors," East Asian Economic Review, Korea Institute for International Economic Policy, volume 22, issue 4, pages 467-505, DOI: 10.11644/KIEP.EAER.2018.22.4.351.
• Imad A. Moosa & John Vaz, 2018, "Direct and Indirect Forecasting of Cross Exchange Rates," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 2, pages 173-190.
• Prasojo Prasojo, 2018, "Pengaruh Struktur Modal terhadap Profitabilitas Emiten Indeks Saham Syariah Indonesia," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 2, issue 1, pages 39-51.
• Reinhold Kemati, 2018, "Empirical Analysis of Crude Oil Price Effects on Exchange Rate Volatility," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 17-48.
• Maryam Barzegar Marvasti & Behzad Salmani & Seyed Alireza Kazerooni & Parviz Mohammadzadeh, 2018, "Determinants of Exchange Market Pressures in Different Exchange Rate Regimes: Bayesian Model Averaging Evidence," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 1, pages 159-182.
• Kiryoung LEE & Chanik JO, 2018, "Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 118-134, December.
• Katarzyna Niewinska, 2018, "The Impact of Determinants on the Volatility of Banking Sector Stock Returns in Europe (Wplyw determinant na zmiennosc stop zwrotow z cen akcji w sektorze bankowym w Europie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 50-60.
• Gülin Vardar & Yener Coşkun & Tezer Yelkenci, 2018, "Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 231-288, August, DOI: 10.1007/s40822-018-0095-3.
• Natalia Kunitsyna & Igor Britchenko & Igor Kunitsyn, 2018, "Reputational risks, value of losses and financial sustainability of commercial banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 5, issue 4, pages 943-955, June, DOI: 10.9770/jesi.2018.5.4(17).
• Murat Duran, 2018, "Explaining Exchange Rate Movements Using Yield Curves in Emerging Countries," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1820.
• Rainer Haselmann & David Schoenherr & Vikrant Vig, 2018, "Rent Seeking in Elite Networks," Journal of Political Economy, University of Chicago Press, volume 126, issue 4, pages 1638-1690, DOI: 10.1086/697742.
• Atsushi Inoue & Barbara Rossi, 2018, "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1639, Dec.
• Amat Adarov, 2018, "Financial Cycles Around the World," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 145, Mar.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018, "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 1, pages 329-357, February, DOI: 10.1111/iere.12271.
• Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu, 2018, "Identifying Exchange Rate Common Factors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 4, pages 2193-2218, November, DOI: 10.1111/iere.12334.
• Beckmann, Joscha & Reitz, Stefan, 2018, "Information Rigidities and Exchange Rate Expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181628.

2017

• Скрипченко Зарина // Scripchenko Zarina, 2017, "Оценка достаточности международных резервов Казахстана // Assessment of the adequacy of international reserves of Kazakhstan," Staff Analytical Notes, National Bank of Kazakhstan, number #2017-September.
• Roksolana Zapotichna, 2017, "Banking On Multinationals: The Determinants Of Cross-Border Credits To Central And Eastern Europe, 1990-2015," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 1, DOI: 10.30525/2256-0742/2017-3-1-45-51.
• José Renato Haas Ornelas, 2017, "Expected Currency Returns and Volatility Risk Premia," Working Papers Series, Central Bank of Brazil, Research Department, number 454, Jan.
• José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017, "Volatility Risk Premia and Future Commodity Returns," Working Papers Series, Central Bank of Brazil, Research Department, number 455, Apr.
• Gabriele di Filippo, 2017, "What drives gross flows in equity and investment fund shares in Luxembourg?," BCL working papers, Central Bank of Luxembourg, number 112, Aug.
• Michael Funke & Julius Loermann & Richhild Moessner, 2017, "The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?," BIS Working Papers, Bank for International Settlements, number 652, Jul.
• Joseph Noss & Lucas Pedace & Ondrej Tobek & Oliver Linton & Liam Crowley-Reidy, 2017, "The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets," Bank of England working papers, Bank of England, number 687, Oct.
• Avdulaj Krenar & Barunik Jozef, 2017, "A semiparametric nonlinear quantile regression model for financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 81-97, February, DOI: 10.1515/snde-2016-0044.
• Peijie Wang, 2017, "A dynamic IS-LM-X model of exchange rate adjustments and movements," International Economics, CEPII research center, issue 149, pages 74-86.
• Julián Roa Rozo, 2017, "¿Hubo contagio financiero en las crisis financieras recientes? Una aplicación DCC-M-GARCH para Argentina, Brasil, Colombia y Estados Unidos," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15570, May.
• Johan Santiago Ruiz Moreno, 2017, "Estructura de varianzas entre el mercado financiero mundial y de Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15695, Aug.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco �vila, 2017, "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 153-171.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco �vila, 2017, "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 153-171.
• Adrian Marek Burda & Blazej Mazur & Mateusz Pawel Pipien, 2017, "Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 97-114.
• Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11970, Apr.
• Afees A. Salisu & Umar B. Ndako, 2017, "Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 028, Sep.
• Ahmed KHATTAB & Abid IHADIYAN, 2017, "Financial gradualism and banking crises in North Africa region: an investigation by a panel logit model," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 4, pages 343-355, December.
• Aye Aye Khin & Wong Hong Chau & Ung Leng Yean & Ooi Chee Keong & Raymond Ling Leh Bin, 2017, "Examining between Exchange Rate Volatility and Natural Rubber Prices: Engle-Granger Causality Test," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 33-40.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Yeh, Kuo-chun, 2017, "Asset price targeting in an open economy with cognitive limitations: The best for macroeconomic and financial stability?," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 288-299, DOI: 10.1016/j.najef.2016.10.012.
• Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017, "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 199-211, DOI: 10.1016/j.jempfin.2017.03.005.
• Risse, Marian & Ohl, Ludwig, 2017, "Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 158-176, DOI: 10.1016/j.jempfin.2017.09.005.
• Algieri, Bernardina & Leccadito, Arturo, 2017, "Assessing contagion risk from energy and non-energy commodity markets," Energy Economics, Elsevier, volume 62, issue C, pages 312-322, DOI: 10.1016/j.eneco.2017.01.006.
• Lof, Matthijs & Nyberg, Henri, 2017, "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, volume 65, issue C, pages 424-433, DOI: 10.1016/j.eneco.2017.05.024.
• Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017, "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, volume 66, issue C, pages 122-139, DOI: 10.1016/j.eneco.2017.06.007.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Al-Yahyaee, Khamis Hamed & Shahbaz, Muhammad, 2017, "Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas," Energy Economics, Elsevier, volume 67, issue C, pages 476-495, DOI: 10.1016/j.eneco.2017.08.036.
• Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017, "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, volume 21, issue C, pages 206-213, DOI: 10.1016/j.frl.2016.12.003.
• Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017, "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 16-28, DOI: 10.1016/j.jfs.2016.11.008.
• Wang, Peijie, 2017, "A dynamic IS-LM-X model of exchange rate adjustments and movements," International Economics, Elsevier, volume 149, issue C, pages 74-86, DOI: 10.1016/j.inteco.2016.12.001.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad, 2017, "Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 258-279, DOI: 10.1016/j.jbankfin.2016.11.017.
• Wang, Xi & Yang, Jiao-Hui & Wang, Kai-Li & Fawson, Christopher, 2017, "Dynamic information spillovers in intraregionally-focused spot and forward currency markets," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 78-110, DOI: 10.1016/j.jimonfin.2016.11.002.