Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G0: General
/ / / G00: General
/ / / G01: Financial Crises
/ / / G02: Behavioral Finance: Underlying Principles

2017

• Randall Morck & Bernard Yeung, 2017, "East Asian Financial and Economic Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 23845, Sep.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017, "Predicting Relative Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23886, Sep.
• Emmanuel Farhi & Jean Tirole, 2017, "Shadow Banking and the Four Pillars of Traditional Financial Intermediation," NBER Working Papers, National Bureau of Economic Research, Inc, number 23930, Oct.
• Ravi Jagannathan & Ashwin Ravikumar & Marco Sammon, 2017, "Environmental, Social, and Governance Criteria: Why Investors are Paying Attention," NBER Working Papers, National Bureau of Economic Research, Inc, number 24063, Nov.
• Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2017, "House Price Beliefs And Mortgage Leverage Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24091, Nov.
• Piotr Majewski, 2017, "Autonomous Vehicles – Challenges For The Insurance Industry," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 12, issue 1, pages 66-77, February.
• Patrycja Chodnicka-Jaworska, 2017, "Banks’ Credit Ratings Inflation," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 12, issue 1, pages 99-114, February.
• Renata Burchart & Ramon Soldevila de Monteys, 2017, "The Accounting Principles And Financial Reporting Rules In Polish And Spanish Regulations," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 12, issue 4, pages 371-385, November.
• Malgorzata Cyganska & Michael Thoene & Amelia Silva, 2017, "Analysis Of Total, Direct And Indirect Cost Outliers In A Polish Specialist Hospital," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 12, issue 4, pages 451-464, November.
• wan moh zaki, wan fadzillah anira, 2017, "Performances And Risk Of Landmark Berhad," MPRA Paper, University Library of Munich, Germany, number 78357, Apr, revised 10 Apr 2017.
• Khalid, Nuramalina, 2017, "Risk and Performance: Empirical Evidence from Yinson Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78360, Apr.
• Harun, Nur Ilyani, 2017, "Corporate Governance and Performance of United Malacca Berhad," MPRA Paper, University Library of Munich, Germany, number 78381, Apr.
• Ramlan, Siti Noreiza, 2017, "Gender Diversity In The Hermes Paris Boardroom And Risk Management," MPRA Paper, University Library of Munich, Germany, number 78385, Mar.
• Hashim, Nur Athira, 2017, "Performance And Risk: Empirical Evidence From Rhb Bank," MPRA Paper, University Library of Munich, Germany, number 78460, Apr, revised 17 Apr 2017.
• Othaman, Ridhuan, 2017, "Performance and Size of Fraser & Neave Holdings Bhd (F&N)," MPRA Paper, University Library of Munich, Germany, number 78503, Mar.
• Kamaludin, Sabrina, 2017, "Risk Performance of Kawan Food Berhad," MPRA Paper, University Library of Munich, Germany, number 78506, Apr, revised 10 Apr 2017.
• Khalil, Nur Syafiqah, 2017, "Firm Risk and Performance: The Role of Corporate Governance in Hwa Tai Sdn Bhd," MPRA Paper, University Library of Munich, Germany, number 78510, Apr.
• gamar, mohd nur arif, 2017, "risk and performance of amtel holdings berhad," MPRA Paper, University Library of Munich, Germany, number 78511, Apr.
• Erizal, Nurulhidayu, 2017, "Relationship Between Level of Firm Performances and Risk in Food and Beverages Industry: Empirical Analysis on Khee San Berhad," MPRA Paper, University Library of Munich, Germany, number 78521, Apr.
• Othaman, Ridhuan, 2017, "Firm Risk and Performance: The Role of Corporate Governance of Wct Holding Berhad," MPRA Paper, University Library of Munich, Germany, number 78523, Apr.
• Zainal Abidin, Fazlini, 2017, "The Impact Of Corporate Environmental Performance Of Market Risk On Tropicana Corporation Berhad," MPRA Paper, University Library of Munich, Germany, number 78620, Apr.
• Ramarow, Sirivige, 2017, "The Relationship between Profitability and the Risk Factors and other Macroeconomic Factors," MPRA Paper, University Library of Munich, Germany, number 78625, Apr, revised 19 Apr 2017.
• Ravishankar, Sandranivashni, 2017, "To Examine the Relationship Between Risk Factors and Profitability of Apollo Food Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78626, Apr.
• Lourdes, Joan Salome, 2017, "Performance and Risk of Macroeconomics Factors: Empirical evidence from Silver Ridge Holdings," MPRA Paper, University Library of Munich, Germany, number 78804, Apr, revised 26 Apr 2017.
• Kotroyannos, Dimitrios & Tzagarakis, Stelios & Mavrozacharakis, Emmanouil & Kamekis, Apostolos, 2017, "Utopian Left-Wing Expectations and the Social Consequences of the 3rd Memorandum in Greece," MPRA Paper, University Library of Munich, Germany, number 78971, May.
• Deli, Yota & Hasan, Iftekhar, 2017, "Real effects of bank capital regulations: Global evidence," MPRA Paper, University Library of Munich, Germany, number 79065.
• Anastasiou, Dimitrios, 2017, "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper, University Library of Munich, Germany, number 79470, May.
• Suarez, Ronny, 2017, "Is the US stock market getting riskier?," MPRA Paper, University Library of Munich, Germany, number 80337, Jul.
• Mehmood, Mian Saqib & Sheraz, Iram & Mehmood, Asif & G. Mujtaba, Bahaudin, 2017, "Empirical Examination for Operational and Credit Risk Perspective – A Case of Commercial Banks of Pakistan," MPRA Paper, University Library of Munich, Germany, number 80491, Jun.
• Taasim, Shairil & Yusoff, Remali, 2017, "An Instruments to Develop Cashless in Malaysia," MPRA Paper, University Library of Munich, Germany, number 80735, Mar.
• Park, Beum-Jo & Kim, Myung-Joong, 2017, "A Dynamic Measure of Intentional Herd Behavior in Financial Markets," MPRA Paper, University Library of Munich, Germany, number 82025, Oct.
• Chow, Sheung-Chi & Hon, Tai-Yuen & Wong, Wing-Keung & Woo, Kai-Yin, 2017, "Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies," MPRA Paper, University Library of Munich, Germany, number 82744, Nov.
• Magni, Carlo Alberto & Martin, John D., 2017, "The Reinvestment Rate Assumption Fallacy for IRR and NPV: A Pedagogical Note," MPRA Paper, University Library of Munich, Germany, number 83889, Dec.
• Chhorn, Theara & Chhorn, Dina, 2017, "Modelling Linkage of Globalization and Financial Development to Human Development in CLMV Region," MPRA Paper, University Library of Munich, Germany, number 84878, Sep, revised 01 Nov 2017.
• ebrahimi, mohsen & babaei agh esmaili, Majid & kafili, vahid, 2017, "بررسی رژیم های قیمتی دو شاخص عمده بازار جهانی نفت(برنت و Wti) قبل و بعد از بحران مالی:کاربردی از رویکرد مارکف سوئیچینگ
  [Investigate price regimes of two prime index in the world oil market(Brent and WTI) before and after the financial crisis: Evid," MPRA Paper, University Library of Munich, Germany, number 98739.
• Thomas Winberry & Benjamin Moll & Greg Kaplan, 2017, "When Inequality Matters for Macro and Macro Matters for Inequality," 2017 Meeting Papers, Society for Economic Dynamics, number 483.
• Xiaoji Lin & Nicholas Bloom & Ivan Alfaro, 2017, "The Finance-Uncertainty Multiplier," 2017 Meeting Papers, Society for Economic Dynamics, number 887.
• Priviledge Cheteni, 2017, "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, volume 8, issue 6, pages 237-245, DOI: 10.22610/jebs.v8i6(J).1497.
• Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2017, "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium," Journal of Political Economy, University of Chicago Press, volume 125, issue 1, pages 140-223, DOI: 10.1086/689606.
• RAHARJA, Bayu Sindhu & SUHAELI, Dahli & MRANANI, Muji, 2017, "Did Manager Behave Overconfidently?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 3, pages 32-44.
• Łegowik-Małolepsza Małgorzata, 2017, "Measurement and Assessment of Effectiveness of Auxiliary Processes of Production in Management of the Cement Industry Companies," Valahian Journal of Economic Studies, Sciendo, volume 8, issue 2, pages 33-40, October, DOI: 10.1515/vjes-2017-0016.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017, "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series, The World Bank, number 8222, Oct.
• Keser, Claudia & Özgümüs, Asri & Peterlé, Emmanuel & Schmidt, Martin, 2017, "An experimental investigation of rating-market regulation," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 299.

2016

• Jaroslav Borovička & Lars Peter Hansen & José A. Scheinkman, 2016, "Misspecified Recovery," Journal of Finance, American Finance Association, volume 71, issue 6, pages 2493-2544, December, DOI: 10.1111/jofi.12404.
• Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan, 2016, "Bank Quality, Judicial Efficiency and Loan Repayment Delays in Italy," Boston College Working Papers in Economics, Boston College Department of Economics, number 901, Feb, revised 01 Sep 2019.
• Ion, MOROZNIUC & Tatiana IATISIN, 2016, "Development Trends Of Public Finances In Moldova," Contemporary Economy Journal, Constantin Brancoveanu University, volume 1, issue 1, pages 127-132.
• Luintel, Kul B & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, GuangJie, 2016, "Financial Development, Structure and Growth: New Data, Method and Results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/2, Mar.
• Philippon, Thomas & Midrigan, Virgiliu, 2016, "Household Leverage and the Recession," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11407, Jul.
• Jaroslava Hlouskova & Panagiotis Tsigaris, 2016, "The role of the marginal rate of substitution of wealth for a loss averse investor," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2250-2260.
• Mohamed Arouri & David Roubaud, 2016, "On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 760-770.
• Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2016, "Finance-augmented business cycles: A robustness check," Economics Bulletin, AccessEcon, volume 36, issue 1, pages 132-144.
• Ramzi Boussaidi & Abaoub Ezzeddine, 2016, "The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 813-826.
• Jiseob Kim, 2016, "Why household debt held by Korean seniors is problematic: An international comparison," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2080-2093.
• Kaidi Nasreddine & Sami Mensi, 2016, "Financial Development and Income Inequality: The Linear versus the Nonlinear Hypothesis," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 609-626.
• Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-hsien Chen & Han-wen Tzeng, 2016, "Revisiting the efficient market hypothesis in transition countries using quantile unit root test," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2171-2182.
• Andrew Phiri, 2016, "Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region?," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 778-788.
• Wataru Nozawa, 2016, "Failure of the first-order approach in an insurance problem with no commitment and hidden savings," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2422-2429.
• Mirzosaid Sultonov, 2016, "Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 949-962.
• Amélie Charles & Olivier Darné, 2016, "Stock market reactions to FIFA World Cup announcements: An event study," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2028-2036.
• Dimitrios Dimitriou, 2016, "Greek debt negotiations and VIX currency indices: A HYGARCH approach," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2154-2160.
• He, Zhiguo & Krishnamurthy, Arvind & Milbradt, Konstantin, 2016, "What Makes US Government Bonds Safe Assets?," Research Papers, Stanford University, Graduate School of Business, number 3421, Jan.
• Imam, Patrick & Kpodar, Kangni, 2016, "Islamic banking: Good for growth?," Economic Modelling, Elsevier, volume 59, issue C, pages 387-401, DOI: 10.1016/j.econmod.2016.08.004.
• Jadiyappa, Nemiraja & Vanga, Nagi Reddy & Krishnankutty, Raveesh, 2016, "Financial liberalisation and Capital structuring decisions of corporate firms: Evidence from India," Economics Letters, Elsevier, volume 149, issue C, pages 33-37, DOI: 10.1016/j.econlet.2016.10.004.
• Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2016, "Bubble thy neighbour: Portfolio effects and externalities from capital controls," Journal of International Economics, Elsevier, volume 99, issue C, pages 85-104, DOI: 10.1016/j.jinteco.2015.12.010.
• Hassan, Tarek A. & Mertens, Thomas M. & Zhang, Tony, 2016, "Not so disconnected: Exchange rates and the capital stock," Journal of International Economics, Elsevier, volume 99, issue S1, pages 43-57, DOI: 10.1016/j.jinteco.2015.12.003.
• Cooper, Ilan & Priestley, Richard, 2016, "The expected returns and valuations of private and public firms," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 41-57, DOI: 10.1016/j.jfineco.2016.01.023.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, volume 67, issue C, pages 54-79, DOI: 10.1016/j.jmateco.2016.09.007.
• Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve, 2016, "Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 212-221, DOI: 10.1016/j.ribaf.2015.09.011.
• Boukhatem, Jamel, 2016, "Assessing the direct effect of financial development on poverty reduction in a panel of low- and middle-income countries," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 214-230, DOI: 10.1016/j.ribaf.2015.11.008.
• Graham Bird & Dane Rowlands, 2016, "The International Monetary Fund," Books, Edward Elgar Publishing, number 14692, ISBN: ARRAY(0x6b54b678).
• Matthew Hollow & Folarin Akinbami & Ranald Michie (ed.), 2016, "Complexity and Crisis in the Financial System," Books, Edward Elgar Publishing, number 15615, ISBN: ARRAY(0x69c7b968).
• Will Dobbie & Paul Goldsmith-Pinkham & Neale Mahoney & Jae Song, 2016, "Bad credit, no problem? Credit and labor market consequences of bad credit reports," Staff Reports, Federal Reserve Bank of New York, number 795, Oct.
• Arthur Charpentier & Mathieu Pigeon, 2016, "Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)," Risks, MDPI, volume 4, issue 2, pages 1-18, May.
• Pierre Picard, 2016, "A Note on Health Insurance under Ex Post Moral Hazard," Risks, MDPI, volume 4, issue 4, pages 1-9, October.
• Amélie Charles & Olivier Darné, 2016, "Stock market reactions to FIFA World Cup announcements: An event study," Post-Print, HAL, number hal-01395333.
• Mohamed Arouri & David Roubaud, 2016, "On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India," Post-Print, HAL, number hal-02009136.
• Philipp Bagus & Amadeus Gabriel & David Howden, 2016, "Reassessing the Ethicality of Some Common Financial Practices," Post-Print, HAL, number hal-02634005, Jul, DOI: 10.1007/s10551-014-2525-9.
• Arthur Charpentier & Mathieu Pigeon, 2016, "Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)," Working Papers, HAL, number hal-01280033, Feb.
• Pierre Picard, 2016, "A note on health insurance under ex post moral hazard," Working Papers, HAL, number hal-01353597, Aug.
• Pierre Picard, 2016, "A note on health insurance under ex post moral hazard," Working Papers, HAL, number hal-01385520, Oct.
• Assaf Eisdorfer & Carmelo Giaccotto, 2016, "The St. Petersburg paradox and capital asset pricing," Annals of Finance, Springer, volume 12, issue 1, pages 1-16, February, DOI: 10.1007/s10436-015-0269-x.
• Philipp Bagus & Amadeus Gabriel & David Howden, 2016, "Reassessing the Ethicality of Some Common Financial Practices," Journal of Business Ethics, Springer, volume 136, issue 3, pages 471-480, July, DOI: 10.1007/s10551-014-2525-9.
• Zhiguo He & Konstantin Milbradt, 2016, "Dynamic Debt Maturity," NBER Working Papers, National Bureau of Economic Research, Inc, number 21919, Jan.
• Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "What Makes US Government Bonds Safe Assets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22017, Feb.
• Alan Moreira & Tyler Muir, 2016, "Volatility Managed Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 22208, Apr.
• Yusuf Soner Baskaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Yue, 2016, "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake," NBER Working Papers, National Bureau of Economic Research, Inc, number 22335, Jun.
• Kenneth Froot & Namho Kang & Gideon Ozik & Ronnie Sadka, 2016, "What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22366, Jun.
• Hengjie Ai & Ravi Bansal, 2016, "Risk Preferences and The Macro Announcement Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 22527, Aug.
• Ravi Bansal & Dana Kiku & Marcelo Ochoa, 2016, "Price of Long-Run Temperature Shifts in Capital Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 22529, Aug.
• Kent D. Daniel & Robert B. Litterman & Gernot Wagner, 2016, "Applying Asset Pricing Theory to Calibrate the Price of Climate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 22795, Nov.
• Harrison Hong & Frank Weikai Li & Jiangmin Xu, 2016, "Climate Risks and Market Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 22890, Dec.
• Ravi Bansal & Marcelo Ochoa & Dana Kiku, 2016, "Climate Change and Growth Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 23009, Dec.
• Kul B Luintel & Khan Mosahid & Leon-Gonzalez Roberto & Li Guangjie, 2016, "Financial Development, Structure and Growth : New Data, Method and Results," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-27, Mar.
• Edyta Dworak, 2016, "Assessment Of Innovation Gap Between Poland And European Union Countries," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 1, pages 29-44, February.
• Hanna Godlewska-Majkowska & Agnieszka Komor, 2016, "Regional Strategic Groups As An Instrument For The Location’S Decisions Supporting On The Example Of Food Industry," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 1, pages 5-15, February.
• Anna Bartoszewicz, 2016, "Construction And The Process Of Implementing The Management Control System In A Local Self-Government Unit – A Practical Approach," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 1, pages 73-83, February.
• Krzysztof Nyklewicz, 2016, "Minimum Wage And Its Impact On The Job Market In Germany," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 2, pages 151-163, May.
• Marian Olinski & Piotr Szamrowski, 2016, "The Impact Of Eu Funds On The Development Of A Business Model For Small And Medium-Sized Enterprises," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 2, pages 165-175, May.
• Bogdan Wlodarczyk & Marek Szturo, 2016, "Identification And Monitoring Of Instability In Financial Systems," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 2, pages 177-188, May.
• Anna Organisciak-Krzykowska & Joanna Machnis-Walasek, 2016, "Remittances As A Consequences Of Labour Migration Of Central And Eastern Europe (Cee) Citizens In 2004–2013," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 2, pages 91-102, May.
• Tomasz Grabia, 2016, "Rule-Based Versus Discretionary Fiscal Policy," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 3, pages 265-276, August.
• Anna Rutkowska-Ziarko & Przemyslaw Garsztka, 2016, "Assessing The Efficiency Of Investment Fund Management Using Quantile Risk Measures," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 11, issue 3, pages 277-298, August.
• Zhiguo He & Konstantin Milbradt, 2016, "Dynamic Debt Maturity," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 10, pages 2677-2736.
• Ian Dew-Becker & Stefano Giglio, 2016, "Asset Pricing in the Frequency Domain: Theory and Empirics," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2029-2068.
• Carlos Parodi Trece, 2016, "Crisis financieras en la historia," Working Papers, Centro de Investigación, Universidad del Pacífico, number 16-05, Aug.
• Enrique Mendoza, 2016, "Macroprudential Policy: Promise and Challenges," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 16-020, Oct, revised 24 Oct 2016.
• S R, Shehnaz & S, Suresh Kumar, 2016, "Gold prices and Nifty – Unravelling of an intricately interwoven nexus," MPRA Paper, University Library of Munich, Germany, number 109184, Jun.
• Hasan, Zubair, 2016, "Credit control instruments in a dual banking system: leverage control rate (LCR) – a proposal," MPRA Paper, University Library of Munich, Germany, number 65027, Jan, revised 18 Feb 2016.
• Ahmed, Ovais & Mashkoor, Aasim, 2016, "The wrong impact of Fiscal Imbalance on economic growth and Monetary Policy consequences (A case of Pakistan)," MPRA Paper, University Library of Munich, Germany, number 69752, Feb.
• Filipova-Rivers, Magdalena, 2016, "Financial Consumer Protection And Literacy: A Compative Study Between Bulgaria And Romania," MPRA Paper, University Library of Munich, Germany, number 70130.
• Yeboah, Augustine Kwadwo & Obeng, Camara Kwasi, 2016, "Effect of financial literacy on willingness to pay for micro-insurance by commercial market business operators in Ghana," MPRA Paper, University Library of Munich, Germany, number 70135.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "Brexit concerns, UK and European equities: A lose-lose scenario?," MPRA Paper, University Library of Munich, Germany, number 70519, Apr.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "Is uncertainty over Brexit damaging the UK and European equities?," MPRA Paper, University Library of Munich, Germany, number 70520, Apr.
• Suarez, Ronny, 2016, "Large-cap versus small-cap, a downside risk comparison," MPRA Paper, University Library of Munich, Germany, number 70547, Apr.
• Bayrak, Oben, 2016, "Another Solution for Allais Paradox: Preference Imprecision, Dispersion and Pessimism," MPRA Paper, University Library of Munich, Germany, number 71780, May.
• lopez, claude & Saeidinezhad, Elham, 2016, "Dodd-Frank: Washington, We Have a Problem," MPRA Paper, University Library of Munich, Germany, number 72236, Jun.
• Hasan, Zubair, 2016, "Risk-sharing the sole basis of Islamic finance? time for a serious rethink," MPRA Paper, University Library of Munich, Germany, number 72252, Feb, revised 15 Apr 2018.
• Heenkenda, Shirantha, 2016, "Readiness to retirement planning of estate sector employees in Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 72744, Jul.
• Ben Rejeb, Aymen & Arfaoui, Mongi, 2016, "Conventional and Islamic stock markets: what about financial performance?," MPRA Paper, University Library of Munich, Germany, number 73495.
• Kosten, Dmitri, 2016, "Миссия Биткоин – Децентрализация Финансовых И Законодательных Рычагов Управления Обществом
  [Bitcoin Mission - Decentralization of Financial and Governing Levers of Regulatory Institutions]," MPRA Paper, University Library of Munich, Germany, number 73572, May.
• Kosten, Dmitri, 2016, "Манифест Биткойна Или Крипто-Социализм Как Следующая Фаза Социально-Экономического Развития
  [Bitcoin Manifesto Or Crypto-Socialism as next phase of Socio-Economic Relations]," MPRA Paper, University Library of Munich, Germany, number 73601, Sep.
• Hatemi-J, Abdulnasser & Mustafa, Alan, 2016, "A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts," MPRA Paper, University Library of Munich, Germany, number 73813, Sep.
• Prempeh, Kwadwo Boateng & Nsiah Asare, Evelyn & sekyere, Allan McBright, 2016, "The Effect of Debt Policy on Firms Performance: Empirical Evidence from Listed Manufacturing Companies on The Ghana Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 75200, Nov.
• Zvezdov, Ivelin, 2016, "Towards socially responsible (re)insurance underwriting practices: readily available ‘big data’ contributions to optimize catastrophe risk management," MPRA Paper, University Library of Munich, Germany, number 75312, Sep, revised 04 Nov 2016.
• Cheteni, Priviledge, 2016, "Stock market volatility using GARCH models: Evidence from South Africa and China stock markets," MPRA Paper, University Library of Munich, Germany, number 77355, Dec.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," MPRA Paper, University Library of Munich, Germany, number 77401, Dec.
• Bagus, Philipp & Gabriel, Amadeus & Howden, David, 2016, "Reassessing the Ethicality of Some Common Financial Practices," MPRA Paper, University Library of Munich, Germany, number 79800.
• García Iborra, Rafael & Howden, David, 2016, "Uses and Misuses of Arbitrage in Financial Theory, and a Suggested Alternative," MPRA Paper, University Library of Munich, Germany, number 79802.
• Kumar, Dr.B.Pradeep, 2016, "Institutional Response to the Problem of Access to Finance: Evidence from the Tribal Economy of Kerala," MPRA Paper, University Library of Munich, Germany, number 82430, revised 2016.
• Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016, "Heterogeneity in decentralized asset markets," 2016 Meeting Papers, Society for Economic Dynamics, number 1014.
• Timothy McQuade & Arvind Krishnamurthy & Adam Guren, 2016, "Mortgage Design in an Equilibrium Model of the Housing Market," 2016 Meeting Papers, Society for Economic Dynamics, number 371.
• David Sraer & Valentin Haddad, 2016, "The Banking View of Bond Risk Premia," 2016 Meeting Papers, Society for Economic Dynamics, number 814.
• Ginters Buss, 2016, "Financial frictions in Latvia," Empirical Economics, Springer, volume 51, issue 2, pages 547-575, September, DOI: 10.1007/s00181-015-1014-z.
• Gordon Anderson & Thierry Post & Yoon-Jae Whang, 2016, "Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects," Working Papers, University of Toronto, Department of Economics, number tecipa-568, Nov.
• Ralph S. J. Koijen & Tomas J. Philipson & Harald Uhlig, 2016, "Financial Health Economics," Econometrica, Econometric Society, volume 84, issue , pages 195-242, January.
• Linton, Marco & Teo, Ernie Gin Swee & Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2016, "Dynamic topic modelling for cryptocurrency community forums," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-051.

2015

• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 108, May.
• Dominique Pepin, 2015, "Intertemporal Substitutability, Risk Aversion and Asset Prices," Papers, arXiv.org, number 1505.07210, May, revised Nov 2015.
• Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi, 2015, "Emergency Liquidity Facilities, Signalling and Funding Costs," Staff Working Papers, Bank of Canada, number 15-44, DOI: 10.34989/swp-2015-44.
• Martin Kuncl, 2015, "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers, Bank of Canada, number 15-9, DOI: 10.34989/swp-2015-9.
• Hernández del Valle Gerardo, 2015, "On the pricing of defaultable bonds and Hitting times of Ito processes," Working Papers, Banco de México, number 2015-21, Nov.
• Laura Mayoral, 2015, "The Persistence of Inflation in OECD Countries:a Fractionally Integrated Approach," Working Papers, Barcelona School of Economics, number 259, Sep.
• Javier Bianchi & Enrique G Mendoza, 2015, "Optimal time-consistent macroprudential policy," BIS Working Papers, Bank for International Settlements, number 516, Oct.
• Kilian Huber, 2015, "The Persistence of a Banking Crisis," Discussion Papers, Centre for Macroeconomics (CFM), number 1532, Nov.
• Buss, Ginters, 2015, "Financial frictions in a DSGE model for Latvia," Dynare Working Papers, CEPREMAP, number 42, May.
• Buss, Ginters, 2015, "Search-and-matching frictions and labor market dynamics in Latvia," Dynare Working Papers, CEPREMAP, number 45, Sep.
• Copaciu, Mihai & Nalban, Valeriu & Bulete, Cristian, 2015, "R.E.M. 2.0, An estimated DSGE model for Romania," Dynare Working Papers, CEPREMAP, number 48, Nov.
• Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2015, "Not so Disconnected: Exchange Rates and the Capital Stock," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10744, Aug.
• Rachida Hennani & Michel Terraza, 2015, "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1262-1273.
• Hirofumi Suzuki, 2015, "Comovement and index fund trading effect: evidence from Japanese stock market," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 949-958.
• Jaideep Chowdhury & Gokhan Sonaer, 2015, "Investment and Managerial Preferences," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 392-399.
• Taoufik Elkemali & Aymen Ben Rejeb, 2015, "R&D Intensity and Financing Decisions: Evidence from European Firms," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1042-1055.
• Mandira Sarma, 2015, "Measuring financial inclusion," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 604-611.
• Prateek Sharma & Swati Sharma, 2015, "Forecasting gains of robust realized variance estimators: evidence from European stock markets," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 61-69.
• Ran Shao & Na Wang, 2015, "Effects of Aging on Gender Differences in Financial Markets," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 834-840.
• Gaetano Lisi, 2015, "Hedonic prices, capitalization rate and real estate appraisal," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 783-787.
• Dimitrios P. Louzis, 2015, "The economic value of flexible dynamic correlation models," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 774-782.
• Amelie Charles & Olivier Darné, 2015, "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1897-1905.
• Etienne Redor, 2015, "Does board diversity matter? Evidence from the market reaction to directors' departures," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1434-1442.
• Dominique Pépin, 2015, "Intertemporal Substitutability, Risk aversion and Asset Prices," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2233-2241.
• Amélie Charles & Etienne Redor & Constantin Zopounidis, 2015, "The determinants of the existence of a critical mass of women on boards: A discriminant analysis," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1809-1819.
• Sergio Da Silva & Raul Matsushita & Eliza Silveira, 2015, "No endowment effect when people transact secondhand goods over the Internet," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1961-1968.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Assessing Asset Pricing Models Using Revealed Preference," Research Papers, Stanford University, Graduate School of Business, number 3130, Mar.
• Gençay, Ramazan & Signori, Daniele, 2015, "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 62-80, DOI: 10.1016/j.jeconom.2014.08.002.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015, "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 180-200, DOI: 10.1016/j.jempfin.2015.03.015.
• Ciner, Cetin, 2015, "Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 277-283, DOI: 10.1016/j.irfa.2015.01.019.
• Lin, Li & Tsomocos, Dimitrios P. & Vardoulakis, Alexandros P., 2015, "Debt deflation effects of monetary policy," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 81-94, DOI: 10.1016/j.jfs.2015.10.005.
• Forbes, Kristin & Fratzscher, Marcel & Straub, Roland, 2015, "Capital-flow management measures: What are they good for?," Journal of International Economics, Elsevier, volume 96, issue S1, pages 76-97, DOI: 10.1016/j.jinteco.2014.11.004.
• Laeven, Luc & Levine, Ross & Michalopoulos, Stelios, 2015, "Financial innovation and endogenous growth," Journal of Financial Intermediation, Elsevier, volume 24, issue 1, pages 1-24, DOI: 10.1016/j.jfi.2014.04.001.
• Bhattacharya, Sudipto & Goodhart, Charles & Tsomocos, Dimitrios P. & Vardoulakis, Alexandros P., 2015, "A reconsideration of Minsky’s financial instabilityhypothesis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64218, Aug.
• Huber, Kilian, 2015, "The persistence of a banking crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65010, Nov.
• Frederique Dahan (ed.), 2015, "Research Handbook on Secured Financing in Commercial Transactions," Books, Edward Elgar Publishing, number 14776, ISBN: ARRAY(0x6c6b2088).
• Mervyn K. Lewis, 2015, "Understanding Ponzi Schemes," Books, Edward Elgar Publishing, number 15511, ISBN: ARRAY(0x69da7950).
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015, "Behavioural, Financial, and Health & Medical Economics: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-27, Sep.
• Patrick IMAM & Roland Kangni KPODAR, 2015, "Is Islamic Banking Good for Growth?," Working Papers, FERDI, number P124, Apr.
• Patrick IMAM & Roland Kangni KPODAR, 2015, "Is Islamic Banking Good for Growth?," Working Papers, FERDI, number P124, Apr.
• J. Scott Davis, 2015, "The cyclicality of (bilateral) capital inflows and outflows," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 247, Aug, DOI: 10.24149/gwp247.
• Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015, "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, volume 3, issue 3, pages 1-25, September.
• Jørgen Vitting Andersen & Ioannis D. Vrontos & Petros Dellaportas & Serge Galam, 2015, "A Socio-Finance Model: Inference and empirical application," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01242248, Oct.
• Dominique Pepin, 2015, "Intertemporal Substitutability, Risk Aversion and Asset Prices," Post-Print, HAL, number hal-01154266, Oct.
• Amélie Charles & Olivier Darné, 2015, "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Post-Print, HAL, number hal-01330467, Sep.
• Philipp Bagus & David Howden & Amadeus Gabriel, 2015, "Oil and Water Do Not Mix, or: Aliud Est Credere, Aliud Deponere," Post-Print, HAL, number hal-02633361, Apr, DOI: 10.1007/s10551-014-2087-x.
• Geoffrey Poitras & John Heaney, 2015, "Classical Ergodicity and Modern Portfolio Theory," Post-Print, HAL, number hal-03680380, Aug, DOI: 10.1155/2015/737905.
• Jørgen Vitting Andersen & Ioannis D. Vrontos & Petros Dellaportas & Serge Galam, 2015, "A Socio-Finance Model: Inference and empirical application," Post-Print, HAL, number halshs-01242248, Oct.
• Fernández Martín, Andrés, 2015, "Informal Employment and Business Cycles in Emerging Economies: The Case of Mexico," IDB Publications (Working Papers), Inter-American Development Bank, number 6780, Jan, DOI: http://dx.doi.org/10.18235/0011669.
• Patrick A. Imam & Mr. Kangni R Kpodar, 2015, "Is Islamic Banking Good for Growth?," IMF Working Papers, International Monetary Fund, number 2015/081, Apr.
• Sumit Agarwal & Itzhak Ben-David & Vincent Yao, 2015, "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market," Management Science, INFORMS, volume 61, issue 9, pages 2220-2240, September, DOI: 10.1287/mnsc.2014.2002.
• Mirna Dumicic, 2015, "Financial stress indicators for small, open, highly euroized countries: the case of Croatia," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 2, pages 171-203.
• Philipp Bagus & David Howden & Amadeus Gabriel, 2015, "Oil and Water Do Not Mix, or: Aliud Est Credere, Aliud Deponere," Journal of Business Ethics, Springer, volume 128, issue 1, pages 197-206, April, DOI: 10.1007/s10551-014-2087-x.
• Ginters Buss, 2015, "Search-and-Matching Frictions and Labour Market Dynamics in Latvia," Working Papers, Latvijas Banka, number 2015/04, Dec.
• Jørgen Vitting Andersen & Ioannis D. Vrontos & Petros Dellaportas & Serge Galam, 2015, "A Socio-Finance Model: Inference and empirical application," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15076, Oct.
• Andrzej Nowak & Jørgen Vitting Andersen & Wojciech Borkowski, 2015, "Dynamics of Socio-Economic systems: attractors, rationality and meaning," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15077, Oct.
• Lucia Bellenzier & Jørgen Vitting Andersen & Giulia Rotundo, 2015, "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15078, Oct.