Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G0: General
/ / / G00: General
/ / / G01: Financial Crises
/ / / G02: Behavioral Finance: Underlying Principles
2013
- Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012, "Bubble thy neighbor: portfolio effects and externalities from capital controls," Working Paper Series, European Central Bank, number 1456, Aug.
- Colliard, Jean-Edouard, 2013, "Catching falling knives: speculating on market overreaction," Working Paper Series, European Central Bank, number 1545, May.
- Najeb M.H. Masoud, 2013, "The Impact of Stock Market Performance upon Economic Growth," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 788-798.
- Gençay, Ramazan & Gradojevic, Nikola, 2013, "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, volume 33, issue C, pages 86-93, DOI: 10.1016/j.econmod.2013.03.007.
- Bianconi, Marcelo & Chen, Richard & Yoshino, Joe A., 2013, "Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 25-44, DOI: 10.1016/j.najef.2012.07.002.
- Lutz, Stefan, 2013, "Risk premia in multi-national enterprises," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 293-305, DOI: 10.1016/j.najef.2012.06.016.
- Baradarannia, M. Reza & Peat, Maurice, 2013, "Liquidity and expected returns—Evidence from 1926–2008," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 10-23, DOI: 10.1016/j.irfa.2013.03.007.
- Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan, 2013, "Impact of volatility estimation method on theoretical option values," Global Finance Journal, Elsevier, volume 24, issue 2, pages 119-128, DOI: 10.1016/j.gfj.2013.07.004.
- Gradojevic, Nikola & Gençay, Ramazan, 2013, "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 578-586, DOI: 10.1016/j.jbankfin.2012.09.012.
- Charitou, Andreas & Dionysiou, Dionysia & Lambertides, Neophytos & Trigeorgis, Lenos, 2013, "Alternative bankruptcy prediction models using option-pricing theory," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2329-2341, DOI: 10.1016/j.jbankfin.2013.01.020.
- Levy, Haim & Wiener, Zvi, 2013, "Prospect theory and utility theory: Temporary versus permanent attitude toward risk," Journal of Economics and Business, Elsevier, volume 68, issue C, pages 1-23, DOI: 10.1016/j.jeconbus.2013.01.002.
- Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2013, "Tweets, Google trends and sovereign spreads in the GIIPS," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 54405, Oct.
- Schroeder, Anna Louise & Fryzlewicz, Piotr, 2013, "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 54934, Jan.
- John A. List & Michael K. Price (ed.), 2013, "Handbook on Experimental Economics and the Environment," Books, Edward Elgar Publishing, number 12964, ISBN: ARRAY(0x6a63a4e0).
- J. D. Hammond & Steven G. Medema & John D. Singleton (ed.), 2013, "Chicago Price Theory," Books, Edward Elgar Publishing, number 13583, ISBN: ARRAY(0x69949b00).
- Sara Hsu, 2013, "Financial Crises, 1929 to the Present," Books, Edward Elgar Publishing, number 14419, ISBN: ARRAY(0x6a4ffd30).
- Geoffrey P. Miller & Fabrizio Cafaggi, 2013, "The Governance and Regulation of International Finance," Books, Edward Elgar Publishing, number 14682, ISBN: ARRAY(0x6a7b7e80).
- Thomas J. Miceli & Matthew J. Baker (ed.), 2013, "Research Handbook on Economic Models of Law," Books, Edward Elgar Publishing, number 14720, ISBN: ARRAY(0x6af57bf8).
- Hasan Cömert, 2013, "Central Banks and Financial Markets," Books, Edward Elgar Publishing, number 14867, ISBN: ARRAY(0x6aa0e330).
- Peter J. Hammer, 2013, "Change and Continuity at the World Bank," Books, Edward Elgar Publishing, number 15036, ISBN: ARRAY(0x6a7be800).
- Mark P. Taylor & Meher Manzur (ed.), 2013, "Recent Developments in Exchange Rate Economics," Books, Edward Elgar Publishing, number 15160, ISBN: ARRAY(0x69e954d8).
- Marcel Boumans & Matthias Klaes (ed.), 2013, "Mark Blaug: Rebel with Many Causes," Books, Edward Elgar Publishing, number 15224, ISBN: ARRAY(0x6ca43878).
- Yusuf Mohammed Nulla & Dimitris Nikolaou Koumparoulis, 2013, "CEO Compensation System in Large Canadian Financial Institutions," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 137-155.
- Andrew Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013, "The market for OTC derivatives," Staff Report, Federal Reserve Bank of Minneapolis, number 479.
- Jing Li & Mingxin Xu, 2013, "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Risks, MDPI, volume 1, issue 3, pages 1-29, November.
- Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013, "Impact of Climate Change on Heat Wave Risk," Risks, MDPI, volume 1, issue 3, pages 1-16, December.
- Maryam Farhadi & Hadi Salehi & Mohamed Amin Embi & Masood Fooladi & Hadi Farhadi & Arezoo Aghaei Chadegani & Nader Ale Ebrahim, 2013, "Contribution of Information and Communication Technology (ICT) in Country'S H-Index," Post-Print, HAL, number hal-00903344.
- Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013, "Impact of Climate Change on HeatWave Risk," Post-Print, HAL, number hal-00937071, DOI: 10.3390/risks1030176.
- Francisca Beer & Fabrice Hervé & Mohamed Zouaoui, 2013, "Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market," Post-Print, HAL, number hal-01346763.
- Benoît Sévi & César Baena, 2013, "The explanatory power of signed jumps for the risk-return tradeoff," Post-Print, HAL, number hal-01500858.
- Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Working Papers, HAL, number hal-00914844, Dec.
- Gillman, Max (ed.), 2013, "Collected Papers on Monetary Theory," Economics Books, Harvard University Press, number 9780674066878, ISBN: ARRAY(0x54daca90), Spring.
- He, Wenkai, 2013, "Paths toward the Modern Fiscal State: England, Japan, and China," Economics Books, Harvard University Press, number 9780674072787, ISBN: ARRAY(0x54fae058), Spring.
- Nataliya Dolgosheia, 2013, "Complex Innovation Risks Assessment in Agrarian Sector," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 105-110, March.
- Viktor Synchak, 2013, "Tax Culture as Tax Administration Staff Phenomenon," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 111-118, March.
- Kateryna Bagatska & Olena Kovalenko, 2013, "Business Financial Stability Management in Tax System Reform," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 92-98, March.
- Inna Hryshova & Tetyana Shabatura, 2013, "Enhancing Financial Component of Economic Security," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 99-104, March.
- Haliassos, Michael (ed.), 2013, "Financial Innovation: Too Much or Too Little?," MIT Press Books, The MIT Press, number 0262018296, edition 1, ISBN: ARRAY(0x6ae181e0), December.
- Braude, Jacob (ed.), 2013, "The Great Recession: Lessons for Central Bankers," MIT Press Books, The MIT Press, number 0262018340, edition 1, ISBN: ARRAY(0x686b6c00), December.
- Cull, Robert (ed.), 2013, "Banking the World: Empirical Foundations of Financial Inclusion," MIT Press Books, The MIT Press, number 0262018425, edition 1, ISBN: ARRAY(0x69cc2010), December.
- Lai, Richard, 2013, "Operations Forensics: Business Performance Analysis Using Operations Measures and Tools," MIT Press Books, The MIT Press, number 0262018661, edition 1, ISBN: ARRAY(0x69015248), December.
- Holmström, Bengt, 2013, "Inside and Outside Liquidity," MIT Press Books, The MIT Press, number 0262518536, edition 1, ISBN: ARRAY(0x68fbfe70), December.
- Williamson, Jeffrey G., 2013, "Trade and Poverty: When the Third World Fell Behind," MIT Press Books, The MIT Press, number 0262518598, edition 1, ISBN: ARRAY(0x6861d3a0), December.
- Klein, Michael W., 2013, "Something for Nothing: A Novel," MIT Press Books, The MIT Press, number 0262518710, edition 1, ISBN: ARRAY(0x6a3d6b88), December.
- Kroszner, Randall S., 2013, "Reforming U.S. Financial Markets: Reflections Before and Beyond Dodd-Frank," MIT Press Books, The MIT Press, number 0262518734, edition 1, ISBN: ARRAY(0x684fe358), December.
- Florian Heider & Alexander Ljungqvist, 2013, "As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes," NBER Chapters, National Bureau of Economic Research, Inc, "New Perspectives on Corporate Capital Structure".
- Jing Wu & Yongheng Deng & Jun Huang & Randall Morck & Bernard Yeung, 2013, "Incentives and Outcomes: China's Environmental Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 18754, Feb.
- Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013, "The Market for OTC Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 18912, Mar.
- John H. Cochrane, 2013, "Finance: Function Matters, not Size," NBER Working Papers, National Bureau of Economic Research, Inc, number 18944, Apr.
- Franziska Bremus & Claudia Buch & Katheryn Russ & Monika Schnitzer, 2013, "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19093, May.
- Lily Fang & Victoria Ivashina & Josh Lerner, 2013, "The Disintermediation of Financial Markets: Direct Investing in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19299, Aug.
- Lily Fang & Victoria Ivashina & Josh Lerner, 2013, "Combining Banking with Private Equity Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 19300, Aug.
- Ian Dew-Becker & Stefano Giglio, 2013, "Asset Pricing in the Frequency Domain: Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19416, Sep.
- Lauren Cohen & Dong Lou & Christopher Malloy, 2013, "Playing Favorites: How Firms Prevent the Revelation of Bad News," NBER Working Papers, National Bureau of Economic Research, Inc, number 19429, Sep.
- Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2013, "Regulating Consumer Financial Products: Evidence from Credit Cards," NBER Working Papers, National Bureau of Economic Research, Inc, number 19484, Sep.
- Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2013, "How Much Would You Pay to Resolve Long-Run Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19541, Oct.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19619, Nov.
- Alessandro Beber & Michael W. Brandt & Maurizio Luisi, 2013, "Distilling the Macroeconomic News Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 19650, Nov.
- Andrés Fernández & Alessandro Rebucci & Martín Uribe, 2013, "Are Capital Controls Prudential? An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 19671, Nov.
- Javier Bianchi & Enrique G. Mendoza, 2013, "Optimal Time-Consistent Macroprudential Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19704, Dec.
- Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013, "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 19705, Dec.
- Ravi Bansal & Ivan Shaliastovich, 2013, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 1, pages 1-33.
- Lily Fang & Victoria Ivashina & Josh Lerner, 2013, "Combining Banking with Private Equity Investing," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 9, pages 2139-2173.
- Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove, 2013, "Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-015, Feb.
- Ali, Syed Babar & Umyani, Mr. Muhammad Mehdi, 2013, "Capital Structure and Financial Performance: Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 116404, Jun, revised 12 Nov 2022.
- Kamal, Mona, 2013, "The Role of Corporate Social Responsibility (CSR) in the Egyptian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 44697, Mar.
- Ceesay, Ebrima K., 2013, "Inequality and growth," MPRA Paper, University Library of Munich, Germany, number 45492, Mar.
- Chen, Songxi, 2013, "Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study," MPRA Paper, University Library of Munich, Germany, number 46239, Jan.
- Chen, Songxi & Peng, Liang & Yu, Cindy, 2013, "Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions," MPRA Paper, University Library of Munich, Germany, number 46273.
- Zakariah, Sahidah & Pyeman, Jaafar, 2013, "Current State and Issues of Logistics Cost Accounting and Management in Malaysia," MPRA Paper, University Library of Munich, Germany, number 46605, Jan.
- Bell, Peter N, 2013, "New Testing Procedures to Assess Market Efficiency with Trading Rules," MPRA Paper, University Library of Munich, Germany, number 46701, Mar.
- Govori, Fadil, 2013, "The performance of commercial banks and the determinants of profitability: Evidence from Kosovo," MPRA Paper, University Library of Munich, Germany, number 46824, May.
- Morgan, Horatio M., 2013, "Financial Development and Economic Growth: New Lessons from Small Open Economies," MPRA Paper, University Library of Munich, Germany, number 49842, Sep.
- DIAF, Sami & TOUMACHE, Rachid, 2013, "Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate," MPRA Paper, University Library of Munich, Germany, number 50701, Oct.
- Siddiqi, Hammad, 2013, "Mental Accounting: A Closed-Form Alternative to the Black Scholes Model," MPRA Paper, University Library of Munich, Germany, number 50759, Aug.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2013, "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 51335, Oct.
- FARHADI, MARYAM & SALEHI, HADI & EMBI, MOHAMED AMIN & FOOLADI, MASOOD & FARHADI, HADI & AGHAEI CHADEGANI, AREZOO & Ale Ebrahim, Nader, 2013, "Contribution of Information and Communication Technology (ICT) in Country’S H-Index," MPRA Paper, University Library of Munich, Germany, number 51367, Jul, revised Oct 2013.
- Suleymanov, Elchin & Alirzayev, Elvin, 2013, "Government Role During The Global Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 51592, Oct, revised 18 Nov 2013.
- Zulfugarzade, Teymur, 2013, "Основы Правового Обеспечения Деятельности Ситуационных Социально-Экономических Центров
[Bases of Legal Support of Activity of the Situational Social and Economic Centers]," MPRA Paper, University Library of Munich, Germany, number 52660, Sep. - Elasrag, Hussein, 2013, "دور رأس المال الفكري في تنمية المصارف الاسلامية
[The role of Intellectual capital in achieving the competitive advantage of the Islamic banking]," MPRA Paper, University Library of Munich, Germany, number 52987, Dec. - Sheng, Andrew & Singh, Ajit, 2013, "Islamic Finance Revisited: Conceptual and Analytical Issues from the Perspective of Conventional Economics," MPRA Paper, University Library of Munich, Germany, number 53036, Jan.
- Afandi, Elvin & Kermani, Majid, 2013, "What Determines Firms’ Innovation in Eastern Europe and Central Asia," MPRA Paper, University Library of Munich, Germany, number 53255, Feb.
- Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013, "Amplitude-Duration-Persistence Trade-off Relationship for Long Term Bear Stock Markets," MPRA Paper, University Library of Munich, Germany, number 54177, Jul.
- Aliqoriev, Olimkhon, 2013, "Global financial inclusion challenges for banking system of Uzbekistan," MPRA Paper, University Library of Munich, Germany, number 56291, Dec.
- Islahi, Abdul Azim, 2013, "Book Review: Shari'ah Maxims Modern Applications in Islamic Finance by Muhammad Tahir Mansoori," MPRA Paper, University Library of Munich, Germany, number 61797.
- I, Sahadudheen I, 2013, "Volatility spillovers of rupee-dollar and rupee-euro exchange rates on Indian stock prices: evidence from GARCH model," MPRA Paper, University Library of Munich, Germany, number 65746, revised 2013.
- Gurgul, Henryk & Suder, Marcin, 2013, "Modeling of Withdrawals from Selected ATMs of the “Euronet” Network," MPRA Paper, University Library of Munich, Germany, number 68598, revised 2013.
- Bahmani, Mohammad & Sheikh Ahmadi, Sayed Amir & Sanginabadi, Bahram, 2013, "Return Volatility and Asymmetric News of Computer Industry stocks in Tehran Stock Exchange (TEX)," MPRA Paper, University Library of Munich, Germany, number 70793, Nov, revised 15 Mar 2014.
- Bouteldja, Abdelnacer & Benamar, Abdelhak & Maliki, Samir, 2013, "The Black Market Exchange Rate and Demand for Money in Algeria," MPRA Paper, University Library of Munich, Germany, number 75280, Nov.
- Jitka Koderová, 2013, "Šedesát let oboru finance na Vysoké škole ekonomické v Praze
[60 Years of the Study Branch Finance at the University of Economics, Prague]," Politická ekonomie, Prague University of Economics and Business, volume 2013, issue 4, pages 502-514, DOI: 10.18267/j.polek.913. - Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, 2013, "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 106061, Jan.
- Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, , "How Much Would You Pay To Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 136671.
- Stefano Giglio & Ian Dew-Becker, 2013, "Asset pricing in the frequency domain: theory and empirics," 2013 Meeting Papers, Society for Economic Dynamics, number 1244.
- Noam Yuchtman & Florian Ederer & Bruno Ferman & Leonardo Bursztyn, 2013, "Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment," 2013 Meeting Papers, Society for Economic Dynamics, number 222.
- Thomas Philippon & Virgiliu Midrigan, 2013, "Household Leverage and the Recession," 2013 Meeting Papers, Society for Economic Dynamics, number 335.
- Cengiz Tunc & Denis Pelletier, 2013, "Endogenous Life-Cycle Housing Investment and Portfolio Allocation," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1345.
- Stefan Lutz, 2013, "Effects of taxation on European multi-nationals’ financing and profits," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-04, Jan.
- Kevin x.d. Huang & J. scott Davis, 2013, "Credit Risks and Monetary Policy Trade-Offs," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 13-00004, Mar.
- Allen, Franklin & Carletti, Elena & Cull, Robert & Qian, Jun & Senbet, Lemma & Valenzuela, Patricio, 2013, "Resolving the African financial development gap : cross-country comparisons and a within-country study of Kenya," Policy Research Working Paper Series, The World Bank, number 6592, Sep.
- Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene, 2013, "The 2000 presidential election and the information cost of sensitive versus," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Sun, Puyang & Sen, Somnath & Jin, Shujing, 2013, "Equity market liberalization, credit constraints and income inequality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-28, DOI: 10.5018/economics-ejournal.ja.2013-.
- Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014, "Endogenous banks' networks, cascades and systemic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 12, revised 2014, DOI: 10.2139/ssrn.2235520.
2012
- Jules van Binsbergen & Michael Brandt & Ralph Koijen, 2012, "On the Timing and Pricing of Dividends," American Economic Review, American Economic Association, volume 102, issue 4, pages 1596-1618, June.
- Ryan Kruger & Francois Toerien & Iain MacDonald, 2012, "Nonlinear Serial Dependence in Share Returns on the Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 64-84.
- Engle, Robert F & Sheppard, Kevin K, 2001, "Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5s2218dp, Sep.
- Dragan Cristian, 2012, "Quality strategies in the market process," Constanta Maritime University Annals, Constanta Maritime University, volume 18, issue 2, pages 271-274.
- Javier Orlando Pantoja Robayo & Andrea Roncoroni, 2012, "Optimal Static Hedging of Energy Price and Volume Risk: Closed-Form Results," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10668, Dec.
- Andrés Ramírez Hassan & Maribel Serna Rodriguez, 2012, "Validación empírica del modelo CAPM para Colombia 2003-2010," Revista Ecos de Economía, Universidad EAFIT.
- Jhon Jair González Pulgarín & Juan Pablo Henao Guzmán, 2012, "Una nueva forma de concentración de la tierra en Colombia:la ley 1448 de 2011," Revista Ecos de Economía, Universidad EAFIT.
- Jose Julián Cao Alvira & Lorena Andrea Palacios Chacón, 2012, "Evidencia empírica de la curva S en las balanzas comerciales bilaterales de Colombia," Revista Ecos de Economía, Universidad EAFIT.
- Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2012, "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8979, May.
- Hassan, Tarek, 2012, "Country Size, Currency Unions, and International Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8991, May.
- Suresh K. G. & Aviral Kumar Tiwari & Anto Joseph, 2012, "Are the emerging bric stock markets efficient?," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1261-1271.
- Go Tamakoshi & Yuki Toyoshima & Shigeyuki Hamori, 2012, "A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 437-448.
- David G McMillan, 2012, "Long-run stock price-house price relation: evidence from an ESTR model," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1737-1746.
- Martín Jorge Egozcue, 2012, "Gains from diversification: a regret theory approach," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 204-219.
- Marcelo Brutti Righi & Paulo Sergio Ceretta, 2012, "Predicting the risk of global portfolios considering the non-linear dependence structures," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 282-294.
- Marcelo Brutti Righi & Paulo Sergio Ceretta, 2012, "Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1151-1161.
- Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012, "Oil-stock volatility transmission, portfolio selection and hedging," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 2768-2778.
- Lu Yang, 2012, "Interactions of money market between china and the us: pre-crises and post-crises," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1-16.
- Hideaki Sakawa & Masato Ubukata, 2012, "Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2103-2112.
- Godfrey Cadogan, 2012, "The risk premium for minority banks altruistic portfolios in underserved communities," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 1-33.
- Hyung, Namwon & de Vries, Casper G., 2012, "Simulating and calibrating diversification against black swans," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1162-1175, DOI: 10.1016/j.jedc.2012.03.007.
- Wang, Jinan & Chen, Langnan, 2012, "Liquidity-adjusted conditional capital asset pricing model," Economic Modelling, Elsevier, volume 29, issue 2, pages 361-368, DOI: 10.1016/j.econmod.2011.11.007.
- Gradojevic, Nikola, 2012, "Frequency domain analysis of foreign exchange order flows," Economics Letters, Elsevier, volume 115, issue 1, pages 73-76, DOI: 10.1016/j.econlet.2011.11.045.
- Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto, 2012, "Asset prices, credit and the business cycle," Economics Letters, Elsevier, volume 117, issue 3, pages 857-861, DOI: 10.1016/j.econlet.2012.08.040.
- Gomes, Armando & Phillips, Gordon, 2012, "Why do public firms issue private and public securities?," Journal of Financial Intermediation, Elsevier, volume 21, issue 4, pages 619-658, DOI: 10.1016/j.jfi.2012.03.001.
- Hans Landström & Colin Mason (ed.), 2012, "Handbook of Research on Venture Capital: Volume 2," Books, Edward Elgar Publishing, number 13985, ISBN: ARRAY(0x6a134ba8).
- Shankar Ganesan (ed.), 2012, "Handbook of Marketing and Finance," Books, Edward Elgar Publishing, number 14027, ISBN: ARRAY(0x6e415850).
- Phoebus Athanassiou (ed.), 2012, "Research Handbook on Hedge Funds, Private Equity and Alternative Investments," Books, Edward Elgar Publishing, number 14032, ISBN: ARRAY(0x6e0ebb50).
- Francis X. Diebold (ed.), 2012, "Financial Risk Measurement and Management," Books, Edward Elgar Publishing, number 14102, ISBN: ARRAY(0x69bd1e48).
- Simon W. Bowmaker, 2012, "The Art and Practice of Economics Research," Books, Edward Elgar Publishing, number 14237, ISBN: ARRAY(0x69a24ca8).
- Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), 2012, "Monetary and Currency Policy Management in Asia," Books, Edward Elgar Publishing, number 14414, ISBN: ARRAY(0x6e157338).
- Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), 2012, "Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia," Books, Edward Elgar Publishing, number 14483, ISBN: ARRAY(0x69759050).
- Mohamed Ariff & John H. Farrar & Ahmed M. Khalid (ed.), 2012, "Regulatory Failure and the Global Financial Crisis," Books, Edward Elgar Publishing, number 14510, ISBN: ARRAY(0x6a3f0f40).
- Geoffrey M. Hodgson (ed.), 2012, "Mathematics and Modern Economics," Books, Edward Elgar Publishing, number 14735, ISBN: ARRAY(0x69df22d8).
- Maurice Obstfeld & Dongchul Cho & Andrew Mason (ed.), 2012, "Global Economic Crisis," Books, Edward Elgar Publishing, number 14951, ISBN: ARRAY(0x6c068210).
- Robert M. Solow & Jean-Philippe Touffut (ed.), 2012, "What’s Right with Macroeconomics?," Books, Edward Elgar Publishing, number 15013, ISBN: ARRAY(0x6a010dd0).
- Thomas J. Schoenbaum, 2012, "The Age of Austerity," Books, Edward Elgar Publishing, number 15055, ISBN: ARRAY(0x75988b88).
- J. Harold Mulherin (ed.), 2012, "Mergers and Acquisitions," Books, Edward Elgar Publishing, number 15061, ISBN: ARRAY(0x69a249a8).
- Kern Alexander & Rahul Dhumale (ed.), 2012, "Research Handbook on International Financial Regulation," Books, Edward Elgar Publishing, number 3748, ISBN: ARRAY(0x69898ec0).
- Thomas D. Willett, 2012, "The role of defective mental models in generating the global financial crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 1, pages 41-57, April, DOI: 10.1108/17576381211206479.
- James R. Barth & Apanard (Penny) Prabha & Greg Yun, 2012, "The eurozone financial crisis: role of interdependencies between bank and sovereign risk," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 1, pages 76-97, April, DOI: 10.1108/17576381211210203.
- ALLEN, Franklin & CARLETTI, Elena & CULL, Robert & QIAN, Jun & SENBET, Lemma & VALENZUELA, Patricio, 2012, "Resolving the African Financial Development Gap: Cross-country comparisons and a within-country study of Kenya," Economics Working Papers, European University Institute, number ECO2012/15.
- Levy, Jonathan, 2012, "Freaks of Fortune: The Emerging World of Capitalism and Risk in America," Economics Books, Harvard University Press, number 9780674047488, ISBN: ARRAY(0x54748820), Spring.
- Anabela Ramos & Marta Simôes, 2012, "Credit Rating Agencies, Finance and Growth," Book Chapters, Institute of Economic Sciences, chapter 10, in: Paulino Teixeira & António Portugal Duarte & Srdjan Redzepagic & Dejan Eric, "European Integration Process in Western Balkan Countries".
- Stefan Lutz, 2012, "Risk premia in multi-national enterprises," ICER Working Papers, ICER - International Centre for Economic Research, number 08-2012, Sep.
- Mara Meacci & Cristina Quaglierini, 2012, "Consolidamento fiscale e interventi sul pubblico impiego. L'esperienza di otto paesi europei," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 9, Aug.
- Almut Veraart & Luitgard Veraart, 2012, "Stochastic volatility and stochastic leverage," Annals of Finance, Springer, volume 8, issue 2, pages 205-233, May, DOI: 10.1007/s10436-010-0157-3.
- Hui-Boon Tan & Siong-Hook Law, 2012, "Nonlinear dynamics of the finance-inequality nexus in developing countries," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 10, issue 4, pages 551-563, December, DOI: 10.1007/s10888-011-9174-3.
- Philipp Bagus & David Howden, 2012, "Still unanswered quibbles with fractional reserve free banking," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 25, issue 2, pages 159-171, June, DOI: 10.1007/s11138-011-0163-3.
- Stefan Lutz, 2012, "Effects of taxation on European multi-nationals’ financing and profits," Economics Discussion Paper Series, Economics, The University of Manchester, number 1214.
- Stefan Lutz, 2012, "Risk premia in multi-national enterprises," Economics Discussion Paper Series, Economics, The University of Manchester, number 1216.
- Warshawsky, Mark J., 2012, "Retirement Income: Risks and Strategies," MIT Press Books, The MIT Press, number 0262016931, edition 1, ISBN: ARRAY(0x6a450f78), December.
- Turner, Adair, 2012, "Economics After the Crisis: Objectives and Means," MIT Press Books, The MIT Press, number 026252516x, edition 1, ISBN: ARRAY(0x69075390), December.
- Joseph P. H. Fan & Randall Morck, 2012, "Capitalizing China," NBER Books, National Bureau of Economic Research, Inc, number morc10-1, January.
- Joseph P. H. Fan & Randall Morck & Bernard Yeung, 2012, "Translating Market Socialism with Chinese Characteristics into Sustained Prosperity," NBER Chapters, National Bureau of Economic Research, Inc, "Capitalizing China".
- Gary B. Gorton & Andrew Metrick, 2012, "Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide," NBER Working Papers, National Bureau of Economic Research, Inc, number 17778, Jan.
- Franklin Allen & Elena Carletti & Robert Cull & Jun Qian & Lemma Senbet & Patricio Valenzuela, 2012, "Resolving the African Financial Development Gap: Cross-Country Comparisons and a Within-Country Study of Kenya," NBER Working Papers, National Bureau of Economic Research, Inc, number 18013, Apr.
- Tarek Alexander Hassan, 2012, "Country Size, Currency Unions, and International Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18057, May.
- Robert Novy-Marx, 2012, "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers, National Bureau of Economic Research, Inc, number 18063, May.
- Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron, 2012, "Volatility, the Macroeconomy and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18104, May.
- Edward L. Glaeser, 2012, "The Political Risks of Fighting Market Failures: Subversion, Populism and the Government Sponsored Enterprises," NBER Working Papers, National Bureau of Economic Research, Inc, number 18112, May.
- Leonardo Bursztyn & Florian Ederer & Bruno Ferman & Noam Yuchtman, 2012, "Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 18241, Jul.
- Florian Heider & Alexander Ljungqvist, 2012, "As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from Exogenous State Tax Changes," NBER Working Papers, National Bureau of Economic Research, Inc, number 18263, Jul.
- Ravi Bansal & Ivan Shaliastovich, 2012, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18357, Sep.
- Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein, 2012, "Endogenous Dividend Dynamics and the Term Structure of Dividend Strips," NBER Working Papers, National Bureau of Economic Research, Inc, number 18450, Oct.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18451, Oct.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Do prices reveal the presence of informed trading?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18452, Oct.
- Andrea Frazzini & Lasse H. Pedersen, 2012, "Embedded Leverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 18558, Nov.
- Gary Gorton & Andrew Metrick, 2012, "Securitization," NBER Working Papers, National Bureau of Economic Research, Inc, number 18611, Dec.
- Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2012, "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," Critical Finance Review, now publishers, volume 1, issue 1, pages 183-221, January, DOI: 10.1561/104.00000005.
- Gradea Cristina, 2012, "Romania's Economic Recovery Strategy in 10 Years," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1439-1443, May.
- Bruno Seminario & Cynthia Sanborn & Nikolai Alva (ed.), 2012, "Cuando despertemos en el 2062: Visiones del Perú en 50 años," Books, Fondo Editorial, Universidad del Pacífico, number 13-01, edition 1.
- Bayari, Celal, 2012, "The Origin of Minimum Wage Determination in Australia: The Political and Legal Institutions," MPRA Paper, University Library of Munich, Germany, number 102294, Mar, revised 19 May 2012.
- Adesoye, A. Bolaji & Atanda, Akinwande AbdulMaliq, 2012, "Monetary Policy and Share Pricing Business in Nigeria," MPRA Paper, University Library of Munich, Germany, number 35846.
- Li, Jia, 2012, "On the Empirics of China's Inter-regional Risk Sharing," MPRA Paper, University Library of Munich, Germany, number 37805, Mar.
- Mpabe Bodjongo, Mathieu Juliot, 2012, "Infrastructures institutionnelles et développement financier en zone CEMAC
[Institutional infrastructures and financial development in zone CEMAC]," MPRA Paper, University Library of Munich, Germany, number 37824. - Saumitra, Bhaduri, 2012, "Applying approximate entropy (ApEn) to speculative bubble in the stock market," MPRA Paper, University Library of Munich, Germany, number 38015, Apr.
- Bell, Peter, 2012, "Goodness of fit test for the multifractal model of asset returns," MPRA Paper, University Library of Munich, Germany, number 38689, Apr.
- Pramod Kumar, Naik & Puja, Padhi, 2012, "The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data," MPRA Paper, University Library of Munich, Germany, number 38980, May.
- Mensah, Justice T. & Pomaa-Berko, Maame & Adom, Philip Kofi, 2012, "Does Automation Improve Stock Market Efficiency? Evidence from Ghana," MPRA Paper, University Library of Munich, Germany, number 43642, Aug.
- Zhang, Zhichao & Chau, Frankie & Xie, Li, 2012, "Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach," MPRA Paper, University Library of Munich, Germany, number 43654, Dec.
- Chen, Songxi, 2012, "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 46026, May.
- Chen, Songxi, 2012, "Estimation in semiparametric models with missing data," MPRA Paper, University Library of Munich, Germany, number 46216, Dec.
- Qiu, Yumou & Chen, Songxi, 2012, "Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation," MPRA Paper, University Library of Munich, Germany, number 46242.
- Kumbhar, Vijay, 2012, "Refinement and Retesting of “eBankQual” Scale in Internet Banking Service Settings," MPRA Paper, University Library of Munich, Germany, number 46446, Oct.
- Miele, Maria Grazia, 2012, "The financial crisis and the credit rating agencies: the failure of reputation," MPRA Paper, University Library of Munich, Germany, number 48159, Dec.
- Hiremath, Gourishankar S & Bandi, Kamaiah, 2012, "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper, University Library of Munich, Germany, number 48710.
- Aliqoriev, Olimkhon, 2012, "Перспективы Развития Системы Безналичных Расчетов В Узбекистане
[Development perspectives of non-cash payments in Uzbekistan]," MPRA Paper, University Library of Munich, Germany, number 56288, Nov. - Onour, Ibrahim, 2012, "Volatility Spillover Across GCC Stock Markets," MPRA Paper, University Library of Munich, Germany, number 57086.
Printed from https://ideas.repec.org/j/G0-7.html