Research classified by Journal of Economic Literature (JEL) codes

2019

• Segura, Anatoli & Suarez, Javier, 2019, "Optimally solving banks’ legacy problems," ESRB Working Paper Series, European Systemic Risk Board, number 96, Jun.
• Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019, "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/11, Apr.
• Vladimir Maslennikov & Dmitriy Korovin & Oxana Afanasyeva, 2019, "Refinancing as an element of control over inflation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 1, pages 438-453, September, DOI: 10.9770/jesi.2019.7.1(31).
• 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.
• Daragh Clancy & Peter G. Dunne & Pasquale Filiani, 2019, "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Working Papers, European Stability Mechanism, number 41, Nov.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "FDI, banking crises and growth: direct and spill over effects," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 20, pages 1655-1658, November, DOI: 10.1080/13504851.2019.1591587.
• Denis Yongmin Joe & Dukhee Jung & Frederick Dongchuhl Oh, 2019, "Owner-managers and firm performance during the asian and global financial crises: evidence from Korea," Applied Economics, Taylor & Francis Journals, volume 51, issue 6, pages 611-623, February, DOI: 10.1080/00036846.2018.1502870.
• Dieter Schumacher, 2019, "The integration of international financial markets: an attempt to quantify contagion in an input–output-type analysis," Economic Systems Research, Taylor & Francis Journals, volume 31, issue 3, pages 345-360, July, DOI: 10.1080/09535314.2018.1517084.
• Stephan Smeekes & Joakim Westerlund, 2019, "Robust block bootstrap panel predictability tests," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1089-1107, October, DOI: 10.1080/07474938.2018.1536102.
• Monika Bucher & Diemo Dietrich & Achim Hauck, 2019, "Implications of bank regulation for loan supply and bank stability: a dynamic perspective," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 16, pages 1527-1550, November, DOI: 10.1080/1351847X.2019.1614084.
• John Cotter & Anita Suurlaht, 2019, "Spillovers in risk of financial institutions," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 17, pages 1765-1792, November, DOI: 10.1080/1351847X.2019.1635897.
• Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019, "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 5, pages 395-414, March, DOI: 10.1080/1351847X.2018.1522359.
• Marsha J. Courchane & Stephen L. Ross, 2019, "Evidence and Actions on Mortgage Market Disparities: Research, Fair Lending Enforcement, and Consumer Protection," Housing Policy Debate, Taylor & Francis Journals, volume 29, issue 5, pages 769-794, September, DOI: 10.1080/10511482.2018.1524446.
• Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019, "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 624-641, September, DOI: 10.1080/02692171.2018.1516741.
• Yacine Aït-Sahalia & Dacheng Xiu, 2019, "Principal Component Analysis of High-Frequency Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 525, pages 287-303, January, DOI: 10.1080/01621459.2017.1401542.
• Salih Fendoglu & Eda Gulsen & Josè-Luis Peydro, 2019, "Global Liquidity and the Impairment of Local Monetary Policy Transmission," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1913.
• van Dijk, Mathijs & van Dalen, Hendrik Peter & Hyde, Martin, 2019, "Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-025.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2019, "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," The Review of Economics and Statistics, MIT Press, volume 101, issue 5, pages 933-949, December.
• John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
• Álvaro Chamizo & Alexandre Fonollosa & Alfonso Novales, 2019, "Forward-looking asset correlations in the estimation of economic capital," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-25, Sep.
• Álvaro Chamizo & Alfonso Novales, 2019, "Looking through systemic credit risk: determinants, stress testing and market value," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-27, Sep.
• Álvaro Chamizo & Alfonso Novales, 2019, "Market risk when hedging a global credit portfolio," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-28, Sep.
• Álvaro Chamizo & Alfonso Novales, 2019, "Splitting credit risk into systemic, sectorial and idiosyncratic components," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-30, Sep.
• Kris James Mitchener & Gary Richardson, 2019, "Network Contagion and Interbank Amplification during the Great Depression," Journal of Political Economy, University of Chicago Press, volume 127, issue 2, pages 465-507, DOI: 10.1086/701034.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019, "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, volume 33, issue 1, pages 253-283, DOI: 10.1086/700895.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2019, "Do Household Finances Constrain Unconventional Fiscal Policy?," Tax Policy and the Economy, University of Chicago Press, volume 33, issue 1, pages 1-32, DOI: 10.1086/703225.
• Kurz, Michael & Kleimeier, Stefanie, 2019, "Credit Supply: Are there negative spillovers from banks’ proprietary trading?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 005, Feb, DOI: 10.26481/umagsb.2019005.
• Kurz, Michael & Kleimeier, Stefanie, 2019, "Credit Supply: Are there negative spillovers from banks’ proprietary trading? (RM/19/005-revised-)," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 026, Oct, DOI: 10.26481/umagsb.2019026.
• Margherita Bottero & Camelia Minoiu & José-Luis Peydró & Andrea Polo & Andrea F. Presbitero & Enrico Sette, 2019, "Expansionary yet different: credit supply and real effects of negative interest rate policy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1649, Feb, revised Sep 2020.
• Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019, "Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1678, Mar, revised Mar 2020.
• Carlos Altavilla & Miguel Boucinha & José-Luis Peydró & Frank Smets, 2019, "Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1684, Dec, revised Dec 2020.
• Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019, "Multivariate Crash Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1901, Feb.
• Benedikt Ballensiefen & Angelo Ranaldo, 2019, "Safe Asset Carry Trade," Working Papers on Finance, University of St. Gallen, School of Finance, number 1909, Jul, revised Oct 2019.
• Wolfgang Schadner, 2019, "Risk-Neutral Momentum and Market Fear," Working Papers on Finance, University of St. Gallen, School of Finance, number 1915, Nov.
• Ugo Pagano & Maria Alessandra Rossi, 2019, "Come sorridere anche noi: Sviluppo economico, accesso alle conoscenze, e riduzione delle diseguaglianze," Department of Economics University of Siena, Department of Economics, University of Siena, number 803, Mar.
• Bellucci, Davide & Fuochi, Giulia & Conzo, Pierluigi, 2019, "Ain’t got no, I got life: Childhood exposure to WW2 and financial risk taking in adult life," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201905, Jan.
• Sau, Lino, 2019, "Schumpeter vs. Minsky on the Evolution of Capitalism and Entrepreneurship," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201923, Nov.
• KARAFOLAS, Simeon, 2019, "Consequences Of The Greek Economic Crisis On The Structure Of The Greek Banking System," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 4, pages 6-20, December.
• POP, Napoleon & FRANC, Valeriu-Ioan, 2019, "Challenges Of The Euro Area," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 7, issue 1, pages 8-15, October.
• Ayşen Altun Ada & Sibel Çelik & Yasemin Deniz Koç, 2019, "Testing for Financial Contagion: New Evidence from the European Debt Crisis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 5, pages 611-632.
• Garncarz Jakub & Mierzejewski Mateusz, 2019, "The Impact of Crises on the Intellectual Capital of Companies in the Food Sector," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 3, pages 1-9, September, DOI: 10.2478/fiqf-2019-0015.
• Momot Volodymyr & Lytvynenko Olena, 2019, "Adjusting Bank Recruitment to the Specifics of the Millennial Generation as Conditions of Attractiveness Decline for Employment in the Banking Sector," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 4, pages 73-82, December, DOI: 10.2478/fiqf-2019-0029.
• Mielus Piotr, 2019, "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 1, pages 51-73, March, DOI: 10.15611/fins.2019.1.04.
• Sekuła Paweł, 2019, "Causality Analysis Between Stock Market Indices," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 1, pages 74-93, March, DOI: 10.15611/fins.2019.1.05.
• Nageri Kamaldeen Ibraheem & Abdulkadir Rihanat Idowu, 2019, "Is the Nigerian Stock Market Efficient? Pre and Post 2007-2009 Meltdown Analysis," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 29, issue 3, pages 38-63, September, DOI: 10.2478/sues-2019-0011.
• Ryuichiro Izumi, 2019, "Opacity: Insurance and Fragility," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2019-005, Dec.
• Alexandra Bykova & Olga Pindyuk, 2019, "Non-Performing Loans in Central and Southeast Europe," wiiw Policy Notes, The Vienna Institute for International Economic Studies, wiiw, number 32, Jun.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-01, Feb.
• Matthew Gibson & Jamie T. Mullins & Alison Hill, 2019, "Climate Risk and Beliefs: Evidence from New York Floodplains," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-02, Mar.
• Christian Bellak & Markus Leibrecht, 2019, "The Association of Economic Crises and Investor-State Arbitration Cases," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp284, Apr.
• Bellak, Christian & Leibrecht, Markus, 2019, "The Association of Economic Crises and Investor-State Arbitration Cases," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 284, Apr.
• Anna Grodecka‐Messi, 2019, "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 52, issue 4, pages 1600-1654, November, DOI: 10.1111/caje.12414.
• Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2019, "Uncertainty across volatility regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 437-455, April, DOI: 10.1002/jae.2672.
• Christian Friedrich & Kristina Hess & Rose Cunningham, 2019, "Monetary Policy and Financial Stability: Cross‐Country Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 2-3, pages 403-453, March, DOI: 10.1111/jmcb.12526.
• Mohammad Karimi & Marcel‐Cristian Voia, 2019, "Empirics of currency crises: A duration analysis approach," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 428-449, July, DOI: 10.1002/rfe.1056.
• Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis – enough to cause collapse?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1207.
• Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis – enough to cause collapse?," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 51.
• Osamu Tsuchiya, 2019, "A Practical Approach to XVA:The Evolution of Derivatives Valuation after the Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11057, ISBN: ARRAY(0x5453dd20), March.
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Systemic Risk:History, Measurement and Regulation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11301, ISBN: ARRAY(0x5359f738), March.
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Major systemic crises across continents at the end of the 20th century," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Major systemic crisis in the 21st century," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Common features in the history of systemic crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Defining systemic risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Characterizing systemic risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Main systemic risk measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Systemic risk around the world," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Justifying prudential regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Prudential perspectives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Institutional frameworks for financial stability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Systemic Risk History, Measurement and Regulation".
• Osamu Tsuchiya, 2019, "Underpinnings of Traditional Derivatives Pricing and Implications of Current Environment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "CVA and its Relation to Traditional Bond Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "DVA and FVA — Price and Value for Accountants, Regulators and Others," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Theoretical Framework behind FVA and its Computation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Ingredients of the Modern Yield Curve and Overlaps with XVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Margin Valuation Adjustment (MVA)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "KVA and Other Adjustments and Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Typical Balance Sheet and Trade Relations of Banks and Implications for XVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Framework for Computing XVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Calculation of KVA and MVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "CVA Hedging, Default Arrangements and Implications for XVA Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Managing XVA in Practice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Osamu Tsuchiya, 2019, "Appendixes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
• Wiggins, Rosalind, 2019, "Yale Program on Financial Stability Lessons Learned: Scott Alvarez, Esq," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 1, issue 1, pages 200-201, March.
• Kauko, Karlo & Tölö, Eero, 2019, "Banking crisis prediction with differenced relative credit," BoF Economics Review, Bank of Finland, number 4/2019.
• Hasanov, Rashad & Bhattacharya, Prasad Sankar, 2019, "Do political factors influence banking crisis?," Economic Modelling, Elsevier, volume 76, issue C, pages 305-318, DOI: 10.1016/j.econmod.2018.08.010.
• Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2019, "Return spillovers around the globe: A network approach," Economic Modelling, Elsevier, volume 77, issue C, pages 133-146, DOI: 10.1016/j.econmod.2017.11.003.
• Wang, Shengquan & Chen, Langnan & Xiong, Xiong, 2019, "Asset bubbles, banking stability and economic growth," Economic Modelling, Elsevier, volume 78, issue C, pages 108-117, DOI: 10.1016/j.econmod.2018.08.014.
• Mesly, Olivier & Chkir, Imed & Racicot, François-Éric, 2019, "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Economic Modelling, Elsevier, volume 78, issue C, pages 11-31, DOI: 10.1016/j.econmod.2018.09.010.
• Giordano, Claire & Marinucci, Marco & Silvestrini, Andrea, 2019, "The macro determinants of firms' and households' investment: Evidence from Italy," Economic Modelling, Elsevier, volume 78, issue C, pages 118-133, DOI: 10.1016/j.econmod.2018.08.013.
• Deng, Yang & Zeng, Yan & Li, Zhirui, 2019, "Real estate prices and systemic banking crises," Economic Modelling, Elsevier, volume 80, issue C, pages 111-120, DOI: 10.1016/j.econmod.2018.09.032.
• Aït-Youcef, Camille, 2019, "How index investment impacts commodities: A story about the financialization of agricultural commodities," Economic Modelling, Elsevier, volume 80, issue C, pages 23-33, DOI: 10.1016/j.econmod.2018.04.007.
• Van Cauwenberge, Annelies & Vancauteren, Mark & Braekers, Roel & Vandemaele, Sigrid, 2019, "International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands," Economic Modelling, Elsevier, volume 81, issue C, pages 361-386, DOI: 10.1016/j.econmod.2019.07.001.
• Hu, May & Park, Jason, 2019, "Valuation of collateralized debt obligations: An equilibrium model," Economic Modelling, Elsevier, volume 82, issue C, pages 119-135, DOI: 10.1016/j.econmod.2019.08.014.
• D'Orazio, Paola, 2019, "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, volume 82, issue C, pages 308-331, DOI: 10.1016/j.econmod.2019.01.015.
• Zorgati, Imen & Lakhal, Faten & Zaabi, Elmoez, 2019, "Financial contagion in the subprime crisis context: A copula approach," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 269-282, DOI: 10.1016/j.najef.2018.11.014.
• Chu, Shan-Ying & Chan, Lin Kun & Yeh, Jin-Huei, 2019, "The stabilizing effects of price limits: New evidence from jump contributed price variations," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 529-539, DOI: 10.1016/j.najef.2018.07.012.
• Agur, Itai & Demertzis, Maria, 2019, "Will macroprudential policy counteract monetary policy’s effects on financial stability?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 65-75, DOI: 10.1016/j.najef.2019.01.012.
• Boonman, Tjeerd Menno, 2019, "Dating currency crises in emerging market economies," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 273-286, DOI: 10.1016/j.najef.2019.04.006.
• Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A., 2019, "An information theory perspective on the informational efficiency of gold price," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101018.
• Miglietta, Arianna & Picillo, Cristina & Pietrunti, Mario, 2019, "The impact of margin policies on the Italian repo market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100998.
• Cardak, Buly A. & Martin, Vance L. & McAllister, Richard, 2019, "The effects of the Global Financial Crisis on the stock holding decisions of Australian households," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.04.026.
• Verma, Ramprasad & Ahmad, Wasim & Uddin, Gazi Salah & Bekiros, Stelios, 2019, "Analysing the systemic risk of Indian banks," Economics Letters, Elsevier, volume 176, issue C, pages 103-108, DOI: 10.1016/j.econlet.2019.01.003.
• Bui, Dien Giau & Lin, Chih-Yung & Chris, Vaike, 2019, "Short sellers and the failures of financial intermediaries," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108575.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2019, "Tail event driven networks of SIFIs," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 282-298, DOI: 10.1016/j.jeconom.2018.09.016.
• Chen, Yu & Wang, Zhicheng & Zhang, Zhengjun, 2019, "Mark to market value at risk," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 299-321, DOI: 10.1016/j.jeconom.2018.09.017.
• Dai, Chaoxing & Lu, Kun & Xiu, Dacheng, 2019, "Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 43-79, DOI: 10.1016/j.jeconom.2018.09.005.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2019, "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 176-205, DOI: 10.1016/j.jeconom.2018.12.013.
• Wu, Fei & Zhang, Dayong & Zhang, Zhiwei, 2019, "Connectedness and risk spillovers in China’s stock market: A sectoral analysis," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100718.
• Kuncl, Martin, 2019, "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, volume 111, issue C, pages 237-256, DOI: 10.1016/j.euroecorev.2018.09.001.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2019, "Sovereigns going bust: Estimating the cost of default," European Economic Review, Elsevier, volume 119, issue C, pages 1-21, DOI: 10.1016/j.euroecorev.2019.04.009.
• Indārs, Edgars Rihards & Savin, Aliaksei & Lublóy, Ágnes, 2019, "Herding behaviour in an emerging market: Evidence from the Moscow Exchange," Emerging Markets Review, Elsevier, volume 38, issue C, pages 468-487, DOI: 10.1016/j.ememar.2018.12.002.
• 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.
• Li, Jingyu & Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian, 2019, "Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions," Emerging Markets Review, Elsevier, volume 40, issue C, pages 1-1, DOI: 10.1016/j.ememar.2019.100624.
• Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019, "Taming financial development to reduce crises," Emerging Markets Review, Elsevier, volume 40, issue C, pages 1-1, DOI: 10.1016/j.ememar.2019.05.003.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019, "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 1-21, DOI: 10.1016/j.jempfin.2019.08.008.
• Chalamandaris, George & Pagratis, Spyros, 2019, "Limits to arbitrage and CDS–bond dynamics around the financial crisis," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 213-235, DOI: 10.1016/j.jempfin.2019.10.003.
• Bedoui, Rihab & Braiek, Sana & Guesmi, Khaled & Chevallier, Julien, 2019, "On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model," Energy Economics, Elsevier, volume 80, issue C, pages 876-889, DOI: 10.1016/j.eneco.2019.02.002.
• Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Bachmeier, Lance, 2019, "Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches," Energy Economics, Elsevier, volume 81, issue C, pages 1011-1028, DOI: 10.1016/j.eneco.2019.06.008.
• Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Hammoudeh, Shawkat, 2019, "Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look," Energy Economics, Elsevier, volume 83, issue C, pages 445-466, DOI: 10.1016/j.eneco.2019.07.014.
• Jalles, Joao Tovar, 2019, "Crises and emissions: New empirical evidence from a large sample," Energy Policy, Elsevier, volume 129, issue C, pages 880-895, DOI: 10.1016/j.enpol.2019.02.061.
• García-Cabrera, Antonia M. & Durán-Herrera, Juan J. & Suárez-Ortega, Sonia M., 2019, "Multinationals’ political activity for institutional change: Evidence from Spain during the international crisis of 2008," European Management Journal, Elsevier, volume 37, issue 5, pages 541-551, DOI: 10.1016/j.emj.2019.02.001.
• Simper, Richard & Dadoukis, Aristeidis & Bryce, Cormac, 2019, "European bank loan loss provisioning and technological innovative progress," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 119-130, DOI: 10.1016/j.irfa.2019.03.001.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019, "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 71-92, DOI: 10.1016/j.irfa.2019.05.003.
• Charfeddine, Lanouar & Maouchi, Youcef, 2019, "Are shocks on the returns and volatility of cryptocurrencies really persistent?," Finance Research Letters, Elsevier, volume 28, issue C, pages 423-430, DOI: 10.1016/j.frl.2018.06.017.
• Yang, Ming-Yuan & Li, Sai-Ping & Wu, Yue & Tang, Jingtai & Ren, Fei, 2019, "Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market," Finance Research Letters, Elsevier, volume 29, issue C, pages 117-124, DOI: 10.1016/j.frl.2019.03.020.
• Ozdemir, Nilufer & Triplett, Russell & Altinoz, Cuneyt, 2019, "One size fits all? The differential impact of parent capital on bank failures," Finance Research Letters, Elsevier, volume 29, issue C, pages 136-140, DOI: 10.1016/j.frl.2019.03.006.
• Wong, Alfred, 2019, "Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015," Finance Research Letters, Elsevier, volume 29, issue C, pages 7-16, DOI: 10.1016/j.frl.2019.03.001.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 119-129, DOI: 10.1016/j.frl.2019.04.022.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & Martínez-Ibañez, Oscar, 2019, "An analysis of cryptocurrencies conditional cross correlations," Finance Research Letters, Elsevier, volume 31, issue C, pages 130-137, DOI: 10.1016/j.frl.2019.04.019.
• Gong, Yaxian & Wei, Xu, 2019, "Asset quality, debt maturity, and market liquidity," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.015.
• Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2019, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.014.
• Wu, Fei, 2019, "Sectoral contributions to systemic risk in the Chinese stock market," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.009.
• Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019, "Financial sector bailouts, sovereign bailouts, and the transfer of credit risk," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 121-142, DOI: 10.1016/j.finmar.2018.11.001.
• Mourouzidou-Damtsa, Stella & Milidonis, Andreas & Stathopoulos, Konstantinos, 2019, "National culture and bank risk-taking," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 132-143, DOI: 10.1016/j.jfs.2017.08.007.
• Abascal, Ramón & González, Francisco, 2019, "Shareholder protection and bank executive compensation after the global financial crisis," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 15-37, DOI: 10.1016/j.jfs.2018.11.004.
• King, Michael R., 2019, "Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks," Journal of Financial Stability, Elsevier, volume 41, issue C, pages 55-72, DOI: 10.1016/j.jfs.2019.03.003.
• Cassola, Nuno & Koulischer, François, 2019, "The collateral channel of open market operations," Journal of Financial Stability, Elsevier, volume 41, issue C, pages 73-90, DOI: 10.1016/j.jfs.2019.03.002.
• Carlson, Mark & Rose, Jonathan, 2019, "The incentives of large sophisticated creditors to run on a too big to fail financial institution," Journal of Financial Stability, Elsevier, volume 41, issue C, pages 91-104, DOI: 10.1016/j.jfs.2019.03.004.
• Avdjiev, S. & Giudici, P. & Spelta, A., 2019, "Measuring contagion risk in international banking," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 36-51, DOI: 10.1016/j.jfs.2019.05.014.
• López, Tania & Winkler, Adalbert, 2019, "Does financial inclusion mitigate credit boom-bust cycles?," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 116-129, DOI: 10.1016/j.jfs.2019.06.001.
• Schoors, Koen & Semenova, Maria & Zubanov, Andrey, 2019, "Depositor discipline during crisis: Flight to familiarity or trust in local authorities?," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 25-39, DOI: 10.1016/j.jfs.2019.05.002.
• Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019, "Does machine learning help us predict banking crises?," Journal of Financial Stability, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfs.2019.100693.
• Botta, Marco, 2019, "First-move advantage in seasoned equity offerings: Evidence from European banks," Global Finance Journal, Elsevier, volume 41, issue C, pages 1-12, DOI: 10.1016/j.gfj.2018.10.003.
• Castellares, Renzo & Salas, Jorge, 2019, "Contractual imperfections and the impact of crises on trade: Evidence from industry-level data," Journal of International Economics, Elsevier, volume 116, issue C, pages 33-49, DOI: 10.1016/j.jinteco.2018.09.004.
• Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019, "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, volume 118, issue C, pages 1-19, DOI: 10.1016/j.jinteco.2019.01.002.
• Gabrieli, Silvia & Salakhova, Dilyara, 2019, "Cross-border interbank contagion in the European banking sector," International Economics, Elsevier, volume 157, issue C, pages 33-54, DOI: 10.1016/j.inteco.2018.07.002.
• Stolbov, Mikhail, 2019, "Is a more financially open world riskier?," International Economics, Elsevier, volume 157, issue C, pages 99-116, DOI: 10.1016/j.inteco.2018.09.002.
• Altdörfer, Marc & De las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter, 2019, "The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 1-18, DOI: 10.1016/j.intfin.2018.09.004.
• Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019, "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 78-95, DOI: 10.1016/j.intfin.2018.09.007.
• Dungey, Mardi & Harvey, John & Volkov, Vladimir, 2019, "The changing international network of sovereign debt and financial institutions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 149-168, DOI: 10.1016/j.intfin.2018.12.013.
• Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019, "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 128-142, DOI: 10.1016/j.intfin.2019.02.007.
• Chamizo, Álvaro & Fonollosa, Alexandre & Novales, Alfonso, 2019, "Forward-looking asset correlations in the estimation of economic capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 264-288, DOI: 10.1016/j.intfin.2019.04.001.
• Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo, 2019, "Macro stress testing euro area banks’ fees and commissions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 97-119, DOI: 10.1016/j.intfin.2019.02.005.
• Lin, Li & Guo, Xin-Yu, 2019, "Identifying fragility for the stock market: Perspective from the portfolio overlaps network," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 132-151, DOI: 10.1016/j.intfin.2019.07.001.
• Demir, Müge & Önder, Zeynep, 2019, "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 203-221, DOI: 10.1016/j.intfin.2019.07.004.
• Chiarella, Carlo & Cubillas, Elena & Suárez, Nuria, 2019, "Bank recapitalization in Europe: Informational content in the issuing method," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101134.
• Buse, Rebekka & Schienle, Melanie, 2019, "Measuring connectedness of euro area sovereign risk," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 25-44, DOI: 10.1016/j.ijforecast.2018.07.010.
• Tsuruta, Daisuke, 2019, "Working capital management during the global financial crisis: Evidence from Japan," Japan and the World Economy, Elsevier, volume 49, issue C, pages 206-219, DOI: 10.1016/j.japwor.2019.01.002.
• Anderson, Alyssa Gray, 2019, "Ambiguity in securitization markets," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 231-255, DOI: 10.1016/j.jbankfin.2019.03.015.
• Balla, Eliana & Rose, Morgan J., 2019, "Earnings, risk-taking, and capital accumulation in small and large community banks," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 36-50, DOI: 10.1016/j.jbankfin.2019.03.005.
• Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019, "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 151-165, DOI: 10.1016/j.jbankfin.2019.05.005.
• Delis, Manthos D. & Staikouras, Panagiotis K. & Tsoumas, Chris, 2019, "Supervisory enforcement actions and bank deposits," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 110-123, DOI: 10.1016/j.jbankfin.2019.05.024.
• Schulte, Markus & Winkler, Adalbert, 2019, "Drivers of solvency risk – Are microfinance institutions different?," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 403-426, DOI: 10.1016/j.jbankfin.2019.07.009.
• Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019, "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105610.
• Arping, Stefan, 2019, "Competition and risk taking in banking: The charter value hypothesis revisited," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105609.
• Zheng, Chen & (Wai Kong) Cheung, Adrian & Cronje, Tom, 2019, "The moderating role of capital on the relationship between bank liquidity creation and failure risk," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105651.
• Brealey, Richard A & Cooper, Ian A & Kaplanis, Evi, 2019, "The effect of mergers on US bank risk in the short run and in the long run," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105660.
• Aivazian, Varouj A. & Rahaman, Mohammad M. & Zhou, Simiao, 2019, "Does corporate diversification provide insurance against economic disruptions?," Journal of Business Research, Elsevier, volume 100, issue C, pages 218-233, DOI: 10.1016/j.jbusres.2019.03.044.
• Leal, Sandrine Jacob & Napoletano, Mauro, 2019, "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 15-41, DOI: 10.1016/j.jebo.2017.04.013.
• Teglio, Andrea & Mazzocchetti, Andrea & Ponta, Linda & Raberto, Marco & Cincotti, Silvano, 2019, "Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 59-83, DOI: 10.1016/j.jebo.2017.09.016.
• Cai, Fang & Han, Song & Li, Dan & Li, Yi, 2019, "Institutional herding and its price impact: Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 139-167, DOI: 10.1016/j.jfineco.2018.07.012.
• Bai, Jennie & Goldstein, Robert S. & Yang, Fan, 2019, "The leverage effect and the basket-index put spread," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 186-205, DOI: 10.1016/j.jfineco.2018.07.015.
• Santos, João A.C. & Suarez, Javier, 2019, "Liquidity standards and the value of an informed lender of last resort," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 351-368, DOI: 10.1016/j.jfineco.2018.10.013.
• Brancati, Emanuele & Macchiavelli, Marco, 2019, "The information sensitivity of debt in good and bad times," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 99-112, DOI: 10.1016/j.jfineco.2019.01.002.
• Grosse-Rueschkamp, Benjamin & Steffen, Sascha & Streitz, Daniel, 2019, "A capital structure channel of monetary policy," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 357-378, DOI: 10.1016/j.jfineco.2019.03.006.
• Cesa-Bianchi, Ambrogio & Eguren Martin, Fernando & Thwaites, Gregory, 2019, "Foreign booms, domestic busts: The global dimension of banking crises," Journal of Financial Intermediation, Elsevier, volume 37, issue C, pages 58-74, DOI: 10.1016/j.jfi.2018.07.001.
• Benoit, Sylvain & Hurlin, Christophe & Pérignon, Christophe, 2019, "Pitfalls in systemic-risk scoring," Journal of Financial Intermediation, Elsevier, volume 38, issue C, pages 19-44, DOI: 10.1016/j.jfi.2018.05.004.
• Witmer, Jonathan, 2019, "Strategic complementarities and money market fund liquidity management," Journal of Financial Intermediation, Elsevier, volume 38, issue C, pages 58-68, DOI: 10.1016/j.jfi.2018.07.002.
• Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2019, "Drivers of systemic risk: Do national and European perspectives differ?," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 160-176, DOI: 10.1016/j.jimonfin.2018.11.005.
• Li, Hui & Liu, Hong & Veld, Chris, 2019, "The effects of bank regulation stringency on seasoned equity offering announcements," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2018.11.001.
• Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "International tail risk and World Fear," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 244-259, DOI: 10.1016/j.jimonfin.2019.01.004.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "The risk premium of gold," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 140-159, DOI: 10.1016/j.jimonfin.2019.02.011.
• Stockhammer, Engelbert & Calvert Jump, Robert & Kohler, Karsten & Cavallero, Julian, 2019, "Short and medium term financial-real cycles: An empirical assessment," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 81-96, DOI: 10.1016/j.jimonfin.2019.02.006.
• Barucci, Emilio & Colozza, Tommaso & Milani, Carlo, 2019, "The effect of bank bail-outs in the EU," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 14-26, DOI: 10.1016/j.jimonfin.2019.03.004.
• Schnabel, Isabel & Seckinger, Christian, 2019, "Foreign banks, financial crises and economic growth in Europe," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 70-94, DOI: 10.1016/j.jimonfin.2019.02.004.
• Apergis, Nicholas & Christou, Christina & Kynigakis, Iason, 2019, "Contagion across US and European financial markets: Evidence from the CDS markets," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 1-12, DOI: 10.1016/j.jimonfin.2019.04.006.
• Mercatanti, Andrea & Mäkinen, Taneli & Silvestrini, Andrea, 2019, "The role of financial factors for European corporate investment," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 246-258, DOI: 10.1016/j.jimonfin.2019.05.006.
• Niţoi, Mihai & Pochea, Maria Miruna, 2019, "What drives European Union stock market co-movements?," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 57-69, DOI: 10.1016/j.jimonfin.2019.06.004.
• Scheubel, Beatrice & Stracca, Livio, 2019, "What do we know about the global financial safety net? A new comprehensive data set," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.06.003.
• Aftab, Zary & Varotto, Simone, 2019, "Liquidity and shadow banking," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.102080.
• Kim, Jiseob, 2019, "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, volume 59, issue C, pages 18-37, DOI: 10.1016/j.jmacro.2018.10.007.
• Saibene, Giacomo, 2019, "The corporate saving glut," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.11.004.
• Alhaj-Ismail, Alaa & Adwan, Sami & Stittle, John, 2019, "Share-option based compensation expense, shareholder returns and financial crisis," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 1, pages 20-35, DOI: 10.1016/j.jcae.2018.11.001.
• Cheung, Adrian (Waikong) & Pok, Wee Ching, 2019, "Corporate social responsibility and provision of trade credit," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 3, DOI: 10.1016/j.jcae.2019.100159.
• Spelta, A. & Pecora, N. & Rovira Kaltwasser, P., 2019, "Identifying Systemically Important Banks: A temporal approach for macroprudential policies," Journal of Policy Modeling, Elsevier, volume 41, issue 1, pages 197-218, DOI: 10.1016/j.jpolmod.2018.06.004.
• Alessandri, Piergiorgio & Mumtaz, Haroon, 2019, "Financial regimes and uncertainty shocks," Journal of Monetary Economics, Elsevier, volume 101, issue C, pages 31-46, DOI: 10.1016/j.jmoneco.2018.05.001.