Research classified by Journal of Economic Literature (JEL) codes

2019

• Jens Hölscher & Marta Postula & Agnieszka Alinska & Jaroslaw Klepacki, 2019, "Correlation Between Fiscal Rules and Sustainable Development of the Visegrad Group Countries (Korelacja miedzy regulami fiskalnymi a zrownowazonym rozwojem krajow Grupy Wyszehradzkiej)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 33-53.
• Ariane Szafarz & Marie Briere, 2019, "Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 19-014, May.
• Z. Sun & P. A. Hamill & Y. Li & Y. C. Yang & S. A. Vigne, 2019, "Did long-memory of liquidity signal the European sovereign debt crisis?," Annals of Operations Research, Springer, volume 282, issue 1, pages 355-377, November, DOI: 10.1007/s10479-018-2850-y.
• Christoph Wegener & Tobias Basse & Philipp Sibbertsen & Duc Khuong Nguyen, 2019, "Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany," Annals of Operations Research, Springer, volume 282, issue 1, pages 407-426, November, DOI: 10.1007/s10479-019-03326-8.
• Jaspreet Kaur & Navita Nathani & Resham Chopra, 2019, "Interactions between macro-prudential framework and macroeconomic indicators," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 46, issue 1, pages 59-73, March, DOI: 10.1007/s40622-019-00203-y.
• Wei-Fong Pan, 2019, "Detecting bubbles in China’s regional housing markets," Empirical Economics, Springer, volume 56, issue 4, pages 1413-1432, April, DOI: 10.1007/s00181-017-1394-3.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2019, "Volatility spillovers among global stock markets: measuring total and directional effects," Empirical Economics, Springer, volume 56, issue 5, pages 1581-1599, May, DOI: 10.1007/s00181-017-1406-3.
• William J. Hippler & Shadiya Hossain & M. Kabir Hassan, 2019, "Financial crisis spillover from Wall Street to Main Street: further evidence," Empirical Economics, Springer, volume 56, issue 6, pages 1893-1938, June, DOI: 10.1007/s00181-018-1513-9.
• Pallavi Chavan & Leonardo Gambacorta, 2019, "Bank lending and loan quality: an emerging economy perspective," Empirical Economics, Springer, volume 57, issue 1, pages 1-29, July, DOI: 10.1007/s00181-018-1436-5.
• Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad, 2019, "Time-varying contemporaneous spillovers during the European Debt Crisis," Empirical Economics, Springer, volume 57, issue 2, pages 423-448, August, DOI: 10.1007/s00181-018-1480-1.
• Cees Diks & Cars Hommes & Juanxi Wang, 2019, "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, volume 57, issue 4, pages 1201-1228, October, DOI: 10.1007/s00181-018-1527-3.
• Mehmet Akif Destek & Bilge Koksel, 2019, "Income inequality and financial crises: evidence from the bootstrap rolling window," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 5, issue 1, pages 1-23, December, DOI: 10.1186/s40854-019-0136-2.
• Ben Hambly & Andreas Søjmark, 2019, "An SPDE model for systemic risk with endogenous contagion," Finance and Stochastics, Springer, volume 23, issue 3, pages 535-594, July, DOI: 10.1007/s00780-019-00396-1.
• Davide Arnaudo & Giacinto Micucci & Massimiliano Rigon & Paola Rossi, 2019, "Should I Stay or Should I Go? Firms’ Mobility Across Banks in the Aftermath of the Financial Crisis," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 5, issue 1, pages 17-37, March, DOI: 10.1007/s40797-018-0081-7.
• Petr Teply & Tomas Klinger, 2019, "Agent-based modeling of systemic risk in the European banking sector," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 4, pages 811-833, December, DOI: 10.1007/s11403-018-0226-7.
• Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019, "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 91-105, January, DOI: 10.1007/s11135-018-0728-3.
• Anja Frommherz, 2019, "Price discovery of German index derivatives during financial turmoil," Review of Managerial Science, Springer, volume 13, issue 1, pages 147-179, February, DOI: 10.1007/s11846-017-0241-4.
• Shalkar Baikulakov, 2019, "An equilibrium level of credits in the economy of Kazakhstan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 1, pages 1-2.
• Samuel Mwangi Kiemo & Tobias O. Olweny & Willy M. Muturi & Lucy W. Mwangi, 2019, "Bank-Specific Determinants of Commercial Banks Financial Stability in Kenya," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 1, pages 1-5.
• Mohamed Sadok GASSOUMA, 2019, "Management of abnormal accounting accruals through the regulatory approach of credit risk: Evidence in the MENA countries' banks before and after the Arab Spring Revolution," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 3, pages 1-4.
• Mohamed Sadok GASSOUMA, 2019, "Abnormal accounting accruals Management by market disciplinary approach: Evidence in Tunisian banks before and after the Arab Revolution," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 2, pages 1-2.
• Ebrahimy, Ehsan, 2019, "Fire-sales in frozen markets," ESRB Working Paper Series, European Systemic Risk Board, number 100, Sep.
• Erhart, Szilard, 2019, "Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure Scoreboard," ESRB Working Paper Series, European Systemic Risk Board, number 102, Sep.
• Müller, Karsten, 2019, "Electoral cycles in macroprudential regulation," ESRB Working Paper Series, European Systemic Risk Board, number 106, Dec.
• Kelly, Jane & Le Blanc, Julia & Lydon, Reamonn, 2019, "Pockets of risk in European housing markets: then and now," ESRB Working Paper Series, European Systemic Risk Board, number 87, Feb.
• Lamas, Matías & Mencía, Javier, 2019, "What drives sovereign debt portfolios of banks in a crisis context?," ESRB Working Paper Series, European Systemic Risk Board, number 88, Mar.
• Craig, Ben & Giuzio, Margherita & Paterlini, Sandra, 2019, "The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios," ESRB Working Paper Series, European Systemic Risk Board, number 89, Mar.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019, "Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis," ESRB Working Paper Series, European Systemic Risk Board, number 90, Mar.
• Wang, Dieter & van Lelyveld, Iman & Schaumburg, Julia, 2019, "Do information contagion and business model similarities explain bank credit risk commonalities?," ESRB Working Paper Series, European Systemic Risk Board, number 94, May.
• 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.
• MILEA, Camelia, 2019, "The Assessment Of The Public Debt Sustainability," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 7, issue 1, pages 111-120, October.
• 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(0x6c804510).
• 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(0x6ca34798).
• 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.

2018

• Sivec, Vasja & Volk, Matjaz & Chen, Yi-An, 2018, "Empirical Evidence on the Effectiveness of Capital Buffer Release," MPRA Paper, University Library of Munich, Germany, number 84323, Jan, revised 02 Jan 2018.
• White, Alan, 2018, "Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization," MPRA Paper, University Library of Munich, Germany, number 85331, Mar.
• Phiri, Andrew, 2018, "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper, University Library of Munich, Germany, number 85826, Apr.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Georgia, Dimitriou & Metaxas, Theodore, 2018, "Mapping economic crisis in South Europe: Greece, Portugal and Cyprus," MPRA Paper, University Library of Munich, Germany, number 87373.
• Raputsoane, Leroi, 2018, "Quantifying economic recovery from the recent global financial crisis," MPRA Paper, University Library of Munich, Germany, number 87410, Jun.
• Spelta, Alessandro & Pecora, Nicolò & Flori, Andrea & Pammolli, Fabio, 2018, "Transition drivers and crisis signaling in stock markets," MPRA Paper, University Library of Munich, Germany, number 88127, Jul.
• Inoue, Hitoshi & Nakashima, Kiyotaka & Takahashi, Koji, 2018, "The Emergence of A Parallel World: The Misperception Problem for Bank Balance Sheet Risk and Lending Behavior," MPRA Paper, University Library of Munich, Germany, number 89088, Jul.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2018, "Impact of the Credit Rating Revision on the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 89152, revised 2018.
• Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018, "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper, University Library of Munich, Germany, number 89200, Sep.
• Parui, Pintu, 2018, "Financialization and Endogenous Technological Change: a Post-Kaleckian Perspective," MPRA Paper, University Library of Munich, Germany, number 89351, Oct.
• Rashid, Muhammad Mustafa, 2018, "Successes and Drawbacks of the Federal Reserve and the Impact on Financial Markets," MPRA Paper, University Library of Munich, Germany, number 89405, Aug.
• Nakashima, Kiyotaka & Takahashi, Koji, 2018, "The Time Has Come for Banks to Say Goodbye: New Evidence on Banks' Roles and Duration Effects in Relationship Terminations," MPRA Paper, University Library of Munich, Germany, number 89446, Oct.
• Kim, Hyeongwoo & Shi, Wen, 2018, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," MPRA Paper, University Library of Munich, Germany, number 89766, Oct.
• Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak, 2018, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," MPRA Paper, University Library of Munich, Germany, number 89768, Oct.
• Condorelli, Stefano, 2018, "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper, University Library of Munich, Germany, number 89888, Sep.
• Musgrave, Ralph S., 2018, "A new justification for full reserve banking?," MPRA Paper, University Library of Munich, Germany, number 90041, Nov.
• Chiorazzo, Vincenzo & D'Apice, Vincenzo & DeYoung, Robert & Morelli, Pierluigi, 2018, "Is the Traditional Banking Model a Survivor?," MPRA Paper, University Library of Munich, Germany, number 90296, Aug.
• Tumasyan, Hovik, 2018, "A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral," MPRA Paper, University Library of Munich, Germany, number 90806, Dec.
• Asano, Koji, 2018, "Ignorant Experts and Financial Fragility," MPRA Paper, University Library of Munich, Germany, number 90830, Dec.
• Suzuki, Shiba, 2018, "Inequality and asset fire sales," MPRA Paper, University Library of Munich, Germany, number 90906, Dec.
• Marginean, Mihai, 2018, "Romanian`s fiscal policy in the context of the global crisis and implication," MPRA Paper, University Library of Munich, Germany, number 91736, Nov.
• Yudhistira, Bintang, 2018, "The Effects of Financial Crises on Developing Countries," MPRA Paper, University Library of Munich, Germany, number 91883, Jul.
• Lim, Chen, 2018, "The Financial Instability Hypothesis Applied to the 2007 Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 92142, Nov.
• Sinta, Nur, 2018, "Endogenous and Exogenous Explanations for the Financial Crises in Mexico, SE Asian and Russia," MPRA Paper, University Library of Munich, Germany, number 92896.
• Sawaliya, Priya & Sinha, Pankaj, 2018, "Behaviour of asset pricing models in pre and post-recession period: an evidence from India," MPRA Paper, University Library of Munich, Germany, number 93084, Jul, revised 22 Jan 2019.
• Brummelhuis, Raymond & Luo, Zhongmin, 2018, "Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives," MPRA Paper, University Library of Munich, Germany, number 94778, Nov.
• Mittal, Amit & Garg, Ajay Kumar, 2018, "Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia," MPRA Paper, University Library of Munich, Germany, number 98253, Dec.
• Lukáš Frýd, 2018, "Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace
  [Asymmetry of Financial Time Series During the Financial Crisis: Asymmetric Volatility Outperforms the Asymmetric Importance of Correlation]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 302-329, DOI: 10.18267/j.polek.1190.
• Jonathan Payne, 2018, "The Disruption of Long Term Bank Credit," Working Papers, Princeton University. Economics Department., number 2018-2, Dec.
• Giancarlo Bertocco & Andrea Kalajzic, 2018, "How much does finance benefit society?," PSL Quarterly Review, Economia civile, volume 71, issue 287, pages 419-437.
• Warapong Wongwachara & Bovonvich Jindarak & Nuwat Nookhwun & Sophon Tunyavetchakit & Chutipha Klungjaturavet, 2018, "Integrating Monetary Policy and Financial Stability: A New Framework," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 100, Dec.
• Anthony Brassil & Gabriela Nodari, 2018, "A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2018-01, Feb.
• Saldarriaga, Miguel, 2018, "Credit Booms in Commodity Exporters," Working Papers, Banco Central de Reserva del Perú, number 2018-008, Dec.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers, Society for Economic Dynamics, number 1111.
• Vladimir Asriyan, 2018, "Balance sheet recessions with information and trading frictions," 2018 Meeting Papers, Society for Economic Dynamics, number 205.
• Martin Uribe, 2018, "Multiple Equilibria in Open Economy Models with Collateral Constraints: Overborrowing Revisited," 2018 Meeting Papers, Society for Economic Dynamics, number 358.
• Abhimanyu Gupta & Alex Michaelides & Sotirios Kokas, 2018, "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," 2018 Meeting Papers, Society for Economic Dynamics, number 666.
• Nathan Foley-Fisher & Stefan Gissler & Stephane Verani, 2018, "Over-the-counter market liquidity and securities lending," 2018 Meeting Papers, Society for Economic Dynamics, number 786.
• Davide Melcangi, 2018, "The Marginal Propensity to Hire," 2018 Meeting Papers, Society for Economic Dynamics, number 807.
• Dmitry Orlov & Andy Skrzypacz & Pavel Zryumov, 2018, "Design of Macro-prudential Stress Tests," 2018 Meeting Papers, Society for Economic Dynamics, number 913.
• Callum Jones, 2018, "Household Leverage and the Recession," 2018 Meeting Papers, Society for Economic Dynamics, number 933.
• Mark Paddrik & Peyton Young, 2018, "How Safe are Central Counterparties in Derivatives Markets?," 2018 Meeting Papers, Society for Economic Dynamics, number 934.
• Narinder Pal Singh & Archana Singh, 2018, "Global Financial Crisis and Price Risk Management in Gold Futures Market- Evidences from Indian & US Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 68, pages 111-120, June.
• Sorin Cristian Niţă, 2018, "Financial Crisis – from the US to the EU," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 69, pages 93-97, September.
• Benno Ferrarini & Marthe Hinojales, 2018, "State-Owned Enterprises Leverage as a Contingency in Public Debt Sustainability Analysis: The Case of the People's Republic of China," ADB Economics Working Paper Series, Asian Development Bank, number 534, Jan.
• Mardi Dungey & Biplob Chowdhury & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018, "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series, Asian Development Bank, number 558, Sep.
• Donghyun Park & Kwanho Shin & Shu Tian, 2018, "Household Debt, Corporate Debt, and the Real Economy: Some Empirical Evidence," ADB Economics Working Paper Series, Asian Development Bank, number 567, Dec.
• Ulrich Volz, 2018, "Fostering Green Finance for Sustainable Development in Asia," ADBI Working Papers, Asian Development Bank Institute, number 814, Mar.
• Qin Gou & Huang Yiping, 2018, "Will Financial Liberalization Trigger the First Crisis in the People’s Republic of China? Lessons from Cross-Country Experiences," ADBI Working Papers, Asian Development Bank Institute, number 818, Mar.
• Damian Tobin & Ulrich Volz, 2018, "The Development and Transformation of the People’s Republic of China’s Financial System," ADBI Working Papers, Asian Development Bank Institute, number 825, Mar.
• Paolo Giudici & Bihong Huang & Alessandro Spelta, 2018, "Trade Networks and Economic Fluctuations in Asia," ADBI Working Papers, Asian Development Bank Institute, number 832, Apr.
• Valentina Galvani, 2018, "The Value Premium During Flights," Working Papers, University of Alberta, Department of Economics, number 2018-18, Nov.
• Hakkı Öztürk, 2018, "Cointegration Analysis of BIST 30 Index and MSCI Emerging Markets Index: Pre and Post Global Financial Crisis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 109-121.
• Cassandre Anténor-Habazac & Georges Dionne & Sahar Guesmi, 2018, "Cyclical variations in liquidity risk of corporate bonds," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-3, May.
• Kyunghun Kim & Il Houng Lee & Won Shim, 2018, "Redefining Liquidity for Monetary Policy," East Asian Economic Review, Korea Institute for International Economic Policy, volume 22, issue 3, pages 307-336, DOI: 10.11644/KIEP.EAER.2018.22.3.346.
• Bisharat Hussain Chang & Pervaiz Ahmed Memon & Niaz Ghumro & Mujeeb-ur- Rehman, 2018, "Are gold markets weak form efficient? Evidence from China, India and Russia," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 5, issue 1, pages 52-65.
• Serge Rey & Sophie Nivoix, 2018, "Dynamics of Tokyo Electric Power Company and the Nikkei: 1985 to 2016 including the Fukushima disaster," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 1, pages 979-1010.
• Kyunghun Kim & Il Houng Lee & Won Shim, 2018, "Redefining Liquidity for Monetary Policy," Staff Papers, Korea Institute for International Economic Policy, number 18-1, Jan.
• Vymyatnina, Yulia V. (Вымятнина, Юлия В.) & Grishchenko, Vadim O. (Грищенко, Вадим О.) & Ostapenko, Vsevolod M. (Остапенко, Всеволод М.) & Ryazanov, Viktor T. (Рязанов, Виктор Т.), 2018, "Financial Instability and Economic Crises: Lessons from Minsky
  [Финансовая Нестабильность И Экономические Кризисы: Уроки Мински]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 20-41, August.
• Markus Grillitsch & Sam Tavassoli, 2018, "Cultural diversity and employment growth: Moderating effect of the recent global financial crisis," Australian Journal of Management, Australian School of Business, volume 43, issue 4, pages 632-652, November, DOI: 10.1177/0312896218765260.
• Anis Chowdhury & Piotr Å»uk, 2018, "From crisis to crisis: Capitalism, chaos and constant unpredictability," The Economic and Labour Relations Review, , volume 29, issue 4, pages 375-393, December, DOI: 10.1177/1035304618811263.
• Anthony M Gould & Milène R Lokrou, 2018, "Paved with good intentions: Misdirected idealism in the lead-up to 2008’s GFC," The Economic and Labour Relations Review, , volume 29, issue 4, pages 394-409, December, DOI: 10.1177/1035304618810974.
• CP Chandrasekhar & Jayati Ghosh, 2018, "A decade of speculation," The Economic and Labour Relations Review, , volume 29, issue 4, pages 410-427, December, DOI: 10.1177/1035304618812673.
• Subrata Roy, 2018, "Testing Random Walk and Market Efficiency: A Cross-Stock Market Analysis," Foreign Trade Review, , volume 53, issue 4, pages 225-238, November, DOI: 10.1177/0015732518797183.
• Raj Rajesh, 2018, "Assessing the Impact of Great Recession on India’s Trade in Gravity Model Framework," Foreign Trade Review, , volume 53, issue 4, pages 239-270, November, DOI: 10.1177/0015732518797174.
• Ann E. Davis, 2018, "The New Triffin Dilemma," Review of Radical Political Economics, Union for Radical Political Economics, volume 50, issue 4, pages 691-698, December, DOI: 10.1177/0486613418767613.
• Marta TOLENTINO & Francisco JAREÑO & Rocío RUBIO, 2018, "The Effect Of Bank Restructuring On The Issuance Of Preferred Shares In Spain," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 27, issue 1, pages 123-144.
• Brunella Bruno & Immacolata Marino, 2018, "How Do Banks Respond to Non-Performing Loans?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 513, Nov, revised 30 Jul 2021.
• Hong Rim & Robert Setaputra, 2018, "Study on the Co-movement between Stock Markets in Asia, Europe and the North America," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408852, Jun.
• Peter Wui & Lawrence Awopetu, 2018, "Impact of working capital (WC) strategies on small business profitability during recession," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7310323, Nov.
• Mihai Ni?oi & Cristian Valeriu Stanciu & Cristi Spulb?r, 2018, "Co-movement between stock markets and exchange rates in Central and Eastern Europe," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8110322, Nov.
• Michal Mares & Martin Slany, 2018, "Early Warning Indicator of financial crises for V4 Countries," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910382, Oct.
• Bochun Zhu & Bo?ena Kade?ábková, 2018, "Remarks on financial crisis, speculative bubles and some specifics in the Czech Economy," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7109710, Jun.
• Miroslava Zavadska & Lucía Morales & Joseph Coughlan & Lucía Morales & Joseph Coughlan, 2018, "The Importance of Integrating Quantitative Research Methods to Understand Commodity Business Finance," International Journal of Business and Management, International Institute of Social and Economic Sciences, volume 6, issue 1, pages 54-77, May.
• Grzegorz W. Kołodko & Marta Postuła, 2018, "Determinanty i implikacje poszerzania strefy euro. Kwestia polska," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 5-28.
• Marta Postula, 2018, "Polish Economy as a Beneficiary of International Financial Transfers (Polska gospodarka beneficjentem miedzynarodowych transferow finansowych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 72, pages 13-33.
• Justyna Lupinska, 2018, "Bank levy – an anti-crisis solution or a fiscal instrument? (Podatek bankowy – narzedzie antykryzysowe czy instrument fiskalny)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 138-159.
• İsmail ÇEVİŞ & Reşat CEYLAN & Nihal YAYLA, 2018, "The Comparative Advantage of Contagion Channels of EU Debt Crisis to Turkish Economy," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).