Research classified by Journal of Economic Literature (JEL) codes

2018

• Akyildirim, Erdinc & Nguyen, Duc Khuong & Sensoy, Ahmet, 2018, "A tale of two risks in the EMU sovereign debt markets," Economics Letters, Elsevier, volume 172, issue C, pages 102-106, DOI: 10.1016/j.econlet.2018.08.042.
• Rhee, KyungJae & Park, Kyung Suh, 2018, "Changes in dividend smoothing after the financial crisis," Economics Letters, Elsevier, volume 172, issue C, pages 37-39, DOI: 10.1016/j.econlet.2018.08.019.
• Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 18-44, DOI: 10.1016/j.jeconom.2017.09.002.
• Geršl, Adam & Jašová, Martina, 2018, "Credit-based early warning indicators of banking crises in emerging markets," Economic Systems, Elsevier, volume 42, issue 1, pages 18-31, DOI: 10.1016/j.ecosys.2017.05.004.
• Rhee, Dong-Eun & Kim, Hyoungjong, 2018, "Does income inequality lead to banking crises in developing countries? Empirical evidence from cross-country panel data," Economic Systems, Elsevier, volume 42, issue 2, pages 206-218, DOI: 10.1016/j.ecosys.2017.08.007.
• Brzezinski, Michal, 2018, "Income inequality and the Great Recession in Central and Eastern Europe," Economic Systems, Elsevier, volume 42, issue 2, pages 219-247, DOI: 10.1016/j.ecosys.2017.07.003.
• Alqahtani, Faisal & Mayes, David G., 2018, "Financial stability of Islamic banking and the global financial crisis: Evidence from the Gulf Cooperation Council," Economic Systems, Elsevier, volume 42, issue 2, pages 346-360, DOI: 10.1016/j.ecosys.2017.09.001.
• Junttila, Juha & Vataja, Juuso, 2018, "Economic policy uncertainty effects for forecasting future real economic activity," Economic Systems, Elsevier, volume 42, issue 4, pages 569-583, DOI: 10.1016/j.ecosys.2018.03.002.
• Pham Vo Ninh, Binh & Do Thanh, Trung & Vo Hong, Duc, 2018, "Financial distress and bankruptcy prediction: An appropriate model for listed firms in Vietnam," Economic Systems, Elsevier, volume 42, issue 4, pages 616-624, DOI: 10.1016/j.ecosys.2018.05.002.
• Wang, Gang-Jin & Jiang, Zhi-Qiang & Lin, Min & Xie, Chi & Stanley, H. Eugene, 2018, "Interconnectedness and systemic risk of China's financial institutions," Emerging Markets Review, Elsevier, volume 35, issue C, pages 1-18, DOI: 10.1016/j.ememar.2017.12.001.
• Rivera-Castro, Miguel A. & Ugolini, Andrea & Arismendi Zambrano, Juan, 2018, "Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network," Emerging Markets Review, Elsevier, volume 35, issue C, pages 164-189, DOI: 10.1016/j.ememar.2018.02.004.
• Ibrahim, Mansor H. & Rizvi, Syed Aun R., 2018, "Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks," Emerging Markets Review, Elsevier, volume 35, issue C, pages 31-47, DOI: 10.1016/j.ememar.2017.12.003.
• Gürtler, Marc & Neelmeier, Philipp, 2018, "Empirical analysis of the international public covered bond market," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 163-181, DOI: 10.1016/j.jempfin.2018.01.002.
• Bruno, Salvatore & Chincarini, Ludwig B. & Ohara, Frank, 2018, "Portfolio construction and crowding," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 190-206, DOI: 10.1016/j.jempfin.2018.02.003.
• Cheng, Fangzheng & Fan, Tijun & Fan, Dandan & Li, Shanling, 2018, "The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm," Energy Economics, Elsevier, volume 72, issue C, pages 341-355, DOI: 10.1016/j.eneco.2018.03.038.
• Alexopoulos, Thomas A., 2018, "To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds," Energy Economics, Elsevier, volume 72, issue C, pages 97-107, DOI: 10.1016/j.eneco.2018.03.013.
• Benbouzid, Nadia & Leonida, Leone & Mallick, Sushanta K., 2018, "The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 226-240, DOI: 10.1016/j.irfa.2017.09.006.
• Hsieh, Tsung-Han & Li, Youwei & McKillop, Donal G. & Wu, Yuliang, 2018, "Liquidity skewness in the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 12-18, DOI: 10.1016/j.irfa.2017.12.006.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 167-180, DOI: 10.1016/j.irfa.2018.01.008.
• Byström, Hans, 2018, "Stock return expectations in the credit market," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 85-92, DOI: 10.1016/j.irfa.2018.01.003.
• Lee, Chien-Chiang & Wang, Chih-Wei & Chiu, Wan-Chien & Tien, Te-Sheng, 2018, "Managerial ability and corporate investment opportunity," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 65-76, DOI: 10.1016/j.irfa.2018.02.007.
• Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018, "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 134-146, DOI: 10.1016/j.irfa.2018.07.001.
• Feldman, Todd, 2018, "Unwinding ZIRP: A simulation analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 278-288, DOI: 10.1016/j.frl.2017.09.024.
• (Meni) Abudy, Menachem & Binsky, Hadar & Raviv, Alon, 2018, "The effect of liquidity on non-marketable securities," Finance Research Letters, Elsevier, volume 26, issue C, pages 139-144, DOI: 10.1016/j.frl.2017.12.017.
• Thornton, John & Tommaso, Caterina di, 2018, "Credit default swaps and regulatory capital relief: Evidence from European banks," Finance Research Letters, Elsevier, volume 26, issue C, pages 255-260, DOI: 10.1016/j.frl.2018.02.008.
• Javadi, Siamak & Mollagholamali, Mohsen, 2018, "Debt market illiquidity and correlated default risk," Finance Research Letters, Elsevier, volume 26, issue C, pages 266-273, DOI: 10.1016/j.frl.2018.02.002.
• Yan, Wei & Hamill, Philip & Li, Youwei & Vigne, Samuel A. & Waterworth, James, 2018, "An analysis of liquidity skewness for European sovereign bond markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 274-280, DOI: 10.1016/j.frl.2018.02.027.
• Vo, Xuan Vinh, 2018, "Bank lending behavior in emerging markets," Finance Research Letters, Elsevier, volume 27, issue C, pages 129-134, DOI: 10.1016/j.frl.2018.02.011.
• Chung, Kee H. & Chuwonganant, Chairat, 2018, "Market volatility and stock returns: The role of liquidity providers," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 17-34, DOI: 10.1016/j.finmar.2017.07.002.
• Gao, Shenghao & Meng, Qingbin & Chan, Jesse Y. & Chan, Kam C., 2018, "Cognitive reference points, institutional investors' bid prices, and IPO pricing: Evidence from IPO auctions in China," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 124-140, DOI: 10.1016/j.finmar.2017.09.002.
• Cenesizoglu, Tolga & Grass, Gunnar, 2018, "Bid- and ask-side liquidity in the NYSE limit order book," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 14-38, DOI: 10.1016/j.finmar.2017.10.002.
• Bhanot, Karan & Larsson, Carl F., 2018, "Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 84-110, DOI: 10.1016/j.finmar.2017.11.003.
• Hassan, M. Kabir & Aliyu, Sirajo, 2018, "A contemporary survey of islamic banking literature," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 12-43, DOI: 10.1016/j.jfs.2017.11.006.
• Yoldas, Emre & Senyuz, Zeynep, 2018, "Financial stress and equilibrium dynamics in term interbank funding markets," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 136-149, DOI: 10.1016/j.jfs.2018.01.002.
• Papanikolaou, Nikolaos I., 2018, "To be bailed out or to be left to fail? A dynamic competing risks hazard analysis," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 61-85, DOI: 10.1016/j.jfs.2017.11.005.
• Berndsen, Ron J. & León, Carlos & Renneboog, Luc, 2018, "Financial stability in networks of financial institutions and market infrastructures," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 120-135, DOI: 10.1016/j.jfs.2016.12.007.
• Ahnert, Toni & Georg, Co-Pierre, 2018, "Information contagion and systemic risk," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 159-171, DOI: 10.1016/j.jfs.2017.05.009.
• Alessi, Lucia & Detken, Carsten, 2018, "Identifying excessive credit growth and leverage," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 215-225, DOI: 10.1016/j.jfs.2017.06.005.
• Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018, "Stressed to the core: Counterparty concentrations and systemic losses in CDS markets," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 38-52, DOI: 10.1016/j.jfs.2016.10.012.
• Chen, Hung-Kun & Liao, Yin-Chi & Lin, Chih-Yung & Yen, Ju-Fang, 2018, "The effect of the political connections of government bank CEOs on bank performance during the financial crisis," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 130-143, DOI: 10.1016/j.jfs.2018.02.010.
• Bluhm, Marcel, 2018, "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 246-262, DOI: 10.1016/j.jfs.2018.04.002.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018, "Measuring systemic vulnerability in European banking systems," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 279-292, DOI: 10.1016/j.jfs.2018.03.004.
• Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018, "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 66-81, DOI: 10.1016/j.jfs.2018.02.008.
• Hryckiewicz, Aneta & Kozlowski, Lukasz, 2018, "The consequences of liquidity imbalance: When net lenders leave interbank markets," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 82-97, DOI: 10.1016/j.jfs.2018.02.002.
• Anginer, Deniz & Demirgüç-Kunt, Asli & Mare, Davide S., 2018, "Bank capital, institutional environment and systemic stability," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 97-106, DOI: 10.1016/j.jfs.2018.06.001.
• Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca, 2018, "Measuring the propagation of financial distress with Granger-causality tail risk networks," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 18-36, DOI: 10.1016/j.jfs.2018.06.003.
• Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018, "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 72-80, DOI: 10.1016/j.jfs.2018.06.002.
• Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton, 2018, "The systemic implications of bail-in: A multi-layered network approach," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 81-97, DOI: 10.1016/j.jfs.2017.12.001.
• Biswas, Swarnava S. & Gómez, Fabiana, 2018, "Contagion through common borrowers," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 125-132, DOI: 10.1016/j.jfs.2018.10.001.
• de Bandt, Olivier & Camara, Boubacar & Maitre, Alexis & Pessarossi, Pierre, 2018, "Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 175-186, DOI: 10.1016/j.jfs.2017.03.002.
• Madeira, Carlos, 2018, "Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 209-220, DOI: 10.1016/j.jfs.2017.03.005.
• Kreis, Yvonne & Leisen, Dietmar P.J., 2018, "Systemic risk in a structural model of bank default linkages," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 221-236, DOI: 10.1016/j.jfs.2017.05.010.
• Donders, Pablo & Jara, Mauricio & Wagner, Rodrigo, 2018, "How sensitive is corporate debt to swings in commodity prices?," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 237-258, DOI: 10.1016/j.jfs.2017.10.002.
• Nakashima, Kiyotaka & Takahashi, Koji, 2018, "The real effects of bank-driven termination of relationships: Evidence from loan-level matched data," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 46-65, DOI: 10.1016/j.jfs.2018.09.002.
• Cabrera, Matias & Dwyer, Gerald P. & Nieto, Maria J., 2018, "The G-20′s regulatory agenda and banks’ risk," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 66-78, DOI: 10.1016/j.jfs.2018.09.001.
• Galanis, Spyros, 2018, "Financial complexity and trade," Games and Economic Behavior, Elsevier, volume 112, issue C, pages 219-230, DOI: 10.1016/j.geb.2018.08.007.
• Teixeira, João C.A. & Silva, Francisco J.F. & Ferreira, Manuel B.S. & Vieira, José A.C., 2018, "Sovereign credit rating determinants under financial crises," Global Finance Journal, Elsevier, volume 36, issue C, pages 1-13, DOI: 10.1016/j.gfj.2018.01.003.
• French, Joseph J. & Taborda, Rodrigo, 2018, "Disentangling the relationship between liquidity and returns in Latin America," Global Finance Journal, Elsevier, volume 36, issue C, pages 23-40, DOI: 10.1016/j.gfj.2017.10.006.
• Yeung, Wing Him & Lento, Camillo, 2018, "Ownership structure, audit quality, board structure, and stock price crash risk: Evidence from China," Global Finance Journal, Elsevier, volume 37, issue C, pages 1-24, DOI: 10.1016/j.gfj.2018.04.002.
• MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2018, "Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 17-36, DOI: 10.1016/j.intfin.2017.09.003.
• Aristeidis, Samitas & Elias, Kampouris, 2018, "Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 263-286, DOI: 10.1016/j.intfin.2017.12.003.
• Kang, Sunmin & Hwang, Intae & Song, Sooyoung, 2018, "Cash hoarding: Vice or virtue," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 94-116, DOI: 10.1016/j.intfin.2017.09.013.
• Solarin, Sakiru Adebola & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2018, "Influence of economic factors on disaggregated Islamic banking deposits: Evidence with structural breaks in Malaysia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 13-28, DOI: 10.1016/j.intfin.2018.02.007.
• Meegan, Andrew & Corbet, Shaen & Larkin, Charles, 2018, "Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 128-148, DOI: 10.1016/j.intfin.2018.02.010.
• Du, Brian & Fung, Scott, 2018, "Directional information effects of options trading: Evidence from the banking industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 149-168, DOI: 10.1016/j.intfin.2018.02.009.
• Pereira, John & Sorwar, Ghulam & Nurullah, Mohamed, 2018, "What drives corporate CDS spreads? A comparison across US, UK and EU firms," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 188-200, DOI: 10.1016/j.intfin.2018.02.002.
• Lu, Ruoxi & Bessler, David A. & Leatham, David J., 2018, "The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 110-126, DOI: 10.1016/j.intfin.2018.07.005.
• Eichler, Stefan & Roevekamp, Ingmar, 2018, "A market-based measure for currency risk in managed exchange rate regimes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 141-159, DOI: 10.1016/j.intfin.2018.07.003.
• Kim, Jaewoo, 2018, "Asymmetric timely loss recognition, adverse shocks to external capital, and underinvestment: Evidence from the collapse of the junk bond market," Journal of Accounting and Economics, Elsevier, volume 65, issue 1, pages 148-168, DOI: 10.1016/j.jacceco.2017.11.010.
• Bushman, Robert M. & Davidson, Robert H. & Dey, Aiyesha & Smith, Abbie, 2018, "Bank CEO materialism: Risk controls, culture and tail risk," Journal of Accounting and Economics, Elsevier, volume 65, issue 1, pages 191-220, DOI: 10.1016/j.jacceco.2017.11.014.
• Joe, Denis Yongmin & Oh, Frederick Dongchuhl, 2018, "Credit ratings and corporate cash holdings: Evidence from Korea’s corporate reform after the 1997 Asian financial crisis," Japan and the World Economy, Elsevier, volume 45, issue C, pages 9-18, DOI: 10.1016/j.japwor.2017.11.003.
• Su, Chi-Wei & Li, Zheng-Zheng & Tao, Ran & Si, Deng-Kui, 2018, "Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test," Japan and the World Economy, Elsevier, volume 46, issue C, pages 56-63, DOI: 10.1016/j.japwor.2018.03.004.
• de Haan, Leo & van Oordt, Maarten R.C., 2018, "Timing of banks’ loan loss provisioning during the crisis," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 293-303, DOI: 10.1016/j.jbankfin.2017.10.003.
• Leiss, Matthias & Nax, Heinrich H., 2018, "Option-implied objective measures of market risk," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 241-249, DOI: 10.1016/j.jbankfin.2017.11.017.
• Kapan, Tümer & Minoiu, Camelia, 2018, "Balance sheet strength and bank lending: Evidence from the global financial crisis," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 35-50, DOI: 10.1016/j.jbankfin.2018.04.011.
• Lawrenz, Jochen & Oberndorfer, Julia, 2018, "Firm size effects in trade credit supply and demand," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 1-20, DOI: 10.1016/j.jbankfin.2018.05.014.
• Holton, Sarah & Rodriguez d’Acri, Costanza, 2018, "Interest rate pass-through since the euro area crisis," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 277-291, DOI: 10.1016/j.jbankfin.2018.08.012.
• Mathonnat, Clément & Minea, Alexandru, 2018, "Financial development and the occurrence of banking crises," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 344-354, DOI: 10.1016/j.jbankfin.2018.09.005.
• Chiorazzo, Vincenzo & D'Apice, Vincenzo & DeYoung, Robert & Morelli, Pierluigi, 2018, "Is the traditional banking model a survivor?," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 238-256, DOI: 10.1016/j.jbankfin.2018.10.008.
• Bergbrant, Mikael C. & Hunter, Delroy M. & Kelly, Patrick J., 2018, "Rivals’ competitive activities, capital constraints, and firm growth," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 87-108, DOI: 10.1016/j.jbankfin.2018.09.020.
• Bosch-Rosa, Ciril, 2018, "That's how we roll: An experiment on rollover risk," Journal of Economic Behavior & Organization, Elsevier, volume 145, issue C, pages 495-510, DOI: 10.1016/j.jebo.2017.11.005.
• Cardaci, Alberto, 2018, "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, volume 149, issue C, pages 434-458, DOI: 10.1016/j.jebo.2018.01.010.
• Wang, Jianxin & Houser, Daniel & Xu, Hui, 2018, "Culture, gender and asset prices: Experimental evidence from the U.S. and China," Journal of Economic Behavior & Organization, Elsevier, volume 155, issue C, pages 253-287, DOI: 10.1016/j.jebo.2018.09.003.
• Ayton, Julie & Rao-Nicholson, Rekha, 2018, "Cross-border arbitrage and acquirers’ returns in the Eurozone crisis," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 87-102, DOI: 10.1016/j.jeconbus.2017.05.001.
• Du, Wenti, 2018, "Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies," Journal of Economics and Business, Elsevier, volume 98, issue C, pages 32-39, DOI: 10.1016/j.jeconbus.2018.05.002.
• Baig, Ahmed & Winters, Drew B., 2018, "A preferred habitat for liquidity in term repos: Before, during and after the financial crisis," Journal of Economics and Business, Elsevier, volume 99, issue C, pages 1-14, DOI: 10.1016/j.jeconbus.2018.07.002.
• Bengui, Julien & Phan, Toan, 2018, "Asset pledgeability and endogenously leveraged bubbles," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 280-314, DOI: 10.1016/j.jet.2018.06.005.
• Goldstein, Itay & Leitner, Yaron, 2018, "Stress tests and information disclosure," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 34-69, DOI: 10.1016/j.jet.2018.05.013.
• Sultanum, Bruno, 2018, "Financial fragility and over-the-counter markets," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 616-658, DOI: 10.1016/j.jet.2018.07.002.
• Matvos, Gregor & Seru, Amit & Silva, Rui C., 2018, "Financial market frictions and diversification," Journal of Financial Economics, Elsevier, volume 127, issue 1, pages 21-50, DOI: 10.1016/j.jfineco.2017.09.006.
• Song, Zhaogang & Zhu, Haoxiang, 2018, "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 103-124, DOI: 10.1016/j.jfineco.2018.02.004.
• Kolasinski, Adam C. & Yang, Nan, 2018, "Managerial myopia and the mortgage meltdown," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 466-485, DOI: 10.1016/j.jfineco.2017.03.010.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Kruger, Samuel, 2018, "The effect of mortgage securitization on foreclosure and modification," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 586-607, DOI: 10.1016/j.jfineco.2018.01.008.
• Agarwal, Sumit & Ben-David, Itzhak, 2018, "Loan prospecting and the loss of soft information," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 608-628, DOI: 10.1016/j.jfineco.2018.05.003.
• Anbil, Sriya, 2018, "Managing stigma during a financial crisis," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 166-181, DOI: 10.1016/j.jfineco.2017.05.014.
• Leonello, Agnese, 2018, "Government guarantees and the two-way feedback between banking and sovereign debt crises," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 592-619, DOI: 10.1016/j.jfineco.2018.04.003.
• Cziraki, Peter, 2018, "Trading by bank insiders before and during the 2007–2008 financial crisis," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 58-82, DOI: 10.1016/j.jfi.2017.08.002.
• Bostandzic, Denefa & Weiß, Gregor N.F., 2018, "Why do some banks contribute more to global systemic risk?," Journal of Financial Intermediation, Elsevier, volume 35, issue PA, pages 17-40, DOI: 10.1016/j.jfi.2018.03.003.
• Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2018, "Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises," Journal of Financial Intermediation, Elsevier, volume 36, issue C, pages 1-15, DOI: 10.1016/j.jfi.2017.09.004.
• Huang, Shu-Chun & Chen, Wei-Da & Chen, Yehning, 2018, "Bank liquidity creation and CEO optimism," Journal of Financial Intermediation, Elsevier, volume 36, issue C, pages 101-117, DOI: 10.1016/j.jfi.2018.03.004.
• Popov, Alexander & Rocholl, Jörg, 2018, "Do credit shocks affect labor demand? Evidence for employment and wages during the financial crisis," Journal of Financial Intermediation, Elsevier, volume 36, issue C, pages 16-27, DOI: 10.1016/j.jfi.2016.10.002.
• Abbassi, Puriya & Schmidt, Michael, 2018, "A comprehensive view on risk reporting: Evidence from supervisory data," Journal of Financial Intermediation, Elsevier, volume 36, issue C, pages 74-85, DOI: 10.1016/j.jfi.2018.03.001.
• Chen, Xi, 2018, "Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint," Journal of Housing Economics, Elsevier, volume 39, issue C, pages 1-16, DOI: 10.1016/j.jhe.2017.12.005.
• Gomez-Gonzalez, Jose Eduardo & Sanin-Restrepo, Sebastian, 2018, "The maple bubble: A history of migration among Canadian provinces," Journal of Housing Economics, Elsevier, volume 41, issue C, pages 57-71, DOI: 10.1016/j.jhe.2018.03.001.
• Varotto, Simone & Zhao, Lei, 2018, "Systemic risk and bank size," Journal of International Money and Finance, Elsevier, volume 82, issue C, pages 45-70, DOI: 10.1016/j.jimonfin.2017.12.002.
• Fuhrer, Lucas Marc, 2018, "Liquidity in the repo market," Journal of International Money and Finance, Elsevier, volume 84, issue C, pages 1-22, DOI: 10.1016/j.jimonfin.2018.02.005.
• Binici, Mahir & Hutchison, Michael, 2018, "Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 58-75, DOI: 10.1016/j.jimonfin.2018.04.001.
• Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018, "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 1-30, DOI: 10.1016/j.jimonfin.2018.04.005.
• Brož, Václav & Kočenda, Evžen, 2018, "Dynamics and factors of inflation convergence in the European union," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 93-111, DOI: 10.1016/j.jimonfin.2018.04.002.
• Li, Jinyue, 2018, "Sudden stops, financial frictions, and the banking sector," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 144-154, DOI: 10.1016/j.jimonfin.2018.06.006.
• Doerr, Sebastian & Raissi, Mehdi & Weber, Anke, 2018, "Credit-supply shocks and firm productivity in Italy," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 155-171, DOI: 10.1016/j.jimonfin.2018.06.004.
• Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018, "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 83-102, DOI: 10.1016/j.jimonfin.2018.09.009.
• Allen, Franklin & Carletti, Elena & Grinstein, Yaniv, 2018, "International evidence on firm level decisions in response to the crisis: Shareholders vs. other stakeholders," Journal of the Japanese and International Economies, Elsevier, volume 47, issue C, pages 3-16, DOI: 10.1016/j.jjie.2017.12.005.
• Sanoran, Kanyarat (Lek), 2018, "Auditors’ going concern reporting accuracy during and after the global financial crisis," Journal of Contemporary Accounting and Economics, Elsevier, volume 14, issue 2, pages 164-178, DOI: 10.1016/j.jcae.2018.05.005.
• Nakatani, Ryota, 2018, "Real and financial shocks, exchange rate regimes and the probability of a currency crisis," Journal of Policy Modeling, Elsevier, volume 40, issue 1, pages 60-73, DOI: 10.1016/j.jpolmod.2017.10.004.
• Bole, Velimir & Oblak, Ana & Prašnikar, Janez & Trobec, Domen, 2018, "Financial frictions and indebtedness of Balkan firms: A comparison with Mediterranean and Central European countries," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 790-809, DOI: 10.1016/j.jpolmod.2018.02.013.
• Khan, Habib Hussain & Ahmad, Rubi Binti & Chan, Sok Gee, 2018, "Market structure, bank conduct and bank performance: Evidence from ASEAN," Journal of Policy Modeling, Elsevier, volume 40, issue 5, pages 934-958, DOI: 10.1016/j.jpolmod.2018.02.001.
• Boeri, Tito & Garibaldi, Pietro & Moen, Espen R., 2018, "Financial constraints in search equilibrium: Mortensen Pissarides meet Holmstrom and Tirole," Labour Economics, Elsevier, volume 50, issue C, pages 144-155, DOI: 10.1016/j.labeco.2017.06.003.
• Ready, Robert C., 2018, "Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices," Journal of Monetary Economics, Elsevier, volume 94, issue C, pages 1-26, DOI: 10.1016/j.jmoneco.2017.09.010.
• Benhabib, Jess & Dong, Feng & Wang, Pengfei, 2018, "Adverse selection and self-fulfilling business cycles," Journal of Monetary Economics, Elsevier, volume 94, issue C, pages 114-130, DOI: 10.1016/j.jmoneco.2017.12.003.
• Bleck, Alexander & Liu, Xuewen, 2018, "Credit expansion and credit misallocation," Journal of Monetary Economics, Elsevier, volume 94, issue C, pages 27-40, DOI: 10.1016/j.jmoneco.2017.09.012.
• Haq, Mamiza & Hu, Daniel & Faff, Robert & Pathan, Shams, 2018, "New evidence on national culture and bank capital structure," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 41-64, DOI: 10.1016/j.pacfin.2017.09.005.
• Casavecchia, Lorenzo & Loudon, Geoffrey F. & Wu, Eliza, 2018, "What moves benchmark money market rates? Evidence from the BBSW market," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 137-154, DOI: 10.1016/j.pacfin.2018.06.005.
• Abid, Fathi & Kaffel, Bilel, 2018, "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 1028-1045, DOI: 10.1016/j.physa.2017.08.057.
• Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018, "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 1555-1574, DOI: 10.1016/j.physa.2017.08.123.
• MengYun, Wu & Imran, Muhammad & Zakaria, Muhammad & Linrong, Zhang & Farooq, Muhammad Umer & Muhammad, Shah Khalid, 2018, "Impact of terrorism and political instability on equity premium: Evidence from Pakistan," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 1753-1762, DOI: 10.1016/j.physa.2017.11.095.
• Wei, Yu & Yu, Qianwen & Liu, Jing & Cao, Yang, 2018, "Hot money and China’s stock market volatility: Further evidence using the GARCH–MIDAS model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 923-930, DOI: 10.1016/j.physa.2017.11.022.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Hanif, Waqas & Kayani, Ghulam Mujtaba, 2018, "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 433-450, DOI: 10.1016/j.physa.2018.04.016.
• Lebedinsky, Alex & Wilmes, Nicholas, 2018, "A re-examination of firm, industry and market volatilities," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 113-120, DOI: 10.1016/j.qref.2017.05.005.
• Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018, "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 245-259, DOI: 10.1016/j.qref.2018.03.012.
• Riedle, Thorsten, 2018, "Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 308-321, DOI: 10.1016/j.qref.2018.04.001.
• Arbia, Giuseppe & Bramante, Riccardo & Facchinetti, Silvia & Zappa, Diego, 2018, "Modeling inter-country spatial financial interactions with Graphical Lasso: An application to sovereign co-risk evaluation," Regional Science and Urban Economics, Elsevier, volume 70, issue C, pages 72-79, DOI: 10.1016/j.regsciurbeco.2018.02.006.
• Ters, Kristyna & Urban, Jörg, 2018, "Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 123-142, DOI: 10.1016/j.iref.2017.08.002.
• Sowmya, Subramaniam & Prasanna, Krishna, 2018, "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 178-192, DOI: 10.1016/j.iref.2017.08.006.
• Bui, Dien Giau & Fang, Yiwei & Lin, Chih-Yung, 2018, "The influence of risk culture on firm returns in times of crisis," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 291-306, DOI: 10.1016/j.iref.2018.01.015.
• Hryckiewicz, Aneta & Kozlowski, Lukasz, 2018, "A horserace or boost in market power? Banking sector competition after foreign bank exits," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 371-389, DOI: 10.1016/j.iref.2018.04.007.
• Ali, Searat & Liu, Benjamin & Su, Jen Je, 2018, "Does corporate governance quality affect default risk? The role of growth opportunities and stock liquidity," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 422-448, DOI: 10.1016/j.iref.2018.05.003.
• Arnold, Ivo J.M. & Soederhuizen, Beau, 2018, "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 79-89, DOI: 10.1016/j.ribaf.2017.07.122.
• Ghulam, Yaseen & Doering, Jana, 2018, "Spillover effects among financial institutions within Germany and the United Kingdom," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 49-63, DOI: 10.1016/j.ribaf.2017.03.004.
• Oikonomikou, Leoni Eleni, 2018, "Modeling financial market volatility in transition markets: a multivariate case," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 307-322, DOI: 10.1016/j.ribaf.2017.07.163.
• Anastasopoulos, Alexia, 2018, "Testing for financial contagion: New evidence from the Greek crisis and yuan devaluation," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 499-511, DOI: 10.1016/j.ribaf.2017.09.001.
• Tony-Okeke, Uchenna & Ahmadu-Bello, Jaliyyah & Niklewski, Jacek & Rodgers, Timothy, 2018, "Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 54-61, DOI: 10.1016/j.ribaf.2017.07.131.
• Ari, Ali & Cergibozan, Raif, 2018, "Currency crises in Turkey: An empirical assessment," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 281-293, DOI: 10.1016/j.ribaf.2018.04.001.
• Jitmaneeroj, Boonlert, 2018, "Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 324-341, DOI: 10.1016/j.ribaf.2018.04.006.
• Giudici, Paolo, 2018, "Financial data science," Statistics & Probability Letters, Elsevier, volume 136, issue C, pages 160-164, DOI: 10.1016/j.spl.2018.02.024.
• Robert Taylor & Andrew Nelson, 2018, "Predatory Lending and Mortgage Default," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 1, pages 29-61.
• Kilian Rieder & Michael Anson & David Bholat & Miao Kang & Ryland Thomas, 2018, "Frosted glass or raised eyebrow? Testing the Bank of England’s discount window policies during the crisis of 1847," Working Papers, Economic History Society, number 18020, Apr.
• Lorenzo Danieli & Petr Jakubik, 2018, "Early warning system for the European Insurance Sector," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 13, Dec.
• Trevor Evans, 2018, "The economic expansion in the US since 2009 and Donald Trump’s ambitions to ‘drain the swamp’," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 15, issue 1, pages 12-31, April.
• Junji Tokunaga & Gerald Epstein, 2018, "The endogenous finance of global-dollar-based financial fragility in the 2000s: a Minskyan approach," Review of Keynesian Economics, Edward Elgar Publishing, volume 6, issue 1, pages 62-82, January.
• Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2017, "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 78-129, December, DOI: 10.1108/IJMF-02-2017-0018.
• Ismail Adelopo & Robert Lloydking & Venancio Tauringana, 2018, "Determinants of bank profitability before, during, and after the financial crisis," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 378-398, March, DOI: 10.1108/IJMF-07-2017-0148.
• Rozaimah Zainudin & Nurul Shahnaz Mahdzan & Chee Hong Yet, 2018, "Dividend policy and stock price volatility of industrial products firms in Malaysia," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 203-217, January, DOI: 10.1108/IJoEM-09-2016-0250.
• Peterson K. Ozili & Erick Rading Outa, 2018, "Bank income smoothing in South Africa: role of ownership, IFRS and economic fluctuation," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 13, issue 5, pages 1372-1394, November, DOI: 10.1108/IJoEM-09-2017-0342.
• Juan Manuel San Martin Reyna, 2018, "The effect of ownership composition on earnings management: evidence for the Mexican stock exchange," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 23, issue 46, pages 289-305, October, DOI: 10.1108/JEFAS-01-2017-0011.
• Dogus Emin, 2018, "A policymaker’s dilemma: real linkages or irrational behaviors?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 185-200, April, DOI: 10.1108/JFEP-05-2017-0037.
• Vighneswara Swamy, 2018, "Modeling the impact of Basel III regulations on loan demand," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 136-164, April, DOI: 10.1108/JFEP-06-2017-0057.
• Hannes Köster & Matthias Pelster, 2018, "Financial penalties and banks’ systemic risk," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 154-173, March, DOI: 10.1108/JRF-04-2017-0069.
• Vasileios Siakoulis, 2018, "Bank failure intensity modeling: an ACD model approach," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 5, pages 454-477, July, DOI: 10.1108/JRF-11-2016-0151.
• Stephen Abrokwah & Justin Hanig & Marc Schaffer, 2018, "Executive compensation and firm risk: an examination across industries," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 359-382, August, DOI: 10.1108/RAF-09-2016-0131.
• Mary T. Rodgers & James E. Payne, 2018, "Monetary Policy and the Copper Price Bust: A Reassessment of the Causes of the 1907 Panic," Research in Economic History, Emerald Group Publishing Limited, "Research in Economic History", DOI: 10.1108/S0363-326820180000034004.
• Omid Sabbaghi & Navid Sabbaghi, 2018, "Market efficiency and the global financial crisis: evidence from developed markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 3, pages 362-385, June, DOI: 10.1108/SEF-01-2014-0022.
• van Bergeijk, P.A.G. & Dao, T.K., 2018, "Global trade finance, trade collapse and trade slowdown: a Granger causality analysis," ISS Working Papers - General Series, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague, number 634, Jan.
• Ernest Gnan and Donato Masciandaro (ed.), 2017, "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2, ISBN: ARRAY(0x7f6557e0), May.
• Esa Jokivuolle (ed.), 2018, "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1, ISBN: ARRAY(0x7d26e1a0), May.
• R. Rupeika-Apoga & S.H. Zaidi & Y.E. Thalassinos & E.I. Thalassinos, 2018, "Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 39-55.
• Aguzarova L.A. & Aguzarova F.S., 2018, "Planning of Tax Payments as a Factor of Economic Growth," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 195-206.
• Charles W. Calomiris & Sophia Chen, 2018, "The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s," Working Papers, eSocialSciences, number id:12909, Sep.
• Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018, "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers, eSocialSciences, number id:12924, Sep.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock & Khushboo Surana, 2018, "Revealed preference analysis with normal goods: application to cost of living indices," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 622433, Apr.
• Pavel Aleksandrovich Minakir, 2018, "Devaluation of the Ruble: External Shocks and Internal Problems," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 7-18, DOI: 10.14530/se.2018.3.007-018.
• Alin-Marius Andries & Florentina Melnic & Simona Nistor, 2018, "Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 202-244, July.
• Marijana Andrijic & Tajana Barbic, 2018, "Trick or Treat? The Effect of IMF Programmes on Mobilising FDI in CESEE Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 245-267, July.
• Johannes K. Dreyer & Peter A. Schmid & Victoria Zugrav, 2018, "Individual, Systematic and Systemic Risks in the Danish Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 4, pages 320-350, September.
• Petar Stankov, 2018, "Banking Crises and Reversals in Financial Reforms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 5, pages 442-459, October.
• Tereza Palanska, 2018, "Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/27, Oct, revised Oct 2018.
• Eva Hromadkova & Oldrich Koza & Petr Polak & Nikol Polakova, 2018, "The Bank Lending Survey," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/28, Oct, revised Oct 2018.
• Mohammad Ali Elminejad, 2018, "Contagious Defaults in Inter-bank Networks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/39, Dec, revised Dec 2018.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018, "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-07, Jan.
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• Silvia Gabrieli & Claire Labonne, 2018, "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-3, Jul.
• Vania Stavrakeva & Jenny Tang, 2018, "The dollar during the global recession: US monetary policy and the exorbitant duty," Working Papers, Federal Reserve Bank of Boston, number 18-10, Oct.
• Wayne Passmore & Alexander H. von Hafften, 2018, "Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-009, Feb, DOI: 10.17016/FEDS.2018.009.
• Sebastian Infante & Alexandros Vardoulakis, 2018, "Collateral Runs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-022, Apr, DOI: 10.17016/FEDS.2018.022.
• Michael T. Kiley, 2018, "What Macroeconomic Conditions Lead Financial Crises?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-038, Jun, DOI: 10.17016/FEDS.2018.038.