Research classified by Journal of Economic Literature (JEL) codes

2018

• Angelos T. Vouldis & Dimitrios P. Louzis, 2018, "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, volume 54, issue 3, pages 1187-1214, May, DOI: 10.1007/s00181-017-1247-0.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018, "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, volume 55, issue 4, pages 1717-1755, December, DOI: 10.1007/s00181-017-1343-1.
• John Inekwe, 2018, "Financial crises and the extreme bounds of predictors," Empirical Economics, Springer, volume 55, issue 4, pages 2047-2067, December, DOI: 10.1007/s00181-017-1352-0.
• Davide Dottori & Giacinto Micucci, 2018, "Corporate liquidity in Italy and its increase in the long recession," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 3, pages 981-1014, December, DOI: 10.1007/s40888-018-0117-3.
• Günther Chaloupek, 2018, "Wagner’s Law, Money and the Theory of Financial Crisis: Adolph Wagner’s Early Viennese Publications," The European Heritage in Economics and the Social Sciences, Springer, in: Jürgen Backhaus & Günther Chaloupek & Hans A. Frambach, "Gustav von Schmoller and Adolph Wagner", DOI: 10.1007/978-3-319-78993-4_7.
• Selma Izadi & M. Kabir Hassan, 2018, "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 183-213, August, DOI: 10.1007/s40822-017-0090-0.
• Bruno R. Arthur & Monika K. Rabarison, 2018, "Deposit-lending synergies and bank profitability," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 710-726, October, DOI: 10.1007/s12197-017-9414-x.
• Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018, "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 1, pages 81-115, April, DOI: 10.1007/s11403-017-0199-y.
• Siyan Chen & Saul Desiderio, 2018, "Long-run consequences of debt," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 2, pages 365-383, July, DOI: 10.1007/s11403-016-0186-8.
• Li Lin & Didier Sornette, 2018, "“Speculative Influence Network” during financial bubbles: application to Chinese stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 2, pages 385-431, July, DOI: 10.1007/s11403-016-0187-7.
• Richard Bookstaber & Mark Paddrik & Brian Tivnan, 2018, "An agent-based model for financial vulnerability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 2, pages 433-466, July, DOI: 10.1007/s11403-017-0188-1.
• Feng Dong & Jianjun Miao & Pengfei Wang, 2018, "The perils of credit booms," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 66, issue 4, pages 819-861, December, DOI: 10.1007/s00199-017-1076-6.
• Somasree Podder, 2018, "Gender Wage Inequality and Economic Recession," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 155-171, March, DOI: 10.1007/s40953-016-0070-3.
• Cristina Pereira Pedro & Joaquim J. S. Ramalho & Jacinto Vidigal Silva, 2018, "The main determinants of banking crises in OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 154, issue 1, pages 203-227, February, DOI: 10.1007/s10290-017-0294-0.
• Oliver Read, 2018, "Positionierung der G20 zu globalen Risiken durch Krypto-Assets
  [Positioning of the G20 on Global Risks Arising from Crypto-Assets]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 12, pages 895-899, December, DOI: 10.1007/s10273-018-2383-7.
• Franz Nauschnigg, 2018, "Das Securities Market Programme — viele Vorteile für den Euroraum
  [The Securities Market Programme Benefits the Euro Area]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 6, pages 399-404, June, DOI: 10.1007/s10273-018-2307-6.
• Martin Hellwig & Jochen Zimmermann & Mechthild Schrooten & Hans-Peter Burghof & Stephan Schulmeister, 2018, "Zehn Jahre nach der Lehman-Pleite — Finanzmärkte stabil?
  [Ten Years after the Lehman-Bankruptcy — Have Financial Markets Stabilized?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 8, pages 539-557, August, DOI: 10.1007/s10273-018-2330-7.
• Richard W. Booser, 2018, "An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Giampiero Maci, 2018, "Banking crisis management in the European Resolution Framework: from “bail-out†to “bail-inâ€," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 4, pages 1-5.
• Beber, Alessandro & Fabbri, Daniela & Pagano, Marco & Simonelli, Saverio, 2018, "Short-selling bans and bank stability," ESRB Working Paper Series, European Systemic Risk Board, number 64, Jan.
• Villacorta, Alonso, 2018, "Business cycles and the balance sheets of the financial and non-financial sectors," ESRB Working Paper Series, European Systemic Risk Board, number 68, Feb.
• McCann, Fergal, 2018, "Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market," ESRB Working Paper Series, European Systemic Risk Board, number 71, Mar.
• Ari, Anil, 2018, "Sovereign risk and bank risk-taking," ESRB Working Paper Series, European Systemic Risk Board, number 73, Apr.
• Alogoskoufis, Spyros & Langfield, Sam, 2018, "Regulating the doom loop," ESRB Working Paper Series, European Systemic Risk Board, number 74, May.
• Buch, Claudia M. & Vogel, Edgar & Weigert, Benjamin, 2018, "Evaluating macroprudential policies," ESRB Working Paper Series, European Systemic Risk Board, number 76, Jul.
• Gross, Christian & Siklos, Pierre, 2018, "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series, European Systemic Risk Board, number 78, Jul.
• Herculano, Miguel C., 2018, "The role of contagion in the transmission of financial stress," ESRB Working Paper Series, European Systemic Risk Board, number 81, Aug.
• Segura, Anatoli & Vicente, Sergio, 2018, "Bank resolution and public backstop in an asymmetric banking union," ESRB Working Paper Series, European Systemic Risk Board, number 83, Aug.
• Bianchi, Benedetta, 2018, "Structural credit ratios," ESRB Working Paper Series, European Systemic Risk Board, number 85, Oct.
• Muhammad RASHID, 2018, "Successes and Drawbacks of the Federal Reserve and the Impact on Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 9, issue 2, pages 56-59.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/05, Feb.
• Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi, 2018, "Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/20, Jul.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-01.
• Bjorn Richter & Moritz Schularick & Paul Wachtel, 2018, "When to Lean Against the Wind," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-10.
• Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2018, "Shock propaganda, asset quality and lending behaviour," Working Papers, Swansea University, School of Management, number 2018-04, Jan.
• Sabur Mollah & Michael Skully & Eva Liljeblom, 2018, "Strong Boards and Risk-taking in Islamic Banks," Working Papers, Swansea University, School of Management, number 2018-08, Feb.
• Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018, "Religiosity and Bank Asset Securitization," Working Papers, Swansea University, School of Management, number 2018-13, Feb.
• Woon Sau Leung & Wei Song & Jie Chen, 2018, "Does Bank Stakeholder Orientation Enhance Financial Stability? Evidence from a Natural Experiment," Working Papers, Swansea University, School of Management, number 2018-14, Feb.
• Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018, "Asset Securitization and Risk: Does Bank Type Matter?," Working Papers, Swansea University, School of Management, number 2018-15, Feb.
• Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018, "Asset Securitization and Bank risk: Do Religiosity or Ownership Structure Matter?," Working Papers, Swansea University, School of Management, number 2018-17, Feb.
• António Afonso & Jorge Silva, 2018, "Debt crisis and 10-year sovereign yields in Ireland and in Portugal," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 4, pages 217-222, February, DOI: 10.1080/13504851.2017.1310991.
• Patty Duijm & Sophie Steins Bisschop, 2018, "Short-termism of long-term investors? The investment behaviour of Dutch insurance companies and pension funds," Applied Economics, Taylor & Francis Journals, volume 50, issue 31, pages 3376-3387, July, DOI: 10.1080/00036846.2017.1420898.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2018, "Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 5, pages 391-412, March, DOI: 10.1080/1351847X.2017.1307773.
• Dong Hwan Oh & Andrew J. Patton, 2018, "Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 181-195, April, DOI: 10.1080/07350015.2016.1177535.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018, "The changing network of financial market linkages: the Asian experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-05.
• Andrew Linn & Ronan C Lyons, 2018, "The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0718, Aug.
• Michael Greenberger, 2018, "Too Big to Fail U.S. Banks` Regulatory Alchemy: Converting an Obscure Agency Footnote into an `At Will` Nullification of Dodd-Frank`s Regulation of the Multi-Trillion Dollar Financial Swaps Market," Working Papers Series, Institute for New Economic Thinking, number 74, Jun, DOI: 10.2139/ssrn.3228783.
• Ernest Aigner & Matthias Aistleitner & Florentin Glotzl & Jakob Kapeller, 2018, "The Focus of Academic Economics: Before and After the Crisis," Working Papers Series, Institute for New Economic Thinking, number 75, May, DOI: 10.2139/ssrn.3228774.
• Eva (E.F.) Janssens & Robin (R.) Lumsdaine & Sebastiaan (S.H.L.C.G.) Vermeulen, 2018, "An Epidemiological Model of Crisis Spread Across Sectors in The United States," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-008/III, Jan.
• Name 1 Dieter Wang Email 1 & Iman (I.P.P.) van Lelyveld & Julia (J.) Schaumburg, 2018, "Do information contagion and business model similarities explain bank credit risk commonalities?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-100/IV, Dec.
• Feito Ruiz, Isabel & Renneboog, Luc & Vansteenkiste, Cara, 2018, "Elective Stock and Scrip Dividends," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-031.
• Feito Ruiz, Isabel & Renneboog, Luc & Vansteenkiste, Cara, 2018, "Elective Stock and Scrip Dividends," Other publications TiSEM, Tilburg University, School of Economics and Management, number 33035f92-6ee1-4eaf-9a67-5.
• Berndsen, Ron & León, C. & Renneboog, Luc, 2018, "Financial stability in networks of financial institutions and market infrastructures," Other publications TiSEM, Tilburg University, School of Economics and Management, number c4fae203-93a8-410d-b3f0-0.
• Louisa Kammerer & Miguel D. Ramirez, 2018, "Did Smaller Firms face Higher Costs of Credit during the Great Recession? A Vector Error Correction Analysis with Structural Breaks," Working Papers, Trinity College, Department of Economics, number 1707, May, revised Jun 2018.
• Emanuele Ciola & EDOARDO GAFFEO & Mauro Gallegati, 2018, "Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?," DEM Working Papers, Department of Economics and Management, number 2018/05.
• Dirceu Pereira, 2018, "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 1, pages 1-44, DOI: http://dx.doi.org/10.1991/jefa.v2i1.
• Damir Becirovic & Emira Kozarevic, 2018, "Influence Of Frontier Capital Markets Interdependence And Efficiency On Shaping Investment Strategy Under The Financial Crisis Conditions," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 1, pages 83-96, May.
• John Cotter & Anita Suurlaht, 2018, "Spillovers in Risk of Financial Institutions," Working Papers, Geary Institute, University College Dublin, number 201805, Feb.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2018, "Dynamics of Housing Debt in the Recent Boom and Great Recession," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 265-311, DOI: 10.1086/696054.
• Efraim Benmelech & Nittai K. Bergman, 2018, "Credit Market Freezes," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 493-526, DOI: 10.1086/696065.
• Marsha J. Courchane & Stephen L. Ross, 2018, "Evidence and Actions on Mortgage Market Disparities: Research, Fair lending Enforcement and Consumer Protection," Working papers, University of Connecticut, Department of Economics, number 2018-14, Aug.
• Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2018, "Shock Contagion, Asset Quality and Lending Behavior," Working Papers, National Bank of Ukraine, number 01/2018, Jan.
• Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2018, "Branch Network Structure and Lending Behaviour," Working Papers, National Bank of Ukraine, number 03/2018, Aug.
• Vladimir Asriyan & Luc Laeven & Alberto Martin, 2020, "Collateral booms and information depletion," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1622, Dec, revised Jan 2019.
• Rodrigo Barbone Gonzalez & Dmitry Khametshin & José-Luis Peydró & Andrea Polo, 2018, "Hedger of last resort: Evidence from Brazilian FX interventions, local credit, and global financial cycles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1648, Oct, revised Nov 2022.
• Sebastian Doerr & Stefan Gissler & José-Luis Peydró & Hans-Joachim Voth, 2018, "From finance to fascism," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1651, Mar, revised Nov 2020.
• Rustom M. Irani & Rajkamal Iyer & Ralf R. Meisenzahl & José-Luis Peydró, 2018, "The rise of shadow banking: evidence from capital regulation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1652, Apr, revised Jul 2020.
• Bernardo Morais & José-Luis Peydró & Jessica Roldán-Peña & Claudia Ruiz-Ortega, 2015, "The international bank lending channel of monetary policy rates and QE: Credit supply, reach-for-yield, and real effects," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1656, Mar.
• Italo Pedrosa & Dany Lang, 2018, "Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2018-11, Nov.
• Alessandro Berti, 2018, "The assestments of SME’s creditworthiness in times of crisis," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, volume 11, issue 11, pages 1-54, September, DOI: 10.14276/1971-8357.1756.
• Mikhail V. ERSHOV, 2018, "2018: Economic Recovery in the World and the Russian Federation – For the Long Haul?," Upravlenets, Ural State University of Economics, volume 9, issue 2, pages 6-11, April, DOI: 10.29141/2073-1019-2018-9-2-2.
• Martin Brown & Jan Schmitz & Christian Zehnder, 2018, "Communication, Credit Provision and Loan Repayment: Evidence from a Person-to-Person Lending Experiment," Working Papers on Finance, University of St. Gallen, School of Finance, number 1819, Aug, revised Aug 2020.
• Carlo Bellavite Pellegrini & Laura Pellegrini & Michele Meoli & Giovanni Urga, 2018, "Systemic Risk Determinants In The European Banking Industry During Financial Crises, 2006-2012," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 126, issue 2, pages 109-122.
• Saka Hami & Mehmet Orhan, 2018, "Are Sovereign Ratings by CRAs Consistent?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 95-115.
• Radović Milica & Radukić Snežana & Njegomir Vladimir, 2018, "The Application of the Markowitz’s Model in Efficient Portfolio Forming on the Capital Market in the Republic of Serbia," Economic Themes, Sciendo, volume 56, issue 1, pages 17-34, April, DOI: 10.2478/ethemes-2018-0002.
• Kozińska Magdalena, 2018, "Structure of the Passive Side of a Bank’s Balance Sheet Versus the Pari Passu and No-Creditor-Worse-Off Rules," Financial Sciences. Nauki o Finansach, Sciendo, volume 23, issue 3, pages 84-101, September, DOI: 10.15611/fins.2018.3.07.
• William Chen & Gregory Phelan, 2018, "Dynamic Consequences of Monetary Policy for Financial Stability," Department of Economics Working Papers, Department of Economics, Williams College, number 2018-06, Oct.
• Latika Chaudhary & Anand V. Swamy, 2018, "A Policy of Credit Disruption: The Punjab Land Alienation Act of 1900," Department of Economics Working Papers, Department of Economics, Williams College, number 2018-07, Oct.
• Jie Zhou, 2018, "Household Stock Market Participation During the Great Financial Crisis," Departmental Working Papers, The University of Winnipeg, Department of Economics, number 2018-02, Dec.
• Manuel Bachmann, 2018, "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp255, Jan.
• Manuel Bachmann, 2018, "The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp269, Aug.
• Lars E. O. Svensson, 2018, "Monetary policy and macroprudential policy: Different and separate?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 3, pages 802-827, August, DOI: 10.1111/caje.12345.
• Malik Shukayev & Alexander Ueberfeldt, 2018, "Monetary policy tradeoffs between financial stability and price stability," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 3, pages 901-945, August, DOI: 10.1111/caje.12340.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018, "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 1, pages 329-357, February, DOI: 10.1111/iere.12271.
• Marcelo Fernandes & Cristina M. Scherrer, 2018, "Price discovery in dual‐class shares across multiple markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 1, pages 129-155, January, DOI: 10.1002/fut.21889.
• Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018, "Optimal Dynamic Capital Requirements," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 6, pages 1271-1297, September, DOI: 10.1111/jmcb.12490.
• Douglas D Evanoff & George G Kaufman & A G Malliaris (ed.), 2018, "Innovative Federal Reserve Policies During the Great Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10891, ISBN: ARRAY(0x6db22268).
• Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2018, "Unconventional Monetary Policy in Theory and in Practice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Ellis W. Tallman, 2018, "Monetary Policy with a Large Balance Sheet: Lessons from the Financial History of the United States," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Robin Greenwood & Samuel G. Hanson & Jeremy C. Stein, 2018, "The Federal Reserve’s Balance Sheet as a Financial-Stability Tool," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Eric S. Rosengren, 2018, "Lessons from the U.S. Experience with Quantitative Easing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Gillian Garcia, 2018, "Macroprudential Regulation and Supervision: Different Strokes for Different Folks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Harvey Rosenblum, 2018, "The Costs and Benefits of Shrinking the Fed’s Discount Window," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Edward J. Kane, 2018, "Stretching the Financial Safety Net to its Breaking Point," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• George G. Kaufman & A. G. Malliaris & Richard W. Nelson, 2018, "Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Robert L. Hetzel, 2018, "What Caused the Great Recession in the Eurozone?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Robert A. Eisenbeis, 2018, "The Shadow Financial Regulatory Committee’s Views on Systemic and Payments System Risks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".
• Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018, "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 310-342, DOI: 10.1016/j.jedc.2018.03.015.
• Di Gangi, Domenico & Lillo, Fabrizio & Pirino, Davide, 2018, "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Journal of Economic Dynamics and Control, Elsevier, volume 94, issue C, pages 117-141, DOI: 10.1016/j.jedc.2018.07.001.
• Léon, Florian, 2018, "Convergence of credit structure around the world," Economic Modelling, Elsevier, volume 68, issue C, pages 306-317, DOI: 10.1016/j.econmod.2017.07.021.
• Yıldırım-Karaman, Seçil, 2018, "Uncertainty in financial markets and business cycles," Economic Modelling, Elsevier, volume 68, issue C, pages 329-339, DOI: 10.1016/j.econmod.2017.08.001.
• Mezei, József & Sarlin, Peter, 2018, "RiskRank: Measuring interconnected risk," Economic Modelling, Elsevier, volume 68, issue C, pages 41-50, DOI: 10.1016/j.econmod.2017.04.016.
• Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018, "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, volume 69, issue C, pages 181-192, DOI: 10.1016/j.econmod.2017.09.019.
• Canofari, Paolo & Messori, Marcello, 2018, "Is the survival of the euro area at risk? An economic analysis of exit and contagion possibilities," Economic Modelling, Elsevier, volume 69, issue C, pages 58-66, DOI: 10.1016/j.econmod.2017.09.007.
• Cho, Dooyeon, 2018, "On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes," Economic Modelling, Elsevier, volume 70, issue C, pages 310-319, DOI: 10.1016/j.econmod.2017.11.013.
• D'Avino, Carmela, 2018, "Quantitative easing, global banks and the international bank lending channel," Economic Modelling, Elsevier, volume 71, issue C, pages 234-246, DOI: 10.1016/j.econmod.2017.12.015.
• Wilms, Philip & Swank, Job & de Haan, Jakob, 2018, "Determinants of the real impact of banking crises: A review and new evidence," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 54-70, DOI: 10.1016/j.najef.2017.10.005.
• Zhang, Xun & He, Zongyue & Zhu, Jiali & Li, Jing, 2018, "Quantity of finance and financial crisis: A non-monotonic investigation☆," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 129-139, DOI: 10.1016/j.najef.2017.12.001.
• Wilson, Linus & Wu, Yan Wendy, 2018, "Overpaid CEOs got FDIC debt guarantees," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 101-115, DOI: 10.1016/j.najef.2018.02.004.
• Park, Hyun Woong & Bernardin, Thomas, 2018, "Liquidity, bank runs, and fire sales under local thinking," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 89-102, DOI: 10.1016/j.najef.2018.04.001.
• Papanikolaou, Nikolaos I., 2018, "A dual early warning model of bank distress," Economics Letters, Elsevier, volume 162, issue C, pages 127-130, DOI: 10.1016/j.econlet.2017.10.028.
• Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2018, "Market fragility and the paradox of the recent stock-bond dissonance," Economics Letters, Elsevier, volume 162, issue C, pages 162-166, DOI: 10.1016/j.econlet.2017.11.022.
• Symitsi, Efthymia & Stamolampros, Panagiotis & Daskalakis, George, 2018, "Employees’ online reviews and equity prices," Economics Letters, Elsevier, volume 162, issue C, pages 53-55, DOI: 10.1016/j.econlet.2017.10.027.
• Gkillas, Konstantinos & Katsiampa, Paraskevi, 2018, "An application of extreme value theory to cryptocurrencies," Economics Letters, Elsevier, volume 164, issue C, pages 109-111, DOI: 10.1016/j.econlet.2018.01.020.
• Sever, Can, 2018, "The myth of economic recovery: The case of crises in neighboring countries," Economics Letters, Elsevier, volume 164, issue C, pages 65-69, DOI: 10.1016/j.econlet.2018.01.007.
• Ruenzi, Stefan & Weigert, Florian, 2018, "Momentum and crash sensitivity," Economics Letters, Elsevier, volume 165, issue C, pages 77-81, DOI: 10.1016/j.econlet.2018.01.031.
• Khuntia, Sashikanta & Pattanayak, J.K., 2018, "Adaptive market hypothesis and evolving predictability of bitcoin," Economics Letters, Elsevier, volume 167, issue C, pages 26-28, DOI: 10.1016/j.econlet.2018.03.005.
• Steinkamp, Sven & Westermann, Frank, 2018, "Systemic crisis and growth revisited: Has the global financial crisis marked a new era ?," Economics Letters, Elsevier, volume 170, issue C, pages 50-54, DOI: 10.1016/j.econlet.2018.05.032.
• Rao, Matthew & Raschky, Paul A. & Tombazos, Christis G., 2018, "Political extremism and economic activity," Economics Letters, Elsevier, volume 170, issue C, pages 59-62, DOI: 10.1016/j.econlet.2018.05.027.
• Gkillas, Konstantinos & Longin, François, 2018, "Financial market activity under capital controls: Lessons from extreme events," Economics Letters, Elsevier, volume 171, issue C, pages 10-13, DOI: 10.1016/j.econlet.2018.07.004.
• 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.