Research classified by Journal of Economic Literature (JEL) codes

2017

• Salvatore Perdichizzi, 2017, "The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def059, May.
• Gunes Gokmen & Tommaso Nannicini & Massimiliano Gaetano Onorato & Chris Papageorgiou, 2017, "Policies in Hard Times: Assessing the Impact of Financial Crises on Structural Reforms," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def061, Sep.
• Petit, Nuria & Serrano, Pedro & Lafuente Luengo, Juan Ángel, 2017, "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 24553, May.
• Colvin, Christopher L., 2017, "Banking on a Religious Divide: Accounting for the Success of the Netherlands' Raiffeisen Cooperatives in the Crisis of the 1920s," The Journal of Economic History, Cambridge University Press, volume 77, issue 3, pages 866-919, September.
• Piroska, Dóra, 2017, "Funding Hungary: Exposing Normal and Dysfunctional Crisis Management," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2017/01, Feb.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2017, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2076, Feb.
• Aleksandar NAUMOSKI & Sasho ARSOV & Stevan GABER & Vasilka GABER-NAUMOSKA, 2017, "Diminishing Inter-Linkages of the South East European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 91-108.
• Christian Hecker, 2017, "From “Usury” to “Financial Alchemy:” Martin Luther’s Economic Writings Revisited," Journal of Contextual Economics (JCE) – Schmollers Jahrbuch, Duncker & Humblot, Berlin, volume 137, issue 3, pages 301-329, DOI: 10.3790/jce.137.3.301.
• Dominik Meyland & Dorothea Schäfer, 2017, "Risk Weighting for Government Bonds: Challenge for Italian Banks," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 28/29, pages 283-290.
• Corporate author, 2017, "Capital Requirements for New Government Bond Purchases Only Could Be a Reasonable Strategy: Interview with Dorothea Schäfer," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 28/29, pages 291-291.
• Dorothea Schäfer & Andreas Stephan, 2017, "Innovation and Investment Funding in the Post-Crisis Period: Have Financing Patterns and Financial Constraints of German Firms Changed?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 1, pages 129-142, DOI: 10.3790/vjh.86.1.129.
• Andreas Breitenfellner & Helene Schuberth, 2017, "Europe Needs More than a Capital Markets Union: Focus on the Integration of Euro Area Sovereign Debt Markets," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 9-20, DOI: 10.3790/vjh.86.2.9.
• Hans-Helmut Kotz & Willi Semmler & Ibrahim Tahri, 2017, "Capital Markets Union and Monetary Policy Performance: Comes Financial Market Variety at a Cost?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 41-59, DOI: 10.3790/vjh.86.2.41.
• Paolo D’Imperio & Waltraud Schelkle, 2017, "What Difference Would a Capital Markets Union Make for Risk-Sharing in the EU?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 77-88, DOI: 10.3790/vjh.86.2.77.
• Dominik Meyland & Dorothea Schäfer, 2017, "Risikogewichtung für EU-Staatsanleihen: Herausforderung für italienische Banken," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 28, pages 575-582.
• Dorothea Schäfer & Andreas Stephan & Khanh Trung Hoang, 2017, "The Cost Channel Effect of Monetary Transmission: How Effective Is the ECB’s Low Interest Rate Policy for Increasing Inflation?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1654.
• Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017, "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-21.
• Anne-Marie Rieu-Foucault, 2017, "Point sur la fourniture de liquidié publique," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-27.
• Raphaël Hekimian, 2017, "The French banking sector during the interwar: What lessons can be drawn from the stock market?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-3.
• DIMITRIOU, Georgia & METAXAS, Theodore, 2017, "The Collapse Of Icelandic Banks: Was It Really A Surprise?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 57-70.
• Frutos de Andres, Juan Carlos & Papsdorf, Patrick & Arciero, Luca & Hellqvist, Matti & Heyvaert, Patrick & Kaliontzoglou, Alexandros & König, Ronald & Korpinen, Kasperi & Martin, Clement & Müller, Ale, 2017, "Stress-Testing of liquidity risk in TARGET2," Occasional Paper Series, European Central Bank, number 183, Feb.
• Alvarez, Inmaculada & Casavecchia, Fabio & Luca, Marino De & Duering, Alexander & Eser, Fabian & Helmus, Caspar & Hemous, Christophe & Herrala, Niko & Jakovicka, Julija & Russo, Michelina Lo & Pasqual, 2017, "The use of the Eurosystem’s monetary policy instruments and operational framework since 2012," Occasional Paper Series, European Central Bank, number 188, May.
• Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017, "A new database for financial crises in European countries," Occasional Paper Series, European Central Bank, number 194, Jul.
• Baldo, Luca & Hallinger, Benoît & Helmus, Caspar & Herrala, Niko & Martins, Débora & Mohing, Felix & Petroulakis, Filippos & Resinek, Marc & Vergote, Olivier & Usciati, Benoît & Wang, Yizhou, 2017, "The distribution of excess liquidity in the euro area," Occasional Paper Series, European Central Bank, number 200, Nov.
• Corradin, Stefano, 2017, "Is collateral eligibility priced?," Research Bulletin, European Central Bank, volume 31.
• Leonello, Agnese, 2017, "Government guarantees and the bank-sovereign nexus," Research Bulletin, European Central Bank, volume 35.
• Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017, "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series, European Central Bank, number 2010, Feb.
• Lo Duca, Marco & Adam, Tomáš, 2017, "Modeling euro area bond yields using a time-varying factor model," Working Paper Series, European Central Bank, number 2012, Feb.
• Sarlin, Peter & von Schweinitz, Gregor, 2017, "Optimizing policymakers' loss functions in crisis prediction: before, within or after?," Working Paper Series, European Central Bank, number 2025, Feb.
• Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun, 2017, "Macro stress testing euro area banks' fees and commissions," Working Paper Series, European Central Bank, number 2029, Feb.
• Svensson, Lars E. O., 2017, "How robust is the result that the cost of "leaning against the wind" exceeds the benefit?," Working Paper Series, European Central Bank, number 2031, Feb.
• Neuhann, Daniel, 2017, "Macroeconomic effects of secondary market trading," Working Paper Series, European Central Bank, number 2039, Mar.
• Duprey, Thibaut & Klaus, Benjamin, 2017, "How to predict financial stress? An assessment of Markov switching models," Working Paper Series, European Central Bank, number 2057, May.
• Corradin, Stefano & Maddaloni, Angela, 2017, "The importance of being special: repo markets during the crisis," Working Paper Series, European Central Bank, number 2065, May.
• Leonello, Agnese, 2017, "Government guarantees and the two-way feedback between banking and sovereign debt crises," Working Paper Series, European Central Bank, number 2067, May.
• Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017, "The leverage ratio, risk-taking and bank stability," Working Paper Series, European Central Bank, number 2079, Jun.
• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2017, "Monetary policy and bank profitability in a low interest rate environment," Working Paper Series, European Central Bank, number 2105, Oct.
• Gräb, Johannes & Żochowski, Dawid, 2017, "The international bank lending channel of unconventional monetary policy," Working Paper Series, European Central Bank, number 2109, Nov.
• Schumacher, Malte D. & Żochowski, Dawid, 2017, "The risk premium channel and long-term growth," Working Paper Series, European Central Bank, number 2114, Dec.
• Cornille, David & Rycx, François & Tojerow, Ilan, 2017, "The employment consequences of SMEs’ credit constraints in the wake of the Great Recession," Working Paper Series, European Central Bank, number 2117, Dec.
• Bena, Jan & Dinc, Serdar & Erel, Isil, 2017, "Multinational Firms and the International Transmission of Crises: The Real Economy Channel," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-11, Mar.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Dinc, Serdar, 2017, "The Politics of Foreclosures," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-21, Oct.
• Li, Ye, 2017, "Procyclical Finance: The Money View," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-24, Nov.
• Orlov, Dmitry & Zryumov, Pavel & Skrzypacz, Andrzej, 2017, "Design of Macro-prudential Stress Tests," Research Papers, Stanford University, Graduate School of Business, number 3548, May.
• Bernstein, Shai & Lerner, Josh & Mezzanotti, Filippo, 2017, "Private Equity and Financial Fragility During the Crisis," Research Papers, Stanford University, Graduate School of Business, number 3563, Jul.
• Foarta, Dana, 2017, "The Limits to Partial Banking Unions: A Political Economy Approach," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3189, Nov.
• Krishnamurthy, Arvind & Nagel, Stefan & Vissing-Jorgensen, Annette, 2017, "ECB Policies Involving Government Bond Purchases: Impact and Channels," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3578, Sep.
• Krishnamurthy, Arvind & Muir, Tyler, 2017, "How Credit Cycles across a Financial Crisis," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3579, Aug.
• Anita Hasli & Nurhani Aba Ibrahim & Catherine S. F. Ho, 2017, "The Effect of Financial Crisis and Macroeconomic Factors on Foreign Direct Investment in Developing Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 31-36.
• Andr Tomfort, 2017, "Detecting Asset Price Bubbles: A Multifactor Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 46-55.
• Abdulazeez Y. H. Saif-Alyousf & Asish Saha & Rohani Md-Rus, 2017, "Shareholders' Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 97-105.
• Alexey V. Bataev, 2017, "Evaluation of the Use of Cloud-technologies in Russian Banks During the Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 123-128.
• Dewa Gede Wirama & I Gusti Bagus Wiksuana & Zuraidah Mohd-Sanusi & Soheil Kazemian, 2017, "Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 429-434.
• Phan The Cong & Hoang Khac Lich, 2017, "The Driving Forces of Economic Growth before and after the 2008 Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 575-582.
• Hussin Abdullah & Jauhari Dahalan & Khaw Lee Hwei & Mohammed Umar & Md Mohan Uddin, 2017, "Malaysian Financial Stress Index and Assessing its Impacts on the Economy," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 227-235.
• Andre Yone Haughton & Emma M. Iglesias, 2017, "Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 437-447.
• Abdulazeez Y. H. Saif-Alyousf & Asish Saha & Rohani Md-Rus, 2017, "Profitability of Saudi Commercial Banks: A Comparative Evaluation between Domestic and Foreign Banks using Capital Adequacy, Asset Quality, Management Quality, Earning Ability and Liquidity Parameters," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 477-484.
• Phan The Cong & Nguyen Quang Hiep, 2017, "The Transmission Mechanism of Bilateral Relationship Between Exports and Economic Growth in Vietnam," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 536-543.
• Devina Ivo Mahendra & Nadia Asandimitra Haryono, 2017, "The Determinant of the Possibility of Merger in Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 62-68.
• Aymen Mselmi & Boutheina Regaieg, 2017, "Managers' Entrenchment, Governance and Bank Performance," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 233-246.
• Aymen Mselmi & Boutheina Regaieg, 2017, "Banking Institutions Governance and Stock Market and Financial Performance," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 752-759.
• Mariem Talbi & Adel Boubaker & Saber Sebai, 2017, "Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 387-407.
• Ismail Ben Douissa & Tawfik Azrak, 2017, "Did the Attitude of Banks Towards Corporate Social Responsibility Reporting Change Since the Last Global Financial Crisis? A Comparative Study of Conventional and Islamic Banks in the United Arab Emir," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 468-477.
• Marzieh Khodavandloo & Zukarnain Zakaria & Annuar Md. Nassir, 2017, "Capital Structure and Firm Performance During Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 498-506.
• Ameha Tefera Tessema & Jan Walters Kruger, 2017, "An Improvement on An Interest Rate Commission Agent Banking System Model (AIRCABS Model)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 685-705.
• Sima Siami-Namini, 2017, "China's Economy and the Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 259-265.
• B. Bakhtyar, 2017, "Asian and Global Financial Crises Effect on Malaysia Co2 Emission," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 236-242.
• B. Bakhtyar, 2017, "Universal Financial Crisis and Association of Southeast Asian Nations CO2 Emission," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 137-141.
• Georgios Bampinas & Theodore Panagiotidis, 2017, "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-11, Feb, revised 06 Feb 2017, DOI: 10.23656/25045520/112016/0057.
• Bierey, Martin & Schmidt, Martin, 2017, "Banks' Use of Accounting Discretion and Regulatory Intervention: The Case of European Banks' Impairments on Greek Government Bonds," The International Journal of Accounting, Elsevier, volume 52, issue 2, pages 122-141, DOI: 10.1016/j.intacc.2017.01.002.
• Bandyopadhyay, Satiprasad & Jha, Ranjini & Kennedy, Duane, 2017, "The effect of the US subprime crisis on Canadian banks," Advances in accounting, Elsevier, volume 36, issue C, pages 58-74, DOI: 10.1016/j.adiac.2016.08.005.
• Hyun, Junghwan, 2017, "Trade credit behavior of Korean small and medium sized enterprises during the 1997 financial crisis," Journal of Asian Economics, Elsevier, volume 50, issue C, pages 1-13, DOI: 10.1016/j.asieco.2017.02.005.
• Almudhaf, Fahad, 2017, "Speculative bubbles and irrational exuberance in African stock markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 28-32, DOI: 10.1016/j.jbef.2016.11.002.
• Chiaramonte, Laura & Casu, Barbara, 2017, "Capital and liquidity ratios and financial distress. Evidence from the European banking industry," The British Accounting Review, Elsevier, volume 49, issue 2, pages 138-161, DOI: 10.1016/j.bar.2016.04.001.
• Bongini, Paola & Nieri, Laura & Pelagatti, Matteo & Piccini, Andrea, 2017, "Curbing systemic risk in the insurance sector: A mission impossible?," The British Accounting Review, Elsevier, volume 49, issue 2, pages 256-273, DOI: 10.1016/j.bar.2016.08.002.
• Beuselinck, Christof & Cao, Lihong & Deloof, Marc & Xia, Xinping, 2017, "The value of government ownership during the global financial crisis," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 481-493, DOI: 10.1016/j.jcorpfin.2015.05.002.
• Abdulla, Yomna & Dang, Viet Anh & Khurshed, Arif, 2017, "Stock market listing and the use of trade credit: Evidence from public and private firms," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 391-410, DOI: 10.1016/j.jcorpfin.2017.08.004.
• Gande, Amar & Kalpathy, Swaminathan, 2017, "CEO compensation and risk-taking at financial firms: Evidence from U.S. federal loan assistance," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 131-150, DOI: 10.1016/j.jcorpfin.2017.09.001.
• Bartlett, Robert P. & Rose, Paul & Solomon, Steven Davidoff, 2017, "The small IPO and the investing preferences of mutual funds," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 151-173, DOI: 10.1016/j.jcorpfin.2017.08.008.
• Lambertini, Luisa & Nuguer, Victoria & Uysal, Pinar, 2017, "Mortgage default in an estimated model of the U.S. housing market," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 171-201, DOI: 10.1016/j.jedc.2017.01.007.
• Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017, "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 230-246, DOI: 10.1016/j.jedc.2017.02.004.
• Hommes, Cars & in ’t Veld, Daan, 2017, "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, volume 80, issue C, pages 101-124, DOI: 10.1016/j.jedc.2017.05.006.
• Llacay, Bàrbara & Peffer, Gilbert, 2017, "Impact of value-at-risk models on market stability," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 223-256, DOI: 10.1016/j.jedc.2017.07.002.
• Leduc, Matt V. & Thurner, Stefan, 2017, "Incentivizing resilience in financial networks," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 44-66, DOI: 10.1016/j.jedc.2017.05.010.
• Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2017, "Accounting for debt service: The painful legacy of credit booms," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2017.
• Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017, "The risk-taking channel of monetary policy in the US: Evidence from corporate loan data," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2017.
• Angelini, Giovanni & Bacchiocchi, Emanuele & Caggiano, Giovanni & Fanelli, Luca, 2017, "Uncertainty across volatility regimes," Bank of Finland Research Discussion Papers, Bank of Finland, number 35/2017.
• Buch, Claudia M. & Goldberg, Linda, 2017, "Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network," Discussion Papers, Deutsche Bundesbank, number 02/2017.
• Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2017, "Drivers of systemic risk: Do national and European perspectives differ?," Discussion Papers, Deutsche Bundesbank, number 09/2017.
• Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017, "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers, Deutsche Bundesbank, number 19/2017.
• Mokinski, Frieder, 2017, "A severity function approach to scenario selection," Discussion Papers, Deutsche Bundesbank, number 34/2017.
• Luu, Duc Thi & Lux, Thomas & Yanovski, Boyan, 2017, "Structural correlations in the Italian overnight money market: An analysis based on network configuration models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2017-02.
• Lux, Thomas, 2017, "On the distribution of links in financial networks: Structural heterogeneity and functional form," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2017-05.
• Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2017, "The European sovereign debt crisis: What have we learned?," CFS Working Paper Series, Center for Financial Studies (CFS), number 567.
• Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2017, "The agency of CoCo: Why do banks issue contingent convertible bonds?," CFS Working Paper Series, Center for Financial Studies (CFS), number 586.
• Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2017, "Market fragility and the paradox of the recent stock-bond dissonance," CFS Working Paper Series, Center for Financial Studies (CFS), number 589.
• Stiebale, Joel & Wößner, Nicole, 2017, "M&As, investment and financing constraints," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 257.
• Neyer, Ulrike & Sterzel, André, 2017, "Capital requirements for government bonds: Implications for bank behaviour and financial stability," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 275.
• Anson, Mike & Bhola, David & Kang, Miao & Thomas, Ryland, 2017, "The Bank of England as lender of last resort: New historical evidence from daily transactional data," eabh Papers, The European Association for Banking and Financial History (EABH), number 17-03.
• Jianu, Ionuț & Pîrșcoveanu, Laura-Mădălina & Tudorache, Maria-Daniela, 2017, "The impact of financial risks on economic growth in EU-15," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 0, issue 1 (610), pages 23-44.
• Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2017, "Macroprudential policy, countercyclical bank capital buffers and credit supply: evidence from the spanish dynamic provisioning experiments," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 125, issue 6, pages 2126-2177.
• Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2017, "Do Demand or Supply Factors Drive Bank Credit, in Good and Crisis Times?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 216802.
• Kubitza, Christian & Regele, Fabian, 2017, "Persistence of insurance activities and financial stability," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 30/17.
• Li, Boyao, 2017, "The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2017-2.
• Krug, Sebastian, 2017, "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2017-85.
• Iwata, Kazumasa & Jean, Sébastien & Kastrop, Christian & Loewald, Chris & Véron, Nicolas, 2017, "T20 resilience and inclusive growth," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2017-94.
• Kappler, Marcus & Schleer, Frauke, 2017, "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 11, pages 1-37, DOI: 10.5018/economics-ejournal.ja.2017-.
• Tröger, Tobias, 2017, "Too complex to work: A critical assessment of the bail-in tool under the European bank recovery and resolution regime," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 116.
• Tröger, Tobias, 2017, "Why MREL won't help much," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 117.
• Kämpfe, Martina & Knedlik, Tobias, 2017, "The appropriateness of the macroeconomic imbalance procedure for Central and Eastern European countries," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 16/2017.
• Tonzer, Lena, 2017, "Uncertainty, financial crises, and subjective well-being," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 2/2017.
• Noth, Felix & Ossandon Busch, Matias, 2019, "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2017, revised 2019.
• Eichler, Stefan, 2017, "Politische Determinanten staatlicher Ausfallrisiken," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 23, issue 2, pages 29-32.
• Krause, Thomas & Sondershaus, Talina & Tonzer, Lena, 2017, "Nationale Aufsicht versus Europäische Bankenunion: Unterscheidet sich die Beurteilung der Einflussfaktoren systemischen Risikos von Banken?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 23, issue 3, pages 58-61.
• Voigtländer, Michael, 2017, "Zur Einführung makroprudenzieller Instrumente in der deutschen Immobilienfinanzierung: Stellungnahme zum Gesetzentwurf der Bundesregierung "Entwurf eines Gesetzes zur Ergänzung des Finanzdienstle," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 4/2017.
• Colvin, Christopher L., 2017, "Banking on a religious divide: Accounting for the success of the Netherlands' Raiffeisen cooperatives in the crisis of the 1920s," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2017-03.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017, "Estimation and model-based combination of causality networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 165, DOI: 10.2139/ssrn.2909585.
• Khalifa, Ahmed & Caporin, Massimiliano & Costola, Michele & Hammoudeh, Shawkat, 2017, "Systemic risk for financial institutions of major petroleum-based economies: The role of oil," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 172, revised 2017, DOI: 10.2139/ssrn.2985352.
• Gropp, Reint & Radev, Deyan, 2017, "Social centralization, bank integration and the transmission of lending shocks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 174, DOI: 10.2139/ssrn.3012003.
• Gropp, Reint & Radev, Deyan, 2017, "International banking conglomerates and the transmission of lending shocks across borders," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 175, DOI: 10.2139/ssrn.3012016.
• Tröger, Tobias H., 2017, "Too complex to work: A critical assessment of the bail-in tool under the European bank recovery and resolution regime," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 179, DOI: 10.2139/ssrn.3023184.
• Tröger, Tobias H., 2017, "Why MREL won't help much: Minimum requirements for bail-in capital as insufficient remedy for defunct private sector involvement under the European bank resolution framework," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 180, DOI: 10.2139/ssrn.3023185.
• Driessen, Joost & Nijman, Theo E. & Simon, Zorka, 2017, "The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 183, DOI: 10.2139/ssrn.3042506.
• Wix, Carlo, 2017, "The long-run real effects of banking crises: Firm-level investment dynamics and the role of wage rigidity," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 189, DOI: 10.2139/ssrn.3075810.
• Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017, "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-003.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2017, "Tail event driven networks of SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-004.
• Borke, Lukas, 2017, "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-006.
• Eichler, Stefan & Rövekamp, Ingmar, 2017, "Eurozone exit risk," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 07/17.
• Dilger, Alexander, 2017, "The Euro from a business perspective," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 3/2017.
• Dilger, Alexander, 2017, "Wirtschaftsethische Überlegungen zur Finanz- und Eurokrise," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 5/2017.
• Grosse Steffen, Christoph & Podstawski, Maximilian, 2017, "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168101.
• Kick, Thomas & Koetter, Michael & Storz, Manuela, 2017, "Cross-border transmission of emergency liquidity," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168112.
• Kaposty, Florian & Pfingsten, Andreas & Domikowsky, Christian, 2017, "Market Discipline, Deposit Insurance, and Competitive Advantages: Evidence from the Financial Crisis," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168146.
• Sterzel, André & Neyer, Ulrike, 2017, "Capital Requirements for Government Bonds - Implications for Financial Stability," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168172.
• Giebel, Marek & Kraft, Kornelius, 2017, "External financing constraints and firm's innovative activities during the financial crisis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 17-064.
• Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2017, "The zero risk fallacy? Banks' sovereign exposure and sovereign risk spillovers," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 17-069.
• Fiala, Tomas & Havranek, Tomas, 2017, "The sources of contagion risk in a banking sector with foreign ownership," Economic Modelling, Elsevier, volume 60, issue C, pages 108-121, DOI: 10.1016/j.econmod.2016.08.025.
• Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Ferrer, Roman & Hammoudeh, Shawkat, 2017, "Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach," Economic Modelling, Elsevier, volume 60, issue C, pages 211-230, DOI: 10.1016/j.econmod.2016.09.003.
• Kliber, Agata & Płuciennik, Piotr, 2017, "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, volume 60, issue C, pages 313-323, DOI: 10.1016/j.econmod.2016.09.019.
• Heryán, Tomáš & Tzeremes, Panayiotis G., 2017, "The bank lending channel of monetary policy in EU countries during the global financial crisis," Economic Modelling, Elsevier, volume 67, issue C, pages 10-22, DOI: 10.1016/j.econmod.2016.07.017.
• Liu, Xiaochun, 2017, "Measuring systemic risk with regime switching in tails," Economic Modelling, Elsevier, volume 67, issue C, pages 55-72, DOI: 10.1016/j.econmod.2016.09.015.
• Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017, "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 346-358, DOI: 10.1016/j.najef.2017.08.001.
• Wu, Yang-Che & Huang, Yi-Ting & Lin, Shih-Kuei & Chuang, Ming-Che, 2017, "Fair valuation of mortgage insurance under stochastic default and interest rates," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 433-447, DOI: 10.1016/j.najef.2017.08.003.
• Khan, Habib Hussain & Kutan, Ali M. & Naz, Iram & Qureshi, Fiza, 2017, "Efficiency, growth and market power in the banking industry: New approach to efficient structure hypothesis," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 531-545, DOI: 10.1016/j.najef.2017.08.004.
• Krause, Thomas & Sondershaus, Talina & Tonzer, Lena, 2017, "Complexity and bank risk during the financial crisis," Economics Letters, Elsevier, volume 150, issue C, pages 118-121, DOI: 10.1016/j.econlet.2016.11.026.
• Rioja, Felix & Rios-Avila, Fernando & Valev, Neven, 2017, "Productivity during recessions with banking crises: Inter-Industry evidence," Economics Letters, Elsevier, volume 152, issue C, pages 50-53, DOI: 10.1016/j.econlet.2016.12.028.
• Siddiqi, Hammad, 2017, "Certain and uncertain utility: A new perspective on financial innovation," Economics Letters, Elsevier, volume 158, issue C, pages 7-9, DOI: 10.1016/j.econlet.2017.06.009.
• Garcia-de-Andoain, Carlos & Kremer, Manfred, 2017, "Beyond spreads: Measuring sovereign market stress in the euro area," Economics Letters, Elsevier, volume 159, issue C, pages 153-156, DOI: 10.1016/j.econlet.2017.06.042.
• Bariviera, Aurelio F., 2017, "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, volume 161, issue C, pages 1-4, DOI: 10.1016/j.econlet.2017.09.013.
• Anthony, John & Docherty, Paul & Lee, Doowon & Shamsuddin, Abul, 2017, "Liquidity commonality in the secondary corporate loan market," Economics Letters, Elsevier, volume 161, issue C, pages 10-14, DOI: 10.1016/j.econlet.2017.09.016.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2017, "Using principal component analysis to estimate a high dimensional factor model with high-frequency data," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 384-399, DOI: 10.1016/j.jeconom.2017.08.015.
• Bitar, Mohammad & Madiès, Philippe & Taramasco, Ollivier, 2017, "What makes Islamic banks different? A multivariate approach," Economic Systems, Elsevier, volume 41, issue 2, pages 215-235, DOI: 10.1016/j.ecosys.2016.06.003.
• Occhino, Filippo, 2017, "The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation," European Economic Review, Elsevier, volume 100, issue C, pages 337-363, DOI: 10.1016/j.euroecorev.2017.09.002.
• Trebesch, Christoph & Zabel, Michael, 2017, "The output costs of hard and soft sovereign default," European Economic Review, Elsevier, volume 92, issue C, pages 416-432, DOI: 10.1016/j.euroecorev.2016.10.004.
• Guarin, Alexander & Lozano, Ignacio, 2017, "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, volume 32, issue C, pages 168-189, DOI: 10.1016/j.ememar.2017.06.004.
• Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017, "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.11.002.
• Li, Wei-Xuan & French, Joseph J. & Chen, Clara Chia-Sheng, 2017, "Informed trading in S&P index options? Evidence from the 2008 financial crisis," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 40-65, DOI: 10.1016/j.jempfin.2017.01.001.
• Boudt, Kris & Paulus, Ellen C.S. & Rosenthal, Dale W.R., 2017, "Funding liquidity, market liquidity and TED spread: A two-regime model," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 143-158, DOI: 10.1016/j.jempfin.2017.06.002.
• Chen, Yu-Lun & Tsai, Wei-Che, 2017, "Determinants of price discovery in the VIX futures market," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 59-73, DOI: 10.1016/j.jempfin.2017.05.002.
• IJtsma, Pieter & Spierdijk, Laura, 2017, "Systemic risk with endogenous loss given default," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 145-157, DOI: 10.1016/j.jempfin.2017.09.012.
• Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap, 2017, "The impact of crude oil prices on financial market indicators: copula approach," Energy Economics, Elsevier, volume 61, issue C, pages 162-173, DOI: 10.1016/j.eneco.2016.11.016.
• Osborne, Matthew & Fuertes, Ana-Maria & Milne, Alistair, 2017, "In good times and in bad: Bank capital ratios and lending rates," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 102-112, DOI: 10.1016/j.irfa.2016.02.005.
• Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017, "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 9-26, DOI: 10.1016/j.irfa.2017.04.005.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017, "Assessing the impact of an EU financial transactions tax on asset volatility: An event study," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 12-24, DOI: 10.1016/j.irfa.2017.08.002.
• Aboura, Sofiane & Chevallier, Julien, 2017, "A new weighting-scheme for equity indexes," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 159-175, DOI: 10.1016/j.irfa.2016.11.004.
• Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017, "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 54-62, DOI: 10.1016/j.irfa.2017.09.003.
• Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando, 2017, "Stock market volatility spillovers: Evidence for Latin America," Finance Research Letters, Elsevier, volume 20, issue C, pages 207-216, DOI: 10.1016/j.frl.2016.10.001.
• Liu, Chih-Liang & Yang, Hsin-Feng, 2017, "Systemic risk in carry-trade portfolios," Finance Research Letters, Elsevier, volume 20, issue C, pages 40-46, DOI: 10.1016/j.frl.2016.09.007.
• Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni, 2017, "Money market funds, shadow banking and systemic risk in United Kingdom," Finance Research Letters, Elsevier, volume 21, issue C, pages 163-171, DOI: 10.1016/j.frl.2017.02.002.
• Berlinger, Edina, 2017, "Implicit rating: A potential new method to alert crisis on the interbank lending market," Finance Research Letters, Elsevier, volume 21, issue C, pages 277-283, DOI: 10.1016/j.frl.2016.11.010.
• Kleinow, Jacob & Moreira, Fernando & Strobl, Sascha & Vähämaa, Sami, 2017, "Measuring systemic risk: A comparison of alternative market-based approaches," Finance Research Letters, Elsevier, volume 21, issue C, pages 40-46, DOI: 10.1016/j.frl.2017.01.003.
• Jun, Doobae & Ahn, Changmo & Kim, Gwangil, 2017, "Analysis of the global financial crisis using statistical moments," Finance Research Letters, Elsevier, volume 21, issue C, pages 47-52, DOI: 10.1016/j.frl.2016.11.004.
• Wang, Gang-Jin & Xie, Chi & Lin, Min & Stanley, H. Eugene, 2017, "Stock market contagion during the global financial crisis: A multiscale approach," Finance Research Letters, Elsevier, volume 22, issue C, pages 163-168, DOI: 10.1016/j.frl.2016.12.025.
• Apergis, Nicholas, 2017, "Democracy and market crashes: Evidence from a worldwide panel of countries," Finance Research Letters, Elsevier, volume 22, issue C, pages 244-248, DOI: 10.1016/j.frl.2016.12.014.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, volume 23, issue C, pages 152-164, DOI: 10.1016/j.frl.2017.02.013.
• Bégin, Jean-François & Boudreault, Mathieu & Gauthier, Geneviève, 2017, "Firm-specific credit risk estimation in the presence of regimes and noisy prices," Finance Research Letters, Elsevier, volume 23, issue C, pages 306-313, DOI: 10.1016/j.frl.2017.08.005.
• Adesina, Tola, 2017, "Estimating volatility persistence under a Brexit-vote structural break," Finance Research Letters, Elsevier, volume 23, issue C, pages 65-68, DOI: 10.1016/j.frl.2017.03.004.
• Han, Jianlei & Pan, Zheyao, 2017, "On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 115-131, DOI: 10.1016/j.finmar.2016.12.002.
• Bertay, Ata Can & Gong, Di & Wagner, Wolf, 2017, "Securitization and economic activity: The credit composition channel," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 225-239, DOI: 10.1016/j.jfs.2016.01.010.
• Cummins, J. David & Rubio-Misas, María & Vencappa, Dev, 2017, "Competition, efficiency and soundness in European life insurance markets," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 66-78, DOI: 10.1016/j.jfs.2016.11.007.
• Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017, "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 91-114, DOI: 10.1016/j.jfs.2016.12.004.
• Boubakri, Narjess & Mirzaei, Ali & Samet, Anis, 2017, "National culture and bank performance: Evidence from the recent financial crisis," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 36-56, DOI: 10.1016/j.jfs.2017.02.003.
• Leschinski, Christian & Bertram, Philip, 2017, "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 72-91, DOI: 10.1016/j.jfs.2017.01.007.
• Berger, Allen N. & Bouwman, Christa H.S., 2017, "Bank liquidity creation, monetary policy, and financial crises," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 139-155, DOI: 10.1016/j.jfs.2017.05.001.
• Occhino, Filippo, 2017, "Debt-overhang banking crises: Detecting and preventing systemic risk," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 192-208, DOI: 10.1016/j.jfs.2015.12.008.
• Tanna, Sailesh & Luo, Yun & De Vita, Glauco, 2017, "What is the net effect of financial liberalization on bank productivity? A decomposition analysis of bank total factor productivity growth," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 67-78, DOI: 10.1016/j.jfs.2017.04.003.
• Bitar, Mohammad & Hassan, M. Kabir & Walker, Thomas, 2017, "Political systems and the financial soundness of Islamic banks," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 18-44, DOI: 10.1016/j.jfs.2017.06.002.
• Bertsatos, Georgios & Sakellaris, Plutarchos & Tsionas, Mike G., 2017, "Did the financial crisis affect the market valuation of large systemic U.S. banks?," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 115-123, DOI: 10.1016/j.jfs.2017.09.002.
• Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017, "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 30-56, DOI: 10.1016/j.jfs.2017.07.004.
• Lazzari, Valter & Vena, Luigi & Venegoni, Andrea, 2017, "Stress tests and asset quality reviews of banks: A policy announcement tool," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 86-98, DOI: 10.1016/j.jfs.2017.09.001.
• Milonas, Kristoffer, 2017, "The effect of foreclosure laws on securitization: Evidence from U.S. states," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 1-22, DOI: 10.1016/j.jfs.2017.10.007.
• Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M., 2017, "Not all emerging markets are the same: A classification approach with correlation based networks," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 163-186, DOI: 10.1016/j.jfs.2016.06.009.
• Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017, "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 207-223, DOI: 10.1016/j.jfs.2016.03.001.