Research classified by Journal of Economic Literature (JEL) codes

2016

• V. Grossmann-Wirth & M. Vari, 2016, "Exiting low interest rates in a situation of excess liquidity: the experience of the Fed," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 43, pages 5-14, Autumn.
• Vladimir Asriyan, 2015, "Balance Sheet Recessions with Informational and Trading Frictions," Working Papers, Barcelona School of Economics, number 806, Sep.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & José M. Marín & Ozlem Akin & José-Luis Peydró, 2016, "Anticipating the Financial Crisis: Evidence from Insider Trading in Banks," Working Papers, Barcelona School of Economics, number 906, May.
• Luca Fornaro, 2016, "International Debt Deleveraging," Working Papers, Barcelona School of Economics, number 931, Oct.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Nicholas S. Coleman & Ozlem Akin & José-Luis Peydró & Christian Fons-Rosen, 2016, "Political Connections: Evidence From Insider Trading Around TARP," Working Papers, Barcelona School of Economics, number 935, Oct.
• Charles W Calomiris & Mark A Carlson, 2016, "Interbank networks in the national banking era: their purpose and their role in the panic of 1893," BIS Working Papers, Bank for International Settlements, number 535, Jan.
• Mark A Carlson & Jonathan Rose, 2016, "Can a bank run be stopped? Government guarantees and the run on Continental Illinois," BIS Working Papers, Bank for International Settlements, number 554, Mar.
• Viral Acharya & Hanh Le & Hyun Song Shin, 2016, "Bank capital and dividend externalities," BIS Working Papers, Bank for International Settlements, number 580, Sep.
• Raphael Auer & Steven Ongena, 2016, "The countercyclical capital buffer and the composition of bank lending," BIS Working Papers, Bank for International Settlements, number 593, Dec.
• Brian Begalle & Antoine Martin & James McAndrews & Susan McLaughlin, 2016, "The Risk Of Fire Sales In The Tri-Party Repo Market," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 3, pages 513-530, July.
• Gordon Menzies & Peter Dixon & Maureen Rimmer, 2016, "In Praise of (Some) Red Tape: A New Approach to Regulation," The Economic Record, The Economic Society of Australia, volume 92, issue 299, pages 631-647, December.
• Manuel Buchholz & Lena Tonzer, 2016, "Sovereign Credit Risk Co-Movements in the Eurozone: Simple Interdependence or Contagion?," International Finance, Wiley Blackwell, volume 19, issue 3, pages 246-268, December.
• Filippo Brutti & Philip Sauré, 2016, "Repatriation Of Debt In The Euro Crisis," Journal of the European Economic Association, European Economic Association, volume 14, issue 1, pages 145-174, February.
• Markus Behn & Rainer Haselmann & Paul Wachtel, 2016, "Procyclical Capital Regulation and Lending," Journal of Finance, American Finance Association, volume 71, issue 2, pages 919-956, April.
• Zhiguo He & Asaf Manela, 2016, "Information Acquisition in Rumor‐Based Bank Runs," Journal of Finance, American Finance Association, volume 71, issue 3, pages 1113-1158, June, DOI: 10.1111/jofi.12202.
• GABAN Lucian & BATRANCEA Ioan & MINTEUAN Paul, 2016, "Greek Crisis - Causes, Consequences And Developments," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 1, pages 94-102, June.
• STEFAN Iulia-Oana, 2016, "Study On The Performance Of Romanian Companies Listed On Bucharest Stock Exchange Using A General Diagnosis Model," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 2, pages 107-128, September.
• CIMPOERU Smaranda, 2016, "European Economies Facing The Global Financial Crisis: Are Emerging Economies More Vulnerable Than Advanced Ones?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 2, pages 69-85, September.
• RUSU Valentina Diana & ROMAN Angela, 2016, "The Impact Of Macroeconomic Conditions On Smes Performance In Terms Of Employment," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 142-159, December.
• Artashes Karapetyan, 2016, "The risk-taking channel of monetary policy in Norway," Working Paper, Norges Bank, number 2016/5, Feb.
• Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih, 2016, "Leaning against the wind when credit bites back," Working Paper, Norges Bank, number 2016/9, Jun.
• André K. Anundsen, 2016, "Detecting imbalances in house prices: What goes up must come down?," Working Paper, Norges Bank, number 2016/11, Aug.
• David Bholat & Rosa Lastra & Sheri Markose & Andrea Miglionico & Kallol Sen, 2016, "Non-performing loans: regulatory and accounting treatments of assets," Bank of England working papers, Bank of England, number 594, Apr.
• Antoine Lallour & Hitoshi Mio, 2016, "Do we need a stable funding ratio? Banks’ funding in the global financial crisis," Bank of England working papers, Bank of England, number 602, May.
• Ching-Wai (Jeremy) Chiu & Sinem Hacioglu Hoke, 2016, "Macroeconomic tail events with non-linear Bayesian VARs," Bank of England working papers, Bank of England, number 611, Aug.
• Richard Harris & Evarist Stoja & Linh Nguyen, 2016, "Systematic tail risk," Bank of England working papers, Bank of England, number 637, Dec.
• Ioannis Asimakopoulos & Panagiotis K. Avramidis & Dimitris Malliaropulos & Nickolaos G. Travlos, 2016, "Moral hazard and strategic default: evidence from Greek corporate loans," Working Papers, Bank of Greece, number 211, Jul.
• Hiona Balfoussia & Dimitris Papageorgiou, 2016, "Insights on the Greek economy from the 3D macro model," Working Papers, Bank of Greece, number 218, Dec.
• Mustapha Djennas, 2016, "Business cycle volatility, growth and financial openness: Does Islamic finance make any difference?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 3, pages 121-145, September.
• Chen Shiu-Sheng & Chou Yu-Hsi & Yen Chia-Yi, 2016, "Predicting US recessions with stock market illiquidity," The B.E. Journal of Macroeconomics, De Gruyter, volume 16, issue 1, pages 93-123, January, DOI: 10.1515/bejm-2015-0009.
• Eger Thomas & Schäfer Hans-Bernd, 2016, "Introduction: Eurobonds beyond Crisis Management," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 477-494, November, DOI: 10.1515/rle-2016-0039.
• Schäfer Hans-Bernd & Bigus Jochen, 2016, "Consequences of Different Eurobond Proposals," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 523-553, November, DOI: 10.1515/rle-2016-0042.
• Amtenbrink Fabian & Repasi René & De Haan Jakob, 2016, "Is there Life in the Old Dog Yet? Observations on the Political Economy and Constitutional Viability of Common Debt Issuing in the Euro Area," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 605-633, November, DOI: 10.1515/rle-2016-0045.
• Alina, POP, 2016, "The Instability Of The Modern Economic System," Management Strategies Journal, Constantin Brancoveanu University, volume 31, issue 1, pages 77-82.
• Benjamin M. Friedman, 2016, "Crise financière : conséquences pour la politique monétaire et la pratique monétaire," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 59-78.
• Marco Leppin & Joachim Nagel, 2016, "Les mesures de politique monétaire non conventionnelles et leur impact sur les marchés," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 97-110.
• Jaime Caruana & Ilhyock Shim, 2016, "La politique macroprudentielle : un ouvrage en cours pour les banques centrales," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 111-130.
• Kiyohiko G. Nishimura, 2016, "Trois changements « sismiques » dans l’économie mondiale et leurs enjeux de politique économique," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 131-144.
• Jeffry Frieden, 2016, "Les futurs financiers : de la Grande Modération au ZIRP et au-delà," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 275-284.
• Philippe Trainar, 2016, "La place de l’assurance et de la réassurance dans la recomposition des institutions financières," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 255-278.
• Christian Gianella & Leonardo Puppetto, 2016, "Le financement de l’économie argentine : la période post-crise et les perspectives," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 135-151.
• Juan Carluccio & Julio Ramos-Tallada, 2016, "L’Argentine après le défaut : conditions d’accès aux marchés internationaux de capitaux et choix de politiques économiques « non conventionnelles »," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 153-178.
• João Pinto & Luís Pacheco & Paulo Alves & M. Ricardo Cunha, 2016, "How banks price loans in leveraged buy-outs: an empirical analysis of spreads determinants," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 04, Oct.
• Corbisiero, Giuseppe, 2016, "Bank Lending, Collateral, and Credit Traps in a Monetary Union," Research Technical Papers, Central Bank of Ireland, number 02/RT/16, Mar.
• Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016, "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Research Technical Papers, Central Bank of Ireland, number 03/RT/16, May.
• Danne, Christian & McGuinness, Anne, 2016, "Mortgage modifications and loan performance," Research Technical Papers, Central Bank of Ireland, number 05/RT/16, Jun.
• Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2016, "The ECB, Between Conservatism and Pragmatism," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 1, pages 25-52.
• Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov, 2016, "The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 449.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The sovereign-bank diabolic loop and ESBies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1414, Mar.
• Alessandro Gavazza & Simon Mongey & Giovanni L. Violante, 2016, "Aggregate recruiting intensity," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1449, Oct.
• Carmen M. Reinhart & Vincent Reinhart & Christoph Trebesch, 2016, "Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015," CESifo Working Paper Series, CESifo, number 5737.
• Richard S. Grossman, 2016, "Banking Crises," CESifo Working Paper Series, CESifo, number 5900.
• Christoph Trebesch & Michael Zabel, 2016, "The Output Costs of Hard and Soft Sovereign Default," CESifo Working Paper Series, CESifo, number 6143.
• Beatrice D. Scheubel & Livio Stracca, 2016, "What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set," CESifo Working Paper Series, CESifo, number 6184.
• Peter Friedrich & Janno Reiljan, 2016, "Estonian Economic Policy during Global Financial Crises," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 16, issue 04, pages 37-44, January.
• Ebru Turhan, 2016, "Europe’s Crises, Germany’s Leadership and Turkey’s EU Accession Process," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 02, pages 25-29, August.
• Henning Bohn & Otmar Issing & Frank Westermann, 2016, "The European Monetary System: Deficits and Cures," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 09, pages 18-24, May.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," Discussion Papers, Centre for Macroeconomics (CFM), number 1617, May.
• Albert S. Kyle & Anna Obizhaeva, 2016, "Large Bets and Stock Market Crashes," Working Papers, Center for Economic and Financial Research (CEFIR), number w0227, Jan.
• Carlos Madeira, 2016, "Measuring the Covariance Risk of Consumer Debt Portfolios," Working Papers Central Bank of Chile, Central Bank of Chile, number 793, Nov.
• Maximilian Seyrich & Didier Sornette, 2016, "Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-03, Jan.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-12, Feb.
• Priyank Gandhi & Hanno N. Lustig & Alberto Plazzi, 2016, "Equity is Cheap for Large Financial Institutions: The International Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-22, Mar, revised Jun 2016.
• Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2016, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-24, Mar.
• Priyank Gandhi & Patrick Christian Kiefer & Alberto Plazzi, 2016, "A False Sense of Security: Why U.S. Banks Diversify and Does it Help?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-43, Jul.
• Semyon Malamud & Aytek Malkhozov, 2016, "Market Integration and Global Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-49, Jul.
• Li Lin & Didier Sornette, 2016, "A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-61, Oct.
• Ahmed Ahmed & Diego Ardila & Dorsa Sanadgol & Didier Sornette, 2016, "Comparing Ask and Transaction Prices in the Swiss Housing Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-80, Dec.
• Viral V. Acharya & Diane Pierret & Sascha Steffen, 2018, "Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-35, May.
• Anatoli Segura & Javier Suarez, 2016, "How Excessive is Banks’ Maturity Transformation?," Working Papers, CEMFI, number wp2016_1602, Feb, revised Sep 2016.
• Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016, "Optimal Dynamic Capital Requirements," Working Papers, CEMFI, number wp2016_1614, Dec.
• Stela JAKOVA, 2016, "Stock Market Response To Fiscal Policy Shocks: Evidence From Eu Countries From Central And Eastern Europe," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 161-169, December.
• Carmen Elena COCA & Daniel Daneci PATRAU, 2016, "Management Systems Of A Possible Economic Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 11, pages 269-274, July.
• Neda Popovska-Kamnar & Miso Nikolov & Artan Sulejmani, 2016, "Determinants Of The International Reserves In The Republic Of Macedonia," Journal Articles, Center For Economic Analyses, pages 51-61, December.
• Volha Audzei, 2016, "Confidence Cycles and Liquidity Hoarding," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/07, Oct.
• Kamil Galuscak & Ivan Sutoris, 2016, "Margins of Trade: Czech Firms Before, During and After the Crisis," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/12, Dec.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Darwin Cort√©s & Julieth Santamaria & Juan F. Vargas, 2016, "Economic Shocks and Crime: Evidence from the Crash of Ponzi Schemes," Documentos de Trabajo, Universidad del Rosario, number 14331, Mar.
• Alexander Guar�n-L�pez & Ignacio Lozano-Espitia, 2016, "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia, Banco de la Republica, number 14306, Mar.
• Jimmy Melo, 2016, "Precios de los activos bajo ambiguedad estructural: portafolios cautelosos, prudenciales y conservadores," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 80, pages 91-102, DOI: 10.1016/j.espe.2016.02.003.
• Carlos Daniel Rojas Martínez, 2016, "Inestabilidad financiera en economías en desarrollo: evidencia para el caso colombiano 1990-2013," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14242, Feb.
• Julián Fernández Mejía & Jorge Mario Uribe, 2016, "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 83-103.
• Sergio Martín Fernández, 2016, "La Ley de la tendencia descendente de la tasa de ganancia y su validez explicativa de las crisis económicas. La nueva interpretación temporalista," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, volume 3, issue 1, pages 39-58.
• Adam Elbourne & Fabio Duchi, 2016, "Credit Supply Shocks in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 320, Jan.
• Pfeifer, Johannes, 2016, "Macroeconomic Effects of Financial Shocks: Comment," Dynare Working Papers, CEPREMAP, number 50, Jul.
• Gabriela Przeslawska, 2016, "Rethinking economics in response to current crisis phenomena," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 1, pages 133-146, March, DOI: 10.12775/EiP.2016.008.
• Katarzyna Kubiszewska, 2016, "The assessment of the situation in banking sectors in selected European countries," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 2, pages 193-208, June, DOI: 10.12775/EiP.2016.012.
• Pagano, Marco & Beber, Alessandro & Fabbri, Daniela & Simonelli, Saverio, 2016, "Short-Selling Bans and Bank Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11090, Feb.
• Reinhart, Vincent & Reinhart, Carmen & Trebesch, Christoph, 2016, "Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11096, Feb.
• van Wijnbergen, Sweder & Chan, Stephanie, 2016, "CoCo Design, Risk Shifting and Financial Fragility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11099, Feb.
• Suarez, Javier & Segura, Anatoli, 2016, "How Excessive Is Banks' Maturity Transformation?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11111, Feb.
• Marimon, Ramon, 2016, "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11135, Feb.
• Mitchener, Kris & Richardson, Gary, 2016, "Network Contagion and Interbank Amplification during the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11164, Mar.
• Grossman, Richard, 2016, "Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11268, May.
• Pagano, Marco & Simonelli, Saverio & Altavilla, Carlo, 2016, "Bank Exposures and Sovereign Stress Transmission," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11269, May.
• Peydró, José-Luis & Akin, Ozlem & Marín, José M, 2020, "Anticipating the Financial Crisis: Evidence from Insider Trading in Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11302, Mar.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "Macro, Money and Finance: A Continuous Time Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11329, Jun.
• Orphanides, Athanasios, 2016, "Fiscal Implications of Central Bank Balance Sheet Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11383, Jul.
• Adrian, Tobias & Liang, Nellie, 2016, "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11394, Jul.
• Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2016, "Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11401, Jul.
• Philippon, Thomas & Midrigan, Virgiliu, 2016, "Household Leverage and the Recession," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11407, Jul.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "The I Theory of Money," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11444, Aug.
• Malamud, Semyon & Malkhozov, Aytek, 2016, "Market Integration and Global Crashes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11468, Aug.
• Miller, Marcus & Zhang, Lei & Rastapana, Songklod, 2016, "A comedy of errors: misguided policy, mis-sold mortgages, and more," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11533, Sep.
• Trebesch, Christoph & Zabel, Michael, 2016, "The Output Costs of Hard and Soft Sovereign Default," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11582, Oct.
• Muellbauer, John, 2016, "Macroeconomics and Consumption," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11588, Oct.
• Schmitt-Grohé, Stephanie & Uribe, Martín, 2016, "Is Optimal Capital-Control Policy Countercyclical In Open-Economy Models With Collateral Constraints?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11619, Nov.
• Schmitt-Grohé, Stephanie & Uribe, Martín, 2016, "Multiple Equilibria in Open Economy Models with Collateral Constraints: Overborrowing Revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11623, Nov.
• Faia, Ester & Curatola, Giuliano, 2016, "Divergent Reference-Dependent Risk-Attitudes and Endogenous Collateral Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11678, Dec.
• Claudio Morana, 2016, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 155, Jan.
• Alessandro Spelta, 2016, "A unfi ed view of systemic risk: detecting SIFIs and forecasting the fi nancial cycle via EWSs," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def036, Jan.
• Mariarosa Borroni & Mariacristina Piva & Simone Rossi, 2016, "Determinants of Bank Profitability in the Euro Area: Has Anything Changed?," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dises1619, Nov.
• Cui, W. & Härdle, W.K. & Wang, W., 2016, "Estimation of NAIRU with In ation Expectation Data," Working Papers, Department of Economics, City St George's, University of London, number 16/05.
• Chen, S. & Härdle, W.K. & Wang, W., 2016, "Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach," Working Papers, Department of Economics, City St George's, University of London, number 16/06.
• Zbonakova, L. & Härdle, W.K. & Wang, W., 2016, "Time Varying Quantile Lasso," Working Papers, Department of Economics, City St George's, University of London, number 16/07.
• Pedro V. Piffaut & Damià Rey Miró, 2016, "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 138-147, Septiembr.
• Le Fur, Eric & Ben Ameur, Hachmi & Faye, Benoit, 2016, "Time-Varying Risk Premiums in the Framework of Wine Investment," Journal of Wine Economics, Cambridge University Press, volume 11, issue 3, pages 355-378, December.
• Berlinger, Edina, 2016, "Implicit rating: A potential new method to alert crisis on the interbank lending market," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/04, Jan.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016, "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 3, pages 524-535, September.
• Azar HASANLI, 2016, "A New Era of Monetary Policymaking in the Light of the Post-Crisis Challenges," Turkish Economic Review, EconSciences Journals, volume 3, issue 3, pages 473-494, September.
• Ralph S. MUSGRAVE, 2016, "Forty Defective Criticisms of Full Reserve Banking," Journal of Economics Library, EconSciences Journals, volume 3, issue 3, pages 488-507, September.
• Leroi RAPUTSOANE, 2016, "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 2, pages 203-214, June.
• Severin ZEILBECK, 2016, "An Investment Initiative for Fiscally Constrained EU Member States – The Role of Synergetic Financial Instruments," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 380-408, September.
• Bachar FAKHRY, 2016, "A Regime Switching Explanation of the Reactions of Market Participant during the Crisis," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 434-449, September.
• Leleng KEBALO, 2016, "South African Exchange Rate After 2000s: An Econometric Investigation," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 459-481, September.
• GRZEGORZ MICHALSki, 2016, "Risk Pressure and Inventories Levels. Influence of Risk Sensitivity on Working Capital Level," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 189-196.
• Murad A. BEIN & Gulcay TUNA, 2016, "Comparing Spillover Effects Among Emerging Markets With A Higher (Lower) Share Of Commodity Exports: Evidence From The Two Major Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 265-284.
• Kiesel, F. & Kolaric, S. & Schiereck, D., 2016, "Market integration and efficiency of CDS and equity markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77819, Jul, DOI: 10.1016/j.qref.2016.02.010.
• Габриела Кръстева, 2016, "Оценяване И Прогнозиране На Пазарния Риск На Българските Публични Нефинансови Дружества," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 12, issue 12 Year 2, pages 28-58.
• Cortés, Darwin & Santamaría, Julieth & Vargas, Juan, 2016, "Economic Shocks and Crime: Evidence from the Crash of Ponzi Schemes," Research Department working papers, CAF Development Bank Of Latinamerica, number 843.
• Marco Bargel, 2016, "Risiken der Niedrigzinspolitik für die Finanzstabilität im Euroraum," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 81-94, DOI: 10.3790/vjh.85.1.81.
• Dieter Schumacher, 2016, "The Integration of International Financial Markets: An Attempt to Quantify Contagion in an Input-Output-Type Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1554.
• Christoph Große Steffen & Maximilian Podstawski, 2016, "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1602.
• Raphael Hekimian & David Le Bris, 2016, "US Crashes of 2008 and 1929 How did the French market react? An empirical study," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-21.
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• Molitor, Philippe & Doyle, Nicola & Hermans, Lieven & Weistroffer, Christian, 2016, "Shadow banking in the euro area: risks and vulnerabilities in the investment fund sector," Occasional Paper Series, European Central Bank, number 174, Jun.
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• Vergote, Olivier, 2016, "Credit risk spillover between financials and sovereigns in the euro area during 2007-2015," Working Paper Series, European Central Bank, number 1898, Apr.
• Sarlin, Peter & Holopainen, Markus, 2016, "Toward robust early-warning models: a horse race, ensembles and model uncertainty," Working Paper Series, European Central Bank, number 1900, May.
• Cassola, Nuno & Koulischer, François, 2016, "The collateral channel of open market operations," Working Paper Series, European Central Bank, number 1906, May.
• Vermeulen, Philip, 2016, "Estimating the top tail of the wealth distribution," Working Paper Series, European Central Bank, number 1907, May.
• Salleo, Carmelo & Homar, Timotej & Kick, Heinrich, 2016, "Making sense of the EU wide stress test: a comparison with the SRISK approach," Working Paper Series, European Central Bank, number 1920, Jun.
• Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016, "Pricing sovereign credit risk of an emerging market," Working Paper Series, European Central Bank, number 1924, Jun.
• Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016, "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series, European Central Bank, number 1925, Jun.
• Corradin, Stefano & Rodriguez-Moreno, Maria, 2016, "Violating the law of one price: the role of non-conventional monetary policy," Working Paper Series, European Central Bank, number 1927, Jul.
• Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2016, "The limits of model-based regulation," Working Paper Series, European Central Bank, number 1928, Jul.
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• Peltonen, Tuomas A. & Gross, Marco & Behn, Markus, 2016, "Assessing the costs and benefits of capital-based macroprudential policy," Working Paper Series, European Central Bank, number 1935, Jul.
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• Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016, "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series, European Central Bank, number 1965, Sep.
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• Fahlenbrach, Rudiger & Prilmeier, Robert & Stulz, Rene M., 2016, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-07, Mar.
• Agarwal, Sumit & Ben-David, Itzhak & Yao, Vincent W., 2016, "Systematic Mistakes in the Mortgage Market and Lack of FInancial Sophistication," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-09, Mar.
• Gong, Binlei & Sickles, Robin C., 2016, "Non-structural and Structural Models in Productivity Analysis: Study of the British Isles during the 2007-2009 Financial Crisis," Working Papers, Rice University, Department of Economics, number 16-004, Dec.
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• Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016, "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 354-360.
• Hale Balseven, 2016, "The Political Economy of Financial Regulation Policies Following the Global Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 607-616.
• Han-Ching Huang & Yong-Chern Su & Tze-Yi Lin, 2016, "Market Efficiency of Commercial Bank in Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 756-764.
• Jauhari Dahalan & Hussin Bin Abdullah & Mohammed Umar, 2016, "Measuring Financial Stress Index for Malaysian Economy," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 942-947.
• Idris Ahmed & Idris Ahmed & Norlida Abdul Manab, 2016, "Influence of Enterprise Risk Management Success Factors on Firm Financial and Non-financial Performance: A Proposed Model," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 830-836.
• Badreldin F. Salim & Mohamed H. Mahmoud, 2016, "Islamic Finance: Is it a Time to be Considered as an Alternative during Financial Crisis Times? A Comparative Study in Gulf Cooperation Council," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1123-1131.
• Waeibrorheem Waemustafa & Suriani Sukri, 2016, "Systematic and Unsystematic Risk Determinants of Liquidity Risk Between Islamic and Conventional Banks," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1321-1327.
• Jauhari Dahalan & Mohammed Umar & Hussin Abdullah, 2016, "Fundamentals and the Equilibrium of Real Exchange Rate of an Emerging Economy: Estimating the Exchange Rate Misalignment in Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1665-1676.
• Baur, Dirk G. & McDermott, Thomas K.J., 2016, "Why is gold a safe haven?," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 63-71, DOI: 10.1016/j.jbef.2016.03.002.
• Almamy, Jeehan & Aston, John & Ngwa, Leonard N., 2016, "An evaluation of Altman's Z-score using cash flow ratio to predict corporate failure amid the recent financial crisis: Evidence from the UK," Journal of Corporate Finance, Elsevier, volume 36, issue C, pages 278-285, DOI: 10.1016/j.jcorpfin.2015.12.009.
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• Adhikari, Binay Kumar & Agrawal, Anup, 2016, "Does local religiosity matter for bank risk-taking?," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 272-293, DOI: 10.1016/j.jcorpfin.2016.01.009.
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• Rodica Oana Ionita & Ion Stancu, 2016, "Structura sistemului bancar romanesc în contextul economic și financiar actual," Journal of Financial Studies, Institute of Financial Studies, volume 1, issue 1, pages 51-61, June.
• Abramov Alexander, 2016, "Financial Markets and Financial Institutions in Russia in 2015," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2016-265, revised 2016.
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