Research classified by Journal of Economic Literature (JEL) codes

2016

• van der Veer, Koen J.M. & Hoeberichts, Marco M., 2016, "The level effect of bank lending standards on business lending," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 79-88, DOI: 10.1016/j.jbankfin.2016.01.003.
• Choudhry, Taufiq & Papadimitriou, Fotios I. & Shabi, Sarosh, 2016, "Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 89-101, DOI: 10.1016/j.jbankfin.2016.02.005.
• Bouët, Antoine & Vaubourg, Anne-Gaël, 2016, "Financial constraints and international trade with endogenous mode of competition," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 179-194, DOI: 10.1016/j.jbankfin.2016.03.007.
• Sääskilahti, Jaakko, 2016, "Local bank competition and small business lending after the onset of the financial crisis," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 37-51, DOI: 10.1016/j.jbankfin.2016.04.004.
• Laeven, Luc & Ratnovski, Lev & Tong, Hui, 2016, "Bank size, capital, and systemic risk: Some international evidence," Journal of Banking & Finance, Elsevier, volume 69, issue S1, pages 25-34, DOI: 10.1016/j.jbankfin.2015.06.022.
• Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru, 2016, "Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model," Journal of Banking & Finance, Elsevier, volume 69, issue S1, pages 35-55, DOI: 10.1016/j.jbankfin.2015.09.021.
• Helberg, Stig & Lindset, Snorre, 2016, "Risk protection from risky collateral: Evidence from the euro bond market," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 193-213, DOI: 10.1016/j.jbankfin.2016.06.001.
• Spencer, Peter, 2016, "US bank credit spreads during the financial crisis," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 168-182, DOI: 10.1016/j.jbankfin.2016.04.015.
• Trapp, Rouven & Weiß, Gregor N.F., 2016, "Derivatives usage, securitization, and the crash sensitivity of bank stocks," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 183-205, DOI: 10.1016/j.jbankfin.2016.07.001.
• Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M., 2016, "Financial innovation: The bright and the dark sides," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 28-51, DOI: 10.1016/j.jbankfin.2016.06.012.
• Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2016, "Credit constraints and the international propagation of US financial shocks," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 67-80, DOI: 10.1016/j.jbankfin.2016.07.008.
• Cortés, Darwin & Santamaría, Julieth & Vargas, Juan F., 2016, "Economic shocks and crime: Evidence from the crash of Ponzi schemes," Journal of Economic Behavior & Organization, Elsevier, volume 131, issue PA, pages 263-275, DOI: 10.1016/j.jebo.2016.07.024.
• Sorwar, Ghulam & Pappas, Vasileios & Pereira, John & Nurullah, Mohamed, 2016, "To debt or not to debt: Are Islamic banks less risky than conventional banks?," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 113-126, DOI: 10.1016/j.jebo.2016.10.012.
• Hancock, Diana & Passmore, Wayne, 2016, "Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage?," Journal of Economics and Business, Elsevier, volume 84, issue C, pages 109-130, DOI: 10.1016/j.jeconbus.2016.02.004.
• Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016, "Endogenous information acquisition and countercyclical uncertainty," Journal of Economic Theory, Elsevier, volume 165, issue C, pages 601-642, DOI: 10.1016/j.jet.2016.07.007.
• Baker, Steven D. & Hollifield, Burton & Osambela, Emilio, 2016, "Disagreement, speculation, and aggregate investment," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 210-225, DOI: 10.1016/j.jfineco.2015.08.014.
• Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016, "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 146-168, DOI: 10.1016/j.jfineco.2016.01.005.
• Ho, Po-Hsin & Huang, Chia-Wei & Lin, Chih-Yung & Yen, Ju-Fang, 2016, "CEO overconfidence and financial crisis: Evidence from bank lending and leverage," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 194-209, DOI: 10.1016/j.jfineco.2015.04.007.
• Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016, "Sentiments, financial markets, and macroeconomic fluctuations," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 420-443, DOI: 10.1016/j.jfineco.2016.01.008.
• Acemoglu, Daron & Johnson, Simon & Kermani, Amir & Kwak, James & Mitton, Todd, 2016, "The value of connections in turbulent times: Evidence from the United States," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 368-391, DOI: 10.1016/j.jfineco.2015.10.001.
• Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016, "Securities trading by banks and credit supply: Micro-evidence from the crisis," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 569-594, DOI: 10.1016/j.jfineco.2016.05.005.
• Parlatore, Cecilia, 2016, "Fragility in money market funds: Sponsor support and regulation," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 595-623, DOI: 10.1016/j.jfineco.2016.05.004.
• Joos, Peter & Piotroski, Joseph D. & Srinivasan, Suraj, 2016, "Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 645-663, DOI: 10.1016/j.jfineco.2016.05.003.
• Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016, "Double bank runs and liquidity risk management," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 135-154, DOI: 10.1016/j.jfineco.2015.11.004.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2016, "Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 86-115, DOI: 10.1016/j.jfineco.2016.06.001.
• Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi, 2016, "Who neglects risk? Investor experience and the credit boom," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 248-269, DOI: 10.1016/j.jfineco.2016.08.001.
• Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016, "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, volume 28, issue C, pages 32-47, DOI: 10.1016/j.jfi.2016.01.003.
• Rubia, Antonio & Sanchis-Marco, Lidia & Serrano, Pedro, 2016, "Market frictions and the pricing of sovereign credit default swaps," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 223-252, DOI: 10.1016/j.jimonfin.2015.04.006.
• Lang, Michael & Schmidt, Paul G., 2016, "The early warnings of banking crises: Interaction of broad liquidity and demand deposits," Journal of International Money and Finance, Elsevier, volume 61, issue C, pages 1-29, DOI: 10.1016/j.jimonfin.2015.11.003.
• Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016, "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, volume 63, issue C, pages 137-164, DOI: 10.1016/j.jimonfin.2016.01.003.
• Fabozzi, Frank J. & Giacometti, Rosella & Tsuchida, Naoshi, 2016, "Factor decomposition of the Eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jimonfin.2016.03.003.
• Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory, 2016, "Economic policy uncertainty and risk spillovers in the Eurozone," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 24-45, DOI: 10.1016/j.jimonfin.2016.02.017.
• Cecchetti, Stephen G., 2016, "On the separation of monetary and prudential policy: How much of the precrisis consensus remains?," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 157-169, DOI: 10.1016/j.jimonfin.2015.12.011.
• Aizenman, Joshua & Binici, Mahir, 2016, "Exchange market pressure in OECD and emerging economies: Domestic vs. external factors and capital flows in the old and new normal," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 65-87, DOI: 10.1016/j.jimonfin.2015.12.008.
• Mamatzakis, Emmanuel & Bermpei, Theodora, 2016, "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 239-263, DOI: 10.1016/j.jimonfin.2016.05.005.
• Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016, "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 130-160, DOI: 10.1016/j.jimonfin.2016.07.001.
• Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri, 2016, "The risk of financial crises: Is there a role for income inequality?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 161-180, DOI: 10.1016/j.jimonfin.2016.07.010.
• Fukunaga, Ichiro & Kato, Naoya, 2016, "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, volume 39, issue C, pages 17-34, DOI: 10.1016/j.jjie.2015.11.001.
• Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2016, "The impacts of the 2008 and 2011 crises on the Japan REIT market," Journal of the Japanese and International Economies, Elsevier, volume 41, issue C, pages 30-40, DOI: 10.1016/j.jjie.2016.05.002.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016, "The effectiveness of the ECB's asset purchase programs of 2009 to 2012," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 45-57, DOI: 10.1016/j.jmacro.2015.09.006.
• Duchi, Fabio & Elbourne, Adam, 2016, "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 51-71, DOI: 10.1016/j.jmacro.2016.09.001.
• Paparizos, Panagiotis & Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2016, "On high frequency dynamics between information asymmetry and volatility for securities," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 21-34, DOI: 10.1016/j.jeca.2015.10.001.
• Brunnermeier, M.K. & Sannikov, Y., 2016, "Macro, Money, and Finance," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.06.002.
• Diamond, D.W. & Kashyap, A.K., 2016, "Liquidity Requirements, Liquidity Choice, and Financial Stability," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.03.011.
• Bordo, M.D. & Meissner, C.M., 2016, "Fiscal and Financial Crises," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.001.
• Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016, "The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis," Journal of Monetary Economics, Elsevier, volume 81, issue C, pages 25-43, DOI: 10.1016/j.jmoneco.2016.03.008.
• Chiu, Wan-Chien & Wang, Chih-Wei & Peña, Juan Ignacio, 2016, "Tail risk spillovers and corporate cash holdings," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 30-48, DOI: 10.1016/j.mulfin.2016.07.001.
• Arakelyan, Armen & Serrano, Pedro, 2016, "Liquidity in Credit Default Swap Markets," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 139-157, DOI: 10.1016/j.mulfin.2016.09.001.
• Charfeddine, Lanouar & Benlagha, Noureddine, 2016, "A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 168-189, DOI: 10.1016/j.mulfin.2016.10.003.
• Vortelinos, Dimitrios I., 2016, "Realized correlation analysis of contagion," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 138-148, DOI: 10.1016/j.qref.2015.10.001.
• Geyer, Alois & Hanke, Michael & Weissensteiner, Alex, 2016, "Inflation forecasts extracted from nominal and real yield curves," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 180-188, DOI: 10.1016/j.qref.2015.10.002.
• Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2016, "Market integration and efficiency of CDS and equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 209-229, DOI: 10.1016/j.qref.2016.02.010.
• Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting, 2016, "Systematic risk, government policy intervention, and dynamic contrarian investments," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 334-343, DOI: 10.1016/j.iref.2015.12.006.
• Gombola, Michael J. & Ho, Amy Yueh-Fang & Huang, Chin-Chuan, 2016, "The effect of leverage and liquidity on earnings and capital management: Evidence from U.S. commercial banks," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 35-58, DOI: 10.1016/j.iref.2015.10.030.
• Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 443-456, DOI: 10.1016/j.iref.2016.01.007.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016, "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 509-524, DOI: 10.1016/j.iref.2016.01.012.
• Ben Rejeb, Aymen & Arfaoui, Mongi, 2016, "Financial market interdependencies: A quantile regression analysis of volatility spillover," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 140-157, DOI: 10.1016/j.ribaf.2015.09.022.
• Wild, Joerg, 2016, "Efficiency and risk convergence of Eurozone financial markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 196-211, DOI: 10.1016/j.ribaf.2015.09.015.
• Assaf, Ata, 2016, "MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 222-240, DOI: 10.1016/j.ribaf.2015.09.003.
• Tamakoshi, Go & Hamori, Shigeyuki, 2016, "Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 288-296, DOI: 10.1016/j.ribaf.2015.09.027.
• Samitas, Aristeidis & Polyzos, Stathis, 2016, "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 196-213, DOI: 10.1016/j.ribaf.2015.11.005.
• Yavas, Burhan F. & Dedi, Lidija, 2016, "An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 583-596, DOI: 10.1016/j.ribaf.2016.01.025.
• Balios, Dimitris & Thomadakis, Stavros & Tsipouri, Lena, 2016, "Credit rating model development: An ordered analysis based on accounting data," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 122-136, DOI: 10.1016/j.ribaf.2016.03.011.
• Juneja, Januj A., 2016, "Financial crises and estimation bias in international bond markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 593-607, DOI: 10.1016/j.ribaf.2016.07.010.
• Iwasaki, Ichiro & Maurel, Mathilde & Meunier, Bogdan, 2016, "Firm entry and exit during a crisis period: Evidence from Russian regions," Russian Journal of Economics, Elsevier, volume 2, issue 2, pages 162-191, DOI: 10.1016/j.ruje.2016.06.005.
• Dabrowski, Marek, 2016, "Currency crises in post-Soviet economies — a never ending story?," Russian Journal of Economics, Elsevier, volume 2, issue 3, pages 302-326, DOI: 10.1016/j.ruje.2016.08.002.
• Drobetz, Wolfgang & Haller, Rebekka & Meier, Iwan, 2016, "Cash flow sensitivities during normal and crisis times: Evidence from shipping," Transportation Research Part A: Policy and Practice, Elsevier, volume 90, issue C, pages 26-49, DOI: 10.1016/j.tra.2016.04.015.
• Marcus 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," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1603, revised May 2016.
• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2016, "Short-Selling Bans and Bank Stability," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1604, revised Dec 2017.
• Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2016, "Bank Exposures and Sovereign Stress Transmission," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1613, revised Dec 2016.
• Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "ESBies - Safety in the tranches," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1614, revised Sep 2016.
• Jacob Kleinow & Mario Garcia Molina & Andreas Horsch, 2016, "Systemically important financial institutions in Latin America - A Primer," Brazilian Journal of Political Economy, Center of Political Economy, volume 36, issue 2, pages 410-429.
• Nina Dodig & Eckhard Hein & Daniel Detzer, 2016, "Financialisation and the financial and economic crises: theoretical framework and empirical analysis for 15 countries," Chapters, Edward Elgar Publishing, chapter 1, in: Eckhard Hein & Daniel Detzer & Nina Dodig, "Financialisation and the Financial and Economic Crises".
• Björn Rúnar Guðmundsson, 2016, "Financialisation and financial crisis in Iceland," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 13, issue 3, pages 292-322, December.
• Mathieu Dufour & Özgür Orhangazi, 2016, "Growth and distribution after the 2007–2008 US financial crisis: who shouldered the burden of the crisis?," Review of Keynesian Economics, Edward Elgar Publishing, volume 4, issue 2, pages 151-174, April.
• George Bragues, 2016, "The Political Regime Factor in Austrian Business Cycle Theory: Historically Accounting for the US and Canadian Experiences of the 2007–2009 Financial Crisis," Advances in Austrian Economics, Emerald Group Publishing Limited, "Studies in Austrian Macroeconomics", DOI: 10.1108/S1529-213420160000020007.
• Lin Mi & Karen Benson & Robert Faff, 2016, "Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis," Accounting Research Journal, Emerald Group Publishing Limited, volume 29, issue 1, pages 34-58, May, DOI: 10.1108/ARJ-07-2013-0048.
• Van Le, 2016, "The effect of short-sale restrictions: another perspective," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 12, issue 5, pages 700-714, October, DOI: 10.1108/IJMF-12-2014-0188.
• Sascha Strobl, 2016, "Stand-alone vs systemic risk-taking of financial institutions," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 374-389, August, DOI: 10.1108/JRF-05-2016-0064.
• Viktoria Dalko, 2016, "Perception alignment hypothesis: causality of herding?," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 3, pages 194-204, August, DOI: 10.1108/QRFM-01-2016-0003.
• Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L., 2016, "A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-01, Jan.
• Chen, J. & Kobayashi, M. & McAleer, M.J., 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-16, Feb.
• Zopiatis, A. & Savva, C.S. & Lambertides, N. & McAleer, M.J., 2016, "Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2016-104/III, Nov.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials," CEPS Papers, Centre for European Policy Studies, number 11266, Jan.
• Thomas Conefrey & David Cronin, 2016, "Spillover in Euro Area Sovereign Bond Markets – Corrigendum," The Economic and Social Review, Economic and Social Studies, volume 47, issue 1, pages 105-107.
• P.N. (Raja) Junankar, 2016, "On Measuring Uncertainty: Snakes and Ladders," Working Papers, eSocialSciences, number id:11420, Oct.
• Stephanie Medina Cas & Irena Peresa, 2016, "What Makes a Good "Bad Bank"? The Irish, Spanish and German Experience," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 036, Sep.
• Gaballo, Gaetano; Marimon, Ramon, 2016, "Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies," Economics Working Papers, European University Institute, number ADE2016/01.
• German Forero-Laverde, 2016, "Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2016/339.
• Giovanni Battista Pittaluga, 2016, "Quale tutela del consumatore finanziario," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, volume 2016, issue 1, pages 7-16.
• Tomas Klinger & Petr Teply, 2016, "The Nexus Between Systemic Risk and Sovereign Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 1, pages 50-69, February.
• Petra Buzkova & Milos Kopa, 2016, "On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 6, pages 510-538, December.
• Sandrine Jacob Leal & Mauro Napoletano, 2016, "Market stability vs. Market resilience : Regulatory policies experiments in an agent based model with low-and high -frequency trading," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-12, Apr.
• Elisabetta Montanaro, 2016, "The Process Towards The Centralisation Of The European Financial Supervisory Architecture; The Case Of The Banking Union," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper133, Jan.
• Elisabetta Montanaro, 2016, "Central Banks And Financial Supervision; New Tendencies," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper134, Jan.
• Amaia Altuzarra & Patricia Peinado & Carlos Rodriguez & Felipe Serrano, 2016, "Changes in the relationship between the financial and the real sector and the present financial crisis in the European Union," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper159, Jun.
• Jesus Ferreiro, 2016, "Macroeconomic and financial sector policies to better serve the economy and society," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper165, Jun.
• Michelle L. Barnes, 2016, "Did life insurers benefit from TARP or regulatory forbearance during the financial crisis of 2008–2009?," Working Papers, Federal Reserve Bank of Boston, number 16-24, Oct.
• Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016, "A dynamic network model of the unsecured interbank lending market," Working Papers, Federal Reserve Bank of Boston, number 16-3, Apr.
• O. Emre Ergungor, 2016, "Where the Wild Things Are: Measuring Systemic Risk through Investor Sentiment," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1608, Feb.
• O. Emre Ergungor, 2016, "Sovereign Default in the US," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1609, Apr.
• Rawley Heimer, 2016, "Peer Pressure: Social Interaction and the Disposition Effect," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1618, Jul.
• Thorsten Janus & Daniel Riera-Crichton, 2016, "Banking crises, external crises and gross capital flows," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 273, Jun, DOI: 10.24149/gwp273.
• Galina Hale & Tumer Kapan & Camelia Minoiu, 2016, "Shock Transmission through Cross-Border Bank Lending: Credit and Real Effect," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-1, Feb, DOI: 10.24148/wp2016-01.
• Antonio Doblas-Madrid & Kevin J. Lansing, 2016, "Credit-fuelled bubbles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-2, Mar, DOI: 10.24148/wp2016-02.
• Tarek A. Hassan & Thomas M. Mertens, 2016, "The Social Cost of Near-Rational Investment," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-16, Aug, DOI: 10.24148/wp2016-16.
• Mark A. Carlson & Jonathan D. Rose, 2016, "Can a Bank Run Be Stopped? Government Guarantees and the Run on Continental Illinois," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-3, Feb, DOI: 10.17016/FEDS.2016.003.
• Jonathan D. Rose, 2016, "The Resolution of a Systemically Important Insurance Company during the Great Depression," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-5, Feb, DOI: 10.17016/FEDS.2016.005.
• Wayne Passmore & Shane M. Sherlund, 2016, "FHA, Fannie Mae, Freddie Mac, and the Great Recession," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-031, Apr, DOI: 10.17016/FEDS.2016.031r1.
• Filippo De Marco & Marco Macchiavelli, 2016, "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-060, Jul, DOI: 10.17016/FEDS.2016.060.
• Andrea Ajello & Thomas Laubach & J. David López-Salido & Taisuke Nakata, 2016, "Financial Stability and Optimal Interest-Rate Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-067, Aug, DOI: 10.17016/FEDS.2016.067.
• Emanuele Brancati & Marco Macchiavelli, 2016, "Endogenous Debt Maturity and Rollover Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-074, Sep, DOI: 10.17016/FEDS.2016.074.
• Fang Cai & Song Han & Dan Li & Yi Li, 2016, "Institutional Herding and Its Price Impact : Evidence from the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-091, Oct, DOI: 10.17016/FEDS.2016.091.
• Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016, "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-093, Oct, DOI: 10.17016/FEDS.2016.093.
• Robert Barsky & Theodore Bogusz & Matthew Easton, 2016, "Interest Rates or Haircuts? Prices Versus Quantities in the Market for Collateralized Risky Loans," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-19, Nov.
• Michael Redmond & Willem Van Zandweghe, 2016, "The Lasting Damage from the Financial Crisis to U.S. Productivity," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 39-64.
• Jason Choi & Andrew T. Foerster, 2016, "Consumption Growth Regimes and the Post-Financial Crisis Recovery," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 25-48.
• Andrew W. Lo, 2016, "The Gordon Gekko effect: the role of culture in the financial industry," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 17-42.
• Tobias Adrian & Daniel Stackman & Erik Vogt, 2016, "Global price of risk and stabilization policies," Staff Reports, Federal Reserve Bank of New York, number 786, Aug.
• Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang, 2016, "Intraday market making with overnight inventory costs," Staff Reports, Federal Reserve Bank of New York, number 799, Oct.
• Claudia M. Buch & Linda S. Goldberg, 2016, "Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network," Staff Reports, Federal Reserve Bank of New York, number 801, Nov.
• Kris James Mitchener & Gary Richardson, 2016, "Network Contagion and Interbank Amplification during the Great Depression," Working Paper, Federal Reserve Bank of Richmond, number 16-3, Mar.
• Bruno Sultanum, 2016, "Financial Fragility and Over-the-Counter Markets," Working Paper, Federal Reserve Bank of Richmond, number 16-4, Apr.
• Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini, 2016, "Median Response to Shocks: A Model for VaR Spillovers in East Asia," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_01, Apr.
• Giampiero M. Gallo & Edoardo Otranto, 2016, "Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_02, Apr.
• 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.

2015

• Schmidt, Torsten & Zwick, Lina, 2015, "Uncertainty and episodes of extreme capital flows in the Euro Area," Economic Modelling, Elsevier, volume 48, issue C, pages 343-356, DOI: 10.1016/j.econmod.2014.10.047.
• Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2015, "The impact of financial crises on the risk–return tradeoff and the leverage effect," Economic Modelling, Elsevier, volume 49, issue C, pages 407-418, DOI: 10.1016/j.econmod.2015.03.006.
• Agnello, Luca & Sousa, Ricardo M., 2015, "Can re-regulation of the financial sector strike back public debt?," Economic Modelling, Elsevier, volume 51, issue C, pages 159-171, DOI: 10.1016/j.econmod.2015.07.018.
• Flavin, Thomas J. & Sheenan, Lisa, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 167-186, DOI: 10.1016/j.najef.2015.09.001.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2015, "Time varying price discovery," Economics Letters, Elsevier, volume 126, issue C, pages 18-21, DOI: 10.1016/j.econlet.2014.09.030.
• Diallo, Boubacar, 2015, "Bank competition and crises revisited: New results," Economics Letters, Elsevier, volume 129, issue C, pages 81-86, DOI: 10.1016/j.econlet.2015.02.015.
• Bijlsma, Michiel & Dubovik, Andrei & Straathof, Bas, 2015, "How does financial market structure affect the impact of a banking crisis?," Economics Letters, Elsevier, volume 135, issue C, pages 144-147, DOI: 10.1016/j.econlet.2015.08.019.
• Fielding, David & Rewilak, Johan, 2015, "Credit booms, financial fragility and banking crises," Economics Letters, Elsevier, volume 136, issue C, pages 233-236, DOI: 10.1016/j.econlet.2015.09.041.
• Demidova, Olga & Marelli, Enrico & Signorelli, Marcello, 2015, "Youth labour market performances in the Russian and Italian regions," Economic Systems, Elsevier, volume 39, issue 1, pages 43-58, DOI: 10.1016/j.ecosys.2014.06.003.
• Zigraiova, Diana & Jakubik, Petr, 2015, "Systemic event prediction by an aggregate early warning system: An application to the Czech Republic," Economic Systems, Elsevier, volume 39, issue 4, pages 553-576, DOI: 10.1016/j.ecosys.2015.04.004.
• Ree, Jack Joo K. & Yoon, Kyoungsoo & Park, Hail, 2015, "FX funding risks and exchange rate volatility," Emerging Markets Review, Elsevier, volume 25, issue C, pages 163-175, DOI: 10.1016/j.ememar.2015.08.002.
• Grassi, Stefano & Santucci de Magistris, Paolo, 2015, "It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 62-78, DOI: 10.1016/j.jempfin.2014.11.007.
• Broto, Carmen & Pérez-Quirós, Gabriel, 2015, "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 165-179, DOI: 10.1016/j.jempfin.2015.03.010.
• Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015, "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 19-34, DOI: 10.1016/j.jempfin.2014.11.003.
• Ejsing, Jacob & Grothe, Magdalena & Grothe, Oliver, 2015, "Liquidity and credit premia in the yields of highly-rated sovereign bonds," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 160-173, DOI: 10.1016/j.jempfin.2015.04.001.
• Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek, 2015, "Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 174-189, DOI: 10.1016/j.jempfin.2015.03.018.
• Bergerès, Anne-Sophie & d'Astous, Philippe & Dionne, Georges, 2015, "Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 276-286, DOI: 10.1016/j.jempfin.2015.03.007.
• Breitenfellner, Andreas & Crespo Cuaresma, Jesús & Mayer, Philipp, 2015, "Energy inflation and house price corrections," Energy Economics, Elsevier, volume 48, issue C, pages 109-116, DOI: 10.1016/j.eneco.2014.08.023.
• Tsai, Chun-Li, 2015, "How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?," Energy Economics, Elsevier, volume 50, issue C, pages 47-62, DOI: 10.1016/j.eneco.2015.04.012.
• Wan, Jer-Yuh & Kao, Chung-Wei, 2015, "Interactions between oil and financial markets — Do conditions of financial stress matter?," Energy Economics, Elsevier, volume 52, issue PA, pages 160-175, DOI: 10.1016/j.eneco.2015.10.003.
• Colvin, Christopher L. & de Jong, Abe & Fliers, Philip T., 2015, "Predicting the past: Understanding the causes of bank distress in the Netherlands in the 1920s," Explorations in Economic History, Elsevier, volume 55, issue C, pages 97-121, DOI: 10.1016/j.eeh.2014.09.001.
• Marra, Miriam, 2015, "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 148-167, DOI: 10.1016/j.irfa.2014.11.016.
• Vogel, Harold L. & Werner, Richard A., 2015, "An analytical review of volatility metrics for bubbles and crashes," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 15-28, DOI: 10.1016/j.irfa.2014.11.003.
• Leite, Paulo & Cortez, Maria Céu, 2015, "Performance of European socially responsible funds during market crises: Evidence from France," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 132-141, DOI: 10.1016/j.irfa.2015.05.012.
• Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015, "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 247-256, DOI: 10.1016/j.irfa.2015.03.011.
• Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015, "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 320-328, DOI: 10.1016/j.irfa.2015.01.010.
• Graham, Michael & Peltomäki, Jarkko & Sturludóttir, Hildur, 2015, "Do capital controls affect stock market efficiency? Lessons from Iceland," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 82-88, DOI: 10.1016/j.irfa.2015.05.009.
• Aboura, Sofiane & Chevallier, Julien, 2015, "Cross-market volatility index with Factor-DCC," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 132-140, DOI: 10.1016/j.irfa.2014.06.003.
• Barrell, Ray & Costantini, Mauro & Meco, Iris, 2015, "Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 316-323, DOI: 10.1016/j.irfa.2015.08.007.
• Alemany, Aida & Ballester, Laura & González-Urteaga, Ana, 2015, "Volatility spillovers in the European bank CDS market," Finance Research Letters, Elsevier, volume 13, issue C, pages 137-147, DOI: 10.1016/j.frl.2015.02.003.
• Wu, Shue-Jen & Lee, Wei-Ming, 2015, "Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators," Finance Research Letters, Elsevier, volume 13, issue C, pages 196-204, DOI: 10.1016/j.frl.2015.01.003.
• Peltomäki, Jarkko & Vähämaa, Emilia, 2015, "Investor attention to the Eurozone crisis and herding effects in national bank stock indexes," Finance Research Letters, Elsevier, volume 14, issue C, pages 111-116, DOI: 10.1016/j.frl.2015.05.009.
• Cimini, Riccardo, 2015, "Eurozone network “Connectedness” after fiscal year 2008," Finance Research Letters, Elsevier, volume 14, issue C, pages 160-166, DOI: 10.1016/j.frl.2015.05.003.
• Bryce, Cormac & Dadoukis, Aristeidis & Hall, Maximilian & Nguyen, Linh & Simper, Richard, 2015, "An analysis of loan loss provisioning behaviour in Vietnamese banking," Finance Research Letters, Elsevier, volume 14, issue C, pages 69-75, DOI: 10.1016/j.frl.2015.05.014.
• Corbet, Shaen & Dowling, Michael & Cummins, Mark, 2015, "Analyst recommendations and volatility in a rising, falling, and crisis equity market," Finance Research Letters, Elsevier, volume 15, issue C, pages 187-194, DOI: 10.1016/j.frl.2015.09.009.
• Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio, 2015, "Granger causality and systemic risk," Finance Research Letters, Elsevier, volume 15, issue C, pages 49-58, DOI: 10.1016/j.frl.2015.08.003.
• Mayordomo, Sergio & Abascal, María & Alonso, Tatiana & Rodriguez-Moreno, Maria, 2015, "Fragmentation in the European interbank market: Measures, determinants, and policy solutions," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 1-12, DOI: 10.1016/j.jfs.2014.11.001.
• Delis, Manthos D. & Karavias, Yiannis, 2015, "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 13-30, DOI: 10.1016/j.jfs.2014.11.004.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015, "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 164-172, DOI: 10.1016/j.jfs.2014.07.003.
• Gómez, Fabiana, 2015, "Failed bank takeovers and financial stability," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 45-58, DOI: 10.1016/j.jfs.2014.11.003.
• Allen, Jason & Paligorova, Teodora, 2015, "Bank loans for private and public firms in a liquidity crunch," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 106-116, DOI: 10.1016/j.jfs.2015.03.004.
• Mühlnickel, Janina & Weiß, Gregor N.F., 2015, "Consolidation and systemic risk in the international insurance industry," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 187-202, DOI: 10.1016/j.jfs.2015.04.005.
• Berrospide, Jose M. & Herrerias, Renata, 2015, "Finance companies in Mexico: Unexpected victims of the global liquidity crunch," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 33-54, DOI: 10.1016/j.jfs.2015.02.004.
• Lawless, Martina & O’Connell, Brian & O’Toole, Conor, 2015, "SME recovery following a financial crisis: Does debt overhang matter?," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 45-59, DOI: 10.1016/j.jfs.2015.05.002.
• Shimizu, Katsutoshi, 2015, "Adjusting denominators of capital ratios: Evidence from Japanese banks," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 60-68, DOI: 10.1016/j.jfs.2015.05.005.
• Bennett, Rosalind L. & Hwa, Vivian & Kwast, Myron L., 2015, "Market discipline by bank creditors during the 2008–2010 crisis," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 51-69, DOI: 10.1016/j.jfs.2015.06.003.
• Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015, "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 70-81, DOI: 10.1016/j.jfs.2015.08.001.
• Kadilli, Anjeza, 2015, "Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 26-45, DOI: 10.1016/j.jfs.2015.09.004.
• Hippler, William J. & Hassan, M. Kabir, 2015, "The impact of macroeconomic and financial stress on the U.S. financial sector," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 61-80, DOI: 10.1016/j.jfs.2015.09.008.
• Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015, "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, volume 28, issue C, pages 111-131, DOI: 10.1016/j.gfj.2015.02.002.
• Fornaro, Luca, 2015, "Financial crises and exchange rate policy," Journal of International Economics, Elsevier, volume 95, issue 2, pages 202-215, DOI: 10.1016/j.jinteco.2014.11.009.
• Muûls, Mirabelle, 2015, "Exporters, importers and credit constraints," Journal of International Economics, Elsevier, volume 95, issue 2, pages 333-343, DOI: 10.1016/j.jinteco.2014.12.003.
• Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2015, "Betting the house," Journal of International Economics, Elsevier, volume 96, issue S1, pages 2-18, DOI: 10.1016/j.jinteco.2014.12.011.
• Caballero, Julian, 2015, "Banking crises and financial integration: Insights from networks science," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 127-146, DOI: 10.1016/j.intfin.2014.11.005.
• Bessler, Wolfgang & Kurmann, Philipp & Nohel, Tom, 2015, "Time-varying systematic and idiosyncratic risk exposures of US bank holding companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 45-68, DOI: 10.1016/j.intfin.2014.11.009.
• Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015, "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 99-113, DOI: 10.1016/j.intfin.2015.02.007.
• Aboura, Sofiane & Chevallier, Julien, 2015, "A cross-volatility index for hedging the country risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 25-41, DOI: 10.1016/j.intfin.2015.05.008.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2015, "Creditor moral hazard during the EMU debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 122-135, DOI: 10.1016/j.intfin.2015.07.001.
• Chiang, Thomas C. & Li, Huimin & Zheng, Dazhi, 2015, "The intertemporal risk-return relationship: Evidence from international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 156-180, DOI: 10.1016/j.intfin.2015.06.003.