Research classified by Journal of Economic Literature (JEL) codes

2016

• Dieter Smeets, 2016, "Financial Contagion During the European Sovereign Debt Crisis," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 2, pages 46-59, April.
• Talla M Aldeehani, 2016, "Has the risk index of Islamic banks and conventional banks in GCC countries changed in response to the 2008 economic crisis?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 4, pages 20-33, August.
• Claire Océane Chevallier & Sarah El Joueidi, 2016, "Regulation and Rational Banking Bubbles in Infinite Horizon," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 16-15.
• Ornella Tarola & Giulia Ceccantoni & Skerdilajda Zanaj, 2016, "Green consumption and relative preferences in an international oligopoly," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 16-16.
• Homburg Stefan, 2016, "Pure Theory of the Federal Funds Rate," Review of Economics, De Gruyter, volume 67, issue 3, pages 285-296, December, DOI: 10.1515/roe-2017-0002.
• Markus Engler & Vahidin Jeleskovic, 2016, "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201648.
• Anastasios Demertzidis & Vahidin Jeleskovic, 2016, "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201649.
• Thomas Flavin & David Cronin & Lisa Sheenan, 2016, "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n267-16.pdf.
• Thomas Flavin & Dolores Lagoa-Varela, 2016, "Are Banking Shocks Contagious? Evidence from the Eurozone," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n268-16.pdf.
• Janati, Abolfazl & Arbabian, Shirin & Khojasteh, Zeinab, 2016, "The Impact of Macroeconomic Determinants on Banking Stability and Risk," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 29, pages 487-511, October.
• Lucie Chytilová, 2016, "Measuring the Development of Efficiency and Productivity of Banks in the Visegrad Group: An Application of Hicks-Moorsteen Total Factor Productivity index," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 2, issue 1, pages 53-63, DOI: 10.11118/ejobsat.v2i1.29.
• Veronika Kajurova & Jana Hvozdenska, 2016, "Linkages between CDS, bond and stock markets: Evidence from Europe," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2016-63, Dec.
• Christophe Destais, 2016, "Central Bank Currency Swaps and the International Monetary System," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 10, pages 2253-2266, October, DOI: 10.1080/1540496X.2016.1185710.
• Donghyun Park & Kwanho Shin, 2016, "Financial Integration in Asset and Liability Holdings in East Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 539-556, March, DOI: 10.1080/1540496X.2015.1103134.
• Minsoo Lee & Ruben Carlo Asuncion & Jungsuk Kim, 2016, "Effectiveness of Macroprudential Policies in Developing Asia: An Empirical Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 4, pages 923-937, April, DOI: 10.1080/1540496X.2015.1103137.
• Robert Dekle & Madhavi Pundit, 2016, "The Recent Convergence of Financial Development in Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 5, pages 1106-1120, May, DOI: 10.1080/1540496X.2015.1103142.
• Ji Wu & Hosung Lim & Bang Nam Jeon, 2016, "The Impact of Foreign Banks on Monetary Policy Transmission During the Global Financial Crisis of 2008–2009: Evidence from Korea," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 7, pages 1574-1586, July, DOI: 10.1080/1540496X.2016.1152796.
• Soumya Datta, 2016, "Macrodynamics of debt-financed investment-led growth with interest rate rules," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 39, issue 4, pages 593-624, October, DOI: 10.1080/01603477.2016.1155416.
• Dilem Yıldırım & Ethem Erdem Orman, 2016, "The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1601, Jan, revised Jan 2016.
• Hasan Cömert & Oktar Türel, 2016, "Finansal Küreselleşme Sürecinde Türkiye’de Para Politikalarının Evrimi, 1980-2014," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1613, Nov, revised Nov 2016.
• Krisztina Földényi Láhm & András Kómár & Antal Stréda & Róbert Szegedi, 2016, "Bank resolution as a new MNB function – resolution of MKB Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 3, pages 5-26.
• Jumpei Miwa, 2016, "Implications on the Systemic Relevance in the Japanese Insurance Industry," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 12, issue 2, pages 199-238, March.
• Ryozo Himino, 2016, "Japanese responses to asset price bubbles: comparison with the U.S," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 12, issue 2, pages 253-290, March.
• Pierre-Charles Pradier & Arnaud Chneiweiss, 2016, "The evolution of insurance regulation in the EU since 2005," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16060, Sep, DOI: 10.1007/978-3-319-44287-7_9.
• Pierre-Charles Pradier & Hamza El Khalloufi, 2016, "The Impact of regulatory capital regulation on balance sheet structure, intermediation cost and growth," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16061, Sep, DOI: 10.1007/978-3-319-44287-7_15.
• Dominique Guegan & Bertrand K. Hassani, 2016, "Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16066, Oct.
• Antonio Heras Martínez & David Teira & Pierre-Charles Pradier, 2016, "What was fair in actuarial fairness?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16073, Oct, DOI: 10.1177/0952695119856292.
• Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2016, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/16.
• Jef Boeckx & Maite de Sola Perea & Gert Peersman, 2016, "The transmission mechanism of credit support policies in the Euro Area," Working Paper Research, National Bank of Belgium, number 302, Oct.
• Olivier De Jonghey & Hans Dewachter & Steven Ongenax, 2016, "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Working Paper Research, National Bank of Belgium, number 303, Oct.
• Hans Dewachter & Leonardo Iania & Jean-Charles Wijnandts, 2016, "The response of euro area sovereign spreads to the ECB unconventional monetary policies," Working Paper Research, National Bank of Belgium, number 309, Oct.
• Anna Sznajderska, 2016, "Wpływ sposobu zarządzania płynnością, premii za ryzyko i oczekiwań na stopy rynku międzybankowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 1, pages 61-90.
• Aleksandra Masłowska-Jokinen & Anna Matysek-Jędrych, 2016, "“One size does not fit all” – institutional determinantsof financial safety net effectiveness," NBP Working Papers, Narodowy Bank Polski, number 240.
• Robert J. Barro & Tao Jin, 2016, "Rare Events and Long-Run Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 21871, Jan.
• Lars E.O. Svensson, 2016, "Cost-Benefit Analysis of Leaning Against the Wind," NBER Working Papers, National Bureau of Economic Research, Inc, number 21902, Jan.
• Zhiguo He & Konstantin Milbradt, 2016, "Dynamic Debt Maturity," NBER Working Papers, National Bureau of Economic Research, Inc, number 21919, Jan.
• Zhiguo He & Bryan Kelly & Asaf Manela, 2016, "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 21920, Jan.
• Carmen M. Reinhart & Vincent Reinhart & Christoph Trebesch, 2016, "Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015," NBER Working Papers, National Bureau of Economic Research, Inc, number 21958, Feb.
• Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," NBER Working Papers, National Bureau of Economic Research, Inc, number 21993, Feb.
• Gaetano Gaballo & Ramon Marimon, 2016, "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 22006, Feb.
• Gary Gorton & Guillermo Ordoñez, 2016, "Good Booms, Bad Booms," NBER Working Papers, National Bureau of Economic Research, Inc, number 22008, Feb.
• Douglas W. Diamond & Anil K. Kashyap, 2016, "Liquidity Requirements, Liquidity Choice and Financial Stability," NBER Working Papers, National Bureau of Economic Research, Inc, number 22053, Mar.
• Michael D. Bordo & Christopher M. Meissner, 2016, "Fiscal and Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 22059, Mar.
• Kris James Mitchener & Gary Richardson, 2016, "Network Contagion and Interbank Amplification during the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 22074, Mar.
• Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2016, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22089, Mar.
• Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2016, "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," NBER Working Papers, National Bureau of Economic Research, Inc, number 22148, Apr.
• Ross Levine & Chen Lin & Wensi Xie, 2016, "Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit," NBER Working Papers, National Bureau of Economic Research, Inc, number 22153, Apr.
• Jeffrey Hoopes & Patrick Langetieg & Stefan Nagel & Daniel Reck & Joel Slemrod & Bryan Stuart, 2016, "Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock," NBER Working Papers, National Bureau of Economic Research, Inc, number 22209, Apr.
• Saki Bigio & Jennifer La’O, 2016, "Distortions in Production Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22212, Apr.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi & John Sedunov, 2016, "The Granular Nature of Large Institutional Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 22247, May.
• Stephanie Schmitt-Grohé & Martín Uribe, 2016, "Multiple Equilibria in Open Economy Models with Collateral Constraints: Overborrowing Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 22264, May.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2016, "Diagnostic Expectations and Credit Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 22266, May.
• Marco Di Maggio & Amir Kermani & Zhaogang Song, 2016, "The Value of Trading Relationships in Turbulent Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 22332, Jun.
• Yusuf Soner Baskaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Yue, 2016, "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake," NBER Working Papers, National Bureau of Economic Research, Inc, number 22335, Jun.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "Macro, Money and Finance: A Continuous Time Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 22343, Jun.
• Pablo D'Erasmo & Enrique G. Mendoza, 2016, "Optimal Domestic (and External) Sovereign Default," NBER Working Papers, National Bureau of Economic Research, Inc, number 22509, Aug.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "The I Theory of Money," NBER Working Papers, National Bureau of Economic Research, Inc, number 22533, Aug.
• Gary Gorton & Tyler Muir, 2016, "Mobile Collateral versus Immobile Collateral," NBER Working Papers, National Bureau of Economic Research, Inc, number 22619, Sep.
• Marco Di Maggio & Amir Kermani & Christopher Palmer, 2016, "How Quantitative Easing Works: Evidence on the Refinancing Channel," NBER Working Papers, National Bureau of Economic Research, Inc, number 22638, Sep.
• Antonio Falato & David Scharfstein, 2016, "The Stock Market and Bank Risk-Taking," NBER Working Papers, National Bureau of Economic Research, Inc, number 22689, Sep.
• Matthew Baron & Wei Xiong, 2016, "Credit Expansion and Neglected Crash Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 22695, Sep.
• Gary Gorton & Guillermo Ordoñez, 2016, "Fighting Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 22787, Oct.
• Joseph E. Stiglitz, 2016, "The Theory of Credit and Macro-economic Stability," NBER Working Papers, National Bureau of Economic Research, Inc, number 22837, Nov.
• Enrique G. Mendoza, 2016, "Macroprudential Policy: Promise and Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 22868, Nov.
• Claudia M. Buch & Linda Goldberg, 2016, "Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network," NBER Working Papers, National Bureau of Economic Research, Inc, number 22874, Dec.
• Jon Cohen & Kinda Cheryl Hachem & Gary Richardson, 2016, "Relationship Lending and the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 22891, Dec.
• Gurvich, E., 2016, "Evolution of Russian Macroeconomic Policy in Three Crises," Journal of the New Economic Association, New Economic Association, volume 29, issue 1, pages 174-181.
• Viktor Dinev, 2016, "Bulgarian Exports In The Context Of Euro Area Debt Crisis," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 4, issue 2, pages 268-286.
• Viktor Mihaylov Dinev, 2016, "The Application Of Bulgaria For The Euro Area In The Context Of The Debt Crisis," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 12, issue 2, pages 142-154.
• Sergiu GARSTEA & Iulita BIRCA & Alexandru GRIBINCEA, 2016, "World Economy Post-Crysis Development," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 36-42.
• Gheorghe RUSU & Tudor ROBU & Mihai BUMBU, 2016, "Pseudo-Scientific Economic Policies Of Moldova Association To The Eu: Methodology, Problems, Solutions," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 27-35.
• Ivan LUCHIAN & George BALAN, 2016, "Financial Mechanisms Of Financial Crises," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 82-87.
• Petre Prisecaru, 2016, "EMU after the Crisis: Key Challenges," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 4, issue 2, pages 17-24, November.
• Tsvetelina Marinova, 2016, "Comparative Study on Monetary and Fiscal Policy in the Eurozone and Bulgaria," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 367-378, September.
• Jill Cetina & Mark Paddrik & Sriram Rajan, 2016, "Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-01, Mar.
• Mark Paddrik & Sriram Rajan & H. Peyton Young, 2016, "Contagion in the CDS Market," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-12, Dec.
• Mark Paddrik & Haelim Park & Jessie Jiaxu Wang, 2016, "Bank Networks and Systemic Risk: Evidence from the National Banking Acts," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-13, Dec.
• Gernot Ebner & Eleonora Endlich & Andreas Greiner & Manuel Gruber & Günther Hobl & Stefan Kavan & Martin Ohms & Vanessa Redak & Alexandra Schober-Rhomberg & Paul Stockert & Daniela Widhalm & Tina Witt, 2016, "The profitability of Austrian banking subsidiaries in CESEE: driving forces, current challenges and opportunities," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 32, pages 64-79.
• Clemens Jobst & Kilian Rieder, 2016, "Principles, circumstances and constraints: the Nationalbank as lender of last resort from 1816 to 1931," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 140-162.
• Tomáš Heryán & Panayiotis G. Tzeremes & Roman Matousek, 2016, "European lending channel: differences in transmission mechanisms due to the global financial crisis," Working Papers, Silesian University, School of Business Administration, number 0027, Jan.
• Iulia-Oana Stefan, 2016, "The Added Value Created By Companies Listed On Bucharest Stock Exchange: Trends And Perspectives," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 639-650, July.
• Trenca Ioan & Zapodeanu Daniela & Cociuba Mihail Ioan, 2016, "The Relation Between Profitability, Capital Requirements And The Structure Of Assets-Liabilities In Banks," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 383-392, December.
• Trenca Ioan & Bozga Daniela & Cociuba Mihail Ioan & Zapodeanu Daniela, 2016, "The Necessity Of An Uniform Regulation For The Management Of Banking Risk At The European Level," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 393-401, December.
• Filip Bogdan Florin, 2016, "Determinants Of Economic Growth In Eu 28 Countries Before, During And After The Recent Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 76-86, December.
• Radu Alin Morutan & Daniel Badulescu, 2016, "State-Owned, Acquisition Or Greenfield Banks In The New Eu Member States. A Post-Crisis Analysis," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 62-71, September.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2016, "Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 357, May.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 31, issue 85, pages 107-152.
• Sara Bertin & Steve Ohana & Vanessa Strauss-Kahn, 2016, "Revisiting the Link Between Political and Financial Crises in Africa," Journal of African Economies, Centre for the Study of African Economies, volume 25, issue 3, pages 323-366.
• 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.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2016, "Volatility Jumps and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 1, pages 29-80.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 221-260.
• Viral Acharya & Marco Pagano & Paolo Volpin, 2016, "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 10, pages 2565-2599.
• Zhiguo He & Konstantin Milbradt, 2016, "Dynamic Debt Maturity," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 10, pages 2677-2736.
• Federico Cingano & Francesco Manaresi & Enrico Sette, 2016, "Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 10, pages 2737-2773.
• Nicole Branger & Holger Kraft & Christoph Meinerding, 2016, "The Dynamics of Crises and the Equity Premium," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 1, pages 232-270.
• Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016, "The Euro Interbank Repo Market," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 7, pages 1747-1779.
• Nicole M. Boyson & Rüdiger Fahlenbrach & René M. Stulz, 2016, "Why Don't All Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust-Preferred Securities," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 7, pages 1821-1859.
• Costicã Vlad, 2016, "Managing a "N" Securities Portfolio," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 628-633, July.
• Lucian BelaÈ™cu & Camelia Budac, 2016, "Considerations on the Impact of the Global Financial Crisis on Economies from Eastern Europe," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 415-420, February.
• John Muellbauer, 2016, "Macroeconomics and Consumption," Economics Series Working Papers, University of Oxford, Department of Economics, number Paper-811, Nov.
• Martin Guzman & Peter Howitt, 2016, "Learning, Expectations, and the Financial Instability Hypothesis," International Economic Association Series, Palgrave Macmillan, chapter 6, in: Joseph E. Stiglitz & Martin Guzman, "Contemporary Issues in Macroeconomics", DOI: 10.1057/9781137529589_7.
• Paolo Giudici & Peter Sarlin & Alessandro Spelta, 2016, "The multivariate nature of systemic risk: direct and common exposures," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 118, Mar.
• Tomas Heryan & Jan Ziegelbauer, 2016, "Volatility Of Yields Of Government Bonds Among Giips Countries During The Sovereign Debt Crisis In The Euro Area," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 1, pages 61-74, March, DOI: 10.12775/EQUIL.2016.003.
• Katarzyna Glinka, 2016, "Adaptations Within The Financial Market In China After Global Financial Crisis," Oeconomia Copernicana, Institute of Economic Research, volume 7, issue 4, pages 565-591, December, DOI: 10.12775/OeC.2016.032.
• Ana Preda & Gheorghe Matei & Lorand Bogdanffy, 2016, "The Prognosis of the Main Indicators for Sizing the Global Insurance Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 16, issue 2, pages 101-108.
• Ana Preda & Mirela Monea & Lorand Bogdanffy, 2016, "Simulation Insured Results by Purchasing a Life Insurance," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 16, issue 2, pages 109-116.
• Ewa Karwowski & Engelbert Stockhammer, 2016, "Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1616, Aug.
• Engelbert Stockhammer & Collin Constantine & Severin Reissl, 2016, "Explaining the Euro crisis: Current account imbalances, credit booms and economic policy in different economic paradigms," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1617, Nov.
• Gergely Horváth & Hubert János Kiss, 2016, "Correlated Observations, the Law of Small Numbers and Bank Runs," PLOS ONE, Public Library of Science, volume 11, issue 4, pages 1-29, April, DOI: 10.1371/journal.pone.0147268.
• Luísa Andreia Serra Costa & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão, 2016, "The impact of financial crisis on earnings management: evidence from EU-25," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 578, Oct.
• Rafael Garcia & António Cerqueira & Elísio Brandão, 2016, "Determinants of capital structure of firms: an analysis on the Euro Zone and the U.K," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 584, Nov.
• Nakashima, Kiyotaka & Takahashi, Koji, 2016, "Termination of Bank-Firm Relationships," MPRA Paper, University Library of Munich, Germany, number 107858, Jan.
• Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016, "Financial fragility and distress propagation in a network of regions," Journal of Economic Dynamics and Control, Elsevier, volume 62, issue C, pages 56-75, DOI: 10.1016/j.jedc.2015.10.003.
• Kato, Ryo & Tsuruga, Takayuki, 2016, "The safer, the riskier: A model of financial instability and bank leverage," Economic Modelling, Elsevier, volume 52, issue PA, pages 71-77, DOI: 10.1016/j.econmod.2015.04.016.
• Wijesiri, Mahinda, 2016, "Weathering the storm: ownership structure and performance of microfinance institutions in the wake of the global financial crisis," Economic Modelling, Elsevier, volume 57, issue C, pages 238-247, DOI: 10.1016/j.econmod.2016.05.011.
• Chang, Guang-Di & Cheng, Po-Ching, 2016, "Evidence of cross-asset contagion in U.S. markets," Economic Modelling, Elsevier, volume 58, issue C, pages 219-226, DOI: 10.1016/j.econmod.2016.05.014.
• Al-Shboul, Mohammad & Anwar, Sajid, 2016, "Fractional integration in daily stock market indices at Jordan's Amman stock exchange," The North American Journal of Economics and Finance, Elsevier, volume 37, issue C, pages 16-37, DOI: 10.1016/j.najef.2016.03.005.
• Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016, "Market perception of sovereign credit risk in the euro area during the financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 37, issue C, pages 168-189, DOI: 10.1016/j.najef.2016.04.002.
• Asano, Koji, 2016, "Reputation acquisition in imperfect financial markets," Economics Letters, Elsevier, volume 139, issue C, pages 76-78, DOI: 10.1016/j.econlet.2016.01.001.
• Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016, "Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly," Economics Letters, Elsevier, volume 143, issue C, pages 5-8, DOI: 10.1016/j.econlet.2016.02.031.
• Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016, "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, volume 145, issue C, pages 83-87, DOI: 10.1016/j.econlet.2016.05.034.
• Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining, 2016, "TENET: Tail-Event driven NETwork risk," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 499-513, DOI: 10.1016/j.jeconom.2016.02.013.
• Tabak, Benjamin M. & de Castro Miranda, Rodrigo & da Silva Medeiros, Maurício, 2016, "Contagion in CDS, banking and equity markets," Economic Systems, Elsevier, volume 40, issue 1, pages 120-134, DOI: 10.1016/j.ecosys.2015.07.002.
• Mirzaei, Ali & Al-Khouri, Ritab Salem Farhan, 2016, "The resilience of oil-rich economies to the global financial crisis: Evidence from Kuwaiti financial and real sectors," Economic Systems, Elsevier, volume 40, issue 1, pages 93-108, DOI: 10.1016/j.ecosys.2015.08.001.
• Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016, "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, volume 40, issue 4, pages 552-567, DOI: 10.1016/j.ecosys.2016.02.003.
• Bosma, Jakob J., 2016, "Dueling policies: Why systemic risk taxation can fail," European Economic Review, Elsevier, volume 87, issue C, pages 132-147, DOI: 10.1016/j.euroecorev.2016.05.002.
• Funke, Manuel & Schularick, Moritz & Trebesch, Christoph, 2016, "Going to extremes: Politics after financial crises, 1870–2014," European Economic Review, Elsevier, volume 88, issue C, pages 227-260, DOI: 10.1016/j.euroecorev.2016.03.006.
• Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016, "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, volume 27, issue C, pages 118-139, DOI: 10.1016/j.ememar.2016.05.001.
• Ciarlone, Alessio & Miceli, Valeria, 2016, "Escaping financial crises? Macro evidence from sovereign wealth funds' investment behaviour," Emerging Markets Review, Elsevier, volume 27, issue C, pages 169-196, DOI: 10.1016/j.ememar.2016.05.004.
• Johan, Sofia & Zhang, Minjie, 2016, "Private equity exits in emerging markets," Emerging Markets Review, Elsevier, volume 29, issue C, pages 133-153, DOI: 10.1016/j.ememar.2016.08.016.
• Chortareas, Georgios & Kapetanios, George & Ventouri, Alexia, 2016, "Credit market freedom and cost efficiency in US state banking," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 173-185, DOI: 10.1016/j.jempfin.2016.03.002.
• Kim, Kun Ho & Kim, Taejin, 2016, "Capital asset pricing model: A time-varying volatility approach," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 268-281, DOI: 10.1016/j.jempfin.2016.01.014.
• Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2016, "The European sovereign debt crisis: What have we learned?," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 363-373, DOI: 10.1016/j.jempfin.2016.04.005.
• Kallestrup, René & Lando, David & Murgoci, Agatha, 2016, "Financial sector linkages and the dynamics of bank and sovereign credit spreads," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 374-393, DOI: 10.1016/j.jempfin.2016.01.004.
• Ballester, Laura & Casu, Barbara & González-Urteaga, Ana, 2016, "Bank fragility and contagion: Evidence from the bank CDS market," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 394-416, DOI: 10.1016/j.jempfin.2016.01.011.
• Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita, 2016, "Euro crash risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 417-428, DOI: 10.1016/j.jempfin.2016.01.007.
• Cabrera, Matias & Dwyer, Gerald P. & Samartín-Saénz, Margarita, 2016, "Government finances and bank bailouts: Evidence from European stock markets," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 169-179, DOI: 10.1016/j.jempfin.2016.06.005.
• Baillie, Richard T. & Cho, Dooyeon, 2016, "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 197-208, DOI: 10.1016/j.jempfin.2016.03.005.
• Conrad, Christian & Zumbach, Klaus Ulrich, 2016, "The effect of political communication on European financial markets during the sovereign debt crisis," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 209-214, DOI: 10.1016/j.jempfin.2016.01.018.
• Zhang, Bing & Li, Xiao-Ming, 2016, "Recent hikes in oil-equity market correlations: Transitory or permanent?," Energy Economics, Elsevier, volume 53, issue C, pages 305-315, DOI: 10.1016/j.eneco.2014.03.011.
• Alizadeh, Amir H. & Tamvakis, Michael, 2016, "Market conditions, trader types and price–volume relation in energy futures markets," Energy Economics, Elsevier, volume 56, issue C, pages 134-149, DOI: 10.1016/j.eneco.2016.03.001.
• Kuruppuarachchi, Duminda & Premachandra, I.M., 2016, "Information spillover dynamics of the energy futures market sector: A novel common factor approach," Energy Economics, Elsevier, volume 57, issue C, pages 277-294, DOI: 10.1016/j.eneco.2016.05.015.
• Nagayev, Ruslan & Disli, Mustafa & Inghelbrecht, Koen & Ng, Adam, 2016, "On the dynamic links between commodities and Islamic equity," Energy Economics, Elsevier, volume 58, issue C, pages 125-140, DOI: 10.1016/j.eneco.2016.06.011.
• Calice, Giovanni & Ioannidis, Christos & Miao, RongHui, 2016, "A Markov switching unobserved component analysis of the CDX index term premium," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 189-204, DOI: 10.1016/j.irfa.2016.01.020.
• Malafronte, Irma & Porzio, Claudio & Starita, Maria Grazia, 2016, "The nature and determinants of disclosure practices in the insurance industry: Evidence from European insurers," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 367-382, DOI: 10.1016/j.irfa.2015.02.003.
• Fosu, Samuel & Danso, Albert & Ahmad, Wasim & Coffie, William, 2016, "Information asymmetry, leverage and firm value: Do crisis and growth matter?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 140-150, DOI: 10.1016/j.irfa.2016.05.002.
• Grout, Paul A. & Zalewska, Anna, 2016, "Stock market risk in the financial crisis," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 326-345, DOI: 10.1016/j.irfa.2015.11.012.
• Magkonis, Georgios & Tsopanakis, Andreas, 2016, "The financial and fiscal stress interconnectedness: The case of G5 economies," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 62-69, DOI: 10.1016/j.irfa.2016.03.019.
• Sensoy, Ahmet & Tabak, Benjamin M., 2016, "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 353-371, DOI: 10.1016/j.irfa.2016.06.001.
• Nakai, Miwa & Yamaguchi, Keiko & Takeuchi, Kenji, 2016, "Can SRI funds better resist global financial crisis? Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 12-20, DOI: 10.1016/j.irfa.2016.09.002.
• Dang, Ha V. & Lin, Mi, 2016, "Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 247-260, DOI: 10.1016/j.irfa.2016.10.005.
• Abou-El-Sood, Heba, 2016, "Are regulatory capital adequacy ratios good indicators of bank failure? Evidence from US banks," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 292-302, DOI: 10.1016/j.irfa.2015.11.011.
• Bhimjee, Diptes C. & Ramos, Sofia B. & Dias, José G., 2016, "Banking industry performance in the wake of the global financial crisis," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 376-387, DOI: 10.1016/j.irfa.2016.01.005.
• Kutan, Ali M. & Muradoğlu, Yaz G., 2016, "Financial and real sector returns, IMF-related news, and the Asian crisis," Finance Research Letters, Elsevier, volume 16, issue C, pages 28-37, DOI: 10.1016/j.frl.2015.10.016.
• Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016, "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, volume 17, issue C, pages 1-6, DOI: 10.1016/j.frl.2015.10.017.
• Chiu, Yen-Chen & Chuang, I-Yuan, 2016, "The performance of the switching forecast model of value-at-risk in the Asian stock markets," Finance Research Letters, Elsevier, volume 18, issue C, pages 43-51, DOI: 10.1016/j.frl.2016.03.019.
• Betz, Jennifer & Kellner, Ralf & Rösch, Daniel, 2016, "What drives the time to resolution of defaulted bank loans?," Finance Research Letters, Elsevier, volume 18, issue C, pages 7-31, DOI: 10.1016/j.frl.2016.03.013.
• Noth, Felix & Ossandon Busch, Matias, 2016, "Foreign funding shocks and the lending channel: Do foreign banks adjust differently?," Finance Research Letters, Elsevier, volume 19, issue C, pages 222-227, DOI: 10.1016/j.frl.2016.08.003.
• Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2016, "The risk in capital controls," Finance Research Letters, Elsevier, volume 19, issue C, pages 261-266, DOI: 10.1016/j.frl.2016.08.011.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016, "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 43-62, DOI: 10.1016/j.finmar.2016.05.001.
• Kelly, Robert & O’Malley, Terence, 2016, "The good, the bad and the impaired: A credit risk model of the Irish mortgage market," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 1-9, DOI: 10.1016/j.jfs.2015.09.005.
• Song, Wei-Ling & Uzmanoglu, Cihan, 2016, "TARP announcement, bank health, and borrowers’ credit risk," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 22-32, DOI: 10.1016/j.jfs.2015.11.003.
• Pagano, Michael S. & Sedunov, John, 2016, "A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt," Journal of Financial Stability, Elsevier, volume 23, issue C, pages 62-78, DOI: 10.1016/j.jfs.2016.02.001.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Model risk of risk models," Journal of Financial Stability, Elsevier, volume 23, issue C, pages 79-91, DOI: 10.1016/j.jfs.2016.02.002.
• Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun, 2016, "Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.jfs.2016.03.003.
• Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016, "Credit rating agency downgrades and the Eurozone sovereign debt crises," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 117-131, DOI: 10.1016/j.jfs.2016.05.001.
• Sedunov, John, 2016, "What is the systemic risk exposure of financial institutions?," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 71-87, DOI: 10.1016/j.jfs.2016.04.005.
• Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016, "Banks and sovereign risk: A granular view," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 1-15, DOI: 10.1016/j.jfs.2016.05.002.
• Collins, Sean & Gallagher, Emily, 2016, "Assessing the credit risk of money market funds during the eurozone crisis," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 150-165, DOI: 10.1016/j.jfs.2015.12.001.
• Karmakar, Sudipto, 2016, "Macroprudential regulation and macroeconomic activity," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 166-178, DOI: 10.1016/j.jfs.2016.06.006.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2016, "Systemic risk spillovers in the European banking and sovereign network," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 206-224, DOI: 10.1016/j.jfs.2015.10.006.
• Li, Hui & Liu, Hong & Siganos, Antonios & Zhou, Mingming, 2016, "Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 37-46, DOI: 10.1016/j.jfs.2016.06.007.
• Abudy, Menachem Meni & Raviv, Alon, 2016, "How much can illiquidity affect corporate debt yield spread?," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 58-69, DOI: 10.1016/j.jfs.2016.06.011.
• Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2016, "The credit quality channel: Modeling contagion in the interbank market," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 83-97, DOI: 10.1016/j.jfs.2016.06.002.
• Diemer, Michael, 2016, "Who should rescue subsidiaries of multinational banks?," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 159-174, DOI: 10.1016/j.jfs.2016.07.015.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016, "How the euro-area sovereign-debt crisis led to a collapse in bank equity prices," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 266-275, DOI: 10.1016/j.jfs.2016.07.010.
• Teimouri, Sheida & Dutta, Nabamita, 2016, "Investment and bank credit recovery after banking crises," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 306-327, DOI: 10.1016/j.jfs.2016.07.013.
• Sarlin, Peter, 2016, "Macroprudential oversight, risk communication and visualization," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 160-179, DOI: 10.1016/j.jfs.2015.12.005.
• Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016, "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 234-249, DOI: 10.1016/j.jfs.2016.06.008.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016, "Taming the Basel leverage cycle," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 263-277, DOI: 10.1016/j.jfs.2016.02.004.
• Mollah, Sabur & Liljeblom, Eva, 2016, "Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power11We are grateful to the Editor, Prof. Iftekhar Hasan and three anonymous referees for valuable comments. We acknowledge financial support from Jan W," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 59-73, DOI: 10.1016/j.jfs.2016.09.003.
• Alquist, Ron & Mukherjee, Rahul & Tesar, Linda, 2016, "Fire-sale FDI or business as usual?," Journal of International Economics, Elsevier, volume 98, issue C, pages 93-113, DOI: 10.1016/j.jinteco.2015.09.003.
• Koulakiotis, Athanasios & Babalos, Vassilios & Papasyriopoulos, Nicholas, 2016, "Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 46-62, DOI: 10.1016/j.intfin.2015.06.004.
• Meriläinen, Jari-Mikko, 2016, "Lending growth during the financial crisis and the sovereign debt crisis: The role of bank ownership type," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 41, issue C, pages 168-182, DOI: 10.1016/j.intfin.2015.12.011.
• Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016, "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
• Chen, Peter F. & He, Shaohua & Ma, Zhiming & Stice, Derrald, 2016, "The information role of audit opinions in debt contracting," Journal of Accounting and Economics, Elsevier, volume 61, issue 1, pages 121-144, DOI: 10.1016/j.jacceco.2015.04.002.
• Fontana, Alessandro & Scheicher, Martin, 2016, "An analysis of euro area sovereign CDS and their relation with government bonds," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 126-140, DOI: 10.1016/j.jbankfin.2015.10.010.
• Berger, Dave & Pukthuanthong, Kuntara, 2016, "Fragility, stress, and market returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 152-163, DOI: 10.1016/j.jbankfin.2015.11.003.
• Nakashima, Kiyotaka, 2016, "An econometric evaluation of bank recapitalization programs with bank- and loan-level data," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 1-24, DOI: 10.1016/j.jbankfin.2015.11.002.
• Witmer, Jonathan, 2016, "Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 126-142, DOI: 10.1016/j.jbankfin.2015.12.006.
• Kokholm, Thomas, 2016, "Pricing and hedging of derivatives in contagious markets," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 19-34, DOI: 10.1016/j.jbankfin.2016.01.012.
• 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.