Research classified by Journal of Economic Literature (JEL) codes

2015

• van Wijnbergen, Sweder & Chan, Stephanie, 2015, "Cocos, Contagion and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10960, Nov.
• Reinhart, Carmen & Trebesch, Christoph, 2015, "The International Monetary Fund: 70 Years of Reinvention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10998, Dec.
• Faruk Ülgen, 2015, "Schumpeterian innovations, financial innovations and instability: An institutional perspective," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 106, pages 46-53, Abril.
• Leroi RAPUTSOANE, 2015, "The lean versus clean debate and monetary policy in South Africa," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 467-480, December.
• Emine Ebru AKSOY & Erginbay U URLU, 2015, "How did the 2007-2008 Financial Crisis Influence Turkish Firms," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 494-506, December.
• John Magnus ROOS, 2015, "Private Consumption in Sweden and Finland Before, During and After the Global Financial Crisis," Journal of Economics Library, EconSciences Journals, volume 2, issue 4, pages 321-328, December.
• Sergio Masciantonio, 2015, "Identifying and Tracking Global, EU, and Eurozone Systemically Important Banks with Public Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 1, pages 25-64, DOI: 10.3790/aeq.61.1.25.
• Gourieroux, Christian (ed.), 2015, "Analyse et mesure du risque systémique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14985.
• Platon Yvantopoulos & John Yvantopoulos, 2015, "The Greek Tragedy in the Health Sector: Social and Health Implications," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 84, issue 3, pages 165-182, DOI: 10.3790/vjh.84.3.165.
• Nadja Dwenger & Frank M. Fossen & Martin Simmler, 2015, "Bankkredite wichtig für Unternehmensinvestitionen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 40, pages 899-903.
• Dieter Schumacher, 2015, "Internationale Verflechtung der Finanzmärkte: ein Versuch zur Quantifizierung des Dominoeffekts in Anlehnung an die Input-Output-Analyse," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1478.
• Nadja Dwenger & Frank M. Fossen & Martin Simmler, 2015, "From Financial to Real Economic Crisis: Evidence from Individual Firm-Bank Relationships in Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1510.
• Charles Yuji Horioka & Akiko Terada-Hagiwara & Takaaki Nomoto, 2015, "Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0950, Nov.
• METAXAS, Theodore & TROMPATZI, Georgia, 2015, "From The Bank Panic Of 1907 To The Great Depression Of 1929 And The Savings And Loan Crisis Of The 1980s: Comparative Analysis And Lessons For The Future," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 79-96.
• Colliard , Jean-Edouard & Perignon , Christophe, 2015, "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series, HEC Paris, number 1088, Apr.
• Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015, "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series, HEC Paris, number 1112, Jul.
• Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series, European Central Bank, number 1758, Feb.
• Schudel, Willem, 2015, "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series, European Central Bank, number 1766, Mar.
• Sarlin, Peter, 2015, "Macroprudential oversight, risk communication and visualization," Working Paper Series, European Central Bank, number 1768, Mar.
• Sarlin, Peter & Ramsay, Bruce A., 2015, "Ending over-lending: assessing systemic risk with debt to cash flow," Working Paper Series, European Central Bank, number 1769, Mar.
• Parlatore, Cecilia, 2015, "Fragility in money marketfunds: sponsor support and regulation," Working Paper Series, European Central Bank, number 1772, Mar.
• Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015, "The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis," Working Paper Series, European Central Bank, number 1782, Apr.
• Hartmann, Philipp, 2015, "Real estate markets and macroprudential policy in Europe," Working Paper Series, European Central Bank, number 1796, May.
• Jokivuolle, Esa & Tölö, Eero & Virén, Matti, 2015, "Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem," Working Paper Series, European Central Bank, number 1809, Jun.
• Šmídková, Kateřina & Joy, Mark & Rusnák, Marek & Vašíček, Bořek, 2015, "Banking and currency crises: differential diagnostics for developed countries," Working Paper Series, European Central Bank, number 1810, Jun.
• Heinz, Frigyes Ferdinand & Rusinova, Desislava, 2015, "An alternative view of exchange market pressure episodes in emerging Europe: an analysis using Extreme Value Theory (EVT)," Working Paper Series, European Central Bank, number 1818, Jun.
• Popov, Alexander & Rocholl, Jörg, 2015, "Financing constraints, employment, and labor compensation: evidence from the subprime mortgage crisis," Working Paper Series, European Central Bank, number 1821, Jun.
• Nikolov, Kalin & Stracca, Livio & Derviz, Alexis & Mendicino, Caterina & Moyen, Stéphane & Clerc, Laurent & Suarez, Javier & Vardoulakis, Alexandros P., 2015, "Capital regulation in a macroeconomic model with three layers of default," Working Paper Series, European Central Bank, number 1827, Jul.
• Malherbe, Frederic, 2015, "Optimal capital requirements over the business and financial cycles," Working Paper Series, European Central Bank, number 1830, Jul.
• Ferrando, Annalisa & Mulier, Klaas, 2015, "The real effects of credit constraints: evidence from discouraged borrowers in the euro area," Working Paper Series, European Central Bank, number 1842, Aug.
• Maurin, Laurent & Galiay, Artus, 2015, "Drivers of banks' cost of debt and long-term benefits of regulation - an empirical analysis based on EU banks," Working Paper Series, European Central Bank, number 1849, Sep.
• Holton, Sarah & d’Acri, Costanza Rodriguez, 2015, "Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis," Working Paper Series, European Central Bank, number 1850, Sep.
• Vermeulen, Philip & Buca, Andra, 2015, "Corporate investment and bank-dependent borrowers during the recent financial crisis," Working Paper Series, European Central Bank, number 1859, Oct.
• Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015, "Dating systemic financial stress episodes in the EU countries," Working Paper Series, European Central Bank, number 1873, Dec.
• Reinhart, Carmen M. & Trebesch, Christoph, 2015, "The Pitfalls of External Dependence: Greece, 1829-2015," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 15-065, Oct.
• Reinhart, Carmen & Trebesch, Christoph, 2015, "The International Monetary Fund: 70 Years of Reinvention," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 15-077, Dec.
• Reinhart, Carmen M., 2015, "The Antecedents and Aftermath of Financial Crises as Told by Carlos F. Diaz Alejandro," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-035, Jul.
• Ben-David, Itzhak & Franzoni, Francesco A. & Moussawi, Rabih & Sedunov, John, III, 2015, "The Granular Nature of Large Institutional Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-09, Jun.
• Chernenko, Sergey, 2015, "The Dark Side of Specialization: Evidence from Risk Taking by CDO Collateral Managers," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-12, Jul.
• Almanidis, Pavlos & Sickles, Robin C., 2015, "Banking Crises, Early Warning Models, and Efficiency," Working Papers, Rice University, Department of Economics, number 15-006, Jun.
• Gulbahar UCLER & Hale KIRMIZIOGLU, 2015, "The Reasons of Eurozone Sovereign Debt Crisis and an Empirical Analysis over Permanency of the Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 86-96.
• Chung-Fu Lai & Shan-Kai Tsa, 2015, "Diversified Currency Holdings and Exchange Rate Dynamics," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 678-689.
• Brooke Alexandra Maeda, 2015, "Flight to Liquidity on the Tokyo Stock Exchange during the 2008 Share Market Crashes," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 790-801.
• Bedendo, Mascia & Colla, Paolo, 2015, "Sovereign and corporate credit risk: Evidence from the Eurozone," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 34-52, DOI: 10.1016/j.jcorpfin.2015.04.006.
• Aymanns, Christoph & Farmer, J. Doyne, 2015, "The dynamics of the leverage cycle," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 155-179, DOI: 10.1016/j.jedc.2014.09.015.
• Lillo, Fabrizio & Pirino, Davide, 2015, "The impact of systemic and illiquidity risk on financing with risky collateral," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 180-202, DOI: 10.1016/j.jedc.2014.07.004.
• Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015, "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 78-97, DOI: 10.1016/j.jedc.2014.08.011.
• Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel, 2015, "Overlapping portfolios, contagion, and financial stability," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 50-63, DOI: 10.1016/j.jedc.2014.09.041.
• Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2015, "Monetary policy and risk taking," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 285-307, DOI: 10.1016/j.jedc.2014.12.001.
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015, "Super-exponential growth expectations and the global financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 1-13, DOI: 10.1016/j.jedc.2015.03.005.

2014

• Marcelo Fernandes & Cristina M. Scherrer, 2014, "Price discovery in dual-class shares across multiple markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-10, Mar.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Volatility jumps and their economic determinants," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-27, Aug.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Chasing volatility - A persistent multiplicative error model with jumps," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-29, Aug.
• Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014, "Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-33, Sep.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2014, "The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-14, Nov.
• Gary Gorton & Guillermo Ordo?ez, 2014, "Collateral Crises," American Economic Review, American Economic Association, volume 104, issue 2, pages 343-378, February.
• Markus K. Brunnermeier & Yuliy Sannikov, 2014, "A Macroeconomic Model with a Financial Sector," American Economic Review, American Economic Association, volume 104, issue 2, pages 379-421, February.
• David Berger & Joseph Vavra, 2014, "Measuring How Fiscal Shocks Affect Durable Spending in Recessions and Expansions," American Economic Review, American Economic Association, volume 104, issue 5, pages 112-115, May.
• Orazio Attanasio & Luigi Pistaferri, 2014, "Consumption Inequality over the Last Half Century: Some Evidence Using the New PSID Consumption Measure," American Economic Review, American Economic Association, volume 104, issue 5, pages 122-126, May.
• Ellen R. McGrattan & Edward C. Prescott, 2014, "A Reassessment of Real Business Cycle Theory," American Economic Review, American Economic Association, volume 104, issue 5, pages 177-182, May.
• Signe-Mary McKernan & Caroline Ratcliffe & Eugene Steuerle & Sisi Zhang, 2014, "Disparities in Wealth Accumulation and Loss from the Great Recession and Beyond," American Economic Review, American Economic Association, volume 104, issue 5, pages 240-244, May.
• Anusha Chari & Peter Blair Henry, 2014, "Learning from the Doers: Developing Country Lessons for Advanced Economy Growth," American Economic Review, American Economic Association, volume 104, issue 5, pages 260-265, May.
• Peter Boone & Simon Johnson, 2014, "Forty Years of Leverage: What Have We Learned about Sovereign Debt?," American Economic Review, American Economic Association, volume 104, issue 5, pages 266-271, May.
• Sandile Hlatshwayo & Michael Spence, 2014, "Demand and Defective Growth Patterns: The Role of the Tradable and Non-tradable Sectors in an Open Economy," American Economic Review, American Economic Association, volume 104, issue 5, pages 272-277, May.
• Mark W. Watson, 2014, "Inflation Persistence, the NAIRU, and the Great Recession," American Economic Review, American Economic Association, volume 104, issue 5, pages 31-36, May.
• Carmen M. Reinhart & Kenneth S. Rogoff, 2014, "Recovery from Financial Crises: Evidence from 100 Episodes," American Economic Review, American Economic Association, volume 104, issue 5, pages 50-55, May.
• John B. Taylor, 2014, "The Role of Policy in the Great Recession and the Weak Recovery," American Economic Review, American Economic Association, volume 104, issue 5, pages 61-66, May.
• Eugene F. Fama, 2014, "Two Pillars of Asset Pricing," American Economic Review, American Economic Association, volume 104, issue 6, pages 1467-1485, June.
• Robert J. Shiller, 2014, "Speculative Asset Prices," American Economic Review, American Economic Association, volume 104, issue 6, pages 1486-1517, June.
• Ing-Haw Cheng & Sahil Raina & Wei Xiong, 2014, "Wall Street and the Housing Bubble," American Economic Review, American Economic Association, volume 104, issue 9, pages 2797-2829, September.
• Atif Mian & Amir Sufi & Francesco Trebbi, 2014, "Resolving Debt Overhang: Political Constraints in the Aftermath of Financial Crises," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 2, pages 1-28, April.
• Venky Nagar & Gwen Yu, 2014, "Accounting for Crises," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 3, pages 184-213, July.
• Silvia Ardagna & Francesco Caselli, 2014, "The Political Economy of the Greek Debt Crisis: A Tale of Two Bailouts," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 4, pages 291-323, October.
• Roger B. Myerson, 2014, "Rethinking the Principles of Bank Regulation: A Review of Admati and Hellwig's The Bankers' New Clothes," Journal of Economic Literature, American Economic Association, volume 52, issue 1, pages 197-210, March, DOI: 10.1257/jel.52.1.197.
• Spyridon D. Symeonides & Gerassimos Sapountzoglou, 2014, "On financial bubbles, investment decisions and investor’s utility," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201406, Jun.
• Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014, "Forward looking banking stress in EMU countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-10, Oct.
• Riccardo De Bonis & Andrea Silvestrini, 2014, "The Italian financial cycle: 1861-2011," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 8, issue 3, pages 301-334, September.
• Li, Xin, 2014, "Hedging Crude Oil and Corn Futures: An Application in International Trade," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170174, Jul, DOI: 10.22004/ag.econ.170174.
• Chiu, Jonathan & Koeppl, Thorsten, 2014, "Livin’ on the Edge with Ratings: Liquidity, Efficiency and Stability," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274661, Dec, DOI: 10.22004/ag.econ.274661.
• Fidrmuc, Jarko & Wörgötter, Andreas, None, "Euro Membership, Foreign Banks And Credit Developments During The Financial Crisis In Slovakia: A Case Study," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra, volume 17, issue 01, DOI: 10.22004/ag.econ.170471.
• Momirovic, Dragan & Mirdala, Rajmund, 2014, "Real Central Bank Independence in the Post-Crisis Period or Myth," Ekonomika, Journal for Economic Theory and Practice and Social Issues, Society of Economists Ekonomika, Nis, Serbia, volume 60, issue 01, March, DOI: 10.22004/ag.econ.288666.
• Grosche, Stephanie & Heckelei, Thomas, , "Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 166079, DOI: 10.22004/ag.econ.166079.
• Sebastian Alvarez & Juan H. Flores, 2014, "Trade finance and Latin America's lost decade: The forgotten link," Investigaciones de Historia Económica - Economic History Research (IHE-EHR), Journal of the Spanish Economic History Association, Asociación Española de Historia Económica, volume 10, issue 02, pages 127-139.
• Adina DORNEAN & Andreea SANDU, 2014, "The Impact Of The Global Financial Crisis. Evidence From Eu Countries," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 0, issue Special i, pages 55-62, September.
• Bogdan FIRTESCU, 2014, "Crisis Effects To Insurance Market," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 0, issue Special i, pages 85-91, September.
• Aniela BOJAN & Emilia-Anuta COROVEI & Ioan TRENCA, 2014, "Retail Payment And Economic Growth For Developed And Emerging European Countries," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 119-127, December.
• Tudor Gherasim SMIRNA, 2014, "Financial Reform In (Eastern) Europe: Which Way?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 189-197, December.
• Emilian Lucian NEACSU & Marcela Daniela TODONI, 2014, "A Way To Determine Chaotic Behaviour In Romanian Stock Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 207-214, December.
• Jing Cheng & Meixing Dai & Frédéric Dufourt, 2014, "Banking and Sovereign Debt Crises in a Monetary Union Without Central Bank Intervention," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1428, Jun, revised Jun 2014.
• Alina Georgiana Manta & Roxana Maria Badîrcea, 2014, "Measuring The Efficiency In The Romanian Banking System Through The Method Of The Data Envelopment Analysis (Dea)," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 42, pages 23-34.
• Jenica Popescu & Victoria Firescu, 2014, "Reflections On Union European Banking Project," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 42, pages 69-74.
• Gheorghe MATEI & Luiza APOSTOL, 2014, "The Impact Of The Public Debt On The European Union Member Countries," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 42, pages 81-88.
• Iulia Oana Stefan, 2014, "The Evolution Of Added Value Created By The Main Romanian Companies From Oil And Retail Trade Industries," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 42, pages 17-26.
• Laura Vasilescu, 2014, "Financial Risk Management – Influence Factors And New Trends," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 42, pages 69-75.
• Anca Simina POPESCU & Alina Georgiana HOLT, 2014, "The absorption of european funds for environmental protection during the period 2007-2013," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 141-150, December.
• Anca Simina POPESCU, 2014, "European Funds – Instrument for Economic Stability/Growth," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 190-197, December.
• Alberto Bagnai, 2014, "Un external compact per rilanciare l'Europa," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1401, Apr.
• Rodrigo M. Zeidan, 2014, "Derivatives and Non-Financial Companies: Lessons from the Financial Crisis," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1404, Jul.
• Pierret, D., 2014, "Systemic risk and the solvency-liquidity nexus of banks," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014056, Jan.
• Acharya, Viral & Engle, Robert & Pierret, Diane, 2014, "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014022, Jan.
• Teodor Hada & Radu Mărginean, 2014, "The Evaluation Of The Financial Position On The Balance Sheet In The Furniture Industry," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-16.
• Hommes, C.H. & in 't Veld, D., 2014, "Booms, busts and behavioural heterogeneity in stock prices," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-14.
• Michele Fratianni & Francesco Marchionne, 2014, "Bank asset reallocation and sovereign debt," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 100, Sep.
• Andrea Filippo Presbitero & Roberta Rabellotti, 2014, "Is Access to Credit a Constraint for Latin American Enterprises? An Empirical Analysis with Firm-Level Data," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 101, Nov.
• Pawel Gajewski, 2014, "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 4/2014, Sep.
• Stuart M. Turnbull, 2014, "Counterparty Risk: A Review," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 241-258, December.
• Ana Fostel & John Geanakoplos, 2014, "Endogenous Collateral Constraints and the Leverage Cycle," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 771-799, August.
• Paul Castillo & Cesar Carrera & Marco Ortiz & Hugo Vega, 2014, "Spillovers, capital flows and prudential regulation in small open economies," Working Papers, Peruvian Economic Association, number 10, Mar.
• Saki Bigio, 2014, "Financial Risk Capacity," Working Papers, Peruvian Economic Association, number 22, Nov.
• Saki Bigio, 2014, "Endogenous Liquidity and the Business Cycle," Working Papers, Peruvian Economic Association, number 24, Nov.
• Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Papers, arXiv.org, number 1401.3911, Jan, revised Mar 2016.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Papers, arXiv.org, number 1402.2046, Feb.
• Peter Sarlin, 2014, "Macroprudential oversight, risk communication and visualization," Papers, arXiv.org, number 1404.4550, Apr, revised Jun 2014.
• Christoph Aymanns & J. Doyne Farmer, 2014, "The dynamics of the leverage cycle," Papers, arXiv.org, number 1407.5305, Jul, revised Aug 2014.
• Dejan Guduras, 2014, "Economic Crisis And Tourism: Case Of The Greek Tourism Sector," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 2, pages 613-632, december.
• Tambucci, Martina, 2014, "Margins and financial collateral for derivatives contracts: How to deal with procyclical implications in a financial crisis," Journal of Securities Operations & Custody, Henry Stewart Publications, volume 6, issue 3, pages 240-263, March.
• Iulia Andreea Bucur & Mircea Muntean, 2014, "An Overview Of Fiscal Consolidation Process In The European Union," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
• Giuseppe De Rita, 2014, "Banks and local development in Italy. Eight local systems in the crisis and beyond," BANCARIA, Bancaria Editrice, volume 1, pages 02-24, January.
• Simone Rossi, 2014, "Territorial exclusivity and credit cycle in the Italian subsidiary banks," BANCARIA, Bancaria Editrice, volume 1, pages 40-60, January.
• Irma Malafronte & Stefano Monferrà & Claudio Porzio & Gabriele Sampagnaro, 2014, "Relationship banking: new evidence from small business credit in Italy," BANCARIA, Bancaria Editrice, volume 1, pages 90-101, January.
• Giancarlo Durante & Luigi Prosperetti, 2014, "New trends in restructuring European banks," BANCARIA, Bancaria Editrice, volume 2, pages 22-30, February.
• Stefano Cosma & Elisabetta Gualandri, 2014, "The sovereign debt crisis: the impact on the intermediation model of Italian banks," BANCARIA, Bancaria Editrice, volume 2, pages 48-60, February.
• Emanuele Diquattro & Sebastiano Mazzù & Giuseppe Vaccarella, 2014, "The application of the principle of proportionality in the new bank’s Internal control system," BANCARIA, Bancaria Editrice, volume 2, pages 93-106, February.
• Marco Di Antonio & Danilo Drago, 2014, "Liquidity transfer pricing after crisis," BANCARIA, Bancaria Editrice, volume 4, pages 67-80, April.
• Vincenzo Pacelli, 2014, "The adviser-investor relationship after the crisis," BANCARIA, Bancaria Editrice, volume 4, pages 89-97, April.
• Giuseppe Vegas, 2014, "Product governance, a key factor in banking and financial markets," BANCARIA, Bancaria Editrice, volume 5, pages 11-15, Mayl.
• Giancarlo Forestieri, 2014, "Loan securitization and mini-bonds, new channels for Smes financing," BANCARIA, Bancaria Editrice, volume 6, pages 3-15, June.
• Pier Carlo Padoan, 2014, "Growth, the priority for Europe and Italy," BANCARIA, Bancaria Editrice, volume 7, pages 21-26, July.
• Vincenzo D'Apice & Giovanni Ferri & Punziana Lacitignola, 2014, "Bank ratings and business models: the lessons from the crisis," BANCARIA, Bancaria Editrice, volume 7, pages 52-55, July.
• Giuseppe Zadra, 2014, "Re-securitization, a tool for recovery," BANCARIA, Bancaria Editrice, volume 9, pages 8-20, September.
• Brenda Cude & Gianni Nicolini, 2014, "Financial literacy, low incomes and financial stress in US households," BANCARIA, Bancaria Editrice, volume 10, pages 41-60, October.
• Paola Bongini & Arturo Patarnello & Emanuele Filiberto Rossi & Monica Rossolini, 2014, "Bank bonds funding in Europe and in the Us: the impact of crisis," BANCARIA, Bancaria Editrice, volume 11, pages 08-19, November.
• Enrica Bolognesi & Alberto Dreassi, 2014, "Credit quality of Italian Mgcis: an empirical comparison with mutual banks," BANCARIA, Bancaria Editrice, volume 12, pages 25-46, December.
• Giorgio Carlo Brugnoni & Maria Giovanna Siena & Franco Tutino, 2014, "Banks’ recapitalization after Basel 3: what are the best strategies?," BANCARIA, Bancaria Editrice, volume 12, pages 47-65, December.
• Francesco Campanella, 2014, "Assess the Rating of SMEs by using Classification And Regression Trees (CART) with Qualitative Variables," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 16-32, August.
• Petar Peshev, 2014, "Credit dynamics in Central and Eastern Europe," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 37-58,59-79.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial regimes and uncertainty shocks," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1404, Oct.
• Nicholas Labelle & Varya Taylor, 2014, "Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment," Discussion Papers, Bank of Canada, number 14-4, DOI: 10.34989/sdp-2014-4.
• Tatjana Dahlhaus, 2014, "Monetary Policy Transmission during Financial Crises: An Empirical Analysis," Staff Working Papers, Bank of Canada, number 14-21, DOI: 10.34989/swp-2014-21.
• Toni Ahnert, 2014, "Rollover Risk, Liquidity and Macroprudential Regulation," Staff Working Papers, Bank of Canada, number 14-23, DOI: 10.34989/swp-2014-23.
• Toni Ahnert & Ali Kakhbod, 2014, "Information, Amplification and Financial Crisis," Staff Working Papers, Bank of Canada, number 14-30, DOI: 10.34989/swp-2014-30.
• John Beirne & Christian Friedrich, 2014, "Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities," Staff Working Papers, Bank of Canada, number 14-31, DOI: 10.34989/swp-2014-31.
• Ian Christensen & Fuchun Li, 2014, "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers, Bank of Canada, number 14-37, DOI: 10.34989/swp-2014-37.
• Yuko Imura, 2014, "Credit Market Frictions and Sudden Stops," Staff Working Papers, Bank of Canada, number 14-49, DOI: 10.34989/swp-2014-49.
• H. Evren Damar & Reint Gropp & Adi Mordel, 2014, "Banks’ Financial Distress, Lending Supply and Consumption Expenditure," Staff Working Papers, Bank of Canada, number 14-7, DOI: 10.34989/swp-2014-7.
• Anat Admati, 2014, "The Compelling Case for Stronger and More Effective Leverage Regulation in Banking," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 71, pages 7-38, December.
• Ozge ULKUTAS SACCI & Guven SAYILGAN, 2014, "An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 8, issue 2, pages 13-38.
• Mariya Melnychuk & Javier Mencía, 2014, "A taxonomy of macro-financial risks and policies to address them," Occasional Papers, Banco de España, number 2431, Oct, DOI: https://doi.org/10.53479/37833.
• Óscar Arce & Sergio Mayordomo, 2014, "Short-sale constraints and financial stability: Evidence from the Spanish market," Working Papers, Banco de España, number 1410, Jun.
• Irina Balteanu & Aitor Erce, 2014, "Banking crises and sovereign defaults in emerging markets: exploring the links," Working Papers, Banco de España, number 1414, Jul.
• Juan Ángel García & Ricardo Gimeno, 2014, "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers, Banco de España, number 1429, Dec.
• Paolo Angelini & Giuseppe Grande & Fabio Panetta, 2014, "The negative feedback loop between banks and sovereigns," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 213, Jan.
• Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014, "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 215, Apr.
• Eleonora Iachini & Stefano Nobili, 2014, "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 217, Apr.
• Pierluigi Bologna & Marianna Caccavaio, 2014, "Euro Area (cross-border?) banking," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 228, Sep.
• Pierluigi Bologna & Marianna Caccavaio & Arianna Miglietta, 2014, "EU bank deleveraging," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 235, Sep.
• Emilia Bonaccorsi di Patti & Alessio D�Ignazio & Marco Gallo & Giacinto Micucci, 2014, "The role of leverage in firm solvency: evidence from bank loans," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 244, Oct.
• Andrea Zaghini, 2014, "Bank bonds: size, systemic relevance and the sovereign," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 966, Jul.
• Alessio Ciarlone & Valeria Miceli, 2014, "Are Sovereign Wealth Funds contrarian investors?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 972, Sep.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 977, Oct.
• Ignacio Lozano & Alexander Guarín, 2014, "Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance," Borradores de Economia, Banco de la Republica de Colombia, number 813, Jun, DOI: 10.32468/be.813.
• Ignacio Lozano & Alexander Guarín, 2014, "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia, Banco de la Republica de Colombia, number 813i, Mar, DOI: 10.32468/be.813-I.
• Juan Pablo Franco & José E. Gómez González & Jair N. Ojeda & Jhon Edward Torres, 2014, "Burbujas en precios de activos financieros: existencia, persistencia y migración," Borradores de Economia, Banco de la Republica de Colombia, number 823, May, DOI: 10.32468/be.823.
• Carlos León & Jhonatan Pérez & Luc Renneboog, 2014, "A multi-layer network of the sovereign securities market," Borradores de Economia, Banco de la Republica de Colombia, number 840, Aug, DOI: 10.32468/be.840.
• Ignacio Lozano & Alexander Guarin, 2014, "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 75, pages 48-63, December, DOI: 10.1016/j.espe.2014.10.001.
• Irena Jankovic & Bosko Zivkovic, 2014, "An Analysis Of The Effect Of Currency Mismatch On A Country’S Default Risk," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 201, pages 85-122, April – J.
• Thibault Duprey & Mathias Lé, 2014, "Bank Capital Adjustment Process and Aggregate Lending," Working papers, Banque de France, number 499.
• Laurent Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014, "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working papers, Banque de France, number 533.
• S. Tavolaro & F. Visnovsky, 2014, "What is the information content of the SRISK measure as a supervisory tool?," Débats Economiques et financiers, Banque de France, number 10.
• Bennani, T. & Després, M. & Dujardin, M. & Duprey, T. & Kelber, A., 2014, "Macroprudential framework:key questions applied to the French case," Occasional papers, Banque de France, number 9.
• Josep M. Raya & Ozlem Akin & José-Luis Peydró & Jaume Garcia-Villar & José García-Montalvo, 2015, "The Real Estate and Credit Bubble: Evidence from Spain," Working Papers, Barcelona School of Economics, number 772, Sep.
• Peeter Maripuu & Kadri Männasoo, 2014, "Financial distress and cycle-sensitive corporate investments," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 14, issue 1-2, pages 181-193, December.
• Ivo Karilaid & Tõnn Talpsepp & Tarvo Vaarmets, 2014, "Implications of the liquidity crisis in the Baltic-Nordic region," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 14, issue 1-2, pages 35-54, December.
• Mathias Drehmann & Kostas Tsatsaronis, 2014, "The credit-to-GDP gap and countercyclical capital buffers: questions and answers," BIS Quarterly Review, Bank for International Settlements, March.
• Robert N McCauley & Patrick McGuire, 2014, "Non-US banks' claims on the Federal Reserve," BIS Quarterly Review, Bank for International Settlements, March.
• Paul Castillo & Cesar Carrera & Marco Ortiz & Hugo Vega, 2014, "Spillovers, capital ows and prudential regulation in small open economies," BIS Working Papers, Bank for International Settlements, number 459, Sep.
• Saucedo Acosta Edgar J. & Rullán Rosanis Samantha, 2014, "Two Effects of the European Financial Crisis," Business Systems Research, Sciendo, volume 5, issue 2, pages 46-60, September, DOI: 10.2478/bsrj-2014-0009.
• Andrea Zaghini, 2014, "Bank Bonds: Size, Systemic Relevance and the Sovereign," International Finance, Wiley Blackwell, volume 17, issue 2, pages 161-184, June.
• Frederic Malherbe, 2014, "Self-Fulfilling Liquidity Dry-Ups," Journal of Finance, American Finance Association, volume 69, issue 2, pages 947-970, April.
• Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2014, "Sizing Up Repo," Journal of Finance, American Finance Association, volume 69, issue 6, pages 2381-2417, December.
• Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron, 2014, "Volatility, the Macroeconomy, and Asset Prices," Journal of Finance, American Finance Association, volume 69, issue 6, pages 2471-2511, December.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014, "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, volume 69, issue 6, pages 2597-2649, December.
• Nicolas E. Magud & Carmen M. Reinhart & Esteban R. Vesperoni, 2014, "Capital Inflows, Exchange Rate Flexibility and Credit Booms," Review of Development Economics, Wiley Blackwell, volume 18, issue 3, pages 415-430, August.