Research classified by Journal of Economic Literature (JEL) codes

2014

• Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2014, "Politically connected firms in Poland and their access to bank financing," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2014.
• Sarlin, Peter & Ramsay, Bruce A., 2014, "Ending over-lending: Assessing systemic risk with debt to cash flow," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2014.
• Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2014.
• Westman, Hanna, 2014, "Crisis performance of European banks – does management ownership matter?," Bank of Finland Research Discussion Papers, Bank of Finland, number 28/2014.
• Ward, Felix, 2014, "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 01/2014.
• Buch, Claudia M. & Goldberg, Linda, 2014, "International banking and liquidity risk transmission: Lessons from across countries," Discussion Papers, Deutsche Bundesbank, number 17/2014.
• Matros, Philipp & Vilsmeier, Johannes, 2014, "The multivariate option iPoD framework: assessing systemic financial risk," Discussion Papers, Deutsche Bundesbank, number 20/2014.
• Behn, Markus & Haselmann, Rainer & Wachtel, Paul, 2014, "Pro-cyclical capital regulation and lending," Discussion Papers, Deutsche Bundesbank, number 32/2014.
• Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014, "What predicts financial (in)stability? A Bayesian approach," Discussion Papers, Deutsche Bundesbank, number 36/2014.
• Domikowsky, Christian & Bornemann, Sven & Duellmann, Klaus & Pfingsten, Andreas, 2014, "Loan loss provisioning and procyclicality: Evidence from an expected loss model," Discussion Papers, Deutsche Bundesbank, number 39/2014.
• Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2014, "Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis," Discussion Papers, Deutsche Bundesbank, number 45/2014.
• Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014, "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-13.
• Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014, "Runs on money market mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-05 [rev.].
• Zaghini, Andrea, 2014, "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series, Center for Financial Studies (CFS), number 454.
• Alessandri, Piergiorgio & Masciantonio, Sergio & Zaghini, Andrea, 2014, "Everything you always wanted to know about systemic importance (but were afraid to ask)," CFS Working Paper Series, Center for Financial Studies (CFS), number 463.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2014, "Systemic risk spillovers in the European banking and sovereign network," CFS Working Paper Series, Center for Financial Studies (CFS), number 467.
• Pagano, Marco, 2014, "Dealing with financial crises: How much help from research?," CFS Working Paper Series, Center for Financial Studies (CFS), number 481, DOI: 10.2139/ssrn.2509732.
• Pagano, Marco, 2014, "Lessons from the European financial crisis," CFS Working Paper Series, Center for Financial Studies (CFS), number 486.
• Fisch, Jill E., 2014, "The broken buck stops here: Embracing sponsor support in money market fund reform," CFS Working Paper Series, Center for Financial Studies (CFS), number 491.
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2014, "News media sentiment and investor behavior," CFS Working Paper Series, Center for Financial Studies (CFS), number 492.
• Iyer, Rajkamal & Da-Rocha-Lopes, Samuel & Peydró, José-Luis & Schoar, Antoinette, 2014, "Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 27, issue 1, pages 347-372.
• Noack, Tim & Cremers, Heinz & Mala, Julia, 2014, "Neue regulatorische Konzepte der Bankenaufsicht und ihre Auswirkungen auf die Gesamtbanksteuerung," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 212.
• Eichfelder, Sebastian & Lau, Mona, 2014, "Capital gains taxes and asset prices: The impact of tax awareness and procrastination," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/17.
• Cockshott, Paul & Zachariah, David, 2014, "Conservation laws, financial entropy and the Eurozone crisis," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-55, DOI: 10.5018/economics-ejournal.ja.2014-.
• Finger, Karl & Lux, Thomas, 2014, "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers, Kiel Institute for the World Economy, number 1916.
• Behn, Markus Wilhelm & Haselmann, Rainer & Vig, Vikrant, 2014, "The limits of model-based regulation," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 82.
• Detzer, Daniel & Herr, Hansjörg, 2014, "Theories of financial crises: An overview," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 32/2014.
• Dodig, Nina & Herr, Hansjörg, 2014, "Previous financial crises leading to stagnation: Selected case studies," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 33/2014.
• Hein, Eckhard & Dodig, Nina & Budyldina, Natalia, 2014, "Financial, economic and social systems: French Regulation School, Social Structures of Accumulation and Post-Keynesian approaches compared," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 34/2014.
• Hein, Eckhard & Dodig, Nina, 2014, "Financialisation, distribution, growth and crises: Long-run tendencies," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 35/2014.
• Demary, Markus, 2014, "IW-Bankenmonitor: Bringt die Bankenprüfung der Europäischen Zentralbank das Vertrauen in den Euroraum zurück?," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 41, issue 1, pages 33-48, DOI: 10.2373/1864-810X.14-01-03.
• Colvin, Christopher L. & de Jong, Abe & Fliers, Philip T., 2014, "Predicting the past: Understanding the causes of bank distress in the Netherlands in the 1920s," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 14-04.
• Belke, Ansgar, 2014, "Exit Strategies and Their Impact on the Euro Area - A Model Based View," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 467, DOI: 10.4419/86788527.
• Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014, "Endogenous banks' networks, cascades and systemic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 12, revised 2014, DOI: 10.2139/ssrn.2235520.
• Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014, "Monetary policy implementation in an interbank network: Effects on systemic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 46, DOI: 10.2139/ssrn.2417219.
• Bluhm, Marcel & Krahnen, Jan Pieter, 2014, "Systemic risk in an interconnected banking system with endogenous asset markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 48, DOI: 10.2139/ssrn.2421265.
• Angeloni, Ignazio & Faia, Ester & Winkler, Roland, 2014, "Exit strategies," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 50, DOI: 10.2139/ssrn.2437326.
• Radev, Deyan, 2014, "Assessing systemic fragility: A probabilistic perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 70, DOI: 10.2139/ssrn.2514279.
• Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2020, "Equilibrium asset pricing in directed networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 74, revised 2020, DOI: 10.2139/ssrn.2521434.
• Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014, "The limits of model-based regulation," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 75, DOI: 10.2139/ssrn.2523383.
• Bosch-Rosa, Ciril, 2014, "That's how we roll: An experiment on rollover risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-048.
• Härdle, Wolfgang Karl & Sirotko-Sibirskaya, Natalia & Wang, Weining, 2014, "TENET: Tail-Event driven NETwork risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-066.
• Schäfer, Alexander & Schnabel, Isabel & Weder di Mauro, Beatrice, 2014, "Getting to bail-in: Effects of creditor participation in European Bank restructuring," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 08/2014.
• Hoffmann, Mathias & Okubo, Toshihiro, 2014, "By a Silken Thread : regional banking integration and pathways to financial development in Japan s Great Recession," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100309.
• Radev, Deyan & Gropp, Reint, 2014, "The Internal Organization of Banks and the Transmission of Lending Shocks Across Borders," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100349.
• Manner, Hans & Blatt, Dominik & Candelon, Bertrand, 2014, "Detecting financial contagion in a multivariate system," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100411.
• Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014, "Risk weights, lending, and financial stability: Limits to model-based capital regulation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100430.
• Posch, Peter N & Bowden, Roger J & Kalteier, Eva-Maria, 2014, "The financial economics of sovereign asset value: functional perspectives and market outcomes," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100439.
• Tonzer, Lena & Buchholz, Manuel, 2014, "Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100443.
• Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2014, "Institutional herding in financial markets: New evidence through the lens of a simulated model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100455.
• Schleer, Frauke & Semmler, Willi, 2014, "Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100578.
• Schleer, Frauke & Semmler, Willi, 2014, "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-068 [rev.].
• Buch, Claudia M. & Neugebauer, Katja & Schröder, Christoph, 2014, "Changing forces of gravity: How the crisis affected international banking," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-006.
• Hud, Martin & Hussinger, Katrin, 2014, "The impact of R&D subsidies during the crisis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-024.
• Schleer, Frauke & Semmler, Willi & Illner, Julian, 2014, "Overleveraging in the banking sector: Evidence from Europe," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-066.
• Hermann Hoffmann, 2014, "Transnational Access to Court for Commercial Claims: The Shortcomings of International Commercial Arbitration and Litigation," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 37 / 2014, Oct, revised Oct 2014.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers, Department of Economics - University of Zurich, number 146, Mar.
• Peter Koudijs & Hans-Joachim Voth, 2014, "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," ECON - Working Papers, Department of Economics - University of Zurich, number 148, Mar.
• Josef Falkinger, 2014, "In search of economic reality under the veil of financial markets," ECON - Working Papers, Department of Economics - University of Zurich, number 154, Apr.
• Alexandra Janssen & Rahel Studer, 2014, "The Swiss franc's honeymoon," ECON - Working Papers, Department of Economics - University of Zurich, number 170, Aug, revised Jan 2017.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market," Economic Modelling, Elsevier, volume 37, issue C, pages 451-463, DOI: 10.1016/j.econmod.2013.11.034.
• Baumöhl, Eduard & Lyócsa, Štefan, 2014, "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, volume 38, issue C, pages 175-183, DOI: 10.1016/j.econmod.2013.12.022.
• Narayan, S. & Sriananthakumar, S. & Islam, S.Z., 2014, "Stock market integration of emerging Asian economies: Patterns and causes," Economic Modelling, Elsevier, volume 39, issue C, pages 19-31, DOI: 10.1016/j.econmod.2014.02.012.
• Qin, Xiao & Luo, Chengying, 2014, "Capital account openness and early warning system for banking crises in G20 countries," Economic Modelling, Elsevier, volume 39, issue C, pages 190-194, DOI: 10.1016/j.econmod.2014.02.037.
• Aboura, Sofiane & Chevallier, Julien, 2014, "Cross-market index with Factor-DCC," Economic Modelling, Elsevier, volume 40, issue C, pages 158-166, DOI: 10.1016/j.econmod.2014.04.001.
• Sensoy, Ahmet & Soytas, Ugur & Yildirim, Irem & Hacihasanoglu, Erk, 2014, "Dynamic relationship between Turkey and European countries during the global financial crisis," Economic Modelling, Elsevier, volume 40, issue C, pages 290-298, DOI: 10.1016/j.econmod.2014.04.024.
• Hamdi, Helmi & Jlassi, Nabila Boukef, 2014, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Economic Modelling, Elsevier, volume 41, issue C, pages 124-132, DOI: 10.1016/j.econmod.2014.05.010.
• Bicaba, Zorobabel & Kapp, Daniel & Molteni, Francesco, 2014, "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Economic Modelling, Elsevier, volume 43, issue C, pages 346-360, DOI: 10.1016/j.econmod.2014.08.013.
• Sensoy, Ahmet & Sobaci, Cihat, 2014, "Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey," Economic Modelling, Elsevier, volume 43, issue C, pages 448-457, DOI: 10.1016/j.econmod.2014.09.005.
• Guerreiro, David, 2014, "Is the European debt crisis a mere balance of payments crisis?," Economic Modelling, Elsevier, volume 44, issue S1, pages 50-56, DOI: 10.1016/j.econmod.2014.04.029.
• Yang, Hsin-Feng & Liu, Chih-Liang & Chou, Ray Yeutien, 2014, "Interest rate risk propagation: Evidence from the credit crunch," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 242-264, DOI: 10.1016/j.najef.2014.03.010.
• Hunzinger, Chadd B. & Labuschagne, Coenraad C.A., 2014, "The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 200-217, DOI: 10.1016/j.najef.2014.06.002.
• Tamakoshi, Go & Hamori, Shigeyuki, 2014, "The conditional dependence structure of insurance sector credit default swap indices," The North American Journal of Economics and Finance, Elsevier, volume 30, issue C, pages 122-132, DOI: 10.1016/j.najef.2014.09.002.
• Laskar, Daniel, 2014, "Ambiguity and perceived coordination in a global game," Economics Letters, Elsevier, volume 122, issue 2, pages 317-320, DOI: 10.1016/j.econlet.2013.12.018.
• Kobayashi, Teruyoshi, 2014, "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Economics Letters, Elsevier, volume 124, issue 1, pages 113-116, DOI: 10.1016/j.econlet.2014.05.003.
• Alessi, Lucia & Detken, Carsten, 2014, "On policymakers’ loss functions and the evaluation of early warning systems: Comment," Economics Letters, Elsevier, volume 124, issue 3, pages 338-340, DOI: 10.1016/j.econlet.2014.06.015.
• Ludwig, Alexander & Sobański, Karol, 2014, "Banking sector fragility linkages in the euro area: Evidence for crisis years 2007–2010," Economics Letters, Elsevier, volume 125, issue 3, pages 451-454, DOI: 10.1016/j.econlet.2014.10.010.
• Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014, "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 364-384, DOI: 10.1016/j.jeconom.2014.05.017.
• Hainz, Christa & Horváth, Roman & Hlaváček, Michal, 2014, "The interest rate spreads in the Czech Republic: Different loans, different determinants?," Economic Systems, Elsevier, volume 38, issue 1, pages 43-54, DOI: 10.1016/j.ecosys.2013.10.002.
• Dungey, Mardi & Gajurel, Dinesh, 2014, "Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies," Economic Systems, Elsevier, volume 38, issue 2, pages 161-177, DOI: 10.1016/j.ecosys.2013.10.003.
• Ranjeeni, Kumari, 2014, "Sectoral and industrial performance during a stock market crisis," Economic Systems, Elsevier, volume 38, issue 2, pages 178-193, DOI: 10.1016/j.ecosys.2013.12.002.
• Kauko, Karlo, 2014, "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, volume 38, issue 3, pages 289-308, DOI: 10.1016/j.ecosys.2014.01.001.
• Angeloni, Ignazio & Faia, Ester & Winkler, Roland, 2014, "Exit strategies," European Economic Review, Elsevier, volume 70, issue C, pages 231-257, DOI: 10.1016/j.euroecorev.2014.04.006.
• Endrész, Marianna & Harasztosi, Péter, 2014, "Corporate foreign currency borrowing and investment: The case of Hungary," Emerging Markets Review, Elsevier, volume 21, issue C, pages 265-287, DOI: 10.1016/j.ememar.2014.09.003.
• Annaert, Jan & Mensah, Lord, 2014, "Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)," Explorations in Economic History, Elsevier, volume 52, issue C, pages 22-43, DOI: 10.1016/j.eeh.2013.10.002.
• Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan, 2014, "Dynamic capital structure and political patronage: The case of Malaysia," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 117-128, DOI: 10.1016/j.irfa.2013.11.004.
• Lin, L. & Ren, R.E. & Sornette, D., 2014, "The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 210-225, DOI: 10.1016/j.irfa.2014.02.012.
• Bakalyar, Inna & Galil, Koresh, 2014, "Rating shopping and rating inflation in Israel," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 270-280, DOI: 10.1016/j.irfa.2014.03.005.
• Berger, T. & Missong, M., 2014, "Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 33-38, DOI: 10.1016/j.irfa.2013.07.006.
• Christiansen, Charlotte, 2014, "Classifying returns as extreme: European stock and bond markets," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 1-4, DOI: 10.1016/j.irfa.2014.05.004.
• Kenourgios, Dimitris, 2014, "On financial contagion and implied market volatility," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 21-30, DOI: 10.1016/j.irfa.2014.05.001.
• Avino, Davide & Nneji, Ogonna, 2014, "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 262-274, DOI: 10.1016/j.irfa.2014.04.001.
• Mamatzakis, Emmanuel & Bermpei, Theodora, 2014, "What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 102-117, DOI: 10.1016/j.irfa.2014.07.012.
• Chau, Frankie & Deesomsak, Rataporn, 2014, "Does linkage fuel the fire? The transmission of financial stress across the markets," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 57-70, DOI: 10.1016/j.irfa.2014.02.005.
• Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy, 2014, "Contagion effect on bond portfolio risk measures in a hybrid credit risk model," Finance Research Letters, Elsevier, volume 11, issue 2, pages 131-139, DOI: 10.1016/j.frl.2013.07.005.
• Gradojevic, Nikola, 2014, "Foreign exchange customers and dealers: Who’s driving whom?," Finance Research Letters, Elsevier, volume 11, issue 3, pages 213-218, DOI: 10.1016/j.frl.2013.11.005.
• Yeh, Jin-Huei & Chen, Lien-Chuan, 2014, "Stabilizing the market with short sale constraint? New evidence from price jump activities," Finance Research Letters, Elsevier, volume 11, issue 3, pages 238-246, DOI: 10.1016/j.frl.2014.02.005.
• Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D., 2014, "Hedging house price risk with futures contracts after the bubble burst," Finance Research Letters, Elsevier, volume 11, issue 4, pages 332-340, DOI: 10.1016/j.frl.2014.06.002.
• Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis, 2014, "A sovereign risk index for the Eurozone based on stochastic dominance," Finance Research Letters, Elsevier, volume 11, issue 4, pages 375-384, DOI: 10.1016/j.frl.2014.07.002.
• Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014, "Constructing a financial fragility index for emerging countries," Finance Research Letters, Elsevier, volume 11, issue 4, pages 410-419, DOI: 10.1016/j.frl.2014.07.007.
• Andersen, Torben G. & Bondarenko, Oleg, 2014, "VPIN and the flash crash," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 1-46, DOI: 10.1016/j.finmar.2013.05.005.
• Andersen, Torben G. & Bondarenko, Oleg, 2014, "Reflecting on the VPIN dispute," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 53-64, DOI: 10.1016/j.finmar.2013.08.002.
• Oh, Ji Yeol Jimmy, 2014, "Ambiguity aversion, funding liquidity, and liquidation dynamics," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 49-76, DOI: 10.1016/j.finmar.2013.07.003.
• Milne, Alistair, 2014, "Distance to default and the financial crisis," Journal of Financial Stability, Elsevier, volume 12, issue C, pages 26-36, DOI: 10.1016/j.jfs.2013.05.005.
• Honkapohja, Seppo, 2014, "Financial crises: Lessons from the Nordic experience," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 193-201, DOI: 10.1016/j.jfs.2014.05.006.
• Bluhm, Marcel & Krahnen, Jan Pieter, 2014, "Systemic risk in an interconnected banking system with endogenous asset markets," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 75-94, DOI: 10.1016/j.jfs.2014.04.002.
• Weiß, Gregor N.F. & Mühlnickel, Janina, 2014, "Why do some insurers become systemically relevant?," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 95-117, DOI: 10.1016/j.jfs.2014.05.001.
• Christensen, Ian & Li, Fuchun, 2014, "Predicting financial stress events: A signal extraction approach," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 54-65, DOI: 10.1016/j.jfs.2014.08.005.
• Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2014, "Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 1-17, DOI: 10.1016/j.jfs.2014.07.001.
• Balla, Eliana & Ergen, Ibrahim & Migueis, Marco, 2014, "Tail dependence and indicators of systemic risk for large US depositories," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 195-209, DOI: 10.1016/j.jfs.2014.10.002.
• León, Carlos & Berndsen, Ron J., 2014, "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 241-256, DOI: 10.1016/j.jfs.2014.10.006.
• Chaudron, Raymond & de Haan, Jakob, 2014, "Dating banking crises using incidence and size of bank failures: Four crises reconsidered," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 63-75, DOI: 10.1016/j.jfs.2014.09.001.
• Goswami, Gautam & Tan, Sinan & Waisman, Maya, 2014, "Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 76-90, DOI: 10.1016/j.jfs.2014.08.002.
• Hong, Han & Huang, Jing-Zhi & Wu, Deming, 2014, "The information content of Basel III liquidity risk measures," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 91-111, DOI: 10.1016/j.jfs.2014.09.003.
• Ding, Liang & Huang, Yirong & Pu, Xiaoling, 2014, "Volatility linkage across global equity markets," Global Finance Journal, Elsevier, volume 25, issue 2, pages 71-89, DOI: 10.1016/j.gfj.2014.06.002.
• Dewatripont, Mathias, 2014, "European banking: Bailout, bail-in and state aid control," International Journal of Industrial Organization, Elsevier, volume 34, issue C, pages 37-43, DOI: 10.1016/j.ijindorg.2014.03.003.
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2014, "External Adjustment, Global Imbalances, Valuation Effects," Handbook of International Economics, Elsevier, chapter 0, in: Gopinath, G. & Helpman, . & Rogoff, K., "Handbook of International Economics", DOI: 10.1016/B978-0-444-54314-1.00010-0.
• Chan, Kam Fong & Marsden, Alastair, 2014, "Macro risk factors of credit default swap indices in a regime-switching framework," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 285-308, DOI: 10.1016/j.intfin.2014.01.002.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014, "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 159-177, DOI: 10.1016/j.intfin.2014.03.015.
• Mobarek, Asma & Mollah, Sabur & Keasey, Kevin, 2014, "A cross-country analysis of herd behavior in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 107-127, DOI: 10.1016/j.intfin.2014.05.008.
• Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon, 2014, "Banking crises: Identifying dates and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 150-166, DOI: 10.1016/j.intfin.2014.05.004.
• Calice, Giovanni, 2014, "CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 20-37, DOI: 10.1016/j.intfin.2014.03.011.
• Magkonis, Georgios & Tsopanakis, Andreas, 2014, "Exploring the effects of financial and fiscal vulnerabilities on G7 economies: Evidence from SVAR analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 343-367, DOI: 10.1016/j.intfin.2014.06.010.
• Turhan, M. Ibrahim & Sensoy, Ahmet & Hacihasanoglu, Erk, 2014, "A comparative analysis of the dynamic relationship between oil prices and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 397-414, DOI: 10.1016/j.intfin.2014.07.003.
• Avino, Davide & Cotter, John, 2014, "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 72-85, DOI: 10.1016/j.intfin.2014.05.007.
• Montgomery, Heather & Harimaya, Kozo & Takahashi, Yuki, 2014, "Too big to succeed? Banking sector consolidation and efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 86-106, DOI: 10.1016/j.intfin.2014.05.005.
• Yamani, Ehab A. & Swanson, Peggy E., 2014, "Financial crises and the global value premium: Revisiting Fama and French," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 115-136, DOI: 10.1016/j.intfin.2014.07.012.
• Flavin, Thomas J. & Morley, Ciara E. & Panopoulou, Ekaterini, 2014, "Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 137-154, DOI: 10.1016/j.intfin.2014.08.001.
• Bessler, Wolfgang & Wolff, Dominik, 2014, "Hedging European government bond portfolios during the recent sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 379-399, DOI: 10.1016/j.intfin.2014.08.006.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2014, "Forecasting systemic impact in financial networks," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 781-794, DOI: 10.1016/j.ijforecast.2013.09.004.
• Bernal, Oscar & Herinckx, Astrid & Szafarz, Ariane, 2014, "Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 244-256, DOI: 10.1016/j.irle.2013.12.002.
• Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko, 2014, "The dynamic contagion of the global financial crisis into Japanese markets," Japan and the World Economy, Elsevier, volume 31, issue C, pages 47-53, DOI: 10.1016/j.japwor.2014.05.003.
• Montgomery, Heather & Takahashi, Yuki, 2014, "The economic consequences of the TARP: The effectiveness of bank recapitalization policies in the U.S," Japan and the World Economy, Elsevier, volume 32, issue C, pages 49-64, DOI: 10.1016/j.japwor.2014.07.004.
• Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael, 2014, "News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 51-63, DOI: 10.1016/j.jbankfin.2013.09.015.
• Wojtowicz, Marcin, 2014, "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2013.10.005.
• Efthyvoulou, Georgios & Yildirim, Canan, 2014, "Market power in CEE banking sectors and the impact of the global financial crisis," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 11-27, DOI: 10.1016/j.jbankfin.2013.11.010.
• Weiß, Gregor N.F. & Neumann, Sascha & Bostandzic, Denefa, 2014, "Systemic risk and bank consolidation: International evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 165-181, DOI: 10.1016/j.jbankfin.2013.11.032.
• Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas, 2014, "Impact of the financial crisis on bank run risk – Danger of the days after," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 522-533, DOI: 10.1016/j.jbankfin.2013.11.028.
• Liu, Chunping & Minford, Patrick, 2014, "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 119-134, DOI: 10.1016/j.jbankfin.2013.12.017.
• Balasubramnian, Bhanu & Cyree, Ken B., 2014, "Has market discipline on banks improved after the Dodd–Frank Act?," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 155-166, DOI: 10.1016/j.jbankfin.2014.01.021.
• Filson, Darren & Olfati, Saman, 2014, "The impacts of Gramm–Leach–Bliley bank diversification on value and risk," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 209-221, DOI: 10.1016/j.jbankfin.2014.01.019.
• Weiß, Gregor N.F. & Bostandzic, Denefa & Neumann, Sascha, 2014, "What factors drive systemic risk during international financial crises?," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 78-96, DOI: 10.1016/j.jbankfin.2014.01.001.
• Alter, Adrian & Beyer, Andreas, 2014, "The dynamics of spillover effects during the European sovereign debt turmoil," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 134-153, DOI: 10.1016/j.jbankfin.2014.01.030.
• Christiansen, Charlotte, 2014, "Integration of European bond markets," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 191-198, DOI: 10.1016/j.jbankfin.2014.01.022.
• Pérez Montes, Carlos, 2014, "The effect on competition of banking sector consolidation following the financial crisis of 2008," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 124-136, DOI: 10.1016/j.jbankfin.2014.03.004.
• Charles, Amélie & Darné, Olivier, 2014, "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 188-199, DOI: 10.1016/j.jbankfin.2014.03.022.
• Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter, 2014, "Macro-financial determinants of the great financial crisis: Implications for financial regulation," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 114-129, DOI: 10.1016/j.jbankfin.2014.03.001.
• Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan, 2014, "Liquidity effects in corporate bond spreads," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 105-116, DOI: 10.1016/j.jbankfin.2013.08.018.
• Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014, "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 117-139, DOI: 10.1016/j.jbankfin.2014.04.018.
• Park, Cyn-Young & Mercado, Rogelio V., 2014, "Determinants of financial stress in emerging market economies," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 199-224, DOI: 10.1016/j.jbankfin.2013.09.018.
• Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014, "Predicting distress in European banks," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 225-241, DOI: 10.1016/j.jbankfin.2013.11.041.
• Jobst, Andreas A., 2014, "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 270-287, DOI: 10.1016/j.jbankfin.2014.04.013.
• König, Philipp & Anand, Kartik & Heinemann, Frank, 2014, "Guarantees, transparency and the interdependency between sovereign and bank default risk," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 321-337, DOI: 10.1016/j.jbankfin.2014.03.007.
• Cao, Charles & Petrasek, Lubomir, 2014, "Liquidity risk in stock returns: An event-study perspective," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 72-83, DOI: 10.1016/j.jbankfin.2013.09.020.
• Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014, "Derivatives holdings and systemic risk in the U.S. banking sector," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 84-104, DOI: 10.1016/j.jbankfin.2014.03.037.
• Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014, "Stability analysis of financial contagion due to overlapping portfolios," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 233-245, DOI: 10.1016/j.jbankfin.2014.05.021.
• Albertazzi, Ugo & Ropele, Tiziano & Sene, Gabriele & Signoretti, Federico Maria, 2014, "The impact of the sovereign debt crisis on the activity of Italian banks," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 387-402, DOI: 10.1016/j.jbankfin.2014.05.005.
• Castrén, Olli & Rancan, Michela, 2014, "Macro-Networks: An application to euro area financial accounts," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2014.04.027.
• Cavallo, Eduardo A. & Fernández-Arias, Eduardo & Powell, Andrew, 2014, "Is the Euro-zone on the Mend? Latin American examples to analyze the Euro question," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 243-257, DOI: 10.1016/j.jbankfin.2014.07.010.
• Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory, 2014, "Assessing the contribution of banks, insurance and other financial services to systemic risk," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 270-287, DOI: 10.1016/j.jbankfin.2014.05.030.
• Jung, R.C. & Maderitsch, R., 2014, "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 331-342, DOI: 10.1016/j.jbankfin.2013.12.023.
• Thanassoulis, John, 2014, "Bank pay caps, bank risk, and macroprudential regulation," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 139-151, DOI: 10.1016/j.jbankfin.2014.04.004.
• Nofsinger, John & Varma, Abhishek, 2014, "Socially responsible funds and market crises," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 180-193, DOI: 10.1016/j.jbankfin.2013.12.016.
• Lugo, Stefano, 2014, "Discretionary ratings and the pricing of subprime mortgage-backed securities," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 248-260, DOI: 10.1016/j.jbankfin.2014.06.021.
• Agur, Itai, 2014, "Bank risk within and across equilibria," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 322-333, DOI: 10.1016/j.jbankfin.2014.05.012.
• Jin, Yi & Zeng, Zhixiong, 2014, "Banking risk and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 350-360, DOI: 10.1016/j.jbankfin.2013.07.039.
• Beyhaghi, Mehdi & D’Souza, Chris & Roberts, Gordon S., 2014, "Funding advantage and market discipline in the Canadian banking sector," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 396-410, DOI: 10.1016/j.jbankfin.2013.08.006.
• Koulischer, François & Struyven, Daan, 2014, "Central bank liquidity provision and collateral quality," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 113-130, DOI: 10.1016/j.jbankfin.2014.08.022.
• Dias, Alexandra, 2014, "Semiparametric estimation of multi-asset portfolio tail risk," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 398-408, DOI: 10.1016/j.jbankfin.2014.05.033.
• Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis, 2014, "Sell-side analysts’ career concerns during banking stresses," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 424-441, DOI: 10.1016/j.jbankfin.2014.03.010.
• Grichnik, Dietmar & Brinckmann, Jan & Singh, Luv & Manigart, Sophie, 2014, "Beyond environmental scarcity: Human and social capital as driving forces of bootstrapping activities," Journal of Business Venturing, Elsevier, volume 29, issue 2, pages 310-326, DOI: 10.1016/j.jbusvent.2013.02.006.
• Iwasaki, Ichiro, 2014, "Global financial crisis, corporate governance, and firm survival:," Journal of Comparative Economics, Elsevier, volume 42, issue 1, pages 178-211, DOI: 10.1016/j.jce.2013.03.015.
• Tam, Pui Sun, 2014, "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, volume 42, issue 2, pages 304-327, DOI: 10.1016/j.jce.2014.03.008.
• Egan, Daniel & Merkle, Christoph & Weber, Martin, 2014, "Second-order beliefs and the individual investor," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 652-666, DOI: 10.1016/j.jebo.2014.04.001.