Research classified by Journal of Economic Literature (JEL) codes

2014

• Fengler, Matthias R. & Gisler, Katja I. M., 2014, "A variance spillover analysis without covariances: what do we miss?," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1409, Apr.
• Fecht, Falko & Füss, Roland & Rindler, Philipp B., 2014, "Corporate Transparency and Bond Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1404, Feb.
• Garcia-Appendini, Emilia & Montoriol-Garriga, Judit, 2014, "Trade credit use as firms approach default: A supplier's hold-up story," Working Papers on Finance, University of St. Gallen, School of Finance, number 1411, Jun, revised Jan 2015.
• Adams, Zeno & Glueck, Thorsten, 2014, "Financialization in Commodity Markets: A Passing Trend or the New Normal?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1413, Jun, revised Aug 2015.
• Fink, Christopher & Raatz, Katharina & Weigert, Florian, 2014, "Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence," Working Papers on Finance, University of St. Gallen, School of Finance, number 1415, Sep.
• Henning, Laura Sophie, 2014, "Shareholder Voting and Merger Returns," Working Papers on Finance, University of St. Gallen, School of Finance, number 1416, Sep, revised Jul 2015.
• Saunders, Anthony & Schmid, Markus & Walter, Ingo, 2014, "Non-Interest Income and Bank Performance: Does Ring-Fencing Reduce Bank Risk?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1417, Oct, revised Mar 2016.
• Gordon Menzies, 2014, "Regulatory Independence � It�s not Just about Institutionss," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 25, Dec.
• Dirk G Baur & Isaac Miyakawa, 2014, "The Stock Market, the Real Economy and Contagion," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 179, Jan.
• Gabriella Chiesa & Luigi Filippini, 2014, "Economic crises, what we learn from history and economic theory," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 122, issue 3, pages 331-348.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Working Papers, University of Verona, Department of Economics, number 02/2014, Feb.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and Monetary Policies in Complex Evolving Economies," Working Papers, University of Verona, Department of Economics, number 05/2014, Feb.
• ALINICA, Alina Georgeta, 2014, "Aspects Of The Euro Area Financial System Fragmentation," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 1, pages 28-40.
• MILEA, Camelia, 2014, "The Current Account Of Romania Evolution, Factors Of Influence, Financing," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 1, pages 41-57.
• SOVIANI, Radu, 2014, "The Currency Crisis Trigger Of The Romanian Financial Crisis Of 2008," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 2, pages 8-17.
• LUPU, Iulia, 2014, "Economic And Financial Risk Taking In Central And Eastern European Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 2, pages 80-93.
• CRISTE, Adina, 2014, "Reference Points For Financial Instability In The Euro Zone Candidates Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 58-75.
• COCIUG, Victoria & DOGOTARI (Postolache), Victoria, 2014, "Financial Innovations And Prudential Regulation - Impact Of New Rules Of Basel Iii," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 4, pages 8-18.
• COCIUG, Victoria & POSTOLACHE (DOGOTARI), Victoria, 2014, "Impact Of Systemic Banking Crises On Macroeconomic Policy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 31-37.
• Hansjörg Herr, 2014, "The European Central Bank and the US Federal Reserve as Lender of Last Resort," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 1, pages 59-78.
• Danilo Šuković, 2014, "Did Economic Inequality Cause the Economic Crisis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 3, pages 369-387.
• Augusto Santos Silva, 2014, "The Repositioning of the Euro Area in the World System: Political and Economic Dimensions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 5, pages 571-584.
• Francisco López-Herrera & Roberto J. Santillán-Salgado & Edgar Ortiz, 2014, "Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 6, pages 691-707.
• Karkowska Renata, 2014, "What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 114-124, December, DOI: 10.1515/foli-2015-0017.
• Dębski Wiesław & Feder-Sempach Ewa & Świderski Bartosz, 2014, "Intervalling Effect On Estimating The Beta Parameter For The Largest Companies On The WSE," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 270-286, December, DOI: 10.1515/foli-2015-0018.
• Demirguc-Kunt, Asli & Kane, Edward & Laeven, Luc, 2014, "Deposit insurance database," Policy Research Working Paper Series, The World Bank, number 6934, Jun.
• Tomas Fiala & Tomas Havranek, 2014, "Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1069, Jan.
• Eduard Baum??hl & ??tefan Ly??csa, 2014, "How smooth is the stock market integration of CEE-3?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1079, Jun.
• Vladimir Gligorov & Mario Holzner & Sándor Richter, 2014, "Wachstumsbeschleunigung dank Investitionswende in Mittel-, Ost- und Südosteuropa," WIFO Monatsberichte (monthly reports), WIFO, volume 87, issue 5, pages 353-360, May.
• Vasily Astrov & Serkan Çiçek & Rumen Dobrinsky & Vladimir Gligorov & Doris Hanzl-Weiss & Peter Havlik & Mario Holzner & Gabor Hunya & Sebastian Leitner & Olga Pindyuk & Leon Podkaminer & Sandor Richte, 2014, "On Thin Ice: CESEE Core Resilient in the Face of EU Stagnation and the Ukraine Crisis," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Autumn2014, Nov.
• Vasily Astrov & Rumen Dobrinsky & Vladimir Gligorov & Doris Hanzl-Weiss & Peter Havlik & Mario Holzner & Gabor Hunya & Michael Landesmann & Sebastian Leitner & Olga Pindyuk & Leon Podkaminer & Sandor , 2014, "Investment to the Rescue," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Spring2014, Mar.
• Vladimir Gligorov & Mario Holzner & Sandor Richter, 2014, "Wachstumsbeschleunigung dank Investitionswende in Mittel-, Ost- und Südosteuropa," wiiw Research Reports in German language, The Vienna Institute for International Economic Studies, wiiw, number 2014-6, Jun.
• Zhiguo He & Konstantin Milbradt, 2014, "Endogenous Liquidity and Defaultable Bonds," Econometrica, Econometric Society, volume 82, issue 4, pages 1443-1508, July.
• Coen N. Teulings & Nikolay Zubanov, 2014, "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 497-514, April.
• Helmut Herwartz & Konstantin A. Kholodilin, 2014, "In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 15-31, January.
• Mohammad Al‐Shboul & Sajid Anwar, 2014, "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, John Wiley & Sons, volume 23, issue 1, pages 18-29, January, DOI: 10.1016/j.rfe.2013.12.001.
• Andrew T. Young & Travis Wiseman & Thomas L. Hogan, 2014, "Changing Perceptions of Maturity Mismatch in the U.S. Banking System: Evidence from Equity Markets," Southern Economic Journal, John Wiley & Sons, volume 81, issue 1, pages 193-210, July, DOI: 10.4284/0038-4038-2011.332.
• Chi-Feng Tzeng, 2014, "Credit Spreads And Bankruptcy Information From Options Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-22, DOI: 10.1142/S2010495214400089.
• Phakawa Jeasakul & Cheng Hoon Lim & Erik Lundback, 2014, "Why was Asia Resilient? Lessons from the Past and for the Future," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-22, DOI: 10.1142/S1793993314500021.
• Augusto Lopez-Claros, 2014, "Fiscal Challenges After the Global Financial Crisis: A Survey of Key Issues," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-34, DOI: 10.1142/S1793993314500045.
• Deming Wu & Suning Zhang, 2014, "Debt Market Liquidity and Corporate Default Prediction," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 1-33, DOI: 10.1142/S2010139215500032.
• Yew-Kwang Ng, 2014, "Why Is Finance Important? Some Thoughts On Post-Crisis Economics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 05, pages 1-20, DOI: 10.1142/S0217590814500374.
• Douglas D Evanoff & William F Moeller (ed.), 2014, "Dodd–Frank Wall Street Reform and Consumer Protection Act:Purpose, Critique, Implementation Status and Policy Issues," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9101, ISBN: ARRAY(0x54c2ed00), March.
• George M von Furstenberg, 2014, "Contingent Convertibles [CoCos]:A Potent Instrument for Financial Reform," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9300, ISBN: ARRAY(0x5405bf38), March.
• Olivier Le Courtois & Christian Walter, 2014, "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, ISBN: ARRAY(0x544eb800), March.
• Douglas D. Evanoff & William F. Moeller, 2014, "The Dodd–Frank Act: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Matthew Richardson, 2014, "Regulating Wall Street: The Dodd–Frank Act," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Daniel K. Tarullo, 2014, "Financial Stability Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Mark Van Der Weide, 2014, "Implementing Dodd–Frank: Identifying and Mitigating Systemic Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Scott D. O'Malia, 2014, "Implementing the Dodd–Frank Act: Progress to Date and Recommendations for the Future," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Wayne A. Abernathy, 2014, "Dodd–Frank Act Implementation: Well Into It and No Further Ahead," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Sheila C. Bair, 2014, "We Must Resolve to End Too-Big-To-Fail," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Douglas D EvanoffWilliam F Moeller, 2014, "The Orderly Liquidation of Lehman Brothers Holdings Inc. Under the Dodd–Frank Act," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Martin J. Gruenberg, 2014, "Implementing Dodd–Frank: Orderly Resolution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Douglas D EvanoffWilliam F Moeller, 2014, "Resolving Globally Active, Systemically Important Financial Institutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Thomas M. Hoenig, 2014, "Do SIFIs Have a Future?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Richard W. Fisher & Harvey Rosenblum, 2014, "Ending Taxpayer-Funded Bailouts: Dodd–Frank Promises More Than It Can Deliver," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• William C. Dudley, 2014, "Solving the Too-Big-To-Fail Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Richard Cordray, 2014, "Partnering: The Consumer Financial Protection Bureau and State Attorneys General," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Richard Cordray, 2014, "Prepared Remarks Before the National Association of Attorneys General," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Brenden D. Soucy, 2014, "The Consumer Financial Protection Bureau: The Solution or the Problem?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Barney Frank & The Minority Staff of the House Financial Services Committee, 2014, "The Financial Crisis and “Too-Big-To-Fail”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Peter J. Wallison, 2014, "A Dissent From the Majority Report of the Financial Crisis Inquiry Commission," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Douglas D Evanoff & William F Moeller, "DODD–FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT Purpose, Critique, Implementation Status and Policy Issues".
• Mihaita Cosmin POPOVICI, 2014, "Banking integration and efficiency convergence in Baltic countries in post-crisis period," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 7, issue 2, pages 134-146, December.
• 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.
• 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.