Research classified by Journal of Economic Literature (JEL) codes

2013

• Didier Sornette & Peter Cauwels, 2013, "A Creepy World," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-55, Oct, revised Feb 2014.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2013, "Margin Regulation and Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-59, Dec.
• Vladimir Filimonov & Didier Sornette, 2013, "Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-60, Dec.
• Giscard Assoumou Ella, 2013, "Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 3, pages 41-54, September.
• Varvara Isyuk, 2013, "Financial versus demand shocks in stock price returns of U.S. non-financial firms in the crisis of 2007," International Economics, CEPII research center, issue 133, pages 29-49.
• Theo Berger, 2013, "Forecasting value-at-risk using time varying copulas and EVT return distributions," International Economics, CEPII research center, issue 133, pages 93-106.
• Wajih Khallouli & Mahmoud Sami Nab, 2013, "Banking soundness and financial crises' predictability: a case study of Turkey," International Economics, CEPII research center, issue 135-136, pages 62-78.
• Andrei STOIAN & Radu BECHERESCU, 2013, "Financial Crises Of The Last Two Decades And The Issues To Be Addressed," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 200-211, June.
• Zina V.MARCU căs. CIORAN, 2013, "Monetary Policy And The Inflation Targeting Strategy," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 2, pages 167-173, October.
• Sabina G. ŢUCA, 2013, "The Current Global Crisis: Causes And Solutions," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 2, pages 307-313, October.
• Giovanni Calice & RongHui Miao & Filip Sterba & Borek Vasicek, 2013, "Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/13, Dec.
• Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013, "Inflation and the Steeplechase Between Economic Activity Variables," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/15, Dec.
• Andrés Ramírez Hassan & Javier Pantoja Robayo, 2013, "Co-movements between Latin American and U.S. stock markets: convergence after the financial crisis," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10931, Nov.
• Jorge Mario Uribe Gil, 2013, "Testing for multiple bubbles with daily data," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11028, Jul.
• Marta Álvarez, 2013, "Quiebras y préstamos en Puerto Rico: Una mirada exploratoria a su relación," Revista Ecos de Economía, Universidad EAFIT.
• Michiel Bijlsma & Andrei Dubovik & Bas Straathof, 2013, "How Large was the Credit Crunch in the OECD?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 232, Feb.
• Michiel Bijlsma & Remco Mocking, 2013, "The private value of too-big-to-fail guarantees," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 240, Apr.
• Peter Broer & Jürgen Antony, 2013, "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 260, Dec.
• Malgorzata Doman & Ryszard Doman, 2013, "The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 5-32.
• Milda Maria Burzala, 2013, "Determination of the Time of Contagion in Capital Markets Based on the Switching Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 69-86.
• Claessens, Stijn & Kose, M. Ayhan & Laeven, Luc & Valencia, Fabian, 2013, "Understanding Financial Crises: Causes, Consequences, and Policy Responses," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9310, Jan.
• Carletti, Elena & Leonello, Agnese, 2013, "Credit Market Competition and Liquidity Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9311, Jan.
• Claessens, Stijn & Kose, M. Ayhan, 2013, "Financial Crises: Explanations, Types, and Implications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9329, Feb.
• Gehrig, Thomas, 2013, "Capital, Trust and Competitiveness in the Banking Sector," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9348, Feb.
• Eijffinger, Sylvester & Karatas, Bilge, 2013, "Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9369, Mar.
• Engle, Robert & Acharya, Viral & Pierret, Diane, 2013, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9431, Apr.
• Acharya, Viral & Steffen, Sascha, 2013, "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9432, Apr.
• Hau, Harald & Efing, Matthias, 2013, "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9465, May.
• Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2013, "Bank Capital and Dividend Externalities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9479, May.
• Buiter, Willem & Rahbari, Ebrahim, 2013, "Why do governments default, and why don't they default more often?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9492, May.
• Shapiro, Joel & Skeie, David, 2013, "Information Management in Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9612, Aug.
• Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9652, Sep.
• Baldursson, Fridrik Mar & Portes, Richard, 2013, "Gambling for resurrection in Iceland: the rise and fall of the banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9664, Sep.
• Reinhart, Carmen & Tashiro, Takeshi, 2013, "Crowding Out Redefined: The Role of Reserve Accumulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9764, Nov.
• Acharya, Viral & Tuckman, Bruce, 2013, "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9784, Dec.
• Theoharry Grammatikos, & Nikolaos I. Papanikolaou, 2013, "What lies behind the (Too-Small-To-Survive) banks?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-12.
• Christian Gouriéroux & Jean-Cyprien Heam & Alain Monfort, 2013, "Liquidation Equilibrium with Seniority and Hidden CDO," Working Papers, Center for Research in Economics and Statistics, number 2013-06, Feb.
• Huff, Gregg & Majima, Shinobu, 2013, "Financing Japan's World War II Occupation of Southeast Asia," The Journal of Economic History, Cambridge University Press, volume 73, issue 4, pages 937-977, December.
• Chen, Xi & Funke, Michael, 2013, "Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue , pages 39-48, February.
• Armstrong, Angus & Davis, E. Philip & Liadze, Iana & Rienzo, Cinzia, 2013, "An Assessment of Bank Lending to UK SMEs in the wake of the crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 225, issue , pages 39-51, August.
• Holton, Sarah & Lawless, Martina & McCann, Fergal, 2013, "SME Financing Conditions in Europe: Credit Crunch or Fundamentals?," National Institute Economic Review, National Institute of Economic and Social Research, volume 225, issue , pages 52-67, August.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903, Jul.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903R, Jul, revised Mar 2015.
• Ana Fostel & John Geanakoplos, 2013, "Reviewing the Leverage Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1918, Sep.
• Avouyi-Dovi, Sanvi (ed.), 2013, "Les crises économiques et financières et les facteurs favorisant leur occurrence," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12416.
• Doinita CAZAN ZAFIU & Alina Florentina CUCOS SARACU, 2013, "The Economic Crisis – Meanings and Significations Causes and Solutions," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 21-24.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "TARGET Balances - An Anchor of Stability," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 3, issue 11/12, pages 3-11.
• Jörg Rocholl, 2013, "Eigentum und Haftung zusammenbringen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 2, pages 149-156, DOI: 10.3790/vjh.82.2.149.
• Dorothea Schäfer & Brigitte Young, 2013, "Globale Finanzmarktregulierung und Verbraucherschutz," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 4, pages 45-56, DOI: 10.3790/vjh.82.4.45.
• Hans-Helmut Kotz & Dorothea Schäfer, 2013, "Rating-Agenturen: fehlbar und überfordert," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 4, pages 135-162, DOI: 10.3790/vjh.82.4.135.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "Liquiditätsmanagement des Eurosystems im Zeichen der Krise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 44, pages 3-17.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "Target-Salden - ein Anker der Stabilität," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 44, pages 19-28.
• Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013, "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1309.
• Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1333.
• Henri Audigé, 2013, "A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-2.
• Irfan Akbar Kazi & Suzanne Salloy, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-6.
• Dong Hwan Oh & Andrew J. Patton, 2013, "Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads," Working Papers, Duke University, Department of Economics, number 13-30.
• Peter J. Morgan & Victor Pontines, 2013, "An Asian Perspective on Global Financial Reforms," Finance Working Papers, East Asian Bureau of Economic Research, number 23637, Aug.
• Masahiro Kawai & Henrik Schmiegelow, 2013, "Financial Crisis as a Catalyst of Legal Reforms : The Case of Asia," Finance Working Papers, East Asian Bureau of Economic Research, number 23852, Nov.
• Masahiro Kawai & Peter Morgan, 2013, "Banking Crises and “Japanization†: Origins and Implications," Governance Working Papers, East Asian Bureau of Economic Research, number 23509, Jul.
• Masahiro Kawai & Henrik Schmiegelow, 2013, "Financial Crisis as a Catalyst of Legal Reforms : The Case of Asia," Governance Working Papers, East Asian Bureau of Economic Research, number 23852, Nov.
• Masahiro Kawai & Peter Morgan, 2013, "Banking Crises and “Japanization†: Origins and Implications," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23509, Jul.
• Radu, Vranceanu & Besancenot, Damien & Dubart, Delphine, 2013, "Can Rumors and Other Uninformative Messages Cause Illiquidity ?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1309, Jul, revised Jun 2014.
• Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013, "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series, European Central Bank, number 152, Oct.
• Matteo Ciccarelli & Angela Maddaloni, 2013, "Heterogeneous transmission mechanism and the credit channel in the euro area," Research Bulletin, European Central Bank, volume 18, pages 2-8.
• Tapking, Jens & Eisenschmidt, Jens, 2009, "Liquidity risk premia in unsecured interbank money markets," Working Paper Series, European Central Bank, number 1025, Mar.
• Heider, Florian & Hoerova, Marie, 2009, "Interbank lending, credit risk premia and collateral," Working Paper Series, European Central Bank, number 1107, Nov.
• Castrén, Olli & Kavonius, Ilja Kristian, 2009, "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series, European Central Bank, number 1124, Dec.
• Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009, "Liquidity hoarding and interbank market spreads: the role of counterparty risk," Working Paper Series, European Central Bank, number 1126, Dec.
• Bricongne, Jean-Charles & Fontagné, Lionel & Gaulier, Guillaume & Taglioni, Daria & Vicard, Vincent, 2010, "Exports and sectoral financial dependence: evidence on French firms during the great global crisis," Working Paper Series, European Central Bank, number 1227, Jul.
• Ciccarelli, Matteo & Maddaloni, Angela & Peydró, José-Luis, 2010, "Trusting the bankers: a new look at the credit channel of monetary policy," Working Paper Series, European Central Bank, number 1228, Jul.
• Taglioni, Daria & Bricongne, Jean-Charles & Fontagné, Lionel & Gaulier, Guillaume & Vicard, Vincent, 2010, "Firms and the global crisis: French exports in the turmoil," Working Paper Series, European Central Bank, number 1245, Sep.
• Maddaloni, Angela & Peydró, José-Luis, 2010, "Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards," Working Paper Series, European Central Bank, number 1248, Oct.
• Scheicher, Martin & Fontana, Alessandro, 2010, "An analysis of euro area sovereign CDS and their relation with government bonds," Working Paper Series, European Central Bank, number 1271, Dec.
• Eisenschmidt, Jens & Holthausen, Cornelia, 2010, "The minimum liquidity deficit and the maturity structure of central banks' open market operations: lessons from the financial crisis," Working Paper Series, European Central Bank, number 1282, Dec.
• Peltonen, Tuomas A. & Lo Duca, Marco, 2011, "Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," Working Paper Series, European Central Bank, number 1311, Mar.
• Boissay, Frédéric, 2011, "Financial imbalances and financial fragility," Working Paper Series, European Central Bank, number 1317, Apr.
• Martin, Alberto & Ventura, Jaume, 2011, "Theoretical notes on bubbles and the current crisis," Working Paper Series, European Central Bank, number 1348, Jun.
• Bijsterbosch, Martin & Dahlhaus, Tatjana, 2011, "Determinants of credit-less recoveries," Working Paper Series, European Central Bank, number 1358, Jun.
• Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011, "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series, European Central Bank, number 1374, Aug.
• Peltonen, Tuomas A. & Sarlin, Peter, 2011, "Mapping the state of financial stability," Working Paper Series, European Central Bank, number 1382, Sep.
• Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012, "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series, European Central Bank, number 1426, Mar.
• Ejsing, Jacob & Grothe, Magdalena & Grothe, Oliver, 2012, "Liquidity and credit risk premia in government bond yields," Working Paper Series, European Central Bank, number 1440, Jun.
• Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012, "Credit risk in general equilibrium," Working Paper Series, European Central Bank, number 1445, Jun.
• Agur, Itai & Demertzis, Maria, 2012, "Excessive bank risk taking and monetary policy," Working Paper Series, European Central Bank, number 1457, Aug.
• Guarda, Paolo & Rouabah, Abdelaziz & Theal, John, 2012, "An MVAR framework to capture extreme events in macro-prudential stress tests," Working Paper Series, European Central Bank, number 1464, Aug.
• Drudi, Francesco & Durré, Alain & Mongelli, Francesco Paolo, 2012, "The interplay of economic reforms and monetary policy: the case of the euro area," Working Paper Series, European Central Bank, number 1467, Sep.
• Lo Duca, Marco, 2012, "Modelling the time varying determinants of portfolio flows to emerging markets," Working Paper Series, European Central Bank, number 1468, Sep.
• Chiţu, Livia, 2012, "Was unofficial dollarisation/euroisation an amplifier of the 'Great Recession' of 2007-09 in emerging economies," Working Paper Series, European Central Bank, number 1473, Sep.
• Šmídková, Kateřina & Babecký, Jan & Havránek, Tomáš & Matĕjů, Jakub & Rusnák, Marek & Vašíček, Bořek, 2012, "Banking, debt and currency crises: early warning indicators for developed countries," Working Paper Series, European Central Bank, number 1485, Oct.
• Babecký, Jan & Havránek, Tomáš & Matĕjů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2012, "Leading indicators of crisis incidence: evidence from developed countries," Working Paper Series, European Central Bank, number 1486, Oct.
• Maurin, Laurent & Toivanen, Mervi, 2012, "Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks," Working Paper Series, European Central Bank, number 1499, Nov.
• Durré, Alain & Beaupain, Renaud, 2012, "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series, European Central Bank, number 1500, Dec.
• Sarlin, Peter, 2013, "On policymakers' loss function and the evaluation of early warning systems," Working Paper Series, European Central Bank, number 1509, Feb.
• Castrén, Olli & Rancan, Michela, 2013, "Macro-networks: an application to the euro area financial accounts," Working Paper Series, European Central Bank, number 1510, Feb.
• Smets, Frank & Collard, Fabrice & Boissay, Frédéric, 2013, "Booms and systemic banking crises," Working Paper Series, European Central Bank, number 1514, Feb.
• Ciccarelli, Matteo & Maddaloni, Angela & Peydró, José-Luis, 2013, "Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area," Working Paper Series, European Central Bank, number 1527, Mar.
• Taglioni, Daria & Zavacka, Veronika, 2013, "Innocent bystanders: how foreign uncertainty shocks harm exporters," Working Paper Series, European Central Bank, number 1530, Apr.
• Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2013, "Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland," Working Paper Series, European Central Bank, number 1531, Apr.
• Derviz, Alexis, 2013, "Bubbles, bank credit and macroprudential policies," Working Paper Series, European Central Bank, number 1551, Jun.
• Beyer, Andreas & Alter, Adrian, 2013, "The dynamics of spillover effects during the European sovereign debt crisis," Working Paper Series, European Central Bank, number 1558, Jun.
• Maddaloni, Angela & Peydró, José-Luis, 2013, "Monetary policy, macroprudential policy and banking stability: evidence from the euro area," Working Paper Series, European Central Bank, number 1560, Jul.
• Louzis, Dimitrios & Vouldis, Angelos, 2013, "A financial systemic stress index for Greece," Working Paper Series, European Central Bank, number 1563, Jul.
• Saldías, Martín, 2013, "A market-based approach to sector risk determinants and transmission in the euro area," Working Paper Series, European Central Bank, number 1574, Aug.
• Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013, "Predicting distress in European banks," Working Paper Series, European Central Bank, number 1597, Oct.
• Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem & Behn, Markus, 2013, "Setting countercyclical capital buffers based on early warning models: would it work?," Working Paper Series, European Central Bank, number 1604, Nov.
• Grothe, Magdalena, 2013, "Market pricing of credit rating signals," Working Paper Series, European Central Bank, number 1623, Dec.
• Merrill, Craig B. & Nadauld, Taylor & Sherlund, Shane M., 2013, "Why Did Financial Institutions Sell RMBS at Fire Sale Prices during the Financial Crisis?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-02, Feb.
• DeAngelo, Harry & Stulz, Rene M., 2013, "Why High Leverage Is Optimal for Banks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-08, May.
• Fuchs, William & Skrzypacz, Andrzej, 2013, "Costs and Benefits of Dynamic Trading in a Lemons Market," Research Papers, Stanford University, Graduate School of Business, number 2133, Aug.
• Allen, Franklin & Babus, Ana & Carletti, Elena, 2013, "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-30, Feb.
• DeAngelo, Harry & Stulz, Rene M., 2013, "Why High Leverage Is Optimal for Banks," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-20, May.
• Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozlowski, Lukasz, 2013, "Politically Connected Firms in Poland and Their Access to Bank Financing," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-37.
• Nuno Cassola & Ali Hortaçsu & Jakub Kastl, 2013, "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds," Econometrica, Econometric Society, volume 81, issue 4, pages 1309-1345, July, DOI: ECTA9973.
• Dilek Teker & Aynur Pala & Oya Kent, 2013, "Determination of Sovereign Rating: Factor Based Ordered Probit Models for Panel Data Analysis Modelling Framework," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 122-132.
• Mongi Gharsellaoui, 2013, "Subprime Crisis and Financial Contagion: Evidence from Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 153-162.
• Ali Said, 2013, "Risks and Efficiency in the Islamic Banking Systems: The Case of Selected Islamic Banks in MENA Region," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 66-73.
• Ali Said, 2013, "Evaluating the Overall Technical Efficiency of Islamic Banks Operating in the MENA Region During the Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 426-434.
• Chang-Yi Hsu & Jean Yu & Shiow-Ying Wen, 2013, "The Analysts' Forecast of IPO Firms during the Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 673-682.
• Zongjun Wang & Gongkhonkwa Rujira, 2013, "The Dynamic Relationship of Stock Indexes on Interbank Money Market Rates: Evidence from Thailand," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 827-843.
• Ardo Hansson & Martti Randveer, 2013, "Economic adjustment in the Baltic Countries," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-1, Apr.
• Bentes, Sonia R. & Menezes, Rui, 2013, "On the predictability of realized volatility using feasible GLS," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 58-66, DOI: 10.1016/j.asieco.2013.08.002.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013, "Leveraged network-based financial accelerator," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1626-1640, DOI: 10.1016/j.jedc.2013.02.008.
• Chinazzi, Matteo & Fagiolo, Giorgio & Reyes, Javier A. & Schiavo, Stefano, 2013, "Post-mortem examination of the international financial network," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1692-1713, DOI: 10.1016/j.jedc.2013.01.010.
• Vanja Bozic & Cosimo Magazzino, 2013, "Credit Rating Agencies: The Importance of Fundamentals in the Assessment of Sovereign Ratings," Economic Analysis and Policy, Elsevier, volume 43, issue 2, pages 157-176, September.

2012

• Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012, "The impact of financial crises on the risk-return tradeoff and the leverage effect," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-19, May.
• Charlotte Christiansen, 2012, "Integration of European Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-33, Jul.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2012, "The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-03, May.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2012, "Fear and Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-07, Oct.
• Thomas Philippon & Vasiliki Skreta, 2012, "Optimal Interventions in Markets with Adverse Selection," American Economic Review, American Economic Association, volume 102, issue 1, pages 1-28, February.
• Jean Tirole, 2012, "Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning," American Economic Review, American Economic Association, volume 102, issue 1, pages 29-59, February.
• Moritz Schularick & Alan M. Taylor, 2012, "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870-2008," American Economic Review, American Economic Association, volume 102, issue 2, pages 1029-1061, April.
• Zhiguo He & Wei Xiong, 2012, "Debt Financing in Asset Markets," American Economic Review, American Economic Association, volume 102, issue 3, pages 88-94, May.
• Stephen D. Williamson, 2012, "Liquidity, Monetary Policy, and the Financial Crisis: A New Monetarist Approach," American Economic Review, American Economic Association, volume 102, issue 6, pages 2570-2605, October.
• Efraim Benmelech & Nittai K. Bergman, 2012, "Credit Traps," American Economic Review, American Economic Association, volume 102, issue 6, pages 3004-3032, October.
• Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012, "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, volume 102, issue 7, pages 3674-3700, December.
• Stephen Morris & Hyun Song Shin, 2012, "Contagious Adverse Selection," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 1-21, January.
• Ana Fostel & John Geanakoplos, 2012, "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 190-225, January.
• Pierre-Olivier Gourinchas & Maurice Obstfeld, 2012, "Stories of the Twentieth Century for the Twenty-First," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 226-265, January.
• Viral V. Acharya & Denis Gromb & Tanju Yorulmazer, 2012, "Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 2, pages 184-217, April.
• Pengfei Wang & Yi Wen, 2012, "Speculative Bubbles and Financial Crises," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 3, pages 184-221, July, DOI: 10.1257/mac.4.3.184.
• Laura Alfaro & Maggie Xiaoyang Chen, 2012, "Surviving the Global Financial Crisis: Foreign Ownership and Establishment Performance," American Economic Journal: Economic Policy, American Economic Association, volume 4, issue 3, pages 30-55, August.
• Gary Gorton & Andrew Metrick, 2012, "Getting Up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide," Journal of Economic Literature, American Economic Association, volume 50, issue 1, pages 128-150, March.
• Andrew W. Lo, 2012, "Reading about the Financial Crisis: A Twenty-One-Book Review," Journal of Economic Literature, American Economic Association, volume 50, issue 1, pages 151-178, March.
• Alan M. Taylor, 2012, "Global Financial Stability and the Lessons of History: A Review of Carmen M. Reinhart and Kenneth S. Rogoff's This Time Is Different: Eight Centuries of Financial Folly," Journal of Economic Literature, American Economic Association, volume 50, issue 4, pages 1092-1105, December.
• Gordon H. Hanson, 2012, "The Rise of Middle Kingdoms: Emerging Economies in Global Trade," Journal of Economic Perspectives, American Economic Association, volume 26, issue 2, pages 41-64, Spring.
• Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2012, "Real exchange rate volatility, financial crises and nominal exchange regimes," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-05, Oct.
• Pituwan Poramapojn, 2012, "Effect of Securitization on the Bank’s Equity Risk in the U.S," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 19, issue 1, pages 68-86, June.
• Eduard Mădălin Dinu & Costin Ciora, 2012, "Best Practices in Incentive Compensation from the Perspective of Value-based Management," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 31, pages 273-285, February.
• Daniel T. Pele, 2012, "An Lppl Algorithm For Estimating The Critical Time Of A Stock Market Bubble," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 1, issue 2, pages 14-22, DECEMBER.
• Antoine Parent, 2012, "A critical note on "This time is different"," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 6, issue 2, pages 211-219, May, DOI: 10.1007/s11698-011-0066-3.
• Li, Xiaofei & Escalante, Cesar L. & Epperson, James E. & Gunter, Lewell F., 2012, "Technical Efficiency and the Probability of Bank Failure among Agricultural and Non-Agricultural Banks," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124591, DOI: 10.22004/ag.econ.124591.
• Jesper Christensen, Bent & ßrregaard Nielsen, Morten & Zhu, Jie, 2012, "The impact of financial crises on the risk-return tradeoff and the leverage effect," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274615, May, DOI: 10.22004/ag.econ.274615.
• Milne, Frank, 2012, "Economic Crises: The Impact on Australia and Canada," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274616, Aug, DOI: 10.22004/ag.econ.274616.
• Beteto, Danilo Lopomo, , "Government Safety Net, Stock Market Participation and Asset Prices," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 156475, DOI: 10.22004/ag.econ.156475.
• Beteto, Danilo Lopomo, , "Government Induced Bubbles," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 156476, DOI: 10.22004/ag.econ.156476.
• Daniel Militaru, 2012, "Can The Romanian Pension System Become A Performant One?," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 102-105.
• Silviu-Valentin Carstina & Cristina Beletu, 2012, "Implications Damping System Used In Romania On Self-Financing Capacity," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 106-117.
• Ana Preda, 2012, "Considerations Regarding Eu Life Insurance Market," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 128-133.
• Marian Siminica & Iulia Oana Stefan, 2012, "The Impact Of The Financial Crisis On The Financial Position Of Companies Listed On Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 17-30.
• Iulia Oana Stefan, 2012, "The Evolution Of Profitability Of Romanian Enterprises From Key Areas Of Activity During The World-Wide Financial Crisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 177-186.
• Lucian Buse & Silviu-Valentin Carstina, 2012, "Profitability And Risk Analysis In The Metallurgical Industry Leading Companies In Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 5-16.
• Cristian Stanciu, 2012, "The Financial Crisis And The Early Warning System Models," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 67-80.
• Roxana Maria Badircea & Alina Georgiana Manta, 2012, "Road To Euro. Comparative Analysis Romania-Bulgaria," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 81-91.
• Anca Tanasie & Nicu Marcu, 2012, "The New Perspectives On The Tobin Tax. Could It Provide Any Support For The Euro-Area?85," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 182-188, April.