Research classified by Journal of Economic Literature (JEL) codes

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• Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Peter Cauwels & Didier Sornette, 2012, "The Illusion of the Perpetual Money Machine," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-40, Oct.
• Robert F. Engle & Eric Jondeau & Michael Rockinger, 2012, "Systemic Risk in Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-45, Dec.
• Susanne VON DER BECKE & Didier SORNETTE, 2014, "Toward a Unified Framework of Credit Creation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-07, Jan.
• Didier SORNETTE, 2014, "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-25, Apr.
• Didier SORNETTE & Peter CAUWELS, 2014, "Financial Bubbles: Mechanisms and Diagnostics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-28, Apr.
• Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014, "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-30, May.
• Diego ARDILA & Dorsa SANADGOL & Peter CAUWELS & Didier SORNETTE, 2014, "Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-44, Jul.
• Vladimir FILIMONOV & Didier SORNETTE, 2014, "Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-48, Jul, revised Apr 2015.
• Matthias LEISS & Heinrich H. NAX & Didier SORNETTE, 2014, "Super-Exponential Growth Expectations and the Global Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-52, Aug, revised Sep 2015.
• Hamed AMINI & Damir FILIPOVIC & Andreea MINCA, 2014, "To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-63, Nov, revised Jun 2015.
• Matthias EFFING, 2014, "Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-65, Nov, revised Dec 2015.
• Paul Kosmetatos, 2014, "Financial contagion and market intervention in the 1772-3 credit crisis," Working Papers, Department of Economic and Social History at the University of Cambridge, number 21, Aug.
• Nicolas Petrosky-Nadeau & Lu Zhang, , "Unemployment Crises," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2013-E5.
• Marek Dabrowski, , "CEE Economies in the New Millennium: Their Strengths, Vulnerabilities and Forthcoming Challenges," IRMO Occasional Papers, Institute for Development and International Relations, Zagreb, number 4.
• Joshua Aizenman & Mahir Binici, , "Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_005.
• Sven Steinkamp & Frank Westermann, 2018, "Systemic crisis and growth revisited: Has the global financial crisis marked a new era," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_005, May.
• Ranjeeni, Kumari & Sharma, Susan Sunila, 2015, "The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors," Working Papers, Deakin University, Department of Economics, number fe_2015_15, Jan, DOI: 10.1080/1540496X.2015.1061383.

None

• Biondi Yuri, 2011, "Disagreement-Based Trading and Speculation: Implications for Financial Regulation and Economic Theory," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 1, pages 1-8, January, DOI: 10.2202/2152-2820.1017.
• Stout Lynn A., 2011, "Risk, Speculation, and OTC Derivatives: An Inaugural Essay for Convivium," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 1, pages 1-15, January, DOI: 10.2202/2152-2820.1004.
• Yuan Mingzhe & Liu Huifeng, 2011, "The Economic Consequences of Fair Value Accounting," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 2, pages 1-44, April, DOI: 10.2202/2152-2820.1010.
• Jovanovic Mario & Zimmermann Tobias, 2010, "Stock Market Uncertainty and Monetary Policy Reaction Functions of the Federal Reserve Bank," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-19, July, DOI: 10.2202/1935-1690.2045.
• Dalla Pellegrina Lucia & Saraceno Margherita, 2011, "Securities Class Actions: A Helping Hand for Bank Regulators in Trouble?," Review of Law & Economics, De Gruyter, volume 7, issue 1, pages 214-242, July, DOI: 10.2202/1555-5879.1459.
• Maggi Bernardo & Cavallaro Eleonora & Mulino Marcella, 2012, "The Macrodynamics of External Overborrowing and Systemic Instability in a Small Open Economy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 2, pages 1-27, April, DOI: 10.1515/1558-3708.1932.
• Gene Ambrocio, 2020, "Rational exuberance booms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 35, pages 263-282, January, DOI: 10.1016/j.red.2019.07.002.
• Zachary Stangebye, 2023, "Long-Term Sovereign Debt: A Steady State Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 48, pages 107-131, April, DOI: 10.1016/j.red.2022.03.002.
• Hao Jin & Hewei Shen, 2020, "Foreign Asset Accumulation among Emerging Market Economies: a Case for Coordination," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 35, pages 54-73, January, DOI: 10.1016/j.red.2019.04.006.
• Luis Araujo & Qingqing Cao & Raoul Minetti & Pierluigi Murro, 2019, "Credit Crunches, Asset Prices and Technological Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 32, pages 153-179, April, DOI: 10.1016/j.red.2019.02.001.
• Luis Araujo & Bernardo Guimaraes & Diego Rodrigues, 2020, "Financial constraints and collateral crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 38, pages 238-250, October, DOI: 10.1016/j.red.2020.04.006.
• Josef Schroth, 2021, "On the Distributional Effects of Bank Bailouts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 252-277, April, DOI: 10.1016/j.red.2020.09.010.
• Ryuichiro Izumi, 2021, "Opacity: Insurance and Fragility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 146-169, April, DOI: 10.1016/j.red.2020.09.007.
• Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020, "Credit Booms, Financial Crises, and Macroprudential Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 8-33, August, DOI: 10.1016/j.red.2020.06.004.
• Dario Bonciani & David Gauthier & Derrick Kanngiesser, 2023, "Slow Recoveries, Endogenous Growth and Macro-prudential Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 698-715, December, DOI: 10.1016/j.red.2023.07.001.
• William Chen & Gregory Phelan, 2023, "Should Monetary Policy Target Financial Stability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 181-200, July, DOI: 10.1016/j.red.2022.08.002.
• James Peck & Abolfazi Setayesh, 2023, "Bank Runs and the Optimality of Limited Banking," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 100-110, January, DOI: 10.1016/j.red.2022.01.003.
• Jürg Mägerle & Thomas Nellen, None, "Interoperability between central counterparties," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
• Daniel Felix Ahelegbey, None, "The econometrics of Bayesian graphical models: a review with financial application," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
• J. Piplack & S. Straetmans, 2009, "Comovements of Different Asset Classes During Market Stress," Working Papers, Utrecht School of Economics, number 09-09, May.
• M.I. Droes & W.H.J. Hassink, 2010, "Sale Price Risk and the Hedging Benefits of Homeownership," Working Papers, Utrecht School of Economics, number 10-10.
• P.O. van der Meer & Y.K. Grift, 2012, "An exploratory study on firm performance during the credit crunch: what do bankers think?," Working Papers, Utrecht School of Economics, number 12-25.