Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2019

• Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019, "Bitcoin: competitor or complement to gold?," Post-Print, HAL, number hal-01994187, Feb.
• Roman Matkovskyy, 2019, "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," Post-Print, HAL, number hal-02127175, Feb, DOI: 10.1016/j.qref.2018.09.005.
• Thomas Chuffart & Emma Hooper, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print, HAL, number hal-02194152, May, DOI: 10.1016/j.eneco.2019.02.003.
• Thomas Chuffart & Emma Hooper, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print, HAL, number hal-03157206.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019, "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Post-Print, HAL, number hal-03484603, Dec, DOI: 10.1016/j.ribaf.2019.04.005.
• Amélie Charles & Olivier Darné, 2019, "Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks," Post-Print, HAL, number hal-03794543.
• Raphael Chiappini & Yves Jegourel, 2019, "Explaining the role of commodity traders: A theoretical approach," Post-Print, HAL, number hal-03896981, Jun.
• Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2019, "Rational expectations and stochastic systems," Post-Print, HAL, number halshs-01673338, Oct.
• Malick Fall & Waël Louhichi & Jean-Laurent Viviani, 2019, "Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach," Post-Print, HAL, number halshs-01910218, Aug, DOI: 10.1016/j.econmod.2018.06.008.
• Brice Corgnet & Cary Deck & Mark Desantis & Kyle Hampton & Erik O Kimbrough, 2019, "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers, HAL, number halshs-02146611, Jun.
• Theodore PELAGIDIS & Evgenia TSAHALI, 2019, "BDI's CORRELATION WITH LEADING ECONOMIC INDICATORS," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 167-189, June.
• Van-Hop Nguyen, 2019, "Dynamics Between Exchange Rates And Stock Prices: Evidence From Developed And Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 13, issue 1, pages 73-84.
• Imanou Akala, 2019, "Comparison Of The European And The U.S. Unregulated Stock Markets Designed For Smes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 13, issue 1, pages 85-102.
• Fatima Muhammad Abdulkarim & Hamisu Sadi Ali, 2019, "Financial Inclusions, Financial Stability, And Income Inequality In Oic Countries: A Gmm And Quantile Regression Application," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 2, pages 419-438, July, DOI: https://doi.org/10.21098/jimf.v5i2..
• Jibril Musa Talba & Ibrahim Mohammed Lawal & Umar Babagana Imam, 2019, "The Perception On The Contribution Of Islamic Banks And Islamic Windows Towards The Growth Of Nigerian Economy," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 3, pages 603-622, November, DOI: https://doi.org/10.21098/jimf.v5i3..
• Shaista Arshad & Omair Haroon & Syed Aun R. Rizvi, 2019, "Understanding Asian Emerging Stock Markets," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 12th BMEB, pages 495-510, January, DOI: https://doi.org/10.21098/bemp.v0i0..
• Harald Kinateder & Kimberly Weber & Niklas F. Wagner, 2019, "Revisiting Calendar Anomalies In Brics Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 22, issue 2, pages 213-236, July, DOI: https://doi.org/10.21098/bemp.v22i2.
• Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2019, "Are there Really Long-Run Diversification Benefits from Sustainable Investments?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 2, pages 141-163, September.
• Dr. Islem BOUTABBA, 2019, "An Empirical Validation of Financial Contagion by A Multivariate VAR Model," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 2, pages 221-244, September.
• Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2019, "State-Run Banks, Money Growth, and the Real Economy," Management Science, INFORMS, volume 65, issue 12, pages 5914-5932, December, DOI: 10.1287/mnsc.2018.3111.
• Bravo, Jorge Miguel & Ayuso, Mercedes & Holzmann, Robert, 2019, "Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12656, Sep.
• Serge Rugwiro & SungSup Brian Choi, 2019, "Re-examination of Fama–French Models in the Korean Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 1, pages 23-45, March, DOI: 10.1007/s10690-018-9254-5.
• J. Levendovszky & I. Reguly & A. Olah & A. Ceffer, 2019, "Low Complexity Algorithmic Trading by Feedforward Neural Networks," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 267-279, June, DOI: 10.1007/s10614-017-9720-6.
• Vincent Bourke & Mark DeSantis & David Porter, 2019, "The effects of make and take fees in experimental markets," Experimental Economics, Springer;Economic Science Association, volume 22, issue 4, pages 815-833, December, DOI: 10.1007/s10683-018-9574-3.
• Fabian J. Baier & Paul J. J. Welfens, 2019, "The UK’s banking FDI flows and Total British FDI: a dynamic BREXIT analysis," International Economics and Economic Policy, Springer, volume 16, issue 1, pages 193-213, March, DOI: 10.1007/s10368-018-00426-x.
• Nafeesa Yunus, 2019, "Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis," The Journal of Real Estate Finance and Economics, Springer, volume 58, issue 2, pages 264-289, February, DOI: 10.1007/s11146-017-9639-7.
• Kyriaki Begiazi & Paraskevi Katsiampa, 2019, "Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis," The Journal of Real Estate Finance and Economics, Springer, volume 58, issue 2, pages 290-309, February, DOI: 10.1007/s11146-018-9652-5.
• Bing Chen & Frank P. Stafford, 2019, "A Farewell to ARMs or Ever Changing Market Segments?," The Journal of Real Estate Finance and Economics, Springer, volume 59, issue 4, pages 649-672, November, DOI: 10.1007/s11146-018-9659-y.
• Shu Ling Chiang & Ming Shann Tsai, 2019, "Valuation of an option using non-parametric methods," Review of Derivatives Research, Springer, volume 22, issue 3, pages 419-447, October, DOI: 10.1007/s11147-018-09153-6.
• Alberto Cagnazzo, 2019, "Market-timing performance of mutual fund investors in Emerging Markets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1901, Jan.
• Gregory Connor & Robert A. Korajczyk, 2019, "Semi-strong factors in asset returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n294-19.pdf.
• Dimitra Kontana & Fotios Siokis, 2019, "Revisiting the Relationship between Financial Wealth, Housing Wealth, and Consumption: A Panel Analysis for the U.S," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_03, May, revised May 2019.
• Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2019, "A Mixed Frequency Approach for Stock Returns and Valuation Ratios," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_08, Nov, revised Nov 2019.
• Sheila Dow, 2019, "Monetary Reform, Central Banks, and Digital Currencies," International Journal of Political Economy, Taylor & Francis Journals, volume 48, issue 2, pages 153-173, April, DOI: 10.1080/08911916.2019.1624317.
• Nor Elliany Hawa Ibrahim & Kamarun Nisham Taufil Mohd & Karren Lee-Hwei Khaw, 2019, "Effect of Standardization of Trading Board Lot on Abnormal Liquidity in Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 89-102.
• Naji Massad & Jørgen Vitting Andersen, 2019, "Defining an intrinsic "stickiness" parameter of stock price returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19028, Oct.
• Janusz Brzeszczyński & Jerzy Gajdka & Ali M. Kutan, 2019, "Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland," NBP Working Papers, Narodowy Bank Polski, number 303.
• Shin-ichi Fukuda & Takeo Hoshi & Fukunari Kimura, 2019, "Globalization and Welfare Impacts of International Trade," NBER Books, National Bureau of Economic Research, Inc, number fuku-4, September.
• Robert A. Moffitt, 2019, "Tax Policy and the Economy, Volume 33," NBER Books, National Bureau of Economic Research, Inc, number moff-6, September.
• Pietro Veronesi, 2019, "Heterogeneous Households under Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 25448, Jan.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019, "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25481, Jan.
• John B. Donaldson & Rajnish Mehra, 2019, "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 25519, Jan.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019, "Five Facts about Beliefs and Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 25744, Apr.
• Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019, "The International Monetary and Financial System," NBER Working Papers, National Bureau of Economic Research, Inc, number 25782, Apr.
• Matthias Schlegl & Christoph Trebesch & Mark L.J. Wright, 2019, "The Seniority Structure of Sovereign Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 25793, May.
• Eric Budish & Robin S. Lee & John J. Shim, 2019, "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25855, May.
• Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2019, "A Theory of Participation in OTC and Centralized Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25887, May.
• Sida Li & Xin Wang & Mao Ye, 2019, "Who Provides Liquidity, and When?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25972, Jun.
• Tri Vi Dang & Gary B. Gorton & Bengt R. Holmstrom, 2019, "The Information View of Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 26074, Jul.
• Moritz Lenel & Monika Piazzesi & Martin Schneider, 2019, "The Short Rate Disconnect in a Monetary Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26102, Jul.
• Mariano Max Croce & Thien T. Nguyen & Steve Raymond, 2019, "Persistent Government Debt and Aggregate Risk Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 26177, Aug.
• Francesco Bianchi & Thilo Kind & Howard Kung, 2019, "Threats to Central Bank Independence: High-Frequency Identification with Twitter," NBER Working Papers, National Bureau of Economic Research, Inc, number 26308, Sep.
• Ravi Jagannathan, 2019, "On Frequent Batch Auctions for Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 26341, Oct.
• Zhe Geng & Jun Pan, 2019, "The SOE Premium and Government Support in China's Credit Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26575, Dec.
• Holden, Craig W. & Nam, Jayoung, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 29-71, December, DOI: 10.1561/104.00000071.
• Kazumori, Eiichiro & Sharman, Raj & Takeda, Fumiko & Yu, Hong, 2019, "Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 73-110, December, DOI: 10.1561/104.00000072.
• Christian Beer & Walter Waschiczek, 2019, "Equity ratios of Austrian nonfinancial corporations – evidence from balance sheet data," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 19/Q3, pages 25-41.
• Xiao, Tim, 2019, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," SocArXiv, Center for Open Science, number gxwaj, Sep, DOI: 10.31219/osf.io/gxwaj.
• Paulo L dos Santos & Ellis Scharfenaker, 2019, "Competition, self-organization, and social scaling—accounting for the observed distributions of Tobin’s q," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 28, issue 6, pages 1587-1610.
• Jeong-Ryeol Kurz-Kim, 2019, "Trading behavior of stock investors: Black Monday revisited," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 251-262, July, DOI: 10.1057/s41260-019-00120-w.
• Vishaal Baulkaran, 2019, "Stock market reaction to green bond issuance," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 5, pages 331-340, September, DOI: 10.1057/s41260-018-00105-1.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019, "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 2, pages 288-314, June, DOI: 10.1057/s41308-019-00080-6.
• Eli M. Remolona, 2019, "The monkey in the mirror and other tales of central bank forward guidance," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 56, issue 1 and 2, pages 16-27, June and .
• Adegboro, Opeyemi Oluwole & Orekoya, Samuel & Adekunle, Wasiu, 2019, "An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector," MPRA Paper, University Library of Munich, Germany, number 100995, Nov.
• Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019, "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," MPRA Paper, University Library of Munich, Germany, number 101387, Apr, revised Jan 2020.
• A., Rjumohan, 2019, "Stock Markets: An Overview and A Literature Review," MPRA Paper, University Library of Munich, Germany, number 101855, Apr.
• A., Rjumohan, 2019, "Integration between Economic Growth and Financial Development in India: An Analysis," MPRA Paper, University Library of Munich, Germany, number 101856, Apr.
• Pelagidis, Theodore & Panagiotopoulos, George, 2019, "Forward Freight Agreements and Market Transparency in the Capesizs Sector," MPRA Paper, University Library of Munich, Germany, number 107035.
• Ku, Alfred Ing-Soon & Liew, Venus Khim-Sen & Puah, Chin-Hong, 2019, "Tracking Errors of Exchange Traded Funds in Bursa Malaysia," MPRA Paper, University Library of Munich, Germany, number 107990.
• Mohammed Ahmed, Abdullahi, 2019, "Financial Development and Central Bank Bilateral Currency Swaps: Is there Trade Effect?," MPRA Paper, University Library of Munich, Germany, number 109875, Aug, revised 05 Aug 2019.
• De Koning, Kees, 2019, "Conversion Theory II: the case for Recession Bonds," MPRA Paper, University Library of Munich, Germany, number 91203, Jan.
• Olkhov, Victor, 2019, "Econophysics of Asset Price, Return and Multiple Expectations," MPRA Paper, University Library of Munich, Germany, number 91587, Jan.
• Grassetti, Francesca & Mammana, Cristiana & Michetti, Elisabetta, 2019, "On the interaction between real economy and financial markets," MPRA Paper, University Library of Munich, Germany, number 91975, Jan.
• Siddiqi, Hammad, 2019, "CAPM: A Tale of Two Versions," MPRA Paper, University Library of Munich, Germany, number 92798, Mar.
• Mamatzakis, Emmanuel & Bagntasarian, Anna, 2019, "The nexus between underlying dynamics of bank capital buffer and performance," MPRA Paper, University Library of Munich, Germany, number 92961, Mar.
• Vlasic, Dubravka & Poldrugovac, Katarina & Jankovic, Sandra, 2019, "The Competitive pricing in marina business: Exploring relative price position and price fluctuation," MPRA Paper, University Library of Munich, Germany, number 93519, Apr.
• Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
• Abramova, Inna & Core, John & Sutherland, Andrew, 2019, "Institutional Investor Attention and Firm Disclosure," MPRA Paper, University Library of Munich, Germany, number 93665, Apr.
• Ojo, Marianne, 2019, "Avoiding a “No Deal” Scenario: Free Trade Agreements, Citizenship and Economic Rights," MPRA Paper, University Library of Munich, Germany, number 93812, May.
• Fitri Amalia, Rizki, 2019, "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018
  [Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock ," MPRA Paper, University Library of Munich, Germany, number 93962, Mar, revised 03 Feb 2019.
• evans, Martin, 2019, "Front-Running and Collusion in Forex Trading," MPRA Paper, University Library of Munich, Germany, number 94209, May.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019, "Optimal Operation of Islanded Microgrid Operation Based on the JAYA Optimization Algorithm," MPRA Paper, University Library of Munich, Germany, number 94279, Jun.
• Das, Mahamitra & Kundu, Srikanta & Sarkar, Nityananda, 2019, "Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model," MPRA Paper, University Library of Munich, Germany, number 94707, Jul.
• Firano, Zakaria & Filali adib, Fatine, 2019, "Intersectorial contagion risk in Morocco," MPRA Paper, University Library of Munich, Germany, number 95343, Jul.
• Rodrigues, David & Seruca, Manuel, 2019, "A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming," MPRA Paper, University Library of Munich, Germany, number 95392.
• Ruiz-Buforn, Alba & Alfarano, Simone & Morone, Andrea, 2019, "Welfare effects of public information in a laboratory financial market," MPRA Paper, University Library of Munich, Germany, number 95424, Jul.
• Pierrefeu, Alex, 2019, "Recursive Bands - A New Indicator For Technical Analysis," MPRA Paper, University Library of Munich, Germany, number 95806, Aug.
• Salles, Andre Assis de & Magrath, Raphael Sebastian & Malheiros, Matheus Manzani, 2019, "Determination of Copper Price Expectations in the International Market: Some Important Variables," MPRA Paper, University Library of Munich, Germany, number 95812, Feb, revised 31 Aug 2019.
• Beaumont, Paul & Smallwood, Aaron, 2019, "Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models," MPRA Paper, University Library of Munich, Germany, number 96314, Sep.
• Bashir, Taqadus & Khalid, Shujaat & Iqbal Khan, Kanwal & Javed, Saman, 2019, "Interest Rate Risk Management by Financial Engineering in Pakistani Non-Financial Firms," MPRA Paper, University Library of Munich, Germany, number 96426, Sep.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Abdulrahman, Alhassan & Syed Abul, Basher & M. Kabir, Hassan, 2019, "Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers," MPRA Paper, University Library of Munich, Germany, number 97080, Nov.
• Tursoy, Turgut, 2019, "Financial Stability and Financial Markets: Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 97147, Nov.
• Matey, Juabin, 2019, "Financial Performance Analysis of Distressed Banks in Ghana: Exploration of Financial Ratios and Z-score," MPRA Paper, University Library of Munich, Germany, number 97282, Nov, revised 28 Nov 2019.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
• Muteba Mwamba, John Weirstrass & Mhlophe, Bongani, 2019, "Modelling Asset Correlations of Revolving Loan Defaults in South Africa," MPRA Paper, University Library of Munich, Germany, number 97340, Aug.
• Naape, Baneng, 2019, "An Analysis of the 2008 Global Financial Crisis: Was Quantitative Easing Appropriate?," MPRA Paper, University Library of Munich, Germany, number 97816, Dec.
• Nizar, Muhammad Afdi, 2019, "Baik-Buruk Inovasi Keuangan
  [Financial Innovation : The Good and the Bad Sides]," MPRA Paper, University Library of Munich, Germany, number 97921, Dec.
• Gadelrab, Reda & Ekiz, Erdogan, 2019, "An investigation of key success factors for restaurant operations in Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 98033, Nov.
• Carolina Alves & Jan Toporowski, 2019, "Growth of international finance and emerging economies: Elements for an alternative approach," PSL Quarterly Review, Economia civile, volume 72, issue 288, pages 3-26.
• António R. Antunes & Tiago Cavalcanti, 2019, "Tighter Credit and Consumer Bankruptcy Insurance," Working Papers, Banco de Portugal, Economics and Research Department, number w201921.
• Gondo, Rocío, 2019, "Vulnerabilidad financiera y escenarios de riesgo del PBI usando Growth at Risk (GaR)," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 38, pages 81-94.
• Tomy Lee, 2019, "Code and data files for "Latency in Fragmented Markets"," Computer Codes, Review of Economic Dynamics, number 18-287, revised .
• Bruno Biais & Richard Green, 2019, "The Microstructure of the Bond Market in the 20th Century," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 250-271, July, DOI: 10.1016/j.red.2019.01.003.
• Tomy Lee, 2019, "Latency in Fragmented Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 128-153, July, DOI: 10.1016/j.red.2019.04.010.
• Hilary Tinotenda Muguto & Lorraine Rupande & Paul-Francois Muzindutsi, 2019, "Investor sentiment and foreign financial flows: Evidence from South Africa," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 473-498.
• Josip Arneriæ & Mario Matkoviæ, 2019, "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 713-739.
• Tomasz Schabek & Bojana Olgiæ Draženoviæ & Davor Mance, 2019, "Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 741-758.
• Saji GEORGE & P Srinivasa SURESH, 2019, "Linkage of Size Effect and Behavioral Risk in Indian Equity Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 96-116, September.
• Kriti Kulshrestha & Saumitra N. Bhaduri, 2019, "The Joint Dynamics of Liquidity and Volatility Across Small- and Large- index Indian Funds," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2_suppl, pages 167-182, August, DOI: 10.1177/0972652719846318.
• Szczepan Urjasz, 2019, "Causal Link Between the Polish Stock Market and Selected Macroeconomic Indicators (Zwiazek przyczynowy miedzy polskim rynkiem akcji i wybranymi wskaznikami makroekonomicznymi)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 179-196.
• Carl Luft & Jin Man Lee & Jin W. Choi, 2019, "“Chicago Mercantile Exchange Bitcoin Futures: Volatility, Liquidity and Margin”," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 69, issue 3, pages 55-74, July-Sept.
• Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2019, "Volatility-dependent correlations: further evidence of when, where and how," Empirical Economics, Springer, volume 57, issue 2, pages 505-540, August, DOI: 10.1007/s00181-018-1473-0.
• Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad, 2019, "Time-varying contemporaneous spillovers during the European Debt Crisis," Empirical Economics, Springer, volume 57, issue 2, pages 423-448, August, DOI: 10.1007/s00181-018-1480-1.
• Matheus Koengkan & Renato Santiago & José Alberto Fuinhas & António Cardoso Marques, 2019, "Does financial openness cause the intensification of environmental degradation? New evidence from Latin American and Caribbean countries," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 21, issue 4, pages 507-532, October, DOI: 10.1007/s10018-019-00240-y.
• Charbel Bassil & Hassan Hamadi & Patrick Mardini, 2019, "Gold and oil prices: stable or unstable long-run relationship," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 57-72, January, DOI: 10.1007/s12197-018-9429-y.
• Brandon C. L. Morris & Jared F. Egginton & Kathleen P. Fuller, 2019, "Return and liquidity response to fraud and sec investigations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 313-329, April, DOI: 10.1007/s12197-018-9445-y.
• Salman Tahsin & Timothy J. Yeager, 2019, "A residential mortgage bank lending channel during the financial crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 631-656, October, DOI: 10.1007/s12197-018-9457-7.
• Hassan Anjum, 2019, "Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 750-763, October, DOI: 10.1007/s12197-019-09472-w.
• Liyun Zhou & Chunpeng Yang, 2019, "Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 4, pages 859-890, December, DOI: 10.1007/s11403-019-00264-3.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2019, "Modeling the Risk Dynamics of Hedge Funds," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019, "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0830.
• John H. Y. Edwards, 2019, "Losers distribution, with applications to financial inclusion: Lightning can strike twice, but it may not strike at all," Working Papers, Tulane University, Department of Economics, number 1905, Apr.
• Irfan Djedovic & Edin Djedovic, 2019, "Risk-Reward Trade Off And Behavior Of Islamic And Conventional Stock Market Indices In Bosnia And Herzegovina," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 17, issue 2, pages 3-13, November.
• ALAM, Md. Shabbir & HUSSEIN, Muawya Ahmed, 2019, "The Impact Of Capital Market On The Economic Growth In Oman," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 2, pages 116-129, June.
• Pera Jacek, 2019, "The Effectiveness of Investing in Stock Exchange Markets in Central and Eastern European Countries with Regard to NYSE2-LSE-HKSE2. a Comparative Risk Analysis," Comparative Economic Research, Sciendo, volume 22, issue 2, pages 121-140, June, DOI: 10.2478/cer-2019-0016.
• Bolek Monika & Gniadkowska-Szymańska Agata, 2019, "Financial Liquidity as a Factor Determining the Economic Condition of Companies on the Capital Market in Relation to Bankruptcy Law in Poland," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 1, pages 1-9, March, DOI: 10.2478/fiqf-2019-0001.
• Semih Üslü, 2019, "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, volume 87, issue 6, pages 2079-2140, November, DOI: 10.3982/ECTA14713.
• Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019, "OTC discount," Discussion Papers, Deutsche Bundesbank, number 42/2019.
• Khan, Muhammad Salman & Khan, Kanwal Iqbal & Mahmood, Shahid & Sheeraz, Muhammad, 2019, "Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 13, issue 1, pages 20-25, DOI: 10.24312/1900148130104.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2019-16.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and log-period power laws in the cryptocurrencies market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 13, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2019-.
• Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019, "The seniority structure of sovereign debt," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2129.
• Li, Xinjue & Zboňáková, Lenka & Wang, Weining & Härdle, Wolfgang Karl, 2019, "Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-030.

2018

• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2018, "Cryptocurrencies, Metcalfe's law and LPPL models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-056.
• Stübinger, Johannes, 2018, "Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 01/2018.
• Niccolo Caldararo, 2018, "Bitcoin: Rube Goldberg Machine, Antique Throwback, Gigantic Distraction, Entertainment, Ripoff or New Money?," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 16, issue 3-B, pages 427-445.
• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Ulrich Hounyo & Rasmus T. Varneskov, 2018, "Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-16, Apr.
• Mehmet İslamoğlu & Samet Çankaya, 2018, "Prediction Of Financial Succes Using Financial Failure Models: An Empiricial Analysis On Firms Listed İn BIST XELKT Index," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 110, pages 111-134, October, DOI: https://doi.org/10.33203/mfy.451456.
• Mete Han Yağmur & Gencay Karakaya, 2018, "Structural Changes in Chinese Industrial Sector: Lessons for Emerging Economies," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 110, pages 161-174, October, DOI: https://doi.org/10.33203/mfy.451350.
• R. M. Ammar Zahid & Muzammil Khurshid, 2018, "Impact Of Safta On Capital Market Integration Of South Asia: Evidence From Cointegration Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 79-96, June.
• Vrins, Frédéric, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018005, Jan.
• Laurence Kotlikoff, 2018, "Misreading the Great Recession and Applying the Wrong Fix," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue supplemen, pages 21-43, November.
• Oliver Linton & Soheil Mahmoodzadeh, 2018, "Implications of High-Frequency Trading for Security Markets," Annual Review of Economics, Annual Reviews, volume 10, issue 1, pages 237-259, August, DOI: 10.1146/annurev-economics-063016-10.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers, arXiv.org, number 1802.02127, Feb.
• Mesias Alfeus & Martino Grasselli & Erik Schlogl, 2018, "A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors," Papers, arXiv.org, number 1809.06643, Sep.
• Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlogl, 2018, "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Papers, arXiv.org, number 1810.09112, Oct.
• Olha Tylchyk & Olena Dragan & Olena Nazymko, 2018, "Establishing The Ratio Of Concepts Of Counteraction To Legalization (Laundering) Of Illegally-Obtained Income And Counteraction To The Shadow Economy: The Importance For Determining Performance Indica," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-341-345.
• Paul Wohlfarth & Xiaohong Chen, 2018, "The Effect of Monetary Policy on Global Fixed Income Covariances," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1801, Feb.
• Kaetlynd McRae & Danny Auger, 2018, "A Primer on the Canadian Bankers' Acceptance Market," Discussion Papers, Bank of Canada, number 18-6, DOI: 10.34989/sdp-2018-6.
• Russell Barnett & Konrad Zmitrowicz, 2018, "Assessing the Impact of Demand Shocks on the US Term Premium," Discussion Papers, Bank of Canada, number 18-7, DOI: 10.34989/sdp-2018-7.
• Michael Brolley & David A. Cimon, 2018, "Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays," Staff Working Papers, Bank of Canada, number 18-16, DOI: 10.34989/swp-2018-16.
• Edouard Djeutem & Geoffrey R. Dunbar, 2018, "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers, Bank of Canada, number 18-22, DOI: 10.34989/swp-2018-22.
• Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018, "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers, Bank of Canada, number 18-35, DOI: 10.34989/swp-2018-35.
• Radoslav Raykov & Consuelo Silva-Buston, 2018, "Multibank Holding Companies and Bank Stability," Staff Working Papers, Bank of Canada, number 18-51, DOI: 10.34989/swp-2018-51.
• Corey Garriott & Jesse Johal, 2018, "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes, Bank of Canada, number 2018-12, May, DOI: 10.34989/san-2018-12.
• Guillaume Ouellet Leblanc & Rohan Arora, 2018, "How do Canadian Corporate Bond Mutual Funds Meet Investor Redemptions?," Staff Analytical Notes, Bank of Canada, number 2018-14, DOI: 10.34989/san-2018-14.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-31, DOI: 10.34989/san-2018-31.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Maxime Leboeuf & Daniel Hyun, 2018, "Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?," Staff Analytical Notes, Bank of Canada, number 2018-4, DOI: 10.34989/san-2018-4.
• Thibaut Duprey, 2018, "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 2018-6, DOI: 10.34989/san-2018-6.
• Rohan Arora & Nadeem Merali & Guillaume Ouellet Leblanc, 2018, "Did Canadian Corporate Bond Funds Increase their Exposures to Risks?," Staff Analytical Notes, Bank of Canada, number 2018-7, DOI: 10.34989/san-2018-7.
• Xisong Jin, 2018, "How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation," BCL working papers, Central Bank of Luxembourg, number 118, Feb.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Enrique Alberola & Iván Kataryniuk & Ángel Melguizo & René Orozco, 2018, "Fiscal Policy and the Cycle in Latin America: the Role of Financing Conditions and Fiscal Rules," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 36, issue 85, pages 101-116, April, DOI: 10.32468/espe.8506.