Research classified by Journal of Economic Literature (JEL) codes

---

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

2018

• Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2018, "Corporate debt structure and economic recoveries," Post-Print, HAL, number hal-02877950, Jan, DOI: 10.1016/j.euroecorev.2017.09.013.
• Gunther Capelle-Blancard, 2018, "What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?," Post-Print, HAL, number hal-03029284, Mar, DOI: 10.1057/s41294-017-0049-x.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency varying beta estimation - a continuous wavelets approach," Post-Print, HAL, number hal-03195193, Oct.
• Jean-Marc Bonnisseau & Achis Chery, 2018, "Stability of marketable payoffs with re-trading," Post-Print, HAL, number halshs-01896592, Sep.
• Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2018, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Post-Print, HAL, number halshs-01937794, Oct, DOI: 10.1016/j.jebo.2018.08.005.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," Post-Print, HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Sciences Po Economics Publications (main), HAL, number hal-03607817, Jan.
• Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2020, "Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches," Working Papers, HAL, number hal-01664146, Jul.
• Reda Aboutajdine & Pierre Picard, 2018, "Preliminary investigations for better monitoring. Learning in repeated insurance audits," Working Papers, HAL, number hal-01713420, Feb.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers, HAL, number hal-03607817, Jan.
• Zaid AL-Hawatmah & Osama Samih Shaban, 2018, "Social Accounting & Social Responsibility Reporting In The Jordanian Industrial Companies Listed In Amman Stock Exchange Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 459-471.
• Boško Šego & Tihana Škrinjarić, 2018, "Quantitative Research Of Zagreb Stock Exchange - Literature Overview For The Period From Establishment Until 2018," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 6, pages 655-743.
• German Forero-Laverde, 2018, "A New Indicator for Describing Bull and Bear Markets," Working Papers, European Historical Economics Society (EHES), number 0129, Apr.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2018, "An Empirical Investigation Of Consumption Behaviour In Selected Oic Countries," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 4, issue 1, pages 101-116, August, DOI: https://doi.org/10.21098/jimf.v4i1..
• Mohamed Asmy Bin Mohd Thas Thaker, 2018, "MODELLING SMEs’ BEHAVIORAL INTENTION TO ADOPT ISLAMIC CROWDFUNDING-SMALL AND MEDIUM ENTERPRISES (ICSMEs) MODEL AS A SOURCE OF FINANCING IN MALAYSIA," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 4, issue 2, pages 293-310, November, DOI: https://doi.org/10.21098/jimf.v4i2..
• Oliver Linton & Soheil Mahmoodzadeh, 2018, "Implications of high-frequency trading for security markets," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/18, Jan.
• Jane Ihrig & Elizabeth Klee & Canlin Li & Min Wei & Joe Kachovec, 2018, "Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 2, pages 341-391, March.
• Chang Ma & Mr. Fabian Valencia, 2018, "Welfare Gains from Market Insurance: The Case of Mexican Oil Price Risk," IMF Working Papers, International Monetary Fund, number 2018/035, Mar.
• Turan KOCABIYIK & Türker TEKER, 2018, "Detection Of Interdependence Among Borsa Istanbul Stock Exchanges," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 191-202, October, DOI: 10.15637/jlecon.269.
• Yan Zhang, 2018, "China, Japan and the US Stock Markets and the Global Financial Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 1, pages 23-45, March, DOI: 10.1007/s10690-018-9237-6.
• Doha Belimam & Yong Tan & Ghizlane Lakhnati, 2018, "An Empirical Comparison of Asset-Pricing Models in the Shanghai A-Share Exchange Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 3, pages 249-265, September, DOI: 10.1007/s10690-018-9247-4.
• Stephanos Papadamou & Eleftherios Spyromitros & Nikolaos A. Kyriazis, 2018, "Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach," International Economics and Economic Policy, Springer, volume 15, issue 2, pages 353-371, April, DOI: 10.1007/s10368-017-0401-7.
• Tim A. Kroencke & Felix Schindler & Bertram I. Steininger, 2018, "The Anatomy of Public and Private Real Estate Return Premia," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 3, pages 500-523, April, DOI: 10.1007/s11146-017-9646-8.
• Darío Cestau, 2018, "The political affiliation effect on state credit risk," Public Choice, Springer, volume 175, issue 1, pages 135-154, April, DOI: 10.1007/s11127-018-0519-3.
• Mirko Abbritti & Hector Carcel & Luis Gil-Alana & Antonio Moreno, 2018, "Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 50, Jul.
• Tatiana Cesaroni, 2018, "Average time to sell a property and credit conditions: evidence from the Italian Housing Market Survey," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 18136.
• Erfani, Alireza & Abbasi, Saeed, 2018, "The Effect of Monetary Policy on Regime Changes of Financial Assets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 3, pages 319-341, July.
• Afshari, zahra & Daraei, Fatemeh, 2018, "The Impact of Central Bank Independence on Stock Market Volatility," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 4, pages 423-441, October.
• Sri Noor Aishah Binti Mohd Salleh & Karren Lee-Hwei Khaw, 2018, "Frequency and Sequence: Convertible Debt Issuance Announcement Effect on Stock Returns," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 1-20.
• Maria Farrugia & Glenn Formosa & Joseph Julian Pace, 2018, "Inflation-linked Bonds: An Introduction," CBM Working Papers, Central Bank of Malta, number WP/05/2018.
• András Fülöp & Zalán Kocsis, 2018, "News- Based Indices on Country Fundamentals: Do They Help Explain Sovereign Credit Spread Fluctuations?," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2018/1.
• Jean-Marc Bonnisseau & Achis Chéry, 2018, "Stability of marketable payoffs with re-trading," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18024, Sep.
• Martin Eichenbaum & Jonathan A. Parker, 2018, "NBER Macroeconomics Annual 2017, volume 32," NBER Books, National Bureau of Economic Research, Inc, number eich-4, September.
• Roger Farmer, 2018, "Pricing Assets in a Perpetual Youth Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 24261, Jan.
• Marco Di Maggio & Amir Kermani & Kaveh Majlesi, 2018, "Stock Market Returns and Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 24262, Jan.
• Grace Xing Hu & Jun Pan & Jiang Wang, 2018, "Chinese Capital Market: An Empirical Overview," NBER Working Papers, National Bureau of Economic Research, Inc, number 24346, Feb.
• Bryan Kelly & Seth Pruitt & Yinan Su, 2018, "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24540, Apr.
• Juliane Begenau & Maryam Farboodi & Laura Veldkamp, 2018, "Big Data in Finance and the Growth of Large Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 24550, Apr.
• George O. Aragon & Rajnish Mehra & Sunil Wahal, 2018, "Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 24575, May.
• Matteo Maggiori & Brent Neiman & Jesse Schreger, 2018, "International Currencies and Capital Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24673, May.
• Eric Budish, 2018, "The Economic Limits of Bitcoin and the Blockchain," NBER Working Papers, National Bureau of Economic Research, Inc, number 24717, Jun.
• Josh Lerner & Antoinette Schoar & Jason Mao & Nan R. Zhang, 2018, "Investing Outside the Box: Evidence from Alternative Vehicles in Private Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 24941, Aug.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018, "Asset Insulators," NBER Working Papers, National Bureau of Economic Research, Inc, number 24973, Aug.
• Laurence J. Kotlikoff, 2018, "The Big Con – Reassessing the "Great" Recession and its "Fix"," NBER Working Papers, National Bureau of Economic Research, Inc, number 25213, Nov.
• Kaiji Chen & Tao Zha, 2018, "Macroeconomic Effects of China's Financial Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 25222, Nov.
• Asem Alhomaidi & M. Kabir Hassan & William J. Hippler, 2018, "The Effect of Implicit Market Barriers on Stock Trading and Liquidity," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2018-WP-02, Jan.
• Stockhammer, Engelbert & Wildauer, Rafael, 2018, "Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD Countries," Review of Behavioral Economics, now publishers, volume 5, issue 2, pages 85-121, September, DOI: 10.1561/105.00000083.
• Sane, Renuka, 2018, "Stock Market Trading in the Aftermath of an Accounting Scandal," Working Papers, National Institute of Public Finance and Policy, number 18/198, Apr.
• Roger Farmer, 2018, "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 485, Jan.
• Yosuke Jin & Ben Westmore, 2018, "Reforms for sustainable productivity growth in Ireland," OECD Economics Department Working Papers, OECD Publishing, number 1489, Jul, DOI: 10.1787/2fd5fd8a-en.
• Christian Beer & Walter Waschiczek, 2018, "Capital markets union: a more diverse financial landscape in the EU?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 71-86.
• Lovre Božina, 2018, "The Effect of Monetary Policy Within the National Economy and Monetary Sovereignty," Occasional Publications, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, chapter 5, "Financije teorija i suvremena pitanja = Finance - theory and contemporary issues".
• Katarína Lučivjanská, 2018, "Is Imperfection Better? Evidence from Predicting Stock and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 244-270.
• Aleksey Kolokolov & Roberto Renò, 2018, "Efficient Multipowers," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 4, pages 629-659.
• Ricardo J Caballero & Emmanuel Farhi, 2018, "The Safety Trap," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 223-274.
• Briana Chang, 2018, "Adverse Selection and Liquidity Distortion," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 275-306.
• Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018, "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 852-897.
• Hengjie Ai & Mariano Max Croce & Anthony M Diercks & Kai Li, 2018, "News Shocks and the Production-Based Term Structure of Equity Returns," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2423-2467.
• Boris Cournède & Catherine L. Mann, 2018, "Growth and Inequality Effects of Decades of Financial Transformation in OECD Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 1, pages 3-14, March, DOI: 10.1057/s41294-017-0046-0.
• Gunther Capelle-Blancard, 2018, "What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 1, pages 15-33, March, DOI: 10.1057/s41294-017-0049-x.
• Etienne Espagne, 2018, "Money, Finance and Climate: The Elusive Quest for a Truly Integrated Assessment Model," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 1, pages 131-143, March, DOI: 10.1057/s41294-018-0055-7.
• Francesco Paolo Mongelli & Gonzalo Camba-Mendez, 2018, "The Financial Crisis and Policy Responses in Europe (2007–2018)," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 4, pages 531-558, December, DOI: 10.1057/s41294-018-0074-4.
• Tito Cordella & Giovanni Dell’Ariccia & Robert Marquez, 2018, "Government Guarantees, Transparency, and Bank Risk Taking," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 1, pages 116-143, March, DOI: 10.1057/s41308-018-0049-5.
• Nijole Maknickiene & Indre Lapinskaite & Algirdas Maknickas, 2018, "Application of ensemble of recurrent neural networks for forecasting of stock market sentiments," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 13, issue 1, pages 7-27, March, DOI: 10.24136/eq.2018.001.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, volume 13, issue 9, pages 1-10, September, DOI: 10.1371/journal.pone.0203814.
• Mohammed Ishaq Mohammed & Noralfishah Sulaiman & Dahiru Adamu, 2018, "Dimensionality and Reliability of the Determinants of Reverse Mortgage Use Intention," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, volume 4, issue 2, pages 1013-1023, February, DOI: 10.22178/pos.31-4.
• Ozili, Peterson K, 2018, "Banking Stability Determinants in Africa," MPRA Paper, University Library of Munich, Germany, number 101825.
• Sinha, Bhaskar, 2018, "Does the order processing cost model sufficiently captures market structural changes: historical evidence from India?," MPRA Paper, University Library of Munich, Germany, number 102665, revised 2020.
• Pincheira, Pablo & Hardy, Nicolas, 2018, "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 83564, Jan.
• Dominique, C-Rene, 2018, "Could Noise Spectra of Strange Attractors Better Explained Wealth and Income Inequalities? Evidence from the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 84182, Jan.
• Bell, Peter, 2018, "Updating Probabilities for a Mineral Exploration Project," MPRA Paper, University Library of Munich, Germany, number 84457, Feb.
• Colesnic, Olga & Kounetas, Kostas & Polemis, Michael, 2018, "Estimating risk efficiency in MiddleEast banks before and after the crisis.A Metafrontier framework," MPRA Paper, University Library of Munich, Germany, number 84795, Feb.
• Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper, University Library of Munich, Germany, number 84905, Mar, revised 11 Mar 2018.
• Xing, Victor, 2018, "Protectionist Trade Barriers to Threaten Policy-induced Debt Trap," MPRA Paper, University Library of Munich, Germany, number 84964, Mar.
• Bell, Peter, 2018, "Simulation Framework for Economic Modeling of Mineral Resources," MPRA Paper, University Library of Munich, Germany, number 85075, Mar.
• Bershadskii, Alexander, 2018, "Stock market activity and hormonal cycles," MPRA Paper, University Library of Munich, Germany, number 85298, Mar.
• Idrees, Sahar & Qayyum, Abdul, 2018, "The Impact of Financial Distress Risk on Equity Returns: A Case Study of Non-Financial Firms of Pakistan Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 85346.
• Phiri, Andrew, 2018, "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper, University Library of Munich, Germany, number 85826, Apr.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Nyoni, Thabani, 2018, "Box-Jenkins ARIMA approach to predicting net FDI inflows in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 87737, Jul.
• Habimana, Olivier, 2018, "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 87823, Jun.
• Wadhwa, Manick & Wadhwa, Ankit, 2018, "Differential Voting Right Shares in India - Legal and Valuation Perspective," MPRA Paper, University Library of Munich, Germany, number 87996, Jul.
• Yang, David, 2018, "Has the arrival of Amazon altered the market structure for consumer electronic goods in Australia?," MPRA Paper, University Library of Munich, Germany, number 88153, Jul.
• Xing, Victor, 2018, "Bank of Japan Suffers Stimulus Fatigue as Policy Costs Mount," MPRA Paper, University Library of Munich, Germany, number 88254, Jul.
• Pham, Ngoc-Sang, 2018, "Credit limits and heterogeneity in general equilibrium models with a finite number of agents," MPRA Paper, University Library of Munich, Germany, number 88736, Aug.
• Shahbaz, Muhammad & Destek, Mehmet & Polemis, Michael, 2018, "Do Foreign Capital and Financial Development affect Clean Energy Consumption and Carbon Emissions? Evidence from BRICS and Next-11 Countries," MPRA Paper, University Library of Munich, Germany, number 89267, Jul.
• Xing, Victor, 2018, "A Roundabout Path in the “Snapback” of Long-term Bond Yields," MPRA Paper, University Library of Munich, Germany, number 89516, Oct.
• Obregón, Carlos, 2018, "Beyond behavioral economics: who is the economic man," MPRA Paper, University Library of Munich, Germany, number 89653, Oct.
• Xing, Victor, 2018, "Active Asset Managers Face Asymmetric Risks from Paradigm Shift," MPRA Paper, University Library of Munich, Germany, number 89855, Nov.
• Dominique, C-Rene, 2018, "Assessing the Entropies of the Feigenbaum Strange Attractor and the S&P-500 Index as Factors Driving the Production of Information in Market Economies," MPRA Paper, University Library of Munich, Germany, number 89873, Nov, revised 05 Nov 2018.
• Condorelli, Stefano, 2018, "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper, University Library of Munich, Germany, number 89888, Sep.
• Xing, Victor, 2018, "Stigma over T-Bills Persists as Investors Focus on “Sophistication”," MPRA Paper, University Library of Munich, Germany, number 90378, Nov.
• Mohammad Azmi, Nur Syafikah Atirah, 2018, "The Factors Influence Credit Risk in Japan Banking Sector Specific for Kyoto Bank," MPRA Paper, University Library of Munich, Germany, number 90566, Dec.
• Xing, Victor, 2018, "Tighter Dollar Liquidity Exacerbates Pressure on Risk-parity Thesis," MPRA Paper, University Library of Munich, Germany, number 90808, Dec.
• Chong, Terence Tai Leung & Wu, Yueer, 2018, "The Unusual Trading Volume and Earnings Surprises in China’s Market," MPRA Paper, University Library of Munich, Germany, number 92162, Feb.
• Guei, Kore Marc Antoine, 2018, "Does financial structure matter for economic growth: An evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 92823, Dec.
• Al-Moulani, Ali & Alexiou, Constantinos, 2018, "Simulating Banking Sector Development in the GCC States," MPRA Paper, University Library of Munich, Germany, number 98650.
• Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
• Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman, 2018, "Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements," Working Papers, University of Pretoria, Department of Economics, number 201871, Nov.
• Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2018, "Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?," Working Papers, University of Pretoria, Department of Economics, number 201880, Nov.
• Milan Fičura & Jiří Witzany, 2018, "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 3, pages 5-20, DOI: 10.18267/j.efaj.211.
• Pym Manopimoke & Suthawan Prukumpai & Yuthana Sethapramote, 2018, "Dynamic Connectedness in Emerging Asian Equity Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 82, Feb.
• Roger E. A. Farmer, 2018, "Code and data files for "Pricing Assets in a Perpetual Youth Model"," Computer Codes, Review of Economic Dynamics, number 17-287, revised .
• Bruno Biais & Richard Green, 2018, "Code and data files for "The Microstructure of the Bond Market in the 20th Century"," Computer Codes, Review of Economic Dynamics, number 18-278, revised .
• Roger E. A. Farmer, 2018, "Pricing Assets in a Perpetual Youth Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 30, pages 106-124, October, DOI: 10.1016/j.red.2018.04.003.
• Yongsung Chang & Jay Hong & Marios Karabarbounis & Yicheng Wang, 2018, "Income Volatility and Portfolio Choices," 2018 Meeting Papers, Society for Economic Dynamics, number 412.
• Mark Wright, 2018, "The Seniority Structure of Sovereign Debt," 2018 Meeting Papers, Society for Economic Dynamics, number 928.
• Willem Spanjers, 2018, "Liquidity Provision, Ambiguous Asset Returns and the Financial Crisis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 10, issue 4, pages 371-407, November.
• Josip ARNERIĆ & Blanka ŠKRABIĆ PERIĆ, 2018, "Panel GARCH Model with Cross-Sectional Dependence between CEE Emerging Markets in Trading Day Effects Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 71-84, December.
• Xuan Zou, 2018, "Can the Greater Fool Theory Explain Bubbles? Evidence from China," Departmental Working Papers, Rutgers University, Department of Economics, number 201804, Aug.
• Thai-Ha Le & Donghyun Park & Cong-Phu-Khanh Tran & Binh Tran-Nam, 2018, "The Impact of the Hai Yang Shi You 981 Event on Vietnam’s Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 344-375, December, DOI: 10.1177/0972652718798215.
• Eleonora Cavallaro & Eleonora Cutrini, 2018, "Institutional quality and cross-border asset trade: are banks less worried about diversification abroad?," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 186, Dec.
• Luigi Guiso & Tullio Jappelli, 2018, "Investment in Financial Information and Portfolio Performance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 501, Jun.
• Alessia Lo Turco & Daniela Maggioni & Alberto Zazzaro, 2018, "Financial Dependence and Growth: the Role of Input-Output Linkages," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 516, Dec.
• Galicia Palacios, Alejandro & Coria Páez, Ana Lilia. & Flores Ortega, Miguel., 2018, "Volatilidad estocástica del tipo de cambio, impacto y desequilibrios en la economía mexicana./Stochastic volatility of the exchange rate, impact and imbalances in the mexican economy," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 1, pages 35-52, enero-jun.
• Piotr Fiszeder, 2018, "Exchange Rate Covariance Modelling by Means of Minimum and Maximum Prices (Modelowanie kowariancji kursow walutowych z zastosowaniem cen minimalnych i maksymalnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 37-49.
• Hakan BİLİR, 2018, "An Analysis of January Effect on Different BIST Indexes in Turkish Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).
• Muhammad Shahbaz & Mehmet Akif Destek & Michael L. Polemis, 2018, "Do Foreign Capital and Financial Development Affect Clean Energy Consumption and Carbon Emissions? Evidence from BRICS and Next-11 Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 68, issue 4, pages 20-50, October-D.
• Bàrbara Llacay & Gilbert Peffer, 2018, "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, volume 24, issue 3, pages 308-350, September, DOI: 10.1007/s10588-017-9258-0.
• P. Lakshmi & M. Thenmozhi, 2018, "Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 3, pages 225-233, September, DOI: 10.1007/s40622-018-0183-y.
• Patrick Beissner & Frank Riedel, 2018, "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, volume 22, issue 3, pages 603-620, July, DOI: 10.1007/s00780-018-0362-x.
• Sanjay Singh & Neeraj Hatekar, 2018, "Macroeconomic shocks and evolution of term structure of interest rate: A dynamic latent factor approach," Indian Economic Review, Springer, volume 53, issue 1, pages 245-262, December, DOI: 10.1007/s41775-018-0019-x.
• A. G. Malliaris & Mary Malliaris, 2018, "Directional Returns for Gold and Silver: A Cluster Analysis Approach," International Series in Operations Research & Management Science, Springer, chapter 0, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno, "Handbook of Recent Advances in Commodity and Financial Modeling", DOI: 10.1007/978-3-319-61320-8_1.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
• Grakolet Arnold Zamereith Gourène & Pierre Mendy, 2018, "Oil prices and African stock markets co-movement: A time and frequency analysis," Journal of African Trade, Springer, volume 5, issue 1, pages 55-67, March, DOI: 10.1016/j.joat.2018.03.002.
• Doha Belimam & Ghizlane Lakhnati, 2018, "Beta, Size and Value Factors in the Chinese Stock Returns," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_15.
• Wu-Yueh Hu & Heng-Yu Chang, 2018, "Investor Sentiment, Corporate Transparency and Market Returns: Evidence from Taiwan Intraday Data," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 8, issue 6, pages 1-4.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/05, Feb.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018, "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0418, Feb.
• Benedikt Rotermann & Bernd Wilfling, 2018, "A new stock-price bubble with stochastically deflating trajectories," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 15, pages 1091-1096, September, DOI: 10.1080/13504851.2017.1397846.
• Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh, 2018, "Imperfect Financial Markets and Investment Inefficiencies," TSE Working Papers, Toulouse School of Economics (TSE), number 18-891, Feb, revised Feb 2023.
• Biais, Bruno & Green, Richard, 2018, "The Microstructure of the Bond Market in the 20th Century," TSE Working Papers, Toulouse School of Economics (TSE), number 18-960, Oct.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2018, "Dynamics of Housing Debt in the Recent Boom and Great Recession," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 265-311, DOI: 10.1086/696054.
• Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li, 2018, "Using the Entire Yield Curve in Forecasting Output and Inflation," Working Papers, University of California at Riverside, Department of Economics, number 201903, Aug.
• Daniele Girardi, 2018, "Political shocks and financial markets : regression-discontinuity evidence from national elections," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2018-08.
• Giorgio Calacgnini, 2018, "Italian mutual guarantee funds and SME access to credit," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, volume 9, issue 9, pages 1-16, January-A, DOI: 10.14276/1971-8357.1337.
• Lovcha, Yuliya & Pérez Laborda, Àlex, 2018, "Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/307362.
• 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," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 395, Oct.
• Sheila Dow, 2018, "Monetary Reform, Central Banks and Digital Currencies," Department Discussion Papers, Department of Economics, University of Victoria, number 1805, Jun.
• Hasan Cömert & Mehmet Selman Çolak, 2018, "Can Developing Countries Maintain Financial Stability after the Global Crisis? The Role of External Financial Shocks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 2, pages 201-226.
• Podhorska Ivana & Kovacova Maria & Valaskova Katarina, 2018, "Searching for Key Factors in Enterprise Bankrupt Prediction: A Case Study in Slovak Republic," Economics and Culture, Sciendo, volume 15, issue 1, pages 78-87, June, DOI: 10.2478/jec-2018-0009.
• Abbasi Waseem Ahmed & Wang Zongrun & Alsakarneh Asaad, 2018, "Overcoming SMEs Financing and Supply Chain Obstacles by Introducing Supply Chain Finance," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 9, issue 1, pages 7-22, May, DOI: 10.1515/hjbpa-2018-0001.
• Jia Liu & John M. Maheu, 2018, "Improving Markov switching models using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 297-318, April, DOI: 10.1002/jae.2605.

2017

• Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1735.
• Stockhammer, Engelbert & Wildauer, Rafael, 2017, "Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD countries," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 18276, Aug.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01223969, Mar.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01442618, Jan.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01529663, May.
• Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2019, "Rational expectations and stochastic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01673338, Oct.
• Amine Lahiani & Anthony Miloudi & Ramzi Benkraiem & Shahbaz Muhammad, 2017, "Another look on the relationships between oil prices and energy prices," Post-Print, HAL, number hal-01429682, Jan, DOI: 10.1016/j.enpol.2016.12.031.
• Sébastien Galanti & Zahra Ben Braham, 2017, "Information efficiency on an emerging market: analysts’ recommendations in Tunisia," Post-Print, HAL, number hal-01489492.
• Yildiz Selim & Abdelbari El Khamlichi, 2017, "The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures," Post-Print, HAL, number hal-01653400.
• Weneyam Hippolyte Balima, 2017, "Do domestic bond markets participation help reduce financial dollarization in developing countries?," Post-Print, HAL, number hal-01682659, Nov, DOI: 10.1016/j.econmod.2017.06.008.
• Nikola Gradojevic & Deniz Erdemlioglu & Ramazan Gençay, 2017, "Informativeness of trade size in foreign exchange markets," Post-Print, HAL, number hal-01745281, Jan, DOI: 10.1016/j.econlet.2016.11.010.
• Nicolas Scelles & Boris Helleu & Christophe Durand & Liliane Bonnal & Stephen Morrow, 2017, "Explaining the Number of Social Media Fans for North American and European Professional Sports Clubs with Determinants of Their Financial Value," Post-Print, HAL, number hal-01987779, DOI: 10.3390/ijfs5040025.
• Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017, "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Post-Print, HAL, number hal-02008553, DOI: 10.1080/00036846.2017.1299102.
• Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017, "Does central bank independence affect stock market volatility ?," Post-Print, HAL, number hal-03692206, Dec, DOI: 10.1016/j.ribaf.2017.07.021.
• Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017, "Interest rate dynamic effect on stock returns and central bank transparency : Evidence from emerging markets," Post-Print, HAL, number hal-03692218, Jan, DOI: 10.1016/j.ribaf.2016.01.020.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Post-Print, HAL, number halshs-01529663, May.
• Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2017, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers, HAL, number halshs-01686493.
• Avni Önder Hanedar & Hatice Gaye Gencer & Sercan Demiralay & Ismail Altay, 2017, "Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse," Working Papers, European Historical Economics Society (EHES), number 0108, Feb.
• Elmas Yaldiz Hanedar & Avni Önder Hanedar & Ferdi Çelikay, 2017, "Effects of reforms and supervisory organizations: Evidence from the Ottoman Empire and the Istanbul bourse," Working Papers, European Historical Economics Society (EHES), number 0112, Apr.
• Antonis PANTAZIS & Theodoros PELAGIDIS, 2017, "Financial Indicators Affecting Stock Performance The Case Of Capital Product Partners," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 211-221, December.
• Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017, "Who supplies liquidity, how and when?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 874, Jun.
• Yulizar Djamaluddin Sanrego, 2017, "The Role Of Islamic Capital Market For Micro, Small, And Medium Enterprises (Msmes) Through Synergy Of Mutual Fund And Venture Capital Institution," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue 1, pages 81-112, August, DOI: https://doi.org/10.21098/jimf.v3i1..
• Mohamed Asmy bin Mohd Thas Thaker & Hassanudin bin Mohd Thas Thaker, 2017, "The Behavioural Intention Of Investors To Use Islamic Banking’S Investment Account Platform (Iap) As A Source Of Investment Portfolio: A Structural Equation Modeling Approach," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue 1, pages 113-138, August, DOI: https://doi.org/10.21098/jimf.v3i1..
• Hyunju Kang & Hyunduk Suh, 2017, "Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2017-1, Mar, revised Mar 2017.
• Chamorro-Gómez, José Augusto & Domínguez-Blancas, Christian Said & García-Morales, María Isabel, 2017, "El financiamiento de la banca comercial y el mercado de capitales: su relación con la desigualdad en la distribución del ingreso en México," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 115-144, Primer se.
• Bednarzik, Robert W. & Kern, Andreas & Hisnanick, John J., 2017, "Displacement and Debt: The Role of Debt in Returning to Work in the Period Following the Great Recession," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10764, May.
• Huson Joher Ali Ahmed Author-Name: IKM Mokhtarul Wadud, 2017, "Oil Price Volatility And Sectoral Returns Uncertainties: Evidence From A Threshold Based Approach For The Australian Equity Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 329-342, January-M.
• Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
• Fizzah Malik & Fangjun Wang & Muhammad Akram Naseem, 2017, "Econometric estimation of banking stocks," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 207-237, October-D.
• Marcella Lucchetta, 2017, "Banking competition and welfare," Annals of Finance, Springer, volume 13, issue 1, pages 31-53, February, DOI: 10.1007/s10436-016-0288-2.
• Alfred Guender & Bernard Tolan, 2017, "The predictive ability of a risk-adjusted yield spread for economic activity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 1-27, February, DOI: 10.1007/s10663-015-9309-z.
• R. Todd Smith & Xun Xu, 2017, "A good pair: alternative pairs-trading strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 1-26, February, DOI: 10.1007/s11408-016-0280-x.
• Ernest Dautovic, 2017, "The effect of real-time fiscal policy on sovereign interest rates in OECD countries," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 167-185, January, DOI: 10.1007/s10368-015-0334-y.
• Dev R. Mishra, 2017, "Post-innovation CSR Performance and Firm Value," Journal of Business Ethics, Springer, volume 140, issue 2, pages 285-306, January, DOI: 10.1007/s10551-015-2676-3.