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

2018

• Woon K. Wong, 2018, "TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/12, Dec.
• Woon K. Wong, 2018, "The Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/22, Nov.
• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018, "Commodity Connectedness," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 4, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia, "Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures".
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2018, "When Are Stocks Less Volatile in the Long Run?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-07, Jan, revised Feb 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-30, Apr.
• Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-71, Nov.
• Angélica del Carmen Calle Sarmiento, 2018, "Analysis of the Ownership of Financial Products: Evidence to Contribute to Financial Inclusion in Bolivia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 2, in: María José Roa García & Diana Mejía, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean".
• Angélica del Carmen Calle Sarmiento, 2018, "Análisis de la tenencia de productos financieros: evidencia para contribuir a la inclusión financiera en Bolivia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 2, in: María José Roa García & Diana Mejía, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe".
• María José Roa García & Diana Mejía (ed.), 2018, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7en, edition 1, ISBN: ARRAY(0x73e9c4d0).
• María José Roa García & Diana Mejía (ed.), 2018, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7sp, edition 1, ISBN: ARRAY(0x74b451b0).
• Leonidas Zelmanovitz, 2018, "A model for a Representational Theory of Capital," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 10, issue 19, pages 141-161.
• Frédéric Vrins, 2018, "Sampling the multivariate standard normal distribution under a weighted sum constraint," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2980, Jan, DOI: https://doi.org/10.3390/risks603006.
• Farmer, Roger, 2018, "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 12643, Jan.
• Ai, Hengjie & Croce, Mariano & Diercks, Anthony & Li, Kai, 2018, "News Shocks and the Production-Based Term Structure of Equity Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12661, Jan.
• Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 12664, Jan.
• Skov Jensen, Christian & Lando, David & Pedersen, Lasse Heje, 2018, "Generalized Recovery," CEPR Discussion Papers, Centre for Economic Policy Research, number 12665, Jan.
• Beck, Thorsten & Silva-Buston, Consuelo & Wagner, Wolf, 2018, "The Economics of Supranational Bank Supervision," CEPR Discussion Papers, Centre for Economic Policy Research, number 12764, Mar.
• Borri, Nicola & Reichlin, Pietro, 2018, "Wealth Taxes and Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 13067, Jul.
• Baghai, Ramin & Giannetti, Mariassunta & Jager, Ivika, 2018, "Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 13151, Sep.
• Cukierman, Alex, 2018, "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," CEPR Discussion Papers, Centre for Economic Policy Research, number 13373, Dec.
• Shuo Cao, 2018, "Learning about Term Structure Predictability under Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_006, Jun.
• Joan Hortalà & Damià Rey, 2018, "Mercados financieros: El “trilema” competencia-calidad-regulación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 117, pages 99-999, Noviembre.
• Mara Madaleno & Celeste Amorim Varum & Isabel Horta, 2018, "SMEs Performance and Internationalization: A Traditional Industry Approach," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 605-624, November.
• Wahyoe Soedarmono, 2018, "Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 60-70.
• Alejandro Mosiño & Alejandro Tatsuo Moreno-Okuno, 2018, "On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 509-519.
• Harri Pönkä, 2018, "Sentiment and sign predictability of stock returns," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1676-1684.
• Yasuyuki Sawada & Hiroyuki Nakata & Kunio Sekiguchi & Yoko Okuyama, 2018, "Land and Real Estate Price Sensitivity to a Disaster: Evidence from the 2011 Thai Floods," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 89-97.
• Brent J. Davis, 2018, "Does financial well-being affect portfolio construction? Evidence from an online survey," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 362-366.
• Mohammad Q. M. Momani, 2018, "Revisiting the momentum factor in the U.K. stock market," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 528-531.
• Michael E Araki & Marcelo Cabus Klotzle & Antonio C. F. Pinto, 2018, "Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1476-1484.
• Mansokku Lee & Changkuk Jung & Taeyoung Lee, 2018, "Social order and financial development," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 901-907.
• Refk Selmi & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2018, "Efficiency or speculation? A dynamic analysis of the Bitcoin market," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2037-2046.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency varying beta estimation -a continuous wavelets approach-," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 1796-1810.
• Rafael C Gatsios & Fabiano G Lima & Vinícius M Magnani, 2018, "The impact of IFRS adoption on the accuracy and dispersion of analysts' forecasts in the Brazilian stock market," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2389-2398.
• Yu Takata, 2018, "Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2320-2330.
• Juanjuan Zhuo & Masao Kumamoto, 2018, "Threshold effects of population aging on stock prices," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2313-2319.
• Nymand-Andersen, Per, 2018, "Yield curve modelling and a conceptual framework for estimating yield curves: evidence from the European Central Bank’s yield curves," Statistics Paper Series, European Central Bank, number 27, Feb.
• Caloca, Antonio Rodríguez & Rousová, Linda, 2018, "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series, European Central Bank, number 28, May.
• Croce, Mariano & Nguyen, Thien & Raymond, Steve, 2018, "Persistent Government Debt and Risk Distribution," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-02, Nov.
• Chun-Ying Chen & Chun-Hung Chen & Ai-Chi Hsu, 2018, "Cost Efficiency Affects Sustainable Operations," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 1, pages 90-92.
• Bassam Jaara & Hikmat Alashhab & Osama Omarali Jaara, 2018, "The Determinants of Dividend Policy for Non-Financial Companies in Jordan," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 2, pages 198-209.
• Fouzan Alqaisi, 2018, "The Impact of the 2008 Global Financial Crisis on the Jordanian Banking Sector," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 3, pages 127-136.
• Noor Nahar Begum & Md Aktar Kamal, 2018, "Exploring the Key Factors Affecting Development of Bond Market in Bangladesh: An Application of Exploratory Factor Analysis (EFA)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 5, pages 266-275.
• Sisili Rahman & Biplab Das & Tazrina Farah, 2018, "Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 6, pages 76-83.
• Hillary Chijindu Ezeaku & Kenneth Chikezie Anyalechi & Josaphat. U.J. Onwumere & E. J. Okereke, 2018, "The Drivers of International Financial Integration and their Implications on the Nigerian Economy: An Error Correction Model Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 6, pages 30-34.
• Ayman Mahmoud Maaitah, 2018, "The Role of Leadership Style on Turnover Intention," International Review of Management and Marketing, International Review of Management and Marketing, volume 8, issue 5, pages 24-29.
• Ronald Fischer, 2017, "Efectos de la Reforma del Código de Aguas," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 335.
• Eugenia Andreasen & Patricio Valenzuela, 2018, "Investment Opportunities and Corporate Credit Risk," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 336.
• Zhu, Dan & Hodgkinson, Lynn & Wang, Qingwei, 2018, "Academic performance and financial forecasting performance:A survey study," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 45-51, DOI: 10.1016/j.jbef.2018.07.002.
• Bartram, Söhnke M., 2018, "In good times and in bad: Defined-benefit pensions and corporate financial policy," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 331-351, DOI: 10.1016/j.jcorpfin.2017.10.015.
• Chauhan, Gaurav Singh & Huseynov, Fariz, 2018, "Corporate financing and target behavior: New tests and evidence," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 840-856, DOI: 10.1016/j.jcorpfin.2016.10.013.
• Borri, Nicola & Reichlin, Pietro, 2018, "The housing cost disease," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 106-123, DOI: 10.1016/j.jedc.2017.12.001.
• McNevin, Bruce D. & Nix, Joan, 2018, "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, volume 68, issue C, pages 570-585, DOI: 10.1016/j.econmod.2017.03.024.
• Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018, "The financial effects of Trumpism," Economic Modelling, Elsevier, volume 74, issue C, pages 264-274, DOI: 10.1016/j.econmod.2018.05.020.
• Nam, Jouahn & Wang, Jun & Xing, Cunyu & Zhang, Ge, 2018, "Are hated stocks good investments?," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 19-29, DOI: 10.1016/j.najef.2017.10.001.
• Mietzner, Mark & Molterer, Manuel, 2018, "You might not get what you need: The discrepancy between financial advice and commissions in Germany," Economics Letters, Elsevier, volume 162, issue C, pages 167-170, DOI: 10.1016/j.econlet.2017.11.004.
• Momani, Mohammad Q.M., 2018, "Revisiting Pastor–Stambaugh liquidity factor," Economics Letters, Elsevier, volume 163, issue C, pages 190-192, DOI: 10.1016/j.econlet.2017.12.031.
• Phillip, Andrew & Chan, Jennifer S.K. & Peiris, Shelton, 2018, "A new look at Cryptocurrencies," Economics Letters, Elsevier, volume 163, issue C, pages 6-9, DOI: 10.1016/j.econlet.2017.11.020.
• Van Vliet, Ben, 2018, "An alternative model of Metcalfe’s Law for valuing Bitcoin," Economics Letters, Elsevier, volume 165, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.02.007.
• Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2018, "Return, volatility and shock spillovers of Bitcoin with energy and technology companies," Economics Letters, Elsevier, volume 170, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.06.012.
• Goedecke, Jann, 2018, "Contagious loan default," Economics Letters, Elsevier, volume 170, issue C, pages 14-18, DOI: 10.1016/j.econlet.2018.05.028.
• Fry, John, 2018, "Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?," Economics Letters, Elsevier, volume 171, issue C, pages 225-229, DOI: 10.1016/j.econlet.2018.08.008.
• Jahanshahloo, Hossein & Spokeviciute, Laima, 2018, "A modification to the WPC model," Economics Letters, Elsevier, volume 171, issue C, pages 76-78, DOI: 10.1016/j.econlet.2018.07.019.
• Takaishi, Tetsuya & Adachi, Takanori, 2018, "Taylor effect in Bitcoin time series," Economics Letters, Elsevier, volume 172, issue C, pages 5-7, DOI: 10.1016/j.econlet.2018.07.046.
• Hou, Shehong & Niu, Yingjie & Yang, Jinqiang, 2018, "Optimal consumption-portfolio rules with biased beliefs," Economics Letters, Elsevier, volume 173, issue C, pages 152-157, DOI: 10.1016/j.econlet.2018.10.003.
• Chaim, Pedro & Laurini, Márcio P., 2018, "Volatility and return jumps in bitcoin," Economics Letters, Elsevier, volume 173, issue C, pages 158-163, DOI: 10.1016/j.econlet.2018.10.011.
• Grjebine, Thomas & Szczerbowicz, Urszula & Tripier, Fabien, 2018, "Corporate debt structure and economic recoveries," European Economic Review, Elsevier, volume 101, issue C, pages 77-100, DOI: 10.1016/j.euroecorev.2017.09.013.
• Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018, "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 143-161, DOI: 10.1016/j.ememar.2017.11.005.
• Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018, "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, volume 37, issue C, pages 98-113, DOI: 10.1016/j.ememar.2018.06.001.
• Hjalmarsson, Erik, 2018, "Maximal predictability under long-term mean reversion," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 269-282, DOI: 10.1016/j.jempfin.2017.11.006.
• Berg, Kimberly A. & Mark, Nelson C., 2018, "Global macro risks in currency excess returns," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 300-315, DOI: 10.1016/j.jempfin.2017.11.011.
• Dutta, Anupam & Knif, Johan & Kolari, James W. & Pynnonen, Seppo, 2018, "A robust and powerful test of abnormal stock returns in long-horizon event studies," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2018.02.004.
• Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018, "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 81-106, DOI: 10.1016/j.jempfin.2018.09.001.
• Hain, Martin & Hess, Julian & Uhrig-Homburg, Marliese, 2018, "Relative value arbitrage in European commodity markets," Energy Economics, Elsevier, volume 69, issue C, pages 140-154, DOI: 10.1016/j.eneco.2017.11.005.
• Qadan, Mahmoud & Nama, Hazar, 2018, "Investor sentiment and the price of oil," Energy Economics, Elsevier, volume 69, issue C, pages 42-58, DOI: 10.1016/j.eneco.2017.10.035.
• Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018, "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, volume 71, issue C, pages 253-272, DOI: 10.1016/j.eneco.2018.02.020.
• Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018, "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
• Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018, "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, volume 75, issue C, pages 518-533, DOI: 10.1016/j.eneco.2018.08.024.
• Reboredo, Juan C. & Ugolini, Andrea, 2018, "The impact of Twitter sentiment on renewable energy stocks," Energy Economics, Elsevier, volume 76, issue C, pages 153-169, DOI: 10.1016/j.eneco.2018.10.014.
• Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018, "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, volume 76, issue C, pages 48-63, DOI: 10.1016/j.eneco.2018.09.018.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018, "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 40-56, DOI: 10.1016/j.irfa.2018.02.004.
• Du, Brian & Serrano, Alejandro & Vianna, Andre, 2018, "Institutional development and foreign banks in Chile," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 166-178, DOI: 10.1016/j.irfa.2017.10.001.
• Narayan, S. & Le, T.-H. & Sriananthakumar, S., 2018, "The influence of terrorism risk on stock market integration: Evidence from eight OECD countries," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 247-259, DOI: 10.1016/j.irfa.2018.03.011.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018, "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 117-133, DOI: 10.1016/j.irfa.2018.07.005.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.
• Baur, Dirk G. & Dimpfl, Thomas & Kuck, Konstantin, 2018, "Bitcoin, gold and the US dollar – A replication and extension," Finance Research Letters, Elsevier, volume 25, issue C, pages 103-110, DOI: 10.1016/j.frl.2017.10.012.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
• Qian, Ningyu, 2018, "Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 26, issue C, pages 162-168, DOI: 10.1016/j.frl.2018.01.001.
• Li, Wenwei & Hommel, Ulrich & Paterlini, Sandra, 2018, "Network topology and systemic risk: Evidence from the Euro Stoxx market," Finance Research Letters, Elsevier, volume 27, issue C, pages 105-112, DOI: 10.1016/j.frl.2018.02.016.
• Tong, Zhuoyuan & Wei, Xu, 2018, "Heterogeneous beliefs and diversification discount," Finance Research Letters, Elsevier, volume 27, issue C, pages 148-153, DOI: 10.1016/j.frl.2018.02.006.
• Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018, "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 172-191, DOI: 10.1016/j.jfs.2017.02.005.
• Díaz, Fernando & Ramírez, Gabriel G. & Liu, Liuling, 2018, "Corporate bond clawbacks as contingent capital for banks," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 11-24, DOI: 10.1016/j.jfs.2018.04.007.
• Guo, Jin, 2018, "Co-movement of international copper prices, China's economic activity, and stock returns: Structural breaks and volatility dynamics," Global Finance Journal, Elsevier, volume 36, issue C, pages 62-77, DOI: 10.1016/j.gfj.2018.01.001.
• Aggarwal, Raj & Goodell, John W., 2018, "Sovereign wealth fund governance and national culture," International Business Review, Elsevier, volume 27, issue 1, pages 78-92, DOI: 10.1016/j.ibusrev.2017.05.007.
• Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2018, "Currency matters: Analyzing international bond portfolios," Journal of International Economics, Elsevier, volume 114, issue C, pages 376-388, DOI: 10.1016/j.jinteco.2018.08.001.
• Cardella, Eric & Kalcheva, Ivalina & Shang, Danjue, 2018, "Financial markets and genetic variation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 64-89, DOI: 10.1016/j.intfin.2017.09.009.
• Stenfors, Alexis, 2018, "Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 78-97, DOI: 10.1016/j.intfin.2017.08.001.
• Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2018, "New insights into the US stock market reactions to energy price shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 169-187, DOI: 10.1016/j.intfin.2018.02.004.
• Evans, Martin D.D., 2018, "Forex trading and the WMR Fix," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 233-247, DOI: 10.1016/j.jbankfin.2017.09.017.
• Baldeaux, Jan & Ignatieva, Katja & Platen, Eckhard, 2018, "Detecting money market bubbles," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 369-379, DOI: 10.1016/j.jbankfin.2017.10.017.
• Hsiao, Yu-Jen & Tsai, Wei-Che, 2018, "Financial literacy and participation in the derivatives markets," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 15-29, DOI: 10.1016/j.jbankfin.2017.11.006.
• Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018, "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 92-104, DOI: 10.1016/j.jbankfin.2018.06.001.
• Feng, Zhi-Yuan & Chen, Carl R. & Tseng, Yen-Jung, 2018, "Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 54-74, DOI: 10.1016/j.jbankfin.2018.06.015.
• Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2018, "Cross-commodity news transmission and volatility spillovers in the German energy markets," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 231-243, DOI: 10.1016/j.jbankfin.2017.10.004.
• Maury, Benjamin, 2018, "Sustainable competitive advantage and profitability persistence: Sources versus outcomes for assessing advantage," Journal of Business Research, Elsevier, volume 84, issue C, pages 100-113, DOI: 10.1016/j.jbusres.2017.10.051.
• Corgnet, Brice & Deck, Cary & DeSantis, Mark & Porter, David, 2018, "Information (non)aggregation in markets with costly signal acquisition," Journal of Economic Behavior & Organization, Elsevier, volume 154, issue C, pages 286-320, DOI: 10.1016/j.jebo.2018.08.005.
• Kurmann, André & Rabinovich, Stanislav, 2018, "Dynamic inefficiency in decentralized capital markets," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 231-256, DOI: 10.1016/j.jet.2017.11.003.
• Zhang, Shengxing, 2018, "Liquidity misallocation in an over-the-counter market," Journal of Economic Theory, Elsevier, volume 174, issue C, pages 16-56, DOI: 10.1016/j.jet.2017.11.008.
• Kendall, Chad & Oprea, Ryan, 2018, "Are biased beliefs fit to survive? An experimental test of the market selection hypothesis," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 342-371, DOI: 10.1016/j.jet.2018.04.005.
• Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018, "Belief-free price formation," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 342-365, DOI: 10.1016/j.jfineco.2017.11.004.
• Chen, Yong & Eaton, Gregory W. & Paye, Bradley S., 2018, "Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 48-73, DOI: 10.1016/j.jfineco.2018.05.011.
• Guender, Alfred V, 2018, "Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 380-399, DOI: 10.1016/j.jmacro.2018.07.003.
• Dahl, Roy Endré & Jonsson, Erlendur, 2018, "Volatility spillover in seafood markets," Journal of Commodity Markets, Elsevier, volume 12, issue C, pages 44-59, DOI: 10.1016/j.jcomm.2017.12.005.
• Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
• Pak, Tae-Young & Babiarz, Patryk, 2018, "Does cognitive aging affect portfolio choice?," Journal of Economic Psychology, Elsevier, volume 66, issue C, pages 1-12, DOI: 10.1016/j.joep.2018.03.001.
• Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018, "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 685-708, DOI: 10.1016/j.jpolmod.2018.02.005.
• Ahmed, Abdullahi D. & Huo, Rui, 2018, "China–Africa financial markets linkages: Volatility and interdependence," Journal of Policy Modeling, Elsevier, volume 40, issue 6, pages 1140-1164, DOI: 10.1016/j.jpolmod.2018.05.002.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, volume 76, issue C, pages 1-20, DOI: 10.1016/j.jmateco.2018.01.006.
• Begenau, Juliane & Farboodi, Maryam & Veldkamp, Laura, 2018, "Big data in finance and the growth of large firms," Journal of Monetary Economics, Elsevier, volume 97, issue C, pages 71-87, DOI: 10.1016/j.jmoneco.2018.05.013.
• Routledge, Bryan R., 2018, "Comments on: Big data in finance and the growth of large firms, by Juliane Begenau & Maryam Farboodi & Laura Veldkamp," Journal of Monetary Economics, Elsevier, volume 97, issue C, pages 88-90, DOI: 10.1016/j.jmoneco.2018.05.006.
• Humayun Kabir, M. & Shakur, Shamim, 2018, "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 60-78, DOI: 10.1016/j.pacfin.2017.12.002.
• Melia, Adrian & Chan, Howard & Docherty, Paul & Easton, Steve, 2018, "Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 16-25, DOI: 10.1016/j.pacfin.2018.02.006.
• Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018, "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 139-153, DOI: 10.1016/j.physa.2018.02.169.
• Ahmad, Wasim & Rais, Shirin & Shaik, Abdul Rahman, 2018, "Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 14-27, DOI: 10.1016/j.qref.2017.04.012.
• Wasiuzzaman, Shaista, 2018, "Seasonality in the Saudi stock market: The Hajj effect," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 273-281, DOI: 10.1016/j.qref.2017.07.007.
• Riedle, Thorsten, 2018, "Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 308-321, DOI: 10.1016/j.qref.2018.04.001.
• Tao, Qizhi & Wei, Yu & Liu, Jiapeng & Zhang, Ting, 2018, "Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 143-153, DOI: 10.1016/j.iref.2017.08.003.
• Li, Xin & Su, Chi-Wei & Chang, Hsu-Ling & Ma, Ji, 2018, "Do short-term international capital movements play a role in exchange rate and stock price transmission mechanism in China?," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 15-25, DOI: 10.1016/j.iref.2018.02.010.
• Kutan, Ali M. & Shi, Yukun & Wei, Mingzhe & Zhao, Yang, 2018, "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 183-197, DOI: 10.1016/j.iref.2018.01.003.
• Ilek, Alex & Rozenshtrom, Irit, 2018, "The term premium in a small open economy: A micro-founded approach," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 333-352, DOI: 10.1016/j.iref.2018.02.002.
• Hood, Matthew & Malik, Farooq, 2018, "Estimating downside risk in stock returns under structural breaks," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 102-112, DOI: 10.1016/j.iref.2018.03.002.
• Benbouzid, Nadia & Mallick, Sushanta & Pilbeam, Keith, 2018, "The housing market and the credit default swap premium in the UK banking sector: A VAR approach," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 1-15, DOI: 10.1016/j.ribaf.2017.01.009.
• Huo, Rui & Ahmed, Abdullahi D., 2018, "Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 135-152, DOI: 10.1016/j.ribaf.2017.07.049.
• Zhu, Yanhui & Fan, Jingwen & Tucker, Jon, 2018, "The impact of monetary policy on gold price dynamics," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 319-331, DOI: 10.1016/j.ribaf.2017.07.100.
• Martinez, Valeria & Tse, Yiuman, 2018, "Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 271-284, DOI: 10.1016/j.ribaf.2017.07.159.
• Robinson, Justin & Glean, Adrian & Moore, Winston, 2018, "How does news impact on the stock prices of green firms in emerging markets?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 446-453, DOI: 10.1016/j.ribaf.2017.07.176.
• Zhang, Shengxing, 2018, "Liquidity misallocation in an over-the-counter market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86800, Mar.
• Bean, Charles R., 2019, "A Review Essay: David Kynaston's Till Time's Last Sand: a history of the Bank of England, 1694-2013," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90516, Dec.
• Nava, Noemi & Di Matteo, Tiziana & Aste, Tomaso, 2018, "Financial time series forecasting using empirical mode decomposition and support vector regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91028, Feb.
• Fricke, Daniel, 2018, "Are specialist funds “special”?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91335, Nov.
• Luigi Guiso & Tullio Jappelli, 2018, "Investment in Financial Information and Portfolio Performance," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1807, revised Jun 2018.
• H Naser & A Rashid, 2018, "Oil Price Shocks and Stock Market Performance in the BRICs: Some Evidence using FAVAR Models," Economic Issues Journal Articles, Economic Issues, volume 23, issue 2, pages 85-108, September.
• Peterson K. Ozili, 2018, "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 462-483, May, DOI: 10.1108/IJMF-01-2018-0007.
• Pym Manopimoke & Suthawan Prukumpai & Yuthana Sethapramote, 2018, "Dynamic Connectedness in Emerging Asian Equity Markets," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Banking and Finance Issues in Emerging Markets", DOI: 10.1108/S1571-038620180000025004.
• Anwar Halari & Christine Helliar & David M. Power & Nongnuch Tantisantiwong, 2018, "Islamic calendar anomalies: Pakistani practitioners’ perspective," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 1, pages 71-84, February, DOI: 10.1108/QRFM-06-2017-0051.
• Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Gazi Uddin, 2018, "Revisiting the three factor model in light of circular behavioural simultaneities," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 210-230, July, DOI: 10.1108/RBF-08-2017-0079.
• Renuka Sane, 2018, "Stock Market Trading in the Aftermath of an Accounting Scandal," Working Papers, eSocialSciences, number id:12835, Jun.
• Joao Dionisio Monteiro & Jose Luis Miralles-Quiros & Jose Ramos Pires Manso, 2018, "Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 1, pages 71-98, February.
• Kaiji Chen & Tao Zha, 2018, "Macroeconomic Effects of China's Financial Policies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-12, Nov, DOI: 10.29338/wp2018-12.
• Ivan T. Ivanov & Tom Zimmermann, 2018, "Claim Dilution in the Municipal Debt Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-011, Feb, DOI: 10.17016/FEDS.2018.011.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Tony Rodrigues & Or Shachar, 2018, "Unlocking the Treasury Market through TRACE," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-09-28-1, Sep, DOI: 10.17016/2380-7172.2251.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Tony Rodrigues & Or Shachar, 2018, "Breaking Down TRACE Volumes Further," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-11-29, Nov, DOI: 10.17016/2380-7172.2299.
• Hengjie Ai & Anmol Bhandari, 2018, "Asset Pricing with Endogenously Uninsurable Tail Risk," Staff Report, Federal Reserve Bank of Minneapolis, number 570, Aug, DOI: 10.21034/sr.570.
• Richard K. Crump & João A. C. Santos, 2018, "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
• Nicola Cetorelli & James Traina, 2018, "Resolving \\"Too Big to Fail\\"," Liberty Street Economics, Federal Reserve Bank of New York, number 20181002, Oct.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Anthony P. Rodrigues & Or Shachar, 2018, "Breaking Down TRACE Volumes Further," Liberty Street Economics, Federal Reserve Bank of New York, number 20181129, Nov.
• Sushant Acharya & Keshav Dogra, 2018, "The side effects of safe asset creation," Staff Reports, Federal Reserve Bank of New York, number 842, Mar.
• Onur POLAT, 2018, "The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.

2017

• Euphemia Godspower-Akpomiemie & Kalu Ojah, 2017, "Comparative Analysis of Interest Rate Effects on Bank Performance in Emerging Market Versus African Economies," The African Finance Journal, Africagrowth Institute, volume 19, issue 2, pages 1-28.
• José Daniel Aromí, 2017, "Measuring uncertainty through word vector representations," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 63, pages 135-156, January-D.
• Tim Leung & Jiao Li & Xin Li, 2017, "Optimal Timing to Trade Along a Randomized Brownian Bridge," Papers, arXiv.org, number 1801.00372, Dec, revised Aug 2018.
• Meyer Aaron & Francisco Rivadeneyra & Samantha Sohal, 2017, "Fintech: Is This Time Different? A Framework for Assessing Risks and Opportunities for Central Banks," Discussion Papers, Bank of Canada, number 17-10, DOI: 10.34989/sdp-2017-10.
• Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
• Mohammad Davoodalhosseini, 2017, "Constrained Efficiency with Adverse Selection and Directed Search," Staff Working Papers, Bank of Canada, number 17-15, DOI: 10.34989/swp-2017-15.
• Gurnain Pasricha, 2017, "Policy Rules for Capital Controls," Staff Working Papers, Bank of Canada, number 17-42, DOI: 10.34989/swp-2017-42.
• Jean-Sébastien Fontaine & James Pinnington & Adrian Walton, 2017, "What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?," Staff Working Papers, Bank of Canada, number 17-54, DOI: 10.34989/swp-2017-54.
• Guillaume Ouellet Leblanc & Maarten van Oordt, 2017, "Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators," Staff Analytical Notes, Bank of Canada, number 17-15, DOI: 10.34989/san-2017-15.
• Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017, "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes, Bank of Canada, number 17-25, DOI: 10.34989/san-2017-25.
• Xisong Jin & Francisco Nadal De Simone, 2017, "Systemic Financial Sector and Sovereign Risks," BCL working papers, Central Bank of Luxembourg, number 109, Jun.
• Luigi Infante & Bianca Sorvillo, 2017, "The derivatives through the lens of the financial accounts: measurement and analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 389, Sep.
• Thomas Grjebine & Urzula Szczerbowicz & Fabien Tripier, 2017, "Corporate Debt Structure and Economic Recoveries," Working papers, Banque de France, number 646.
• Pierre-Richard Agénor & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017, "The international dimensions of macroprudential policies," BIS Working Papers, Bank for International Settlements, number 643, Jun.
• Gurnain Kaur Pasricha, 2017, "Policy Rules for Capital Controls," BIS Working Papers, Bank for International Settlements, number 670, Nov.
• Martin D.D. Evans & Dagfinn Rime, 2017, "Exchange rates, interest rates and the global carry trade," Working Paper, Norges Bank, number 2017/14, Sep.
• Alex Ilek & Irit Rozenshtrom, 2017, "The Term Premium in a Small Open Economy: A Micro-Founded Approach," Bank of Israel Working Papers, Bank of Israel, number 2017.06, Jul.
• Paul J.J. Welfens & Samir Kadiric, 2017, "Neuere Finanzmarktaspekte von Bankenkrise, QE-Politik und EU-Bankenaufsicht," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei239, Jul.
• Boris Cournède & Catherine L. Mann, 2017, "Effets structurels du développement financier sur la croissance et les inégalités," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 21-36.
• Philippe Askenazy, 2017, "Finance et néolibéralisme," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 45-58.
• Lloyd, S. P., 2017, "Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1733, Sep.
• Jędrzej Białkowski & Jacek Jakubowski, 2017, "Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/16, Dec.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017, "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt9dw1f40q, May.
• Pablo Kurlat & Florian Scheuer, 2017, "Signaling to Experts," CESifo Working Paper Series, CESifo, number 6655.
• Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier, 2017, "Brokers and Order Flow Leakage: Evidence from Fire Sales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-61, Jun, revised Jun 2018.
• Guilherme Demos & Didier Sornette, 2018, "Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-20, Mar.
• Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers, Chapman University, Economic Science Institute, number 17-24.
• Diego Alexander Restrepo-Tobón & Sara Isabel �lvarez-Franco & Mateo Vel�squez-Giraldo, 2017, "Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés," Estudios Gerenciales, Universidad Icesi, volume 33, issue 124, pages 52-63.
• Caballero, Ricardo & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017, "Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns to Capital, Earnings Yields, and Factor Shares," CEPR Discussion Papers, Centre for Economic Policy Research, number 11833, Feb.
• Barro, Robert & Fernández-Villaverde, Jesús & Levintal, Oren & Mollerus, Andrew, 2017, "Safe Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 12043, May.
• Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh, 2017, "Imperfect Financial Markets and Investment Inefficiencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 12045, May.
• Agénor, Pierre-Richard & Kharroubi, Enisse & Gambacorta, Leonardo & Lombardo, Giovanni & Pereira da Silva, Luiz A., 2017, "The International Dimensions of Macroprudential Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 12108, Jun.