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

2017

• Chia-Chien Chang & Min-Teh Yu, 2017, "Valuing Vulnerable Mortgage Insurance Under Capital Forbearance," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 558-578, May, DOI: 10.1007/s11146-015-9535-y.
• Davide Furceri & João Tovar Jalles & Aleksandra Zdzienicka, 2017, "China Spillovers: New Evidence from Time-Varying Estimates," Open Economies Review, Springer, volume 28, issue 3, pages 413-429, July, DOI: 10.1007/s11079-016-9430-z.
• Dorra Najar, 2017, "Private equity managers’ fees: estimation and sensitivity analysis using Monte Carlo simulation," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 239-263, January, DOI: 10.1007/s11156-015-0549-6.
• Jiapeng Liu & Rui Lu & Ronghua Yi & Ting Zhang, 2017, "Modelling optimal asset allocation when households experience health shocks," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 245-261, July, DOI: 10.1007/s11156-016-0589-6.
• Miriam Marra, 2017, "Explaining co-movements between equity and CDS bid-ask spreads," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 811-853, October, DOI: 10.1007/s11156-016-0609-6.
• Berlinger, Edina & Dömötör, Barbara & Daróczi, Gergely & Vadász, Tamás, 2017, "Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012
  [The core periphery structure of financial networks: investigating Hungary s interbank deposit mar," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1160-1185, DOI: 10.18414/KSZ.2017.11.1160.
• José Daniel Aromí, 2017, "Measuring uncertainty through word vector representations," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 63, pages 135-156, January-D.
• Panicos O. Demetriades & Peter L. Rousseau & Johan Rewilak, 2017, "Finance, Growth And Fragility," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/13, May.
• Karpetis Christos & Papadamou Stefanos & Varelas Erotokritos, 2017, "The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries," Review of Economics, De Gruyter, volume 68, issue 1, pages 41-62, April, DOI: 10.1515/roe-2017-0001.
• Danli Wang & Terence Tai-Leung Chong, 2017, "Political Turnover and the Stock Performance of SOEs in China," Chinese Economy, Taylor & Francis Journals, volume 50, issue 1, pages 21-33, January, DOI: 10.1080/10971475.2016.1211903.
• Terence Tai-Leung Chong & Nasha Li & Lin Zou, 2017, "A New Approach to Modeling Sector Stock Returns in China," Chinese Economy, Taylor & Francis Journals, volume 50, issue 5, pages 305-322, September, DOI: 10.1080/10971475.2017.1345268.
• You-How Go & Wee-Yeap Lau, 2017, "The Relationship of Crude Palm Oil Spot-Futures under Inflationary Expectation in Gold Market," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 43-62.
• Chee Yin Yip & Woei Chyuan Wong & Hock Eam Lim, 2017, "Bubble Detection in the Malaysian Housing Market," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 54, issue 2, pages 203-221, December, DOI: 10.22452/MJES.vol54no2.2.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17006, Jan.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17023, May.
• Jørgen Vitting Andersen & Roy Cerqueti & Giulia Rotundo, 2017, "Rational expectations and stochastic systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17060, Dec, revised Oct 2019.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2017, "Dynamics of Housing Debt in the Recent Boom and Great Recession," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2017, volume 32".
• Karen K. Lewis & Edith X. Liu, 2017, "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 23065, Jan.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017, "Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," NBER Working Papers, National Bureau of Economic Research, Inc, number 23127, Feb.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017, "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 23175, Feb.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," NBER Working Papers, National Bureau of Economic Research, Inc, number 23191, Feb.
• Juliane Begenau & Berardino Palazzo, 2017, "Firm Selection and Corporate Cash Holdings," NBER Working Papers, National Bureau of Economic Research, Inc, number 23249, Mar.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2017, "Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 23419, May.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2017, "Dynamics of Housing Debt in the Recent Boom and Great Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 23502, Jun.
• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017, "Commodity Connectedness," NBER Working Papers, National Bureau of Economic Research, Inc, number 23685, Aug.
• Stefania Albanesi & Giacomo De Giorgi & Jaromir Nosal, 2017, "Credit Growth and the Financial Crisis: A New Narrative," NBER Working Papers, National Bureau of Economic Research, Inc, number 23740, Aug.
• Kimberly A. Berg & Nelson Mark, 2017, "Global Macro Risks in Currency Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23764, Sep.
• Pablo Kurlat & Florian Scheuer, 2017, "Signaling to Experts," NBER Working Papers, National Bureau of Economic Research, Inc, number 23817, Sep.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017, "Predicting Relative Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23886, Sep.
• Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017, "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 24098, Dec.
• Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017, "The Cross-Section of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24164, Dec.
• Aleksandra Stankovska & Savica Dimitrieska, 2017, "Benefits Of Financial Derivatives," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 1, pages 27-37.
• George Cornel Dumitrescu, 2017, "Bitcoin – A Brief Analysis of the Advantages and Disadvantages," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 5, issue 2, pages 63-71, December.
• Ian Martin, 2017, "What is the Expected Return on the Market?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 1, pages 367-433.
• Claire Célérier & Boris Vallée, 2017, "Catering to Investors Through Security Design: Headline Rate and Complexity," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 3, pages 1469-1508.
• John H. Cochrane, 2017, "Macro-Finance," Review of Finance, European Finance Association, volume 21, issue 3, pages 945-985.
• Oprea Raluca Ioana, 2017, "A Split in The Middle East Financial System," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 573-577, June.
• Austin Shelton, 2017, "The value of stop-loss, stop-gain strategies in dynamic asset allocation," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 124-143, March, DOI: 10.1057/s41260-016-0010-y.
• Alexis Stenfors, 2017, "Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-03, Apr.
• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017, "Commodity Connectedness," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-003, Mar, revised 02 Mar 2017.
• Móczár, József, 2017, "Ergodic Versus Uncertain Financial Processes – Part II: Neoclassical and Institutional Economics," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 4, pages 478-501.
• Stefania Albanesi, 2017, "Credit Growth and the Financial Crisis: A New Narrative," Working Paper, Department of Economics, University of Pittsburgh, number 6174, Jan.
• Lachaari, Mohamed & Inani, El Mehdi & Barigo, Rachid, 2017, "Fiscalité de l’introduction en Bourse
  [Tax Shield of Initial Public Offering]," MPRA Paper, University Library of Munich, Germany, number 100240, May.
• Lachaari, Mohamed & Inani, El Mehdi & Barigo, Rachid, 2017, "Fiscalité de l’introduction en Bourse
  [Tax Shield of Initial Public Offering]," MPRA Paper, University Library of Munich, Germany, number 100789, May.
• Ozili, Peterson K, 2017, "Non-performing loans and Financial Development: New Evidence," MPRA Paper, University Library of Munich, Germany, number 75964, Jan.
• Azubike, Anulika, 2017, "Impact of the Nigerian stock exchange on economic growth," MPRA Paper, University Library of Munich, Germany, number 75984, Jan.
• Lopez, Claude & Saeidinezhad, Elham, 2017, "US Financial Deregulation: Repeal or Adjust?," MPRA Paper, University Library of Munich, Germany, number 76625.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017, "Investment in capital markets," MPRA Paper, University Library of Munich, Germany, number 77414, Mar.
• Loh, Choon Zhee, 2017, "Specific risk factors and macroeconomic factor on profitability performance an empirical evidence of Top Glove Corporation Bhd," MPRA Paper, University Library of Munich, Germany, number 78339, Apr.
• Khalid, Nuramalina, 2017, "Risk and Performance: Empirical Evidence from Yinson Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78360, Apr.
• Sofi, Farah Nuramalina, 2017, "The Relationship of RHB Bank Berhad’s Profitability with Leverage and Size (Total Asset)," MPRA Paper, University Library of Munich, Germany, number 78499, Mar.
• Rosli, Aini Rafiqah, 2017, "The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation," MPRA Paper, University Library of Munich, Germany, number 78500, Mar.
• Sylvester Andreas, Flora Kumang, 2017, "Evaluation the Impact of Specific Risk Factors on Inventory Turnover and Macroeconomics: Evidence from KUB Malaysia Sdn Bhd," MPRA Paper, University Library of Munich, Germany, number 78504, Apr.
• Kamaludin, Sabrina, 2017, "Risk Performance of Kawan Food Berhad," MPRA Paper, University Library of Munich, Germany, number 78506, Apr, revised 10 Apr 2017.
• Harun, Nur Ilyani, 2017, "Performance and Risk of IOI Corporation Berhad," MPRA Paper, University Library of Munich, Germany, number 78522, Mar.
• Jono, Siti Junaidah, 2017, "The Relationship of Financial Risks Towards the Performance of Vivocom Intl Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78590, Apr.
• Ramarow, Sirivige, 2017, "The Relationship between Profitability and the Risk Factors and other Macroeconomic Factors," MPRA Paper, University Library of Munich, Germany, number 78625, Apr, revised 19 Apr 2017.
• Ravishankar, Sandranivashni, 2017, "To Examine the Relationship Between Risk Factors and Profitability of Apollo Food Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78626, Apr.
• Lourdes, Joan Salome, 2017, "Performance and Risk of Macroeconomics Factors: Empirical evidence from Silver Ridge Holdings," MPRA Paper, University Library of Munich, Germany, number 78804, Apr, revised 26 Apr 2017.
• Anastasiou, Dimitrios, 2017, "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper, University Library of Munich, Germany, number 79470, May.
• Lopez, Claude & Saeidinezhad, Elham, 2017, "Central Counterparties Help, But Do Not Assure Financial Stability," MPRA Paper, University Library of Munich, Germany, number 80358, Jul.
• Chong, Terence Tai Leung & Ding, Yue & Pang, Tianxiao, 2017, "Extreme Risk Value and Dependence Structure of the China Securities Index 300," MPRA Paper, University Library of Munich, Germany, number 80556, Mar.
• Tsionas, Mike G. & Michaelides, Panayotis G., 2017, "Bayesian analysis of chaos: The joint return-volatility dynamical system," MPRA Paper, University Library of Munich, Germany, number 80632.
• DiGabriele, Jim & Ojo, Marianne, 2017, "Chameleons in the midst of hawks: The real meaning to be attributed to the definition of fraud," MPRA Paper, University Library of Munich, Germany, number 80709, Aug.
• Byrne, Joseph P & Sakemoto, Ryuta & Xu, Bing, 2017, "Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals," MPRA Paper, University Library of Munich, Germany, number 80791, Jul.
• Bell, Peter, 2017, "Application of the Net Present Value Profile to Anaconda Mining," MPRA Paper, University Library of Munich, Germany, number 81197, Sep.
• Bell, Peter, 2017, "Example of a Rising NPV Profile for a Mining Project," MPRA Paper, University Library of Munich, Germany, number 81353, Sep.
• Evans, Martin, 2017, "Forex Trading and the WMR Fix," MPRA Paper, University Library of Munich, Germany, number 81583, Sep, revised 25 Sep 2017.
• Daher, Wassim & Aydilek, Harun & Saleeby, Elias G., 2017, "Insider Trading With Different Risk Attitudes," MPRA Paper, University Library of Munich, Germany, number 81733, Sep.
• Fry, John & Serbera, Jean-Philippe, 2017, "Modelling and mitigation of Flash Crashes," MPRA Paper, University Library of Munich, Germany, number 82457, Sep.
• Williams, Ronald, 2017, "Perfect Public Offering: A Process to Provide Perfect Ownership of Businesses to the Entire Public," MPRA Paper, University Library of Munich, Germany, number 83056, Sep, revised 01 Dec 2017.
• Missaoui, Ibtissem & Ben Rejeb, Jaleleddine, 2017, "Corruption, secteur bancaire et développement du marché boursier : cas des pays de la zone EURO
  [Corruption, the banking sector and the development of the stock market: the case of the countries of," MPRA Paper, University Library of Munich, Germany, number 83620, Jan.
• Cifarelli, Giulio & Paesani, Paolo, 2017, "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," MPRA Paper, University Library of Munich, Germany, number 84009, Oct.
• Hanedar, Avni Önder & Yaldız Hanedar, Elmas, 2017, "Stock market reactions to wars and political risks: A cliometric perspective for a falling empire," MPRA Paper, University Library of Munich, Germany, number 85600, Feb, revised 25 Mar 2018.
• Ekong, Christopher N. & Onye, Kenneth U., 2017, "Application of Garch Models to Estimate and Predict Financial Volatility of Daily Stock Returns in Nigeria," MPRA Paper, University Library of Munich, Germany, number 88309.
• Awolaja, Gbenga Oladapo & Musa, Dasauki C., 2017, "Asymmetric Oil Price Shocks and Stock Prices in Nigeria," MPRA Paper, University Library of Munich, Germany, number 92891.
• Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
• Christina Christou & Rangan Gupta & Fredj Jawadi, 2017, "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201720, Mar.
• Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers, University of Pretoria, Department of Economics, number 201764, Sep.
• Bohumil Stádník & Václav Žďárek, 2017, "Volatility Strangeness of Bonds - How to Define and What Does it Bring?," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 602-629, DOI: 10.18267/j.pep.636.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," Working Paper, Harvard University OpenScholar, number 504391, Feb.
• Keshav Dogra & Sushant Acharya, 2017, "The Side Effects of Safe Asset Creation," 2017 Meeting Papers, Society for Economic Dynamics, number 1453.
• Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers, Society for Economic Dynamics, number 808.
• Georgios Bampinas & Panagiotis Konstantinou & Theodore Panagiotidis, 2017, "Inequality, Demographics and the Housing Wealth Effect: Panel Quantile Regression Evidence for the US States," Working Paper series, Rimini Centre for Economic Analysis, number 17-01, Jan.
• Priviledge Cheteni, 2017, "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, volume 8, issue 6, pages 237-245, DOI: 10.22610/jebs.v8i6(J).1497.
• Burenin, Aleksey N. (Буренин, Алексей), 2017, "On the Inevitability of Economic Crises in the Modern Market Economy
  [О Неизбежности Экономических Кризисов В Современной Развитой Рыночной Экономике]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 5, pages 8-21, October.
• Turgut Tursoy & Faisal Faisal, 2017, "Re-testing for financial integration of the Turkish Stock Market and the US Stock Market: An Evidence from co-integration and error correction models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 2, pages 43-55, June.
• Nikita A. Moiseev & Bulat A.  Akhmadeev, 2017, "Agent-based Simulation of Wealth, Capital and Asset Distribution on Stock Markets," Journal of Interdisciplinary Economics, , volume 29, issue 2, pages 176-196, July.
• Thomas Lustenberger & Enzo Rossi, 2017, "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working Papers, Swiss National Bank, number 2017-17.
• Diery Seck, 2017, "The Performance of African Stock Markets Before and After the Global Financial Crisis," Advances in African Economic, Social and Political Development, Springer, in: Diery Seck, "Investment and Competitiveness in Africa", DOI: 10.1007/978-3-319-44787-2_1.
• Hiroyuki Moriya, 2017, "Quantized price volatility model for transaction data," Evolutionary and Institutional Economics Review, Springer, volume 14, issue 2, pages 397-408, December, DOI: 10.1007/s40844-017-0078-1.
• Ahmed El Ghini & Youssef Saidi, 2017, "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, volume 52, issue 4, pages 1481-1504, June, DOI: 10.1007/s00181-016-1110-8.
• Erick Lahura & Marco Vega, 2017, "Stock market development and real economic activity in Peru," Empirical Economics, Springer, volume 53, issue 3, pages 1011-1038, November, DOI: 10.1007/s00181-016-1149-6.
• Latife Ghalayini, 2017, "Modeling and forecasting spot oil price," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 355-373, December, DOI: 10.1007/s40821-016-0058-0.
• Florian Teschner & David Rothschild & Henner Gimpel, 2017, "Manipulation in Conditional Decision Markets," Group Decision and Negotiation, Springer, volume 26, issue 5, pages 953-971, September, DOI: 10.1007/s10726-017-9531-0.
• Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda, 2017, "Informative Contagion Dynamics in a Multilayer Network Model of Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 3, issue 3, pages 343-366, November, DOI: 10.1007/s40797-017-0052-4.
• Yingmei Cheng & David Peterson & Karen Sherrill, 2017, "Admitting mistakes pays: the long term impact of goodwill impairment write-offs on stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 311-329, April, DOI: 10.1007/s12197-015-9349-z.
• Amanjot Singh & Parneet Kaur, 2017, "A Short Note on Information Transmissions Across US-BRIC Equity Markets: Evidence from Volatility Spillover Index," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 1, pages 197-208, March, DOI: 10.1007/s40953-016-0047-2.
• Ya-Hui Wang, 2017, "Are Investors Willing to Buy Non-award-wining Funds from Awarded Fund Companies?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-4.
• Batsirai Winmore Mazviona & Mbakisi Dube & Tendai Sakahuhwa, 2017, "An Analysis of Factors Affecting the Performance of Insurance Companies in Zimbabwe," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 1, pages 1-2.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2017, "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/31, Dec.
• 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?," Applied Economics, Taylor & Francis Journals, volume 49, issue 50, pages 5063-5073, October, DOI: 10.1080/00036846.2017.1299102.
• Muhammad Ali & Syed Ali Raza & Chin-Hong Puah & Mohd Zaini Abd Karim, 2017, "Islamic home financing in Pakistan: a SEM-based approach using modified TPB model," Housing Studies, Taylor & Francis Journals, volume 32, issue 8, pages 1156-1177, November, DOI: 10.1080/02673037.2017.1302079.
• Antonella Basso & Stefania Funari, 2017, "The role of fund size in the performance of mutual funds assessed with DEA models," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 6, pages 457-473, May, DOI: 10.1080/1351847X.2016.1164209.
• Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017, "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 4, pages 528-542, October, DOI: 10.1080/07350015.2015.1123634.
• Oguzhan Cepni & Doruk Kucuksarac, 2017, "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1702.
• van Riet, Ad, 2017, "The ECB's fight against low inflation : On the effects of ultra-low interest rates," Other publications TiSEM, Tilburg University, School of Economics and Management, number ec7f8a3b-a32e-42e4-8d01-7.
• Hörner, Johannes & Lovo, Stefano, 2017, "Belief-free Price Formation," TSE Working Papers, Toulouse School of Economics (TSE), number 17-790, Mar.
• Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017, "Who supplies liquidity, how and when?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-818, Jun.
• Mesias Alfeus & Martino Grasselli & Erik Schlögl, 2017, "A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 384, May.
• John P. Conley, 2017, "Blockchain and the Economics of Crypto-tokens and Initial Coin Offerings," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 17-00008, Jun.
• John P. Conley, 2017, "Blockchain Cryptocurrency Backed with Full Faith and Credit," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 17-00007, Jun.
• Pietro Dindo & Filippo Massari, 2017, "The Wisdom of the Crowd in Dynamic Economies," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:17, revised 2018.
• RAHARJA, Bayu Sindhu & SUHAELI, Dahli & MRANANI, Muji, 2017, "Did Manager Behave Overconfidently?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 3, pages 32-44.
• Różański Jerzy & Kopczyński Paweł, 2017, "The influence of the recent financial crisis on the financial situation of Polish listed companies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 4, pages 110-126, December, DOI: 10.1515/fiqf-2016-0040.
• Zavera Ioana Coralia, 2017, "Application of Markowitz Model on Romanian Stock Market," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 8, issue 1, pages 97-103, April, DOI: 10.1515/hjbpa-2017-0008.
• Bilas Vlatka & Bosnjak Mile & Novak Ivan, 2017, "Examining the Relationship between Financial Development and International Trade in Croatia," South East European Journal of Economics and Business, Sciendo, volume 12, issue 1, pages 80-88, April, DOI: 10.1515/jeb-2017-0009.
• Cordella,Tito & Dell'Ariccia,Giovanni & Marquez,Robert, 2017, "Government guarantees, transparency, and bank risk-taking," Policy Research Working Paper Series, The World Bank, number 7971, Feb.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2017, "Anchoring the yield curve using survey expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1055-1068, September.
• Jaime Luque, 2017, "The Subprime Crisis:Lessons for Business Students," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10278, ISBN: ARRAY(0x53bf8be0), March.
• Jaime Luque, 2017, "Understanding the Subprime Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "What Caused the Subprime Crisis?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Mortgage Credit Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Household Consumption," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Judicial Requirements for Foreclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Political Economy During the Bust," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "REITs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "U.S. Homeownership Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Estimates and Sources of Price Declines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Credit Experiences," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Forced Sales and House Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Contagion in Housing Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Supply or Disamenity?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Post-foreclosure Experiences," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Foreclosure Externalities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "The Role of the Affordable Housing Goals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "The Fed’s MBS Mortgage Program," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Supply of Mortgage Credit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "The Home Affordable Modification Program," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Home Equity-Based Borrowing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Housing Prices During the Boom," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Lending Standards," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Lax Screening," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "The Subprime Crisis Lessons for Business Students".
• Sin-Yu Ho & Bernard Njindan Iyke, 2017, "On the causal links between the stock market and the economy of Hong Kong," Contemporary Economics, Vizja University, volume 11, issue 3, September.
• Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil, 2017, "Commodity connectedness," CFS Working Paper Series, Center for Financial Studies (CFS), number 575.
• Hanedar, Avni Önder & Hanedar, Elmas Yaldız, 2017, "Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914," eabh Papers, The European Association for Banking and Financial History (EABH), number 17-02.
• Gao, Jianwei & Zhao, Feng, 2017, "Sufficient conditions of stochastic dominance for general transformations and its application in option strategy," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2017-40.
• Yoo, Jinhyuk, 2017, "Capital injection to banks versus debt relief to households," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 111.
• Hennecke, Peter & Murro, Pierluigi & Neuberger, Doris & Palmisano, Flaviana, 2017, "Pensions and housing wealth: Quantitative data on market conditions for equity release schemes in the EU," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 146, revised 2017.
• Rotermann, Benedikt & Wilfling, Bernd, 2017, "A new stock-price bubble with stochastically deflating trajectories," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168210.
• Forti Grazzini, Caterina & Rieth, Malte, 2017, "Interest Rates and Exchange Rates in Normal and Crisis Times," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168281.
• 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.
• Farhi, Emmanuel & Gourinchas, Pierre-Olivier & Caballero, Ricardo, 2017, "Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns to Capital, Earnings Yields," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11833, Feb.
• Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017, "Safe Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12043, May.
• Hellwig, Christian & Albagli, Elias & Tsyvinski, Aleh, 2017, "Imperfect Financial Markets and Investment Inefficiencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12045, May.
• Gambacorta, Leonardo & Agénor, Pierre-Richard & Kharroubi, Enisse & Lombardo, Giovanni & Pereira da Silva, Luiz A., 2017, "The International Dimensions of Macroprudential Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12108, Jun.
• Albanesi, Stefania & De Giorgi, Giacomo & Nosal, Jaromir, 2017, "Credit Growth and the Financial Crisis: A New Narrative," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12230, Aug.
• Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard, 2017, "Firm Volatility in Granual Networks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12284, Sep.
• Scheuer, Florian & Kurlat, Pablo, 2017, "Signaling to Experts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12293, Sep.
• Benedikt Rotermann & Bernd Wilfling, 2017, "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5817, Jan.
• He, Dong & Luk, Paul, 2017, "A Model Of Chinese Capital Account Liberalization," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 8, pages 1902-1934, December.
• Sébastien Galanti & Zahra Ben Braham, 2017, "Information efficiency on an emerging market: analysts' recommendations in Tunisia," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 377-390.
• Selim baha Yildiz & Abdelbari El khamlichi, 2017, "The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 63-78.
• Amrendra Kumar & Vikash Gautam, 2017, "Gold as inflation and exchange rate hedge: The case of India," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 1168-1175.
• Suan Poh & Chee wooi Hooy & Kian-ping Lim, 2017, "Effect of Geographical Diversification on Informational Efficiency in Malaysia," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 19-29.