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

• Siew-Pong Cheah & Thian-Hee Yiew & Cheong-Fatt Ng, 2017, "A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 336-346.
• Adedoyin Isola Lawal & Russel O Somoye & Abiola Ayopo Babajide, 2017, "Are African stock markets efficient? Evidence from wavelet unit root test for random walk," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2665-2679.
• Benjamin M Tabak & Dimas M Fazio & Regis A Ely & Joao M. T. Amaral & Daniel O Cajueiro, 2017, "The effects of capital buffers on profitability: An empirical study," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1468-1473.
• Chi Dong & Hooi Hooi Lean & Zamri Ahmad, 2017, "Intra-industry information diffusion in China's stock market," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 1-11.
• Taro Ikeda, 2017, "Fractal analysis revisited: The case of the US industrial sector stocks," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 666-674.
• Taro Ikeda, 2017, "A fractal analysis of world stock markets," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1514-1532.
• Bala A. Dahiru & Pam W. Jim & Kalu N. Nwonyuku, 2017, "Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2394-2412.
• Pierre O. De souza & Tiago P. Filomena & João F. Caldeira & Denis Borenstein & Marcelo B. Righi, 2017, "Risk parity in the brazilian market," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1555-1566.
• Wilfredo Leiva Maldonado & Jussara Ribeiro, 2017, "Construction of a dividend index with all the distributed revenues," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 756-764.
• Giray Gozgor & Ender Demir, 2017, "Excess stock returns, oil shocks, and policy uncertainty in the U.S," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 741-755.
• Elie Bouri & Imad Kachacha & Donald Lien & David Roubaud, 2017, "Short- and long-run causality across the implied volatility of crude oil and agricultural commodities," Economics Bulletin, AccessEcon, volume 37, issue 2, pages .
• Oguzhan Cepni & Doruk Kucuksarac, 2017, "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 1133-1142.
• Nidhal Mgadmi & Khemaies Bougatef, 2017, "Modeling volatility of the French stock market," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 988-998.
• Liam Ison & Robert Hudson, 2017, "Stock predictability and preceding stock price changes – evidence from central and eastern european markets," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 733-740.
• Stoyu Ivanov, 2017, "Comparative Analysis of ETF and Common Stock Intraday Bid-Ask Spread Behavior," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 723-732.
• Ritika Jain, 2017, "Is Demonetisation a Windfall for the banking sector? Evidence from the Indian stock market," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 712-722.
• Paolo Vitale, 2017, "Ambiguity-aversion in a Single Auction Market," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1745-1752.
• Arzé Karam, 2017, "The effects of intraday news flow on market liquidity, price volatility and trading activity," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2354-2363.
• Stefano Herzel & Marco Nicolosi, 2017, "Portfolio allocation in actively managed funds," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1688-1693.
• Marcelo Brutti Righi, 2017, "Closed spaces induced by deviation measures," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1781-1784.
• Taizo Motonishi, 2017, "The Effects of the Great East Japan Earthquake on Investors' Risk and Time Preferences," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1830-1843.
• Raushan Kumar, 2017, "Price Discovery in Some Primary Commodity Markets in India," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1817-1829.
• Stefano Alderighi, 2017, "A note on how to enhance liquidity in emerging markets by levering on trading participants," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2526-2532.
• José Antonio Núñez-Mora & Roberto Joaquín Santillán-Salgado & Leovardo Mata, 2017, "Efficient portfolios and the generalized hyperbolic distribution," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2711-2727.
• Paulo Sergio Ceretta & Alexandre Silva Da costa, 2017, "The Gap Effect on the Brazilian Exchange," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2505-2516.
• Nawazish Mirza & Krishna Reddy, 2017, "Asset Pricing in a Developing Economy: Evidence from Pakistan," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2483-2495.
• Apostolou, Apostolos & Beirne, John, 2017, "Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies," Working Paper Series, European Central Bank, number 2044, Apr.
• Popov, Alexander, 2017, "Evidence on finance and economic growth," Working Paper Series, European Central Bank, number 2115, Dec.
• Kuo-Shing Chen & Chien-Chiang Lee & Chun-Ming Chen, 2017, "Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 420-428.
• Azar Ghyasi, 2017, "An Investigation of the Relationship between Earnings Management and Financial Ratios (Panel Data Approach)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 608-612.
• Sugeng Wahyudi & H. Hersugondo & Rio Dhani Laksana & R. Rudy, 2017, "Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries: A Comparative Study," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 182-187.
• Yassine Belasri & Rachid Ellaia, 2017, "Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 384-396.
• Nila Tristiarini & Yulita Setiawanta & Ririh Dian Pratiwi, 2017, "Optimization of Monetary Corporate Social Responsibility Value Added in Reducing Financial Distress in Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 500-506.
• Stephen A. Ojeka & Dorcas T. Adetula & Dick O. Mukoro & Oyintinane P. Kpokpo, 2017, "Does Chief Executive Officer Succession Affect Firms Financial Performance in Nigeria?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 530-535.
• Grigoris Giannarakis & Alexandros Garefalakis & Christos Lemonakis & Nikolaos Sariannidis, 2017, "The Impact of Dow Jones Sustainability Index on US Dollar Value," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 556-561.
• Aekkachai Nittayagasetwat & Jiroj Buranasir, 2017, "Evaluation of the Added Value from Risk Diversification Through AEC Capital Market Integration using Stochastic Dominance," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 562-567.
• Ahmad Ibrahim Karajeh & Mohd Yussoff B. Ibrahim, 2017, "Impact of Audit Committee on the Association Between Financial Reporting Quality and Shareholder Value," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 14-19.
• Muammar Khaddafi & Falahuddin & Mohd. Heikal & Ayu Nandari, 2017, "Analysis Z-score to Predict Bankruptcy in Banks Listed in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 326-330.
• Galin K. Todorov, 2017, "Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 639-661.
• Yip Chee Yin & Woo Kok Hoong & Oon Kam Hoe & Nabihah Binti Aminaddin & Nurfadhilah Binti Abu Hasan, 2017, "Boom-Bust Housing Price Dynamic: The Case of Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 132-138.
• Arni Utamaningsih, 2017, "The Influence of Underpricing to IPO Aftermarket Performance: Comparison between Fixed Price and Book Building System on the Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 157-161.
• Naliniprava Tripathy, 2017, "Forecasting Gold Price with Auto Regressive Integrated Moving Average Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 324-329.
• Aminullah Assagaf & Hapzi Ali, 2017, "Determinants of Financial Performance of State-owned Enterprises with Government Subsidy as Moderator," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 330-342.
• Yana Ermawati & Muhamad Yamin Noch & Zakaria & Arfan Ikhsan & Muammar Khaddafi, 2017, "Reconstruction of Financial Performance to Manage Gap between Value Added Intellectual Coefficient (VAICTM) and Value of Company in Banking Company Listed in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 537-549.
• Seyed Kazem Ebrahimi & Ali Bahraminasab & Maryam Yousefi Fard, 2017, "Performance Assessment of Banks listed on Tehran Stock Exchange based on CAMEL Indicators," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 128-136.
• Mohammad Delkhosh & Esmat Zade Abdollah, 2017, "A Survey of Assets Growth Models in Prediction of the Rank of Liquidity," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 147-154.
• Grigoris Giannarakis & Christos Lemonakis & Asterios Sormas & Christos Georganakis, 2017, "The Effect of Baltic Dry Index, Gold, Oil and USA Trade Balance on Dow Jones Sustainability Index World," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 155-160.
• Parvin Moradi Dehcheraghi & Farshid Kheirollahi, 2017, "Factors Determining the Relation between Firm Expenditure and Working Capital Management in Firms Listed in Tehran Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 245-251.
• Margaret Mashizha & Mabutho Sibanda, 2017, "The Link Between Financial Knowledge, Financial Product Awareness and Utilization: A Study among Small and Medium Enterprises in Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 97-103.
• Yi-Chi Tsai & Cheng-Yih Hong, 2017, "The Application of Genetic Programming on the Stock Movement Forecasting System," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 68-73.
• Muhlis Ruslan & Chalid Imran Musa & Dian Anggraece Sigit Parawansa, 2017, "The Influence of Healthy Financial, Business, and Human Resource Competence toward the Performance of Cooperation Institution: A Study on the People Living in the Coastal Area in Makassar," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 221-225.
• Guender, Alfred V., 2017, "Credit prices vs. credit quantities as predictors of economic activity in Europe: which tell a better story?," Bank of Estonia Working Papers, Bank of Estonia, number wp2017-6, Sep, revised 11 Sep 2017, DOI: 10.23656/25045520/62017/0144.
• Fan, John Hua & Todorova, Neda, 2017, "Dynamics of China’s carbon prices in the pilot trading phase," Applied Energy, Elsevier, volume 208, issue C, pages 1452-1467, DOI: 10.1016/j.apenergy.2017.09.007.
• Croci, Ettore & Pantzalis, Christos & Park, Jung Chul & Petmezas, Dimitris, 2017, "The role of corporate political strategies in M&As," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 260-287, DOI: 10.1016/j.jcorpfin.2017.01.009.
• Massari, Filippo, 2017, "Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish," Journal of Economic Dynamics and Control, Elsevier, volume 78, issue C, pages 190-205, DOI: 10.1016/j.jedc.2017.03.008.
• Llacay, Bàrbara & Peffer, Gilbert, 2017, "Impact of value-at-risk models on market stability," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 223-256, DOI: 10.1016/j.jedc.2017.07.002.
• Li, Xiao-Ming & Peng, Lu, 2017, "US economic policy uncertainty and co-movements between Chinese and US stock markets," Economic Modelling, Elsevier, volume 61, issue C, pages 27-39, DOI: 10.1016/j.econmod.2016.11.019.
• Davis, Andrew & Kim, Jiseob, 2017, "Explaining changes in the US credit card market: Lenders are using more information," Economic Modelling, Elsevier, volume 61, issue C, pages 76-92, DOI: 10.1016/j.econmod.2016.11.025.
• Jia, Yun & Yang, Chunpeng, 2017, "Disagreement and the risk-return relation," Economic Modelling, Elsevier, volume 64, issue C, pages 97-104, DOI: 10.1016/j.econmod.2017.03.021.
• Hippolyte Balima, Wenéyam, 2017, "Do domestic bond markets participation help reduce financial dollarization in developing countries?," Economic Modelling, Elsevier, volume 66, issue C, pages 146-155, DOI: 10.1016/j.econmod.2017.06.008.
• Lucey, Brian M. & Sharma, Susan Sunila & Vigne, Samuel A., 2017, "Gold and inflation(s) – A time-varying relationship," Economic Modelling, Elsevier, volume 67, issue C, pages 88-101, DOI: 10.1016/j.econmod.2016.10.008.
• Dayanandan, Ajit & Donker, Han & Karahan, Gökhan, 2017, "Do voluntary disclosures of bad news improve liquidity?," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 16-29, DOI: 10.1016/j.najef.2017.01.002.
• Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017, "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 107-131, DOI: 10.1016/j.najef.2017.07.005.
• Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2017, "Informativeness of trade size in foreign exchange markets," Economics Letters, Elsevier, volume 150, issue C, pages 27-33, DOI: 10.1016/j.econlet.2016.11.010.
• Shang, Yuhuang & Liu, Lulu, 2017, "An extension of stochastic volatility model with mixed frequency information," Economics Letters, Elsevier, volume 155, issue C, pages 144-148, DOI: 10.1016/j.econlet.2017.04.003.
• Katsiampa, Paraskevi, 2017, "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, volume 158, issue C, pages 3-6, DOI: 10.1016/j.econlet.2017.06.023.
• Lee, Soonhee, 2017, "Does short sale restriction lower price efficiency when substitutes exist? Evidence from the Korean market," Economics Letters, Elsevier, volume 158, issue C, pages 77-79, DOI: 10.1016/j.econlet.2017.06.037.
• Li, Hongjun & Li, Qi & Shi, Yutang, 2017, "Determining the number of factors when the number of factors can increase with sample size," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 76-86, DOI: 10.1016/j.jeconom.2016.06.003.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2017, "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 10-28, DOI: 10.1016/j.jeconom.2017.01.002.
• Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah, 2017, "Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets," European Journal of Operational Research, Elsevier, volume 256, issue 3, pages 945-961, DOI: 10.1016/j.ejor.2016.06.052.
• Majdoub, Jihed & Ben Sassi, Salim, 2017, "Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes," Emerging Markets Review, Elsevier, volume 31, issue C, pages 16-31, DOI: 10.1016/j.ememar.2016.12.003.
• Smaoui, Houcem & Grandes, Martin & Akindele, Akintoye, 2017, "The Determinants of Bond Market Development: Further Evidence from Emerging and Developed Countries," Emerging Markets Review, Elsevier, volume 32, issue C, pages 148-167, DOI: 10.1016/j.ememar.2017.06.003.
• Huang, Ho-Chuan (River) & Yeh, Chih-Chuan, 2017, "Level, structure, and volatility of financial development and inflation targeting," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 108-124, DOI: 10.1016/j.jempfin.2017.09.006.
• Nielsen, Youngju & Pungaliya, Raunaq S., 2017, "Idiosyncratic returns and relative value in the US Treasury market," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 125-144, DOI: 10.1016/j.jempfin.2017.09.003.
• Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap, 2017, "The impact of crude oil prices on financial market indicators: copula approach," Energy Economics, Elsevier, volume 61, issue C, pages 162-173, DOI: 10.1016/j.eneco.2016.11.016.
• Nie, S. & Li, Y.P. & Liu, J. & Huang, Charley Z., 2017, "Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty," Energy Economics, Elsevier, volume 61, issue C, pages 313-329, DOI: 10.1016/j.eneco.2016.11.019.
• Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017, "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, volume 63, issue C, pages 174-184, DOI: 10.1016/j.eneco.2017.02.005.
• Ewing, Bradley T. & Malik, Farooq, 2017, "Modelling asymmetric volatility in oil prices under structural breaks," Energy Economics, Elsevier, volume 63, issue C, pages 227-233, DOI: 10.1016/j.eneco.2017.03.001.
• Boubaker, Heni & Raza, Syed Ali, 2017, "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, volume 64, issue C, pages 105-117, DOI: 10.1016/j.eneco.2017.01.026.
• Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled, 2017, "“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets," Energy Economics, Elsevier, volume 68, issue C, pages 228-239, DOI: 10.1016/j.eneco.2017.09.024.
• Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David, 2017, "Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis," Energy Economics, Elsevier, volume 68, issue C, pages 327-339, DOI: 10.1016/j.eneco.2017.10.001.
• Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017, "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, volume 68, issue C, pages 53-65, DOI: 10.1016/j.eneco.2017.09.011.
• Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad, 2017, "Another look on the relationships between oil prices and energy prices," Energy Policy, Elsevier, volume 102, issue C, pages 318-331, DOI: 10.1016/j.enpol.2016.12.031.
• Mazouz, Khelifa & Mohamed, Abdulkadir & Saadouni, Brahim & Yin, Shuxing, 2017, "Underwriters' allocation with and without discretionary power: Evidence from the Hong Kong IPO market," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 128-137, DOI: 10.1016/j.irfa.2016.12.006.
• Vithessonthi, Chaiporn & Schwaninger, Markus & Müller, Matthias O., 2017, "Monetary policy, bank lending and corporate investment," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 129-142, DOI: 10.1016/j.irfa.2017.02.007.
• Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2017, "Bank systemic risk and corporate investment: Evidence from the US," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 151-163, DOI: 10.1016/j.irfa.2017.02.008.
• Ben Omrane, Walid & Savaşer, Tanseli, 2017, "Exchange rate volatility response to macroeconomic news during the global financial crisis," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 130-143, DOI: 10.1016/j.irfa.2017.05.006.
• Clare, Andrew, 2017, "The performance of long-serving fund managers," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 152-159, DOI: 10.1016/j.irfa.2017.07.001.
• Kwabi, Frank O. & Thapa, Chandra & Paudyal, Krishna & Adegbite, Emmanuel, 2017, "Biases in international portfolio allocation and investor protection standards," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 66-79, DOI: 10.1016/j.irfa.2017.08.005.
• Papanastasopoulos, Georgios, 2017, "Accrual anomaly and corporate financing activities," Finance Research Letters, Elsevier, volume 20, issue C, pages 125-129, DOI: 10.1016/j.frl.2016.09.012.
• Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia, 2017, "Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios," Finance Research Letters, Elsevier, volume 21, issue C, pages 10-20, DOI: 10.1016/j.frl.2016.11.013.
• Fan, Qingliang & Wang, Ting, 2017, "The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 222-227, DOI: 10.1016/j.frl.2016.11.014.
• Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B., 2017, "Market liquidity and stock returns in the Norwegian stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 272-276, DOI: 10.1016/j.frl.2016.12.033.
• Drago, Danilo & Tommaso, Caterina Di & Thornton, John, 2017, "What determines bank CDS spreads? Evidence from European and US banks," Finance Research Letters, Elsevier, volume 22, issue C, pages 140-145, DOI: 10.1016/j.frl.2016.12.035.
• Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.
• Restocchi, Valerio & McGroarty, Frank & Gerding, Enrico & Johnson, Johnnie E.V., 2017, "The impact of transaction costs on state-contingent claims mispricing," Finance Research Letters, Elsevier, volume 23, issue C, pages 174-178, DOI: 10.1016/j.frl.2017.02.006.
• Bampinas, Georgios & Konstantinou, Panagiotis & Panagiotidis, Theodore, 2017, "Inequality, demographics and the housing wealth effect: Panel quantile regression evidence for the US," Finance Research Letters, Elsevier, volume 23, issue C, pages 19-22, DOI: 10.1016/j.frl.2017.01.001.
• Akron, Sagi & Samdani, Taufique, 2017, "Investor protection and institutional investors’ incentive for information production," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 1-15, DOI: 10.1016/j.jfs.2017.03.001.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017, "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 156-174, DOI: 10.1016/j.jfs.2017.05.006.
• Krainer, Robert E., 2017, "Economic stability under alternative banking systems: Theory and policy," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 107-118, DOI: 10.1016/j.jfs.2017.05.005.
• Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017, "Asset prices regime-switching and the role of inflation targeting monetary policy," Global Finance Journal, Elsevier, volume 32, issue C, pages 97-112, DOI: 10.1016/j.gfj.2015.12.002.
• Freedman, Seth & Jin, Ginger Zhe, 2017, "The information value of online social networks: Lessons from peer-to-peer lending," International Journal of Industrial Organization, Elsevier, volume 51, issue C, pages 185-222, DOI: 10.1016/j.ijindorg.2016.09.002.
• Alfaro, Laura & Chari, Anusha & Kanczuk, Fabio, 2017, "The real effects of capital controls: Firm-level evidence from a policy experiment," Journal of International Economics, Elsevier, volume 108, issue C, pages 191-210, DOI: 10.1016/j.jinteco.2017.06.004.
• Benbouzid, Nadia & Mallick, Sushanta K. & Sousa, Ricardo M., 2017, "Do country-level financial structures explain bank-level CDS spreads?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 135-145, DOI: 10.1016/j.intfin.2017.01.002.
• Arestis, Philip & Phelps, Peter, 2017, "Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 88-102, DOI: 10.1016/j.intfin.2017.02.006.
• Smales, L.A. & Apergis, N., 2017, "Does more complex language in FOMC decisions impact financial markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 171-189, DOI: 10.1016/j.intfin.2017.08.003.
• Buchner, Axel & Mohamed, Abdulkadir & Saadouni, Brahim, 2017, "The association between earnings forecast in IPOs prospectuses and earnings management: An empirical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 92-105, DOI: 10.1016/j.intfin.2017.08.008.
• Shin, Minchul & Zhong, Molin, 2017, "Does realized volatility help bond yield density prediction?," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 373-389, DOI: 10.1016/j.ijforecast.2016.11.003.
• Smales, L.A. & Apergis, N., 2017, "Understanding the impact of monetary policy announcements: The importance of language and surprises," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 33-50, DOI: 10.1016/j.jbankfin.2017.03.017.
• Bai, Min & Li, Xiao-Ming & Qin, Yafeng, 2017, "Shortability and asset pricing model: Evidence from the Hong Kong stock market," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 15-29, DOI: 10.1016/j.jbankfin.2017.08.007.
• Bernini, Michele & Montagnoli, Alberto, 2017, "Competition and financial constraints: A two-sided story," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 88-109, DOI: 10.1016/j.jimonfin.2016.07.003.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2017, "Black swan events and safe havens: The role of gold in globally integrated emerging markets," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 317-334, DOI: 10.1016/j.jimonfin.2017.02.010.
• Nguyen, Vinh & Tran, Anh & Zeckhauser, Richard, 2017, "Stock splits to profit insider trading: Lessons from an emerging market," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 69-87, DOI: 10.1016/j.jimonfin.2017.02.028.
• Triantafyllou, Athanasios & Dotsis, George, 2017, "Option-implied expectations in commodity markets and monetary policy," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 1-17, DOI: 10.1016/j.jimonfin.2017.06.002.
• Akhtar, Shumi & Akhtar, Farida & Jahromi, Maria & John, Kose, 2017, "Impact of interest rate surprises on Islamic and conventional stocks and bonds," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 218-231, DOI: 10.1016/j.jimonfin.2017.09.003.
• Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2017, "Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 39-71, DOI: 10.1016/j.jimonfin.2017.08.007.
• Yi, Ming, 2017, "Speculator-triggered crisis and interventions," Journal of Macroeconomics, Elsevier, volume 52, issue C, pages 135-146, DOI: 10.1016/j.jmacro.2017.03.005.
• Smales, L.A., 2017, "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, volume 7, issue C, pages 15-27, DOI: 10.1016/j.jcomm.2017.06.002.
• Farboodi, Maryam, 2017, "Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez," Journal of Monetary Economics, Elsevier, volume 89, issue C, pages 68-70, DOI: 10.1016/j.jmoneco.2017.05.001.
• Luo, Ji & Tee, Kai-Hong & Li, Baibing, 2017, "Timing liquidity in the foreign exchange market: Did hedge funds do it?," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 47-62, DOI: 10.1016/j.mulfin.2017.04.001.
• Muteba Mwamba, John W. & Hammoudeh, Shawkat & Gupta, Rangan, 2017, "Financial tail risks in conventional and Islamic stock markets: A comparative analysis," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 60-82, DOI: 10.1016/j.pacfin.2016.01.003.
• Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Yarovaya, Larisa, 2017, "Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 124-150, DOI: 10.1016/j.pacfin.2017.03.001.
• Li, Wei & Rhee, Ghon & Wang, Steven Shuye, 2017, "Differences in herding: Individual vs. institutional investors," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 174-185, DOI: 10.1016/j.pacfin.2016.11.005.
• Alqahtani, Faisal & Boulanouar, Zakaria, 2017, "Sharia compliance status & investor demand for IPOs: Evidence from Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 258-268, DOI: 10.1016/j.pacfin.2017.09.012.
• Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Mensi, Walid & Kumar, Ronald Ravinesh, 2017, "Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 471, issue C, pages 351-363, DOI: 10.1016/j.physa.2016.12.037.
• Ibrahim, Muazu & Alagidede, Paul, 2017, "Financial sector development, economic volatility and shocks in sub-Saharan Africa," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 484, issue C, pages 66-81, DOI: 10.1016/j.physa.2017.04.142.
• Mateus, Cesario & Chinthalapati, Raju & Mateus, Irina B., 2017, "Intraday industry-specific spillover effect in European equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 278-298, DOI: 10.1016/j.qref.2016.04.011.
• Claußen, Arndt & Löhr, Sebastian & Rösch, Daniel & Scheule, Harald, 2017, "Valuation of systematic risk in the cross-section of credit default swap spreads," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 183-195, DOI: 10.1016/j.qref.2016.06.007.
• Bade, Marco, 2017, "The effects of mergers and acquisitions on the information production of financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 240-248, DOI: 10.1016/j.qref.2016.09.006.
• Kucher, Oleg & McCoskey, Suzanne, 2017, "The long-run relationship between precious metal prices and the business cycle," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 263-275, DOI: 10.1016/j.qref.2016.09.005.
• Iqbal, Javed, 2017, "Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 1-17, DOI: 10.1016/j.iref.2016.11.005.
• Kim, Kwanho, 2017, "Liquidity basis between credit default swaps and corporate bonds markets," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 98-115, DOI: 10.1016/j.iref.2016.11.013.
• Kang, Hyunju & Suh, Hyunduk, 2017, "Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 386-421, DOI: 10.1016/j.iref.2017.02.008.
• Jain, Ajeet & Strobl, Sascha, 2017, "The effect of volatility persistence on excess returns," Review of Financial Economics, Elsevier, volume 32, issue C, pages 58-63, DOI: 10.1016/j.rfe.2016.11.003.
• Mamede, Samuel de Paiva Naves & Malaquias, Rodrigo Fernandes, 2017, "Monday effect in Brazilian hedge funds with immediate redemption," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 47-53, DOI: 10.1016/j.ribaf.2016.07.032.
• Chouchène, Mabrouk & Ftiti, Zied & Khiari, Wided, 2017, "Bank-to-bank lending channel and the transmission of bank liquidity shocks: Evidence from France," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 940-950, DOI: 10.1016/j.ribaf.2016.05.004.
• Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2017, "Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 951-962, DOI: 10.1016/j.ribaf.2016.01.020.
• Aboura, Sofiane & Chevallier, Julien, 2017, "Oil vs. gasoline: The dark side of volatility and taxation," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 976-989, DOI: 10.1016/j.ribaf.2016.02.005.
• Ahmed, Walid M.A., 2017, "The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 61-77, DOI: 10.1016/j.ribaf.2016.12.006.
• Liu, Li Xian & Jiang, Fuming & Sathye, Milind, 2017, "Does bonding really bond? Liability of foreignness and cross-listing of Chinese firms on international stock exchanges," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 109-124, DOI: 10.1016/j.ribaf.2017.04.033.
• Smaoui, Houcem & Nechi, Salem, 2017, "Does sukuk market development spur economic growth?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 136-147, DOI: 10.1016/j.ribaf.2017.04.018.
• Dwumfour, Richard Adjei, 2017, "Explaining banking stability in Sub-Saharan Africa," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 260-279, DOI: 10.1016/j.ribaf.2017.04.027.
• Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "Has the correlation of inflation and stock prices changed in the United States over the last two centuries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1-8, DOI: 10.1016/j.ribaf.2017.04.005.
• Ben Rejeb, Aymen, 2017, "On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 794-815, DOI: 10.1016/j.ribaf.2017.07.017.
• Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2017, "Does central bank independence affect stock market volatility?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 855-864, DOI: 10.1016/j.ribaf.2017.07.021.
• Martin, Ian, 2017, "What is the expected return on the market?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67036, Feb.
• Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017, "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70769, Mar.
• Armendáriz, Thelma & Ramírez, Claudia, 2017, "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .899-946, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Vijay Gondhalekar & Kevin Lehnert, 2017, "Financial Performance and the Competitive Effects of Corporate Social Responsibility," Advances in Financial Economics, Emerald Group Publishing Limited, "Global Corporate Governance", DOI: 10.1108/S1569-373220160000019001.
• Syed Jawad Hussain Shahzad & Peter Josef Stauvermann & Ronald Ravinesh Kumar & Tanveer Ahmad, 2017, "The impact of terrorism on industry returns and systematic risk in Pakistan," Accounting Research Journal, Emerald Group Publishing Limited, volume 30, issue 4, pages 413-429, November, DOI: 10.1108/ARJ-09-2015-0114.
• Haitao Li & Chunchi Wu & Jian Shi, 2017, "Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 2, pages 134-162, May, DOI: 10.1108/CFRI-11-2016-0125.
• Probal Dutta & Md Hasib Noor & Anupam Dutta, 2017, "Impact of oil volatility shocks on global emerging market stock returns," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 578-591, August, DOI: 10.1108/IJMF-03-2017-0039.
• Md Hasib Noor & Anupam Dutta, 2017, "On the relationship between oil and equity markets: evidence from South Asia," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 3, pages 287-303, June, DOI: 10.1108/IJMF-04-2016-0064.
• Huy N.A. Pham & Vikash Ramiah & Imad Moosa & Justin Hung Nguyen, 2017, "The effects of regulatory announcements on risk and return: the Vietnamese experience," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 2, pages 152-170, April, DOI: 10.1108/PAR-08-2016-0077.
• Panagiotis Mazis & Andrianos Tsekrekos, 2017, "Latent semantic analysis of the FOMC statements," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 179-217, May, DOI: 10.1108/RAF-10-2015-0149.
• Elmas Yaldız Hanedar & Avni Önder Hanedar & Ferdi Çelikay, 2017, "Reforms and Supervisory Organizations: Lessons from the History of the Istanbul Bourse, 1873–1883," Research in Economic History, Emerald Group Publishing Limited, "Research in Economic History", DOI: 10.1108/S0363-326820170000033004.
• Ivan Mateus de Oliveira Lauffer & Anelise Rublescki, 2017, "Jornalismo político internacional: questões éticas e de (im)parcialidade na cobertura das eleições presidenciais americanas 2016 pela imprensa brasileira," Contribuciones a las Ciencias Sociales, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 2017-08, August.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 17-06.
• Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
• Karen K. Lewis & Edith X. Liu, 2017, "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1199, Feb, DOI: 10.17016/IFDP.2017.1199.
• Ricardo M. Reyes-Heroles & Gabriel Tenorio, 2017, "Managing Capital Flows in the Presence of External Risks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1213, Sep, DOI: 10.17016/IFDP.2017.1213.
• Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017, "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1216, Nov, DOI: 10.17016/IFDP.2017.1216.
• Markus Bibinger & Christopher J. Neely & Lars Winkelmann, 2017, "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Working Papers, Federal Reserve Bank of St. Louis, number 2017-12, Apr, DOI: 10.20955/wp.2017.012.
• Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017, "Unconventional monetary policy and the behavior of shorts," Working Papers, Federal Reserve Bank of St. Louis, number 2017-031, Oct, revised 30 Sep 2021, DOI: 10.20955/wp.2017.031.
• Jinying Li & Fan Wu & Jinchao Li & Yunqi Zhao, 2017, "Research on Risk Evaluation of Transnational Power Networking Projects Based on the Matter-Element Extension Theory and Granular Computing," Energies, MDPI, volume 10, issue 10, pages 1-19, October.
• Ad Van Riet, 2017, "The ECB’s Fight against Low Inflation: On the Effects of Ultra-Low Interest Rates," IJFS, MDPI, volume 5, issue 2, pages 1-27, April.
• 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," IJFS, MDPI, volume 5, issue 4, pages 1-19, November.

2016

• Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2016, "A New Index of Housing Sentiment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-32, Nov.
• Ştefan PREDA, 2016, "Optimizing memory use in Java applications, garbage collectors," Database Systems Journal, Academy of Economic Studies - Bucharest, Romania, volume 6, issue 4, pages 27-32, May.
• Justine Pedrono, 2016, "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1611, Jan.
• Luiza Loredana N?stase, 2016, "The Stability Of International Financial Markets Versus Emerging Economies Vulnerability," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 44, pages 160-167.
• Ali Tarhan, , "Rethinking Shadow Banking: Friend Or Foe?," Review of Socio - Economic Perspectives, Reviewsep, number 201602.
• Patrick Augustin & Marti G. Subrahmanyam & Dragon Y. Tang & Sarah Q. Wang, 2016, "Credit Default Swaps: Past, Present, and Future," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 175-196, October.
• Hannah Cheng & Juan Zhan & William Rea & Alethea Rea, 2016, "Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX," Papers, arXiv.org, number 1603.02354, Mar.
• Dominique Pepin, 2016, "The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model," Papers, arXiv.org, number 1604.03337, Apr, revised Jun 2016.
• Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2016, "A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds," Papers, arXiv.org, number 1608.04683, Aug, revised Mar 2018.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016, "Predictability Hidden by Anomalous Observations," Papers, arXiv.org, number 1612.05072, Dec.
• Nikil Chande & Nicholas Labelle, 2016, "Using Speed and Credit Limits to Address the Procyclicality of Initial Margin at Central Counterparties," Discussion Papers, Bank of Canada, number 16-18, DOI: 10.34989/sdp-2016-18.
• Wilko Bolt & Maarten van Oordt, 2016, "On the Value of Virtual Currencies," Staff Working Papers, Bank of Canada, number 16-42, DOI: 10.34989/swp-2017-42.
• Xisong Jin & Francisco Nadal De Simone, 2016, "Tracking Changes in the Intensity of Financial Sector's Systemic Risk," BCL working papers, Central Bank of Luxembourg, number 102, Oct.
• Trino-Manuel Ñíguez & Javier Perote, 2016, "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers, Banco de España, number 1602, Jan.
• Daniela Marconi & Lorenzo Bencivelli & Anna Marra & Alessandro Schiavone & Raffaele Tartaglia-Polcini, 2016, "Offshore RMB markets in Europe: prospects for greater financial integration between Europe and China," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 334, Jul.
• Annalisa Bucalossi & Antonio Scalia, 2016, "Leverage ratio, central bank operations and repo market," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 347, Jul.
• Fegar, G., 2016, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 203, pages 19-26.
• Ryan Niladri Banerjee & Michael B Devereux & Giovanni Lombardo, 2016, "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," BIS Working Papers, Bank for International Settlements, number 540, Jan.
• Bruno Biais & Fany Declerck & Sophie Moinas, 2016, "Who supplies liquidity, how and when?," BIS Working Papers, Bank for International Settlements, number 563, May.
• David Hedengren & Thomas Stratmann, 2016, "Is There Adverse Selection In Life Insurance Markets?," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 450-463, January.
• Michael McAleer & John Suen & Wing Keung Wong, 2016, "Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis," The Japanese Economic Review, Japanese Economic Association, volume 67, issue 3, pages 257-279, September.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2016, "Cream-Skimming in Financial Markets," Journal of Finance, American Finance Association, volume 71, issue 2, pages 709-736, April.
• Xiaochun Liu, 2016, "Markov switching quantile autoregression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 70, issue 4, pages 356-395, November.