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

• Hyunju Kang & Hyunduk Suh, 2017, "Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2017-1, Mar, revised Mar 2017.
• Chamorro-Gómez, José Augusto & Domínguez-Blancas, Christian Said & García-Morales, María Isabel, 2017, "El financiamiento de la banca comercial y el mercado de capitales: su relación con la desigualdad en la distribución del ingreso en México," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 115-144, Primer se.
• Bednarzik, Robert W. & Kern, Andreas & Hisnanick, John J., 2017, "Displacement and Debt: The Role of Debt in Returning to Work in the Period Following the Great Recession," IZA Discussion Papers, IZA Network @ LISER, number 10764, May.
• Huson Joher Ali Ahmed Author-Name: IKM Mokhtarul Wadud, 2017, "Oil Price Volatility And Sectoral Returns Uncertainties: Evidence From A Threshold Based Approach For The Australian Equity Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 329-342, January-M.
• Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
• Fizzah Malik & Fangjun Wang & Muhammad Akram Naseem, 2017, "Econometric estimation of banking stocks," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 207-237, October-D.
• Marcella Lucchetta, 2017, "Banking competition and welfare," Annals of Finance, Springer, volume 13, issue 1, pages 31-53, February, DOI: 10.1007/s10436-016-0288-2.
• Alfred Guender & Bernard Tolan, 2017, "The predictive ability of a risk-adjusted yield spread for economic activity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 1-27, February, DOI: 10.1007/s10663-015-9309-z.
• R. Todd Smith & Xun Xu, 2017, "A good pair: alternative pairs-trading strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 1-26, February, DOI: 10.1007/s11408-016-0280-x.
• Ernest Dautovic, 2017, "The effect of real-time fiscal policy on sovereign interest rates in OECD countries," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 167-185, January, DOI: 10.1007/s10368-015-0334-y.
• Dev R. Mishra, 2017, "Post-innovation CSR Performance and Firm Value," Journal of Business Ethics, Springer, volume 140, issue 2, pages 285-306, January, DOI: 10.1007/s10551-015-2676-3.
• 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 market, 2003 2012]," 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, DOI: 10.1016/j.jedc.2020.103853.
• 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 the EURO zone]," 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.
• Silas Ongudi & Djiby Thiam, 2024, "Prenatal health and weather-related shocks under social safety net policy in Kenya," ERSA Working Paper Series, Economic Research Southern Africa, number 98, Oct.
• 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.
• Huang Xian Yu, 2017, "Capital Asset Pricing Model – investigation and Testing," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-5.
• 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), Paradigm, 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, Paradigm, 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, Paradigm, 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.

2016

• V. Mau & A. Bozhechkova & A. Kiyutsevskaya & P. Trunin & S. Belev & A. Alaev & A. Mamedov & E. Fomina & A. Abramov & A. Shadrin & O. Izriadnova & S. Drobyshevskiy & M. Kazakova & S. Tsukhlo & G. Idris, 2016, "Раздел 3. Финансовые Рынки И Финансовые Институты," Book Chapters, Gaidar Institute for Economic Policy, chapter 3, in: Sergey Sinelnikov-Murylev & Alexandr Radygin & Vladimir Mau, "Российская экономика в 2015 году. Тенденции и перспективы (Выпуск 37)".
• E. Gorbatikov & Elizaveta Khudko, 2016, "Russian Financial Markets In December 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 10-16, January.
• E. Gorbatikov, 2016, "Russian Financial Markets In January 2016," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 16-22, March.
• Khudko Elizaveta, 2016, "Current Estimates And Problems Of Financial Literacy Measurement In The World Practice," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 43-50, August.
• E. Gorbatikov & E. Khudko, 2016, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 9-15, Январь.
• E. Gorbatikov & Elizaveta Khudko, 2016, "Динамика Основных Индикаторов Финансового Рынка В Январе 2016 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 28-34, февраль.
• E. Gorbatikov & ELizaveta Khudko, 2016, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 16-22, март.
• Khudko Elizaveta, 2016, "Текущие Оценки И Проблемы Измерения Уровня Финансовой Грамотности В Мировой Практике," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 49-56, Август.
• Cheng Juan Zhan & William Rea & Alethea Rea, 2016, "Stock Selection as a Problem in Phylogenetics—Evidence from the ASX," IJFS, MDPI, volume 4, issue 4, pages 1-19, September.
• Arthur Charpentier & Mathieu Pigeon, 2016, "Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)," Risks, MDPI, volume 4, issue 2, pages 1-18, May.
• Pierre Picard, 2016, "A Note on Health Insurance under Ex Post Moral Hazard," Risks, MDPI, volume 4, issue 4, pages 1-9, October.
• Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
• Jean-Marc Bonnisseau & Achis Chery, 2017, "On the equivalence of financial structures with long-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01297918, DOI: 10.1007/s11579-016-0169-5.
• Thibault Darcillon, 2016, "What Determines Top Income Shares? The Role of the Interactions between Financial Integration and Tax Policy
  [Le rôle des interactions entre l'intégration financière et la politique fiscale dans la montée des hauts revenus]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01316927, Apr.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01339826, Sep.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016, "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01373471, Jul.
• Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01390954, Oct.
• Dominique Pepin, 2016, "The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model," Post-Print, HAL, number hal-01299834, Jun.
• Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print, HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
• Elie I. Bouri & David Roubaud, 2016, "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Post-Print, HAL, number hal-02009130, DOI: 10.1017/jwe.2015.10.
• Syed Jawad Hussain Shahzad & Saba Ameer & Muhammad Shahbaz, 2016, "Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach," Post-Print, HAL, number hal-02013740.
• François Le Grand & Xavier Ragot, 2016, "Incomplete markets and derivative assets," Post-Print, HAL, number hal-02313331, Aug.
• Aviral Kumar Tiwari & Mihai Ioan Mutascu & Claudiu Tiberiu Albulescu, 2016, "Continuous wavelet transform and rolling correlation of European stock markets," Post-Print, HAL, number hal-03528475, Mar, DOI: 10.1016/j.iref.2015.12.002.
• Sabri Boubaker & Jamel Jouini & Amine Lahiani, 2016, "Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis," Post-Print, HAL, number hal-03529252, Aug, DOI: 10.1016/j.qref.2015.11.001.
• David Leiser & Rinat Benita & Sacha Bourgeois-Gironde, 2016, "Differing conceptions of the causes of the economic crisis: Effects of culture, economic training, and personal impact," Post-Print, HAL, number hal-04149250, DOI: 10.1016/j.joep.2016.02.002.
• Omar Hemche & Fredj Jawadi & Samir B. Maliki & Abdoulkarim Idi Cheffou, 2016, "On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach," Post-Print, HAL, number hal-05378274, Jan, DOI: 10.1016/j.econmod.2014.09.004.
• Jean-Louis Combes & Alexandru Minea & Mousse Ndoye Sow, 2016, "Crises and exchange rate regimes: Times to break down the bipolar view?," Post-Print, HAL, number halshs-01293590.
• Jean-Marc Bonnisseau & Achis Chery, 2017, "On the equivalence of financial structures with long-term assets," Post-Print, HAL, number halshs-01297918, DOI: 10.1007/s11579-016-0169-5.
• Thibault Darcillon, 2016, "What Determines Top Income Shares? The Role of the Interactions between Financial Integration and Tax Policy
  [Le rôle des interactions entre l'intégration financière et la politique fiscale dans la montée des hauts revenus]," Post-Print, HAL, number halshs-01316927, Apr.
• Sofiane Aboura & Julien Chevallier, 2016, "Oil vs. gasoline: The dark side of volatility and taxation," Post-Print, HAL, number halshs-01348705, Feb, DOI: 10.1016/j.ribaf.2016.02.005.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016, "General Equilibrium with Endogenous Trading Constraints," Post-Print, HAL, number halshs-01373471, Jul.
• Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print, HAL, number halshs-01390954, Oct.
• Weneyam Hippolyte Balima & Jean-Louis Combes & Alexandru Minea, 2016, "Bond Markets Initiation and Tax Revenue Mobilization in Developing Countries," Post-Print, HAL, number halshs-01426487, DOI: 10.1002/soej.12155.
• François Legrand & Xavier Ragot, 2015, "Incomplete markets and derivative assets," Post-Print, HAL, number halshs-01513312, DOI: 10.1007/s00199-015-0912-9.
• Sophie Moinas & Sébastien Pouget, 2016, "The bubble game: A classroom experiment," Post-Print, HAL, number halshs-01522491, DOI: 10.1002/soej.12119.
• Christian Walter, 2016, "The financial Logos : The framing of financial decision-making by mathematical modelling," Post-Print, HAL, number halshs-04503518, DOI: 10.1016/j.ribaf.2016.01.022.
• Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
• Jean-Marc Bonnisseau & Achis Chery, 2017, "On the equivalence of financial structures with long-term assets," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01297918, DOI: 10.1007/s11579-016-0169-5.
• François Legrand & Xavier Ragot, 2015, "Incomplete markets and derivative assets," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01513312, DOI: 10.1007/s00199-015-0912-9.
• Arthur Charpentier & Mathieu Pigeon, 2016, "Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)," Working Papers, HAL, number hal-01280033, Feb.
• Pierre Picard, 2016, "A note on health insurance under ex post moral hazard," Working Papers, HAL, number hal-01353597, Aug.
• Pierre Picard, 2016, "A note on health insurance under ex post moral hazard," Working Papers, HAL, number hal-01385520, Oct.
• Justine Pedrono, 2016, "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," Working Papers, HAL, number halshs-01275862, Jan.
• Charalambos Michael, 2016, "Securitization Markets And Central Banking: Policy Announcement Effects," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 4, pages 1-18.
• Isaac Boadi, 2016, "The Effects Of Foreign Bank Entry On Financial Performance Of Domestic-Owned Banks In Ghana: A Comment," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 7, issue 2, pages 71-74.
• Jarita Duasa & Mohamed Asmy Bin Mohd Thas Thaker, 2016, "A Cash Waqf Investment Model: An Alternative Model For Financing Micro-Enterprises In Malaysia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 1, issue 2, pages 161-188, February, DOI: https://doi.org/10.21098/jimf.v1i2..
• Azka Azifah Dienillah & Lukytawati Anggraeni, 2016, "Dampak Inklusi Keuangan terhadap Stabilitas Sistem Keuangan di Asia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 18, issue 4, pages 409-430, April, DOI: https://doi.org/10.21098/bemp.v18i4.
• Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016, "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, volume 8, issue 2, pages 121-145.
• Shubhasis Dey, 2016, "Historical Events and the Gold Price," Working papers, Indian Institute of Management Kozhikode, number 198, May.