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

2016

• COSMESCU Ioan & GEORGESCU Livia, 2016, "Market Trends In Life Insurance In 2015 Romania," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 32-45, December.
• Angélica del Carmen Calle Sarmiento, 2016, "Análisis de la tenencia de productos financieros: Evidencia para contribuir a la inclusión financiera en Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2016/04, Dec.
• Ludovit Odor & Pavol Povala, 2016, "Risk Premiums in Slovak Government Bonds," Discussion Papers, Council for Budget Responsibility, number Discussion Paper No. 3/20, Jun.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2016, "Safe Asset Scarcity and Aggregate Demand," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7cb7s8wr, May.
• Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "ESBies: Safety in the tranches," Discussion Papers, Centre for Macroeconomics (CFM), number 1627, Sep.
• Nicolás Ronderos Pulido, 2016, "Una visión unificada del contagio en mercados financieros: un enfoque causal en el dominio de la frecuencia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-27.
• Gourinchas, Pierre-Olivier & Caballero, Ricardo & Farhi, Emmanuel, 2016, "Safe Asset Scarcity and Aggregate Demand," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11170, Mar.
• Philippon, Thomas & Faria e castro, Miguel & Martinez, Joseba, 2016, "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11408, Jul.
• Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016, "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11461, Aug.
• Cukierman, Alex, 2016, "Reflections on the natural rate of interest, its measurement, monetary policy and the zero lower bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11467, Aug.
• Veldkamp, Laura & Boyarchenko, Nina & Lucca, David, 2016, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11518, Sep.
• Schneider, Martin & Piazzesi, Monika, 2016, "Housing and macroeconomics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11519, Sep.
• Vayanos, Dimitri & Brunnermeier, Markus & Langfield, Sam & Pagano, Marco & Van Nieuwerburgh, Stijn, 2016, "ESBies: Safety in the Tranches," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11537, Sep.
• María José Roa & Fanny Warman, 2016, "Intermediarios financieros no bancarios en América Latina: ¿Shadow Banking?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 109, pages 49-63, Enero.
• Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H., 2016, "Speculators, Prices, and Market Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 5, pages 1545-1574, October.
• Bouri, Elie I. & Roubaud, David, 2016, "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Journal of Wine Economics, Cambridge University Press, volume 11, issue 2, pages 233-248, August.
• Ramzi Boussaidi & Abaoub Ezzeddine, 2016, "The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 813-826.
• Maiko Koga, 2016, "Momentum trading behavior in the FX market: Evidence from Japanese retail investors," Economics Bulletin, AccessEcon, volume 36, issue 1, pages 92-96.
• Aneel Keswani & David Stolin & Maxim Zagonov, 2016, "UK fund returns and sector diversification," Economics Bulletin, AccessEcon, volume 36, issue 1, pages 10-21.
• Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-hsien Chen & Han-wen Tzeng, 2016, "Revisiting the efficient market hypothesis in transition countries using quantile unit root test," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2171-2182.
• Abd Halim Ahmad & Nur Adiana Hiau Abdullah & Kamarun Nisham Taufil Mohd, 2016, "Market reactions to financial distress announcements: Does the market react differently to different outcomes?," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 601-608.
• Xing Lu & Neel Patel, 2016, "Festivity Anomaly in Indian Stock Market," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 851-856.
• Flavio C. Sanematsu & Ricardo P. C. Leal, 2016, "Survivorship bias in Brazilian stock funds," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 942-948.
• Pepin Dominique, 2016, "The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 931-935.
• Jamal Bouoiyour & Refk Selmi, 2016, "Brexit concerns, UK and European equities: A lose-lose scenario?," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1686-1693.
• Gaowang Wang & Juanjuan Yan, 2016, "Robustness, the Spirit of Capitalism and Asset Pricing," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 1892-1903.
• Valeriya V. Lakshina & Andrey M. Silaev, 2016, "Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2368-2380.
• Francesco Cesarone & Jacopo Moretti & Fabio Tardella, 2016, "Optimally chosen small portfolios are better than large ones," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 1876-1891.
• Syed jawad hussain Shahzad & Saba Ameer & Muhammad Shahbaz, 2016, "Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2465-2473.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016, "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series, European Central Bank, number 1882, Feb.
• Blattner, Tobias Sebastian & Joyce, Michael A. S., 2016, "Net debt supply shocks in the euro area and the implications for QE," Working Paper Series, European Central Bank, number 1957, Sep.
• Monira Essa Aloud, 2016, "Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 55-64.
• Liana Holanda N. Nobre & John E. Grable & Wesley Vieira da Silva & Claudimar Pereira da Veiga, 2016, "A Cross Cultural Test of Financial Risk Tolerance Attitudes: Brazilian and American Similarities and Differences," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 314-322.
• Massimo Mariani & Paola Amoruso, 2016, "The Effectiveness of Catastrophe Bonds in Portfolio Diversification," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1760-1767.
• Mubanga Mpundu, 2016, "A Dynamic Model Approach of Securitization and the Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1873-1883.
• Xanthi Partalidou & Apostolos Kiohos & Grigoris Giannarakis & Nikolaos Sariannidis, 2016, "The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 76-81.
• Cox, Raymond A.K. & Dayanandan, Ajit & Donker, Han, 2016, "The Ricochet Effect of Bad News," The International Journal of Accounting, Elsevier, volume 51, issue 3, pages 385-401, DOI: 10.1016/j.intacc.2016.07.004.
• Pak, Tae-Young & Chatterjee, Swarn, 2016, "Aging, overconfidence, and portfolio choice," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 112-122, DOI: 10.1016/j.jbef.2016.10.003.
• Ivanov, Ivan T. & Santos, João A.C. & Vo, Thu, 2016, "The transformation of banking: Tying loan interest rates to borrowers' CDS spreads," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 150-165, DOI: 10.1016/j.jcorpfin.2016.01.005.
• Caglio, Cecilia & Hanley, Kathleen Weiss & Marietta-Westberg, Jennifer, 2016, "Going public abroad," Journal of Corporate Finance, Elsevier, volume 41, issue C, pages 103-122, DOI: 10.1016/j.jcorpfin.2016.07.004.
• Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi, 2016, "On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach," Economic Modelling, Elsevier, volume 52, issue PA, pages 292-299, DOI: 10.1016/j.econmod.2014.09.004.
• Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016, "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, volume 58, issue C, pages 159-166, DOI: 10.1016/j.econmod.2016.05.025.
• Yang, Chunpeng & Zhou, Liyun, 2016, "Individual stock crowded trades, individual stock investor sentiment and excess returns," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 39-53, DOI: 10.1016/j.najef.2016.06.001.
• Sobreiro, Vinicius Amorim & Cruz Cacique da Costa, Thiago Raymon & Farias Nazário, Rodolfo Toríbio & Lima e Silva, Jéssica & Moreira, Eduardo Alves & Lima Filho, Marcius Correia & Kimura, Herbert & Ar, 2016, "The profitability of moving average trading rules in BRICS and emerging stock markets," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 86-101, DOI: 10.1016/j.najef.2016.08.003.
• Ersal-Kiziler, Eylem, 2016, "International portfolio flows with growth shocks," Economics Letters, Elsevier, volume 141, issue C, pages 84-86, DOI: 10.1016/j.econlet.2016.02.008.
• Ni, Xiaoran & Zhu, Weikang, 2016, "Short-sales and stock price crash risk: Evidence from an emerging market," Economics Letters, Elsevier, volume 144, issue C, pages 22-24, DOI: 10.1016/j.econlet.2016.04.029.
• Cai, Weixing & Xu, Fangming & Zeng, Cheng, 2016, "Geographical diversification and bank performance: Evidence from China," Economics Letters, Elsevier, volume 147, issue C, pages 96-98, DOI: 10.1016/j.econlet.2016.08.022.
• Tanaka, Katsuyuki & Kinkyo, Takuji & Hamori, Shigeyuki, 2016, "Random forests-based early warning system for bank failures," Economics Letters, Elsevier, volume 148, issue C, pages 118-121, DOI: 10.1016/j.econlet.2016.09.024.
• Guastaroba, G. & Mansini, R. & Ogryczak, W. & Speranza, M.G., 2016, "Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem," European Journal of Operational Research, Elsevier, volume 251, issue 3, pages 938-956, DOI: 10.1016/j.ejor.2015.11.037.
• Stocker, Marshall L., 2016, "The price of freedom: A Fama–French freedom factor," Emerging Markets Review, Elsevier, volume 26, issue C, pages 1-19, DOI: 10.1016/j.ememar.2016.02.004.
• Yang, Ann Shawing, 2016, "Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions," Emerging Markets Review, Elsevier, volume 28, issue C, pages 140-154, DOI: 10.1016/j.ememar.2016.08.004.
• Westerlund, Joakim & Thuraisamy, Kannan, 2016, "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, volume 28, issue C, pages 44-60, DOI: 10.1016/j.ememar.2016.06.003.
• Bee, Marco & Dupuis, Debbie J. & Trapin, Luca, 2016, "Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 86-99, DOI: 10.1016/j.jempfin.2016.01.006.
• Smales, Lee A., 2016, "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 37-61, DOI: 10.1016/j.jempfin.2016.05.002.
• Ji, Qiang & Fan, Ying, 2016, "Evolution of the world crude oil market integration: A graph theory analysis," Energy Economics, Elsevier, volume 53, issue C, pages 90-100, DOI: 10.1016/j.eneco.2014.12.003.
• Maghyereh, Aktham I. & Awartani, Basel & Bouri, Elie, 2016, "The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes," Energy Economics, Elsevier, volume 57, issue C, pages 78-93, DOI: 10.1016/j.eneco.2016.04.010.
• Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, 2016, "How is volatility in commodity markets linked to oil price shocks?," Energy Economics, Elsevier, volume 59, issue C, pages 11-23, DOI: 10.1016/j.eneco.2016.07.006.
• Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016, "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, volume 60, issue C, pages 168-175, DOI: 10.1016/j.eneco.2016.09.009.
• Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016, "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 31-40, DOI: 10.1016/j.irfa.2015.10.003.
• Murray, Hamish & Pham, Thu Phuong & Singh, Harminder, 2016, "Latency reduction and market quality: The case of the Australian Stock Exchange," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 257-265, DOI: 10.1016/j.irfa.2015.09.001.
• Grout, Paul A. & Zalewska, Anna, 2016, "Stock market risk in the financial crisis," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 326-345, DOI: 10.1016/j.irfa.2015.11.012.
• Fry, John & Cheah, Eng-Tuck, 2016, "Negative bubbles and shocks in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 343-352, DOI: 10.1016/j.irfa.2016.02.008.
• Sim, Nicholas, 2016, "Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 31-45, DOI: 10.1016/j.irfa.2016.09.004.
• Byström, Hans, 2016, "Credit-implied forward volatility and volatility expectations," Finance Research Letters, Elsevier, volume 16, issue C, pages 132-138, DOI: 10.1016/j.frl.2015.10.027.
• Dyhrberg, Anne Haubo, 2016, "Hedging capabilities of bitcoin. Is it the virtual gold?," Finance Research Letters, Elsevier, volume 16, issue C, pages 139-144, DOI: 10.1016/j.frl.2015.10.025.
• Smales, L.A., 2016, "Risk-on/Risk-off: Financial market response to investor fear," Finance Research Letters, Elsevier, volume 17, issue C, pages 125-134, DOI: 10.1016/j.frl.2016.03.010.
• Li, Leon & Chen, Carl R., 2016, "Analysts' forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis," Finance Research Letters, Elsevier, volume 18, issue C, pages 100-107, DOI: 10.1016/j.frl.2016.04.006.
• Bade, Marco & Hirth, Hans, 2016, "Liquidity cost vs. real investment efficiency," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 70-90, DOI: 10.1016/j.finmar.2015.10.001.
• Fernández, Ana I. & González, Francisco & Suárez, Nuria, 2016, "Banking stability, competition, and economic volatility," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 101-120, DOI: 10.1016/j.jfs.2016.01.005.
• Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2016, "Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 61-70, DOI: 10.1016/j.jfs.2016.04.007.
• Félix, Luiz & Kräussl, Roman & Stork, Philip, 2016, "The 2011 European short sale ban: A cure or a curse?," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 115-131, DOI: 10.1016/j.jfs.2015.10.002.
• Araujo, Gustavo Silva & Leão, Sérgio, 2016, "OTC derivatives: Impacts of regulatory changes in the non-financial sector," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 132-149, DOI: 10.1016/j.jfs.2015.11.002.
• Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais, 2016, "CCPs and network stability in OTC derivatives markets," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 217-233, DOI: 10.1016/j.jfs.2015.12.004.
• Ewing, Bradley T. & Malik, Farooq, 2016, "Volatility spillovers between oil prices and the stock market under structural breaks," Global Finance Journal, Elsevier, volume 29, issue C, pages 12-23, DOI: 10.1016/j.gfj.2015.04.008.
• Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2016, "Bubble thy neighbour: Portfolio effects and externalities from capital controls," Journal of International Economics, Elsevier, volume 99, issue C, pages 85-104, DOI: 10.1016/j.jinteco.2015.12.010.
• Delong, Łukasz & Chen, An, 2016, "Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 342-352, DOI: 10.1016/j.insmatheco.2016.10.002.
• Banerjee, Anurag & Hung, Chi-Hsiou Daniel & Lo, Kai Lisa, 2016, "An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 41, issue C, pages 102-120, DOI: 10.1016/j.intfin.2015.12.007.
• Luintel, Kul B. & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, Guangjie, 2016, "Financial development, structure and growth: New data, method and results," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 95-112, DOI: 10.1016/j.intfin.2016.04.002.
• Ben Omrane, Walid & Savaşer, Tanseli, 2016, "The sign switch effect of macroeconomic news in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 96-114, DOI: 10.1016/j.intfin.2016.07.002.
• Li, Oliver Zhen & Lin, Yupeng & Robinson, John R., 2016, "The effect of capital gains taxes on the initial pricing and underpricing of IPOs," Journal of Accounting and Economics, Elsevier, volume 61, issue 2, pages 465-485, DOI: 10.1016/j.jacceco.2015.10.004.
• Fontana, Alessandro & Scheicher, Martin, 2016, "An analysis of euro area sovereign CDS and their relation with government bonds," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 126-140, DOI: 10.1016/j.jbankfin.2015.10.010.
• Tsai, Feng-Tse & Lu, Hsin-Min & Hung, Mao-Wei, 2016, "The impact of news articles and corporate disclosure on credit risk valuation," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 100-116, DOI: 10.1016/j.jbankfin.2016.03.018.
• Silva Buston, Consuelo, 2016, "Active risk management and banking stability," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 203-215, DOI: 10.1016/j.jbankfin.2015.02.004.
• Ñíguez, Trino-Manuel & Perote, Javier, 2016, "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 216-232, DOI: 10.1016/j.jbankfin.2015.12.012.
• Donner, Herman & Song, Han-Suck & Wilhelmsson, Mats, 2016, "Forced sales and their impact on real estate prices," Journal of Housing Economics, Elsevier, volume 34, issue C, pages 60-68, DOI: 10.1016/j.jhe.2016.08.002.
• Procasky, William J. & Ujah, Nacasius U., 2016, "Terrorism and its impact on the cost of debt," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 253-266, DOI: 10.1016/j.jimonfin.2015.04.007.
• Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2016, "Hot money in bank credit flows to emerging markets during the banking globalization era," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 29-52, DOI: 10.1016/j.jimonfin.2014.10.002.
• Banerjee, Ryan & Devereux, Michael B. & Lombardo, Giovanni, 2016, "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 275-297, DOI: 10.1016/j.jimonfin.2016.02.007.
• Yan, Cheng & Phylaktis, Kate & Fuertes, Ana-Maria, 2016, "On cross-border bank credit and the U.S. financial crisis transmission to equity markets," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 108-134, DOI: 10.1016/j.jimonfin.2016.06.014.
• Evans, Martin D.D. & Rime, Dagfinn, 2016, "Order flow information and spot rate dynamics," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 45-68, DOI: 10.1016/j.jimonfin.2016.06.018.
• Holmes, Mark J. & Maghrebi, Nabil, 2016, "Financial market impact on the real economy: An assessment of asymmetries and volatility linkages between the stock market and unemployment rate," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 1-7, DOI: 10.1016/j.jeca.2015.10.003.
• Leiser, David & Benita, Rinat & Bourgeois-Gironde, Sacha, 2016, "Differing conceptions of the causes of the economic crisis: Effects of culture, economic training, and personal impact," Journal of Economic Psychology, Elsevier, volume 53, issue C, pages 154-163, DOI: 10.1016/j.joep.2016.02.002.
• Dottori, Davide & Manna, Michele, 2016, "Strategy and tactics in public debt management," Journal of Policy Modeling, Elsevier, volume 38, issue 1, pages 1-25, DOI: 10.1016/j.jpolmod.2015.12.003.
• Singhal, Shelly & Ghosh, Sajal, 2016, "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, volume 50, issue C, pages 276-288, DOI: 10.1016/j.resourpol.2016.10.001.
• Angeletos, G.-M. & Lian, C., 2016, "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.011.
• Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016, "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.004.
• Piazzesi, M. & Schneider, M., 2016, "Housing and Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.06.003.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, volume 67, issue C, pages 54-79, DOI: 10.1016/j.jmateco.2016.09.007.
• Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Mathematical Social Sciences, Elsevier, volume 79, issue C, pages 30-39, DOI: 10.1016/j.mathsocsci.2015.10.007.
• Pástor, Lˇuboš & Veronesi, Pietro, 2016, "Income inequality and asset prices under redistributive taxation," Journal of Monetary Economics, Elsevier, volume 81, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2016.03.004.
• Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016, "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, Elsevier, volume 82, issue C, pages 52-69, DOI: 10.1016/j.jmoneco.2016.07.003.
• Vithessonthi, Chaiporn & Racela, Olimpia C., 2016, "Short- and long-run effects of internationalization and R&D intensity on firm performance," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 28-45, DOI: 10.1016/j.mulfin.2015.12.001.
• Wang, Kuan-Min & Lee, Yuan-Ming, 2016, "Hedging exchange rate risk in the gold market: A panel data analysis," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 1-23, DOI: 10.1016/j.mulfin.2016.02.001.
• Kwabi, Frank & Faff, Robert & Marshall, Andrew & Thapa, Chandra, 2016, "Sub-optimal international portfolio allocations and the cost of capital," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 41-58, DOI: 10.1016/j.mulfin.2016.04.001.
• Guidi, Francesco & Savva, Christos S. & Ugur, Mehmet, 2016, "Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 59-78, DOI: 10.1016/j.mulfin.2016.04.002.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Kaya, Orcun & Wang, Lulu, 2016, "The role of bank lending tightening on corporate bond issuance in the eurozone," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 1-11, DOI: 10.1016/j.qref.2015.10.005.
• Simmons-Süer, Banu, 2016, "Cost of capital and US investment: Does financing matter after all?," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 86-93, DOI: 10.1016/j.qref.2015.11.008.
• Boubaker, Sabri & Jouini, Jamel & Lahiani, Amine, 2016, "Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 14-28, DOI: 10.1016/j.qref.2015.11.001.
• Liu, De-Chih & Liu, Chih-Yun, 2016, "The source of stock return fluctuation in Taiwan," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 77-88, DOI: 10.1016/j.qref.2015.11.006.
• Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen, 2016, "Global risk spillover and the predictability of sovereign CDS spread: International evidence," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 371-390, DOI: 10.1016/j.iref.2015.10.047.
• Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016, "Continuous wavelet transform and rolling correlation of European stock markets," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 237-256, DOI: 10.1016/j.iref.2015.12.002.
• Chang, Kuang-Liang, 2016, "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 72-87, DOI: 10.1016/j.iref.2015.10.018.
• Apostolakis, George, 2016, "Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 542-551, DOI: 10.1016/j.iref.2016.02.002.
• Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016, "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 358-375, DOI: 10.1016/j.iref.2016.04.002.
• Alam, Nafis & Arshad, Shaista & Rizvi, Syed Aun R., 2016, "Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency," Review of Financial Economics, Elsevier, volume 31, issue C, pages 108-114, DOI: 10.1016/j.rfe.2016.06.003.
• Yang, Ann Shawing & Pangastuti, Airin, 2016, "Stock market efficiency and liquidity: The Indonesia Stock Exchange merger," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 28-40, DOI: 10.1016/j.ribaf.2015.09.002.
• Kundu, Srikanta & Sarkar, Nityananda, 2016, "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 297-311, DOI: 10.1016/j.ribaf.2015.09.023.
• Du, Kai & Sim, Nicholas, 2016, "Mergers, acquisitions, and bank efficiency: Cross-country evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 499-510, DOI: 10.1016/j.ribaf.2015.10.005.
• Drakos, Anastassios A., 2016, "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 546-561, DOI: 10.1016/j.ribaf.2015.05.002.
• Teplova, Tamara V. & Rodina, Victoria A., 2016, "Does stock exchange consolidation improve market liquidity? A study of stock exchange acquisition in Russia," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 375-390, DOI: 10.1016/j.ribaf.2016.01.016.
• Walter, Christian, 2016, "The financial Logos: The framing of financial decision-making by mathematical modelling," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 597-604, DOI: 10.1016/j.ribaf.2016.01.022.
• Yarovaya, Larisa & Lau, Marco Chi Keung, 2016, "Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 605-619, DOI: 10.1016/j.ribaf.2016.01.023.
• Maghyereh, Aktham I. & Awartani, Basel, 2016, "Dynamic transmissions between Sukuk and bond markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 246-261, DOI: 10.1016/j.ribaf.2016.04.016.
• Lillo, Felipe & Valdés, Rodrigo, 2016, "Dynamics of financial markets and transaction costs: A graph-based study," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 455-465, DOI: 10.1016/j.ribaf.2016.07.024.
• Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "ESBies - Safety in the tranches," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1614, revised Sep 2016.
• Martin Belvisi & Riccardo Pianeti & Giovanni Urga, 2016, "Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035008.
• Edgardo Cayon & Julio Sarmiento-Sabogal & Ravi Shukla, 2016, "The effects of the global financial crisis on the Colombian local currency bonds prices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 624-645, September, DOI: 10.1108/JES-12-2014-0201.
• Aktham Maghyereh & Basel Awartani, 2016, "Oil price uncertainty and equity returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 1, pages 64-79, April, DOI: 10.1108/JFEP-06-2015-0035.
• William E. Balson & Gordon Rausser, 2016, "Pretrade and risk-based clearing," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 2, pages 228-247, May, DOI: 10.1108/JFEP-10-2015-0059.
• Vikash Ramiah & Thomas Morris & Imad Moosa & Michael Gangemi & Louise Puican, 2016, "The effects of announcement of green policies on equity portfolios," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 31, issue 2, pages 138-155, February, DOI: 10.1108/MAJ-08-2014-1065.
• Guangfeng Zhang & Ian Marsh & Ronald MacDonald, 2016, "A hybrid approach to exchange rates," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 50-68, March, DOI: 10.1108/SEF-10-2014-0185.
• Stella N. Spilioti, 2016, "Does the sentiment of investors explain differences between predicted and realized stock prices?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 3, pages 403-416, August, DOI: 10.1108/SEF-11-2014-0218.
• Jayati Sarkar & Subrata Sarkar, 2016, "Bank Ownership, Board Characteristics and Performance: Evidence from Commercial Banks in India," Working Papers, eSocialSciences, number id:11055, Jul.
• Asif Mahmood, 2016, "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," Working Papers, eSocialSciences, number id:8359, Jan.
• Marta Arespa & Diego Gruber, 2016, "Trade Finance Affects Trade Dynamics," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2016/341.
• Bing XIAO, 2016, "Conditional Relationship Between Beta and Return in the US Stock Market," Expert Journal of Business and Management, Sprint Investify, volume 4, issue 1, pages 46-55.
• Milan Ficura & Jiri Witzany, 2016, "Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 4, pages 278-301, August.
• Cecilia R. Caglio & Kathleen Weiss Hanley & Jennifer Marietta-Westberg, 2016, "What Does It Take to List Abroad? The Role of Global Underwriters," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-041, Mar, DOI: 10.17016/FEDS.2016.041.
• Yuriy Kitsul & Marcelo Ochoa, 2016, "Funding Liquidity Risk and the Cross-section of MBS Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-052, Jun, DOI: 10.17016/FEDS.2016.052.
• 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," 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.
• 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," 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.