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

• Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017, "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Applied Economics, Taylor & Francis Journals, volume 49, issue 50, pages 5063-5073, October, DOI: 10.1080/00036846.2017.1299102.
• Muhammad Ali & Syed Ali Raza & Chin-Hong Puah & Mohd Zaini Abd Karim, 2017, "Islamic home financing in Pakistan: a SEM-based approach using modified TPB model," Housing Studies, Taylor & Francis Journals, volume 32, issue 8, pages 1156-1177, November, DOI: 10.1080/02673037.2017.1302079.
• Antonella Basso & Stefania Funari, 2017, "The role of fund size in the performance of mutual funds assessed with DEA models," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 6, pages 457-473, May, DOI: 10.1080/1351847X.2016.1164209.
• Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017, "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 4, pages 528-542, October, DOI: 10.1080/07350015.2015.1123634.
• Oguzhan Cepni & Doruk Kucuksarac, 2017, "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1702.
• van Riet, Ad, 2017, "The ECB's fight against low inflation : On the effects of ultra-low interest rates," Other publications TiSEM, Tilburg University, School of Economics and Management, number ec7f8a3b-a32e-42e4-8d01-7.
• Hörner, Johannes & Lovo, Stefano, 2017, "Belief-free Price Formation," TSE Working Papers, Toulouse School of Economics (TSE), number 17-790, Mar.
• Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017, "Who supplies liquidity, how and when?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-818, Jun.
• Mesias Alfeus & Martino Grasselli & Erik Schlögl, 2017, "A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 384, May.
• John P. Conley, 2017, "Blockchain and the Economics of Crypto-tokens and Initial Coin Offerings," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 17-00008, Jun.
• John P. Conley, 2017, "Blockchain Cryptocurrency Backed with Full Faith and Credit," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 17-00007, Jun.
• Pietro Dindo & Filippo Massari, 2017, "The Wisdom of the Crowd in Dynamic Economies," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:17, revised 2018.
• RAHARJA, Bayu Sindhu & SUHAELI, Dahli & MRANANI, Muji, 2017, "Did Manager Behave Overconfidently?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 3, pages 32-44.
• Różański Jerzy & Kopczyński Paweł, 2017, "The influence of the recent financial crisis on the financial situation of Polish listed companies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 4, pages 110-126, December, DOI: 10.1515/fiqf-2016-0040.
• Zavera Ioana Coralia, 2017, "Application of Markowitz Model on Romanian Stock Market," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 8, issue 1, pages 97-103, April, DOI: 10.1515/hjbpa-2017-0008.
• Bilas Vlatka & Bosnjak Mile & Novak Ivan, 2017, "Examining the Relationship between Financial Development and International Trade in Croatia," South East European Journal of Economics and Business, Sciendo, volume 12, issue 1, pages 80-88, April, DOI: 10.1515/jeb-2017-0009.
• Cordella,Tito & Dell'Ariccia,Giovanni & Marquez,Robert, 2017, "Government guarantees, transparency, and bank risk-taking," Policy Research Working Paper Series, The World Bank, number 7971, Feb.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2017, "Anchoring the yield curve using survey expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1055-1068, September.

2016

• 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.
• 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.
• Ahmed Imran Hunjra & Zia Ur Rehman, 2016, "Factors Affecting Investment Decision Mediated By Risk Aversion: A Case of Pakistani Investors," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 4, pages 169-181, April.
• Davide Furceri & João Tovar Jalles & Ms. Aleksandra Zdzienicka, 2016, "China Spillovers: New Evidence From Time-Varying Estimates," IMF Spillover Notes, International Monetary Fund, number 2016/007, Nov.
• Assaf Eisdorfer & Carmelo Giaccotto, 2016, "The St. Petersburg paradox and capital asset pricing," Annals of Finance, Springer, volume 12, issue 1, pages 1-16, February, DOI: 10.1007/s10436-015-0269-x.
• Philipp Bagus & David Howden, 2016, "The economic and legal significance of “full” deposit availability," European Journal of Law and Economics, Springer, volume 41, issue 1, pages 243-254, February, DOI: 10.1007/s10657-012-9347-y.
• Johnson Kakeu, 2016, "Exhaustibility and Risk as Asset Class Dimensions: A Social Investor Approach to Capital-Resource Economies," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 65, issue 4, pages 677-695, December, DOI: 10.1007/s10640-015-9917-x.
• Bonnie G. Buchanan, 2016, "Securitization: A Financing Vehicle for All Seasons?," Journal of Business Ethics, Springer, volume 138, issue 3, pages 559-577, October, DOI: 10.1007/s10551-015-2636-y.
• Tien Sing & I-Chun Tsai & Ming-Chi Chen, 2016, "Time-Varying Betas of US REITs from 1972 to 2013," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 1, pages 50-72, January, DOI: 10.1007/s11146-015-9502-7.
• Phillip A. Cartwright & Natalija Riabko, 2016, "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 579-605, October, DOI: 10.1007/s11156-015-0513-5.
• Jared F. Egginton & Bonnie F. Ness & Robert A. Ness, 2016, "Dealers and changing obligations: the case of stub quoting," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 919-941, November, DOI: 10.1007/s11156-015-0525-1.
• Guillén León & Sergio Afcha, 2016, "Socioeconomic Characterization and Equity Market Knowledge of the Citizens of Barranquilla, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 179-209, Julio - D, DOI: 10.17533/udea.le.n85a06.
• Naeem Akram, 2016, "Do Financial Sector Activities Affect Tax Revenue in Pakistan?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 2, pages 153-169, July-Dec.
• Nusrat Jahan & John J. Cheh & Il-woon Kim, 2016, "A comparison of Graham and Piotroski investment models using accounting information and efficacy measurement," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 1, pages 43-54, February.
• Carlos de Resende & Ali Dib & René Lalonde & Nikita Perevalov, 2016, "Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 10, pages 2267-2291, October, DOI: 10.1080/1540496X.2016.1149696.
• Antoine Kornprobst, 2016, "Essay on the State of Research and Innovation in France and the European Union," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16005, Jan.
• Thibault Darcillon, 2016, "What Determines Top Income Shares? The Role of the Interactions between Financial Integration and Tax Policy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16032, Apr.
• Yi-Fang Liu & Jørgen Vitting Andersen & Maxime Frolov & Philippe de Peretti, 2016, "Synchronization in human decision making," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16035, Mar.
• 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," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16046r, May, revised Sep 2016.
• 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," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16062, Oct.
• Kosuke Aoki & Shin-ichi Fukuda & Takeo Hoshi & Takashi Kano, 2016, "International Finance in the Global Markets," NBER Books, National Bureau of Economic Research, Inc, number aoki-2, December.
• Karen K. Lewis & Edith X. Liu, 2016, "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2016".
• Gary Gorton & Guillermo Ordoñez, 2016, "Good Booms, Bad Booms," NBER Working Papers, National Bureau of Economic Research, Inc, number 22008, Feb.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2016, "Safe Asset Scarcity and Aggregate Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 22044, Feb.
• George-Marios Angeletos & Chen Lian, 2016, "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers, National Bureau of Economic Research, Inc, number 22297, Jun.
• Hong Ru & Antoinette Schoar, 2016, "Do Credit Card Companies Screen for Behavioral Biases?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22360, Jun.
• Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2016, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 22461, Jul.
• Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2016, "The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 22576, Aug.
• Ricardo J. Caballero & Alp Simsek, 2016, "A Model of Fickle Capital Flows and Retrenchment," NBER Working Papers, National Bureau of Economic Research, Inc, number 22751, Oct.
• Patnaik, Ila & Shah, Ajay & Singh, Nirvikar, 2016, "Foreign Currency Borrowing by Indian Firms: Toward a New Policy Framework," India Policy Forum, National Council of Applied Economic Research, volume 12, issue 1, pages 139-186.
• Paulo dos Santos & Ellis Scharfenaker, 2016, "Informational Performance, Competitive Capital-Market Scaling, and the Frequency Distribution of Tobin’s Q," Working Papers, New School for Social Research, Department of Economics, number 1607, Sep.
• Kul B Luintel & Khan Mosahid & Leon-Gonzalez Roberto & Li Guangjie, 2016, "Financial Development, Structure and Growth : New Data, Method and Results," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-27, Mar.
• Patnaik, Ila & Shah, Ajay & Singh, Nirvikar, 2016, "Foreign Currency Borrowing by Indian Firms: Towards a New Policy Framework," Working Papers, National Institute of Public Finance and Policy, number 16/167, Apr.
• Oecd, 2016, "Financial risks in the low-growth, low-interest rate environment," OECD Journal: Financial Market Trends, OECD Publishing, volume 2015, issue 2, pages 63-90, DOI: 10.1787/fmt-2015-5jm0p43ndt45.
• Iota Kaousar Nassr & Gert Wehinger, 2016, "Opportunities and limitations of public equity markets for SMEs," OECD Journal: Financial Market Trends, OECD Publishing, volume 2015, issue 1, pages 49-84, DOI: 10.1787/fmt-2015-5jrs051fvnjk.
• Sam Langfield & Marco Pagano, 2016, "Bank bias in Europe: effects on systemic risk and growth," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 31, issue 85, pages 51-106.
• Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016, "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 2, pages 331-352.
• Jonathan Chiu & Thorsten V. Koeppl, 2016, "Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 3, pages 969-1000.
• Arthur Korteweg & Roman Kräussl & Patrick Verwijmeren, 2016, "Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 4, pages 1007-1038.
• Ian Dew-Becker & Stefano Giglio, 2016, "Asset Pricing in the Frequency Domain: Theory and Empirics," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2029-2068.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2016, "The Short- and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," International Economic Association Series, Palgrave Macmillan, chapter 8, in: Joseph E. Stiglitz & Martin Guzman, "Contemporary Issues in Macroeconomics", DOI: 10.1057/9781137529589_9.
• S R, Shehnaz & S, Suresh Kumar, 2016, "Gold prices and Nifty – Unravelling of an intricately interwoven nexus," MPRA Paper, University Library of Munich, Germany, number 109184, Jun.
• Naqi Shah, Sadia & Qayyum, Abdul, 2016, "Analyse Risk-Return Paradox: Evidence from Electricity Sector of Pakistan," MPRA Paper, University Library of Munich, Germany, number 68783, Jan.
• Sengupta, Rajeswari & Sharma, Anjali, 2016, "Corporate Insolvency Resolution in India: Lessons from a cross-country comparison," MPRA Paper, University Library of Munich, Germany, number 69130, Jan.
• Azimi, Mohammad Naim, 2016, "An economic growth model: Evaluating the interaction of market consumption with GDP growth rate in Afghanistan," MPRA Paper, University Library of Munich, Germany, number 69517, Jan, revised 11 Jan 2016.
• Naurin, Abida & Qayyum, Abdul, 2016, "Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model," MPRA Paper, University Library of Munich, Germany, number 69774, Feb.
• Jaelani, Aan, 2016, "Pancasila, Globalisasi dan Pasar Bebas: Meneguhkan Kembali Ekonomi Pancasila sebagai Karakter Bangsa
  [Pancasila Economic and the Challenges of Globalization and Free Market In Indonesia]," MPRA Paper, University Library of Munich, Germany, number 70279, Mar, revised 23 Mar 2016.
• Naurin, Abida & Qayyum, Abdul, 2016, "Impact of Oil Price and Its Volatility on Stock Market Index in Pakistan: Bivariate EGARCH Model," MPRA Paper, University Library of Munich, Germany, number 70636, Apr.
• Cuestas, Juan Carlos & Huang, Ying & Tang, Bo, 2016, "Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?," MPRA Paper, University Library of Munich, Germany, number 70921, Apr.
• Griffin, Jim & Liu, Jia & Maheu, John M, 2016, "Bayesian Nonparametric Estimation of Ex-post Variance," MPRA Paper, University Library of Munich, Germany, number 71220, May.
• Kollmann, Robert & Leeper, Eric & Roeger, Werner, 2016, "The Post-Crisis Slump," MPRA Paper, University Library of Munich, Germany, number 71291.
• Kalkuhl, Matthias & von Braun, Joachim & Torero, Maximo, 2016, "Food Price Volatility and Its Implications for Food Security and Policy," MPRA Paper, University Library of Munich, Germany, number 72164.
• lopez, claude & Saeidinezhad, Elham, 2016, "Dodd-Frank: Washington, We Have a Problem," MPRA Paper, University Library of Munich, Germany, number 72236, Jun.
• Sinha, Pankaj & Sharma, Sakshi, 2016, "Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector," MPRA Paper, University Library of Munich, Germany, number 72247, Feb.
• Sinha, Pankaj & Sharma, Sakshi, 2016, "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper, University Library of Munich, Germany, number 72251, Mar.
• Lopez, Claude & Markwardt, Donald & Savard, Keith, 2016, "The Asset Management Industry and Systemic Risk: Is There a Connection?," MPRA Paper, University Library of Munich, Germany, number 72266, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Forecast in Capital Markets," MPRA Paper, University Library of Munich, Germany, number 72286, Jun.
• Klüh, Ulrich & Hütten, Moritz, 2016, "No more cakes and ale: banks and banking regulation in the post-bretton woods macro-regime," MPRA Paper, University Library of Munich, Germany, number 72357, Mar.
• Kale, Deeksha, 2016, "The Impact of Directed Lending Programs on the Credit Access of Small Businesses in India: A Firm-level Study," MPRA Paper, University Library of Munich, Germany, number 72510, Jul.
• Barnett, William & Su, Liting, 2016, "Data Sources for the Credit-Card Augmented Divisia Monetary Aggregates," MPRA Paper, University Library of Munich, Germany, number 73242, Apr.
• Ben Rejeb, Aymen, 2016, "Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis," MPRA Paper, University Library of Munich, Germany, number 73302, Jul.
• Ben Rejeb, Aymen & Arfaoui, Mongi, 2016, "Conventional and Islamic stock markets: what about financial performance?," MPRA Paper, University Library of Munich, Germany, number 73495.
• Effendi, Effendi & Affandi, Azhar & Sidharta, Iwan, 2016, "Analisa Pengaruh Rasio Keuangan Model Springate Terhadap Harga Saham Pada Perusahaan Publik Sektor Telekomunikasi
  [The Effect of Financial Ratio Analysis on Springate`s Model at Telecommunication Sector in Indonesia]," MPRA Paper, University Library of Munich, Germany, number 73596, Jan, revised Feb 2016.
• Kosten, Dmitri, 2016, "Манифест Биткойна Или Крипто-Социализм Как Следующая Фаза Социально-Экономического Развития
  [Bitcoin Manifesto Or Crypto-Socialism as next phase of Socio-Economic Relations]," MPRA Paper, University Library of Munich, Germany, number 73601, Sep.
• Jiranyakul, Komain, 2016, "Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?," MPRA Paper, University Library of Munich, Germany, number 73791, Sep.
• Lo, Chi-Sheng, 2016, "Structural VAR analysis of monetary transmission mechanism and central bank’s response to equity volatility shock in Taiwan," MPRA Paper, University Library of Munich, Germany, number 74150, Aug.
• Effiong, Ekpeno L., 2016, "Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria," MPRA Paper, University Library of Munich, Germany, number 74336, Sep.
• Brogi, Athos, 2016, "A Binomial Tree to Price European and American Options," MPRA Paper, University Library of Munich, Germany, number 74962.
• Ibhagui, Oyakhilome, 2016, "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," MPRA Paper, University Library of Munich, Germany, number 75802, Nov.
• Bennett, Max & Yuan, Yue, 2016, "On the Price Spread of Benchmark Crude Oils: A Spatial Price Equilibrium Model," MPRA Paper, University Library of Munich, Germany, number 76024, Oct.
• Lopez, Claude & Saeidinezhad, Elham, 2016, "UK Financial Reforms: Bank of England 2.0," MPRA Paper, University Library of Munich, Germany, number 76624.
• Ben Yaala, sirine & Henchiri, jamel E., 2016, "Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis," MPRA Paper, University Library of Munich, Germany, number 76783, Jul.
• Onyimadu, Chukwuemeka, 2016, "Macroeconomic Volatility and Economic Growth: Evidence from Selected African Countries," MPRA Paper, University Library of Munich, Germany, number 77200.
• Cheteni, Priviledge, 2016, "Stock market volatility using GARCH models: Evidence from South Africa and China stock markets," MPRA Paper, University Library of Munich, Germany, number 77355, Dec.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," MPRA Paper, University Library of Munich, Germany, number 77401, Dec.
• Xing, Victor, 2016, "Higher Return for Savers and a Path toward Higher Investment," MPRA Paper, University Library of Munich, Germany, number 77806, Sep.
• Bagus, Philipp & Howden, David, 2016, "The Economic and Legal Significance of “Full” Deposit Availability," MPRA Paper, University Library of Munich, Germany, number 79804.
• Stoforos, Chrysostomos & Degiannakis, Stavros & Palaskas, Theodosios, 2016, "Hedge Fund Returns under Crisis Scenarios: A Holistic Approach," MPRA Paper, University Library of Munich, Germany, number 80161, Oct.
• Ghassan, Hassan B. & Al-Jefri, Essam H., 2016, "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي
  [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper, University Library of Munich, Germany, number 80302, Sep, revised Jun 2017.
• Chong, Terence Tai Leung & Li, Nasha & Zou, Lin, 2016, "A New Approach to Modelling Sector Stock Returns in China," MPRA Paper, University Library of Munich, Germany, number 80554, Sep.
• Joshi, Seema, 2016, "Financial Sector Development and Economic Growth in India: Some Reflections," MPRA Paper, University Library of Munich, Germany, number 81201, Dec, revised 2017.
• Olkhov, Victor, 2016, "Finance, risk and economic space," MPRA Paper, University Library of Munich, Germany, number 87172.
• Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016, "Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets," MPRA Paper, University Library of Munich, Germany, number 88512, Jan, revised Mar 2016.
• Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016, "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers, University of Pretoria, Department of Economics, number 201605, Jan.
• Christina Christou & Rangan Gupta, 2016, "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201622, Mar.
• Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016, "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201631, Apr.
• Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016, "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201639, May.
• Esin Cakan & Rangan Gupta, 2016, "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers, University of Pretoria, Department of Economics, number 201646, Jun.
• Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
• Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201679, Nov.
• Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.
• Michal Dvořák, 2016, "Measuring Yields: Arithmetic, Geometric and Horizon-Consistent Average," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 3, pages 335-353, DOI: 10.18267/j.pep.563.
• Chaiporn Vithessonthi, 2016, "Consequences of Bank Loan Growth: Evidence from Asia," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 19, Feb.
• Meg Adachi-Sato & Chaiporn Vithessonthi, 2016, "Corporate Debt Maturity and Future Firm Performance Volatility," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 29, May.
• Chaiporn Vithessonthi & Markus Schwaninger & Matthias O. Müller, 2016, "Monetary Policy, Bank Lending and Corporate Investment," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 37, Jul.
• Nasha Ananchotikul & Shi Piao & Edda Zoli, 2016, "Drivers of Financial Integration: Implications for Asia," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 39, Aug.
• Sampan Nettayanun, 2016, "Value Investing: Circle of Competence in the Thai Insurance Industry," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 46, Oct.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2016, "Asset Insulators," Working Paper, Harvard University OpenScholar, number 390221, Jan.
• Semih Uslu, 2016, "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers, Society for Economic Dynamics, number 128.
• Emmanuel Farhi, 2016, "Global Imbalances and Currency Wars at the ZLB," 2016 Meeting Papers, Society for Economic Dynamics, number 1418.
• Florian Scheuer & Pablo Kurlat, 2016, "Signaling to Experts," 2016 Meeting Papers, Society for Economic Dynamics, number 501.
• Stefania Albanesi, 2016, "Credit Growth and the Financial Crisis: A New Narrative," 2016 Meeting Papers, Society for Economic Dynamics, number 575.
• Lucas Herrenbrueck, 2016, "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers, Society for Economic Dynamics, number 767.
• Lasse Pedersen & David Lando & Christian Skov Jensen, 2016, "Generalized Recovery," 2016 Meeting Papers, Society for Economic Dynamics, number 935.
• Pratap Kumar Jena, 2016, "Financialisation of Commodity Market in India : A Closer Look at the Evidence," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 19, issue 60, pages 147-168, June.
• Murad A. BEIN & Mehmet AGA, 2016, "On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 115-134, December.
• Wen-Chi LIU, 2016, "Do Multiple Housing Bubbles Exist in China? Further Evidence from Generalized Sup ADF Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 135-145, December.
• Georgios Galyfianakis & Evagelos Drimbetas & Nikolaos Sariannidis, 2016, "Modeling Energy Prices with a Markov-Switching dynamic regression model: 2005-2015," Bulletin of Applied Economics, Risk Market Journals, volume 3, issue 1, pages 11-28.
• Dragomir Dimitrijevic & Vesna Milovanovic & Vladimir Stancic, 2016, "The role of a company’s internal control system in fraud prevention," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 3, pages 34-44, February.
• Agnieszka Aliñska & Izabela Czepirska, 2016, "The Development Of Payment Services As An Example Of Disintermediation In The Financial System," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 60-73, October.
• Rabindra Nepal & John Foster, 2016, "Testing for Market Integration in the Australian National Electricity Market," The Energy Journal, , volume 37, issue 4, pages 215-238, October, DOI: 10.5547/01956574.37.4.rnep.
• Muhammad Farooq Arby & Amjad Ali, 2017, "Threshold Inflation in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 13, pages 1-19.