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

2015

• Gara Afonso & Ricardo Lagos, 2015, "The Over‐the‐Counter Theory of the Fed Funds Market: A Primer," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 127-154, June, DOI: 10.1111/jmcb.12216.
• Shouyong Shi & Christine Tewfik, 2015, "Financial Frictions, Investment Delay, and Asset Market Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 155-196, June, DOI: 10.1111/jmcb.12217.
• Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015, "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 77-126, June, DOI: 10.1111/jmcb.12215.
• Oghenovo Adewale Obrimah & Chidinma Edith Ebere, 2015, "Consolidation Within The Banking Sector And Savings Deposits: Effects On Liquidity, Output, And Profitability Within The Nigerian Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-29, DOI: 10.1142/S2010495215500013.

2014

• Marc Busse & Michel Dacorogna & Marie Kratz, 2014, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Risks, MDPI, volume 2, issue 3, pages 1-17, July.
• Erhan Bayraktar & Yuchong Zhang & Zhou Zhou, 2014, "A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty," Risks, MDPI, volume 2, issue 4, pages 1-9, October.
• Claire Brunel, 2014, "Pollution Offshoring and Emission Reductions in European and US Manufacturing," Working Papers, Georgetown University, Department of Economics, number gueconwpa~14-14-01, Jan.
• Martin Evans, 2014, "Forex Trading and the WMR Fix," Working Papers, Georgetown University, Department of Economics, number gueconwpa~14-14-03, Aug.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "On the equivalence of financial structures with long-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01130785, Nov.
• Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and equilibria with short-selling and incomplete preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01306274, Aug, DOI: 10.1016/j.jmateco.2014.06.003.
• Bertrand Wigniolle, 2014, "Optimism, pessimism and financial bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00974144, Apr, DOI: 10.1016/j.jedc.2014.01.022.
• Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and Equilibria with short-selling and Incomplete Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020646, May.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "Stability of marketable payoffs with long-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01056203, Nov, DOI: 10.1007/s10436-014-0251-z.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "On the equivalence of financial structures with short-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01093837, Sep, DOI: 10.1051/proc/201445044.
• Amélie Charles & Etienne Redor, 2014, "Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?," Post-Print, HAL, number hal-00977037, Mar.
• Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2014, "Equilibrium Pricing and Trading Volume under Preference Uncertainty," Post-Print, HAL, number hal-01097584, DOI: 10.1093/restud/rdu008.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "On the equivalence of financial structures with long-term assets," Post-Print, HAL, number hal-01130785, Nov.
• Jérôme Hubler & Christine Louargant & Jean-Noël Ory & Philippe Raimbourg, 2014, "Do rating agencies’ decisions impact stock risks? Evidence from European markets," Post-Print, HAL, number hal-01369861, DOI: 10.1080/1351847X.2013.815125.
• Julien Chevallier & Benoît Sévi, 2014, "On the Stochastic Properties of Carbon Futures Prices," Post-Print, HAL, number hal-01474249, DOI: 10.1007/s10640-013-9695-2.
• Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2014, "Does central bank transparency affect stock market volatility?," Post-Print, HAL, number hal-03692261, Jul, DOI: 10.1016/j.intfin.2014.05.002.
• Bertrand Wigniolle, 2014, "Optimism, pessimism and financial bubbles," Post-Print, HAL, number halshs-00974144, Apr, DOI: 10.1016/j.jedc.2014.01.022.
• Kosta Josifidis & Jean-Pierre Allegret & Céline Gimet & Emilija Beker Pucar, 2014, "Macroeconomic policy responses to financial crises in emerging European economies," Post-Print, HAL, number halshs-00976661.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "Stability of marketable payoffs with long-term assets," Post-Print, HAL, number halshs-01056203, Nov, DOI: 10.1007/s10436-014-0251-z.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "On the equivalence of financial structures with short-term assets," Post-Print, HAL, number halshs-01093837, Sep, DOI: 10.1051/proc/201445044.
• Franck Martin & Jiangxingyun Zhang, 2014, "Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?," Post-Print, HAL, number halshs-01101986.
• Bertrand Wigniolle, 2014, "Optimism, pessimism and financial bubbles," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00974144, Apr, DOI: 10.1016/j.jedc.2014.01.022.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "Stability of marketable payoffs with long-term assets," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01056203, Nov, DOI: 10.1007/s10436-014-0251-z.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "On the equivalence of financial structures with short-term assets," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01093837, Sep, DOI: 10.1051/proc/201445044.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich, 2014, "The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," Sciences Po Economics Publications (main), HAL, number hal-03460186, Nov.
• Philippe Charlot & Vêlayoudom Marimoutou, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers, HAL, number hal-00980125, Apr.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich, 2014, "The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," Working Papers, HAL, number hal-03460186, Nov.
• Jean-Louis Combes & Alexandru Minea & Mousse Ndoye Sow, 2015, "Crises and Exchange Rate Regimes: Time to break down the bipolar view?," Working Papers, HAL, number halshs-00944372, Jun.
• Schock, Matthias, 2014, "Do Eurozone yield spreads predict recessions?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-532, Sep.
• Homburg, Stefan, 2014, "What Caused the Great Recession?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-536, Sep, revised Jun 2015.
• David Leung & John Fu, 2014, "Interactions between CNY and CNH Money and Forward Exchange Markets," Working Papers, Hong Kong Institute for Monetary Research, number 132014, Jun.
• Guillaume Plantin, 2014, "Shadow Banking and Bank Capital Regulation," Working Papers, Hong Kong Institute for Monetary Research, number 322014, Dec.
• Konstantinos Konstantaras, & Vasilios Sogiakas, 2014, "The role of convenience yield in going-private transactions," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1401.
• Ramon Corona, 2014, "A Comparative Analysis Of Major Us Retailers Based On Enterprise Marketing Efficiency," Global Journal of Business Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 25-39.
• Ya-Hui Wang & Cing-Fen Tsai, 2014, "The Relationship Between Brand Image and Purchase Intention: Evidence from Award Winning Mutual Funds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 27-40.
• Durmus Özdemir & Harald Schmidbauer, 2014, "Risiko Tingkat Suku Bunga Di Pasar Keuangan Turki Pada Periode Waktu Yang Berbeda," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 195-218, January, DOI: https://doi.org/10.21098/bemp.v16i3.
• Durmus Özdemir & Harald Schmidbauer, 2014, "Interest Rate Risk In Turkish Financial Markets Across Different Time Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 183-204, January, DOI: https://doi.org/10.21098/bemp.v16i3.
• Cicilia A. Harun & Aditya Anta Taruna & R. Renanda Nattan & Ndari Suryaningsih, 2014, "Financial Cycle Of Indonesia – Potential Forward Looking Analysis," Working Papers, Bank Indonesia, number WP/9/2014, Dec.
• Nikola Gradojevic, 2014, "Informativeness of the Trade Size in an Electronic Foreign Exchange Market," Working Papers, IESEG School of Management, number 2014-ACF-02, Mar.
• Zhonghai Yang & Roger Su & Qianqian Zhang & Ying Sun, 2014, "Managers' Incentives, Earnings Management Strategies, and Investor Sentiment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 13, issue 2, pages 157-180, December.
• Mr. Serkan Arslanalp & Mr. Tigran Poghosyan, 2014, "Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies," IMF Working Papers, International Monetary Fund, number 2014/027, Feb.
• Rajeswari Sengupta & Vaibhav Anand, 2014, "Corporate debt market in India: Lessons from the South African experience," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-029, Jul.
• Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2014, "Arbitrage and asset market equilibrium in infinite dimensional economies with short," Working Papers, Department of Research, Ipag Business School, number 2014-100, Jan.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2014, "Pareto optima and exchange rates under risk neutrality: A note," Working Papers, Department of Research, Ipag Business School, number 2014-101, Jan.
• Thai Ha Huy & Cuong Le Van, 2014, "Arbitrage and asset market equilibrium in finite dimensional economies with short," Working Papers, Department of Research, Ipag Business School, number 2014-122, Jan.
• Stelios Bekiros, 2014, "Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach," Working Papers, Department of Research, Ipag Business School, number 2014-182, Jan.
• Dorra Najar, 2014, "Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation," Working Papers, Department of Research, Ipag Business School, number 2014-195, Jan.
• Jean-Michel Sahut & Medhi Mili & Frédéric Teulon, 2014, "What is the linkage between real growth in the Euro area and global financial market conditions ?," Working Papers, Department of Research, Ipag Business School, number 2014-324, Jan.
• Florian Ielpo & Benoît Sévi, 2014, "Forecasting the density of oil futures," Working Papers, Department of Research, Ipag Business School, number 2014-601, Jan.
• Benoît Sévi, 2014, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Working Papers, Department of Research, Ipag Business School, number 2014-602, Jan.
• S. Mohammad R. Davoodalhosseini, 2014, "Constrained Efficiency with Search and Information Frictions," 2014 Papers, Job Market Papers, number pda658, Nov.
• Li Lin, 2014, "Optimal loan-to-value ratio and the efficiency gains of default," Annals of Finance, Springer, volume 10, issue 1, pages 47-69, February, DOI: 10.1007/s10436-013-0232-7.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "Stability of marketable payoffs with long-term assets," Annals of Finance, Springer, volume 10, issue 4, pages 523-552, November, DOI: 10.1007/s10436-014-0251-z.
• Julien Chevallier & Benoît Sévi, 2014, "On the Stochastic Properties of Carbon Futures Prices," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 58, issue 1, pages 127-153, May, DOI: 10.1007/s10640-013-9695-2.
• Gueorgui Konstantinov, 2014, "Active currency management of international bond portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 1, pages 63-94, February, DOI: 10.1007/s11408-013-0223-8.
• Yen-Hsien Lee, 2014, "An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 165-180, May, DOI: 10.1007/s11408-014-0227-z.
• Lily Fang & Ayako Yasuda, 2014, "Are Stars’ Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values," Journal of Financial Services Research, Springer;Western Finance Association, volume 46, issue 3, pages 235-269, December, DOI: 10.1007/s10693-013-0178-y.
• Marie-Anne Cam & Vikash Ramiah, 2014, "The influence of systematic risk factors and econometric adjustments in catastrophic event studies," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 171-189, February, DOI: 10.1007/s11156-012-0338-4.
• Ýlker SAKINÇ, 2014, "Export Price Stability and Compatibility of Euro under the Export- Biased Productivity Growth in Turkey: A Criticism against the Maastricht Inflation Criterion," Journal of Economics Library, KSP Journals, volume 1, issue 1, pages 22-33, December.
• Aysegül Çorakçi Eruygur & Tolga Omay, 2014, "Terrorism and the Stock Market: A Case Study for Turkey Using STR Models," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 220-227.
• Ginters Buss, 2014, "Financial Frictions in a DSGE Model for Latvia," Working Papers, Latvijas Banka, number 2014/02, Aug.
• Georges Dionne & Marc Santugini, 2014, "Production Flexibility and Hedging," Cahiers de recherche, CIRPEE, number 1417.
• Inekwe John Nkwoma, 2014, "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers, Monash University, Department of Economics, number 38-14, Sep.
• Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and Equilibria with short-selling and Incomplete Preferences," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14041, May.
• Jean-Marc Bonnisseau & Achis Chery, 2014, "On the equivalence of financial structures with long-term assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14081, Nov.
• Wolfgang Streeck, 2014, "Taking Crisis Seriously: Capitalism on Its Way Out," Stato e mercato, Società editrice il Mulino, issue 1, pages 45-68.
• Colin Crouch, 2014, "The Governance of Labour Market Insecurity during the Crisis," Stato e mercato, Società editrice il Mulino, issue 1, pages 69-86.
• Ronald Dore, 2014, "The Social Conditions for Economic Performance," Stato e mercato, Società editrice il Mulino, issue 1, pages 117-126.
• Jonathan A. Parker & Nicholas S. Souleles & Christopher D. Carroll, 2014, "The Benefits of Panel Data in Consumer Expenditure Surveys," NBER Chapters, National Bureau of Economic Research, Inc, "Improving the Measurement of Consumer Expenditures".
• Kristin Forbes & Marcel Fratzscher & Roland Straub, 2014, "Capital-flow Management Measures: What Are They Good For?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2014".
• Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19917, Feb.
• Harold L. Cole & Thomas F. Cooley, 2014, "Rating Agencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 19972, Mar.
• Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014, "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19974, Mar.
• Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2014, "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 20081, May.
• Itamar Drechsler & Qingyi Freda Drechsler, 2014, "The Shorting Premium and Asset Pricing Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20282, Jul.
• Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014, "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 20390, Aug.
• Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2014, "Entry and Exit in OTC Derivatives Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20416, Aug.
• Jonathan B. Berk & Jules H. van Binsbergen, 2014, "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers, National Bureau of Economic Research, Inc, number 20435, Aug.
• Asaf Bernstein & Eric Hughson & Marc D. Weidenmier, 2014, "Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse," NBER Working Papers, National Bureau of Economic Research, Inc, number 20459, Sep.
• Javier Bianchi & Saki Bigio, 2014, "Banks, Liquidity Management and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 20490, Sep.
• Campbell R. Harvey & Yan Liu & Heqing Zhu, 2014, ". . . and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20592, Oct.
• Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for Order Flow in OTC Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20608, Oct.
• Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2014, "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 20638, Oct.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014, "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20651, Oct.
• Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014, "Safe Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20652, Oct.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
• Michael Greenstone & Alexandre Mas & Hoai-Luu Nguyen, 2014, "Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and ‘Normal’ Economic Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 20704, Nov.
• Boyan Jovanovic & Viktor Tsyrennikov, 2014, "Trading on Sunspots," NBER Working Papers, National Bureau of Economic Research, Inc, number 20813, Dec.
• Volodymyr Vysochansky, 2014, "Principles of Monetary System Transformation," Finance, Socionet, number vysochansky_volodymyr.522, Dec.
• Volodymyr Vysochansky, 2014, "Normalization of Banking," Finance, Socionet, number vysochansky_volodymyr.522, Dec.
• Enzo Cassino & Neil Cribbens & Tugrul Vehbi, 2014, "Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences," Treasury Working Paper Series, New Zealand Treasury, number 14/19, Nov.
• Raffaele Della Croce & Stefano Gatti, 2014, "Financing infrastructure – International trends," OECD Journal: Financial Market Trends, OECD Publishing, volume 2014, issue 1, pages 123-138, DOI: 10.1787/fmt-2014-5jxvpb4jfrf1.
• Iota Kaousar Nassr & Gert Wehinger, 2014, "Non-bank debt financing for SMEs: The role of securitisation, private placements and bonds," OECD Journal: Financial Market Trends, OECD Publishing, volume 2014, issue 1, pages 139-162, DOI: 10.1787/fmt-2014-5jxx05svvw34.
• Deceanu Liviu & Ciobanu Gheorghe, 2014, "Towards New Meanings Of Sovereign Debt," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 23-33, July.
• Andreea Pece, 2014, "The Herding Behavior On Small Capital Markets: Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 795-801, July.
• Leontine Treur & Wim Boonstra, 2014, "Competition In The Dutch Mortgage Market: Notes On Concentration, Entry, Funding, And Margins," Journal of Competition Law and Economics, Oxford University Press, volume 10, issue 4, pages 819-841.
• Carlo Altavilla & Raffaella Giacomini & Riccardo Costantini, 2014, "Bond Returns and Market Expectations," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 708-729.
• Xavier Gabaix, 2014, "A Sparsity-Based Model of Bounded Rationality," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 129, issue 4, pages 1661-1710.
• Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2014, "Equilibrium Pricing and Trading Volume under Preference Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 4, pages 1401-1437.
• Robin Greenwood & Dimitri Vayanos, 2014, "Bond Supply and Excess Bond Returns," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 663-713.
• Þiþan Alexandra Gabriela, 2014, "Confidence Indexes and Their Influence on Macroeconomic Information on the Romanian Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 597-601, May.
• Lai, Ping-fu (Brian) & Hang, Wong Chung, 2014, "Performance of Stock Market Prediction – A study on prediction accuracy and realised return," Public Finance Quarterly, Corvinus University of Budapest, volume 59, issue 4, pages 470-491.
• Facchini, François, 2014, "Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne
  [Past and Future of the crisis]," MPRA Paper, University Library of Munich, Germany, number 52984, Jan.
• Shachmurove, Yochanan & Vulanovic, Milos, 2014, "SPACs with focus on China," MPRA Paper, University Library of Munich, Germany, number 53550, Feb.
• Nikiforova, Vera & Valahov, Dmitriy & Nikiforov, Aleksandr, 2014, "The effect of regulatory institutions on macroeconomic growth in Russia," MPRA Paper, University Library of Munich, Germany, number 53714, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper, University Library of Munich, Germany, number 53769, Feb.
• Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014, "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper, University Library of Munich, Germany, number 53874, Feb.
• Sengupta, Rajeswari & Anand, Vaibhav, 2014, "Corporate Debt Market in India: Issues and Challenges," MPRA Paper, University Library of Munich, Germany, number 53945, Feb.
• Xiao, Tim, 2014, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," MPRA Paper, University Library of Munich, Germany, number 53982, Feb.
• Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014, "Price Limits and Stock Market Volatility in China," MPRA Paper, University Library of Munich, Germany, number 54146, Jan.
• Mahmood, Asif, 2014, "Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan," MPRA Paper, University Library of Munich, Germany, number 54256, Mar.
• Arslan, Yavuz & Kanik, Birol & Köksal, Bülent, 2014, "Anticipated vs. Unanticipated House Price Movements and Transaction Volume," MPRA Paper, University Library of Munich, Germany, number 54641, Mar.
• Kitov, Ivan, 2014, "A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources," MPRA Paper, University Library of Munich, Germany, number 54696, Mar.
• Kamal, Mona, 2014, "Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution," MPRA Paper, University Library of Munich, Germany, number 54708, Mar.
• Malik, Saif Ullah, 2014, "Determinants of Currency Depreciation in Pakistan," MPRA Paper, University Library of Munich, Germany, number 54734, Mar.
• Avino, Davide & Cotter, John, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper, University Library of Munich, Germany, number 55208.
• Jin, Xin & Maheu, John M, 2014, "Modeling Covariance Breakdowns in Multivariate GARCH," MPRA Paper, University Library of Munich, Germany, number 55243, Apr.
• Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014, "General Equilibrium with Endogenous Trading Constraints," MPRA Paper, University Library of Munich, Germany, number 55359, Apr.
• Fantazzini, Dean, 2014, "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper, University Library of Munich, Germany, number 55430.
• Chang, Bisharat & Iqbal, Javed, 2014, "Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period," MPRA Paper, University Library of Munich, Germany, number 55433, Apr.
• Sever, Can, 2014, "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper, University Library of Munich, Germany, number 55602, Apr.
• Mohanty, Roshni & P, Srinivasan, 2014, "The Time-Varying Risk and Return Trade Off in Indian Stock Markets," MPRA Paper, University Library of Munich, Germany, number 55660, May.
• Essid, Zina & Boujelbene, Younes & Plihon, Dominique, 2014, "Benchmarking financial systems in emerging and / or developing countries: financial development index," MPRA Paper, University Library of Munich, Germany, number 56287.
• Essid, Zina & Boujelbene, Younes & Plihon, Dominique, 2014, "Typologie des systèmes financiers des pays émergents et/ou en développement
  [financial system typology in emerging countries]," MPRA Paper, University Library of Munich, Germany, number 56289.
• Saief Eddine, Ayouni & Fakhri, Issaoui & Salem, Brahim, 2014, "Financial liberalization, Foreign Direct investment (FDI) and Economic Growth: A Panel Dynamic Data Validation," MPRA Paper, University Library of Munich, Germany, number 56386, Jun.
• Willmott, Bryony, 2014, "Excess reserves, interbank markets and domestic money market intervention," MPRA Paper, University Library of Munich, Germany, number 57046, Jan.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• Al-Habashneh, Fedel & Shhateet, Mohammad & AL-Bdore, Jaber & Amareen, Zainah, 2014, "العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011
  [Factors affecting the price of the stock market in the Amman Stock Exchange during the period 1984-2011]," MPRA Paper, University Library of Munich, Germany, number 57274, Feb.
• Anand, Vaibhav & Sengupta, Rajeswari, 2014, "Corporate Debt Market in India: Lessons from the South African Experience," MPRA Paper, University Library of Munich, Germany, number 57465, Jul.
• Arem, Rim, 2014, "The absolute equilibrum theory; a new vision of the goods exchange," MPRA Paper, University Library of Munich, Germany, number 57947, Jul.
• Bell, Peter Newton, 2014, "Book Review – Rethinking Housing Bubbles," MPRA Paper, University Library of Munich, Germany, number 58024, Aug.
• Evans, Martin, 2014, "Forex Trading and the WMR Fix," MPRA Paper, University Library of Munich, Germany, number 58151, Aug.
• Filoso, Valerio & Papagni, Erasmo, 2014, "Fertility Choice and Financial Development," MPRA Paper, University Library of Munich, Germany, number 58237, Jul.
• Gusev, Maxim & Kroujiline, Dimitri & Govorkov, Boris & Sharov, Sergey V. & Ushanov, Dmitry & Zhilyaev, Maxim, 2014, "Predictable markets? A news-driven model of the stock market," MPRA Paper, University Library of Munich, Germany, number 58831, Apr.
• Hirshleifer, David, 2014, "Behavioral Finance," MPRA Paper, University Library of Munich, Germany, number 59028, Aug.
• Rodríguez-Aguilar, Román & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2014, "A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter," MPRA Paper, University Library of Munich, Germany, number 59046, Oct.
• Ojo, Marianne, 2014, "The evolution of common law: revisiting Posner, Hayek & the economic analysis of Law," MPRA Paper, University Library of Munich, Germany, number 59163, Oct.
• Waśniewski, Krzysztof, 2014, "Public debt, fiscal decisions and political power," MPRA Paper, University Library of Munich, Germany, number 59635, Nov.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
• Hirshleifer, David & hsu, po-hsuan & li, dongmei, 2014, "Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 59835, Oct.
• Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014, "Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 60082, Dec.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2014, "The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study," MPRA Paper, University Library of Munich, Germany, number 60148.
• Mamatzakis, Emmanuel & Hu, Wentao, 2014, "Does regulation improve bank peroformance in South and East Asia?," MPRA Paper, University Library of Munich, Germany, number 60193, Nov.
• Mamatzakis, E & bermpei, t, 2014, "What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis," MPRA Paper, University Library of Munich, Germany, number 60196, Nov.
• Di Caro, Paolo, 2014, "Risk, ambiguity and sovereign rating," MPRA Paper, University Library of Munich, Germany, number 60295.
• Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad, 2014, "Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis," MPRA Paper, University Library of Munich, Germany, number 60398, Dec.
• Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Rehman, Mobeen ur & Ahmed, Tanveer & Khalid, Saniya, 2014, "Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis," MPRA Paper, University Library of Munich, Germany, number 60579, Dec.
• Hunjra, Ahmed Imran & Chani, Muhammad Irfan & Ijaz, Muhammad Shahzad & Farooq, Muhammad & Khan, Kamran, 2014, "The Impact of Macroeconomic Variables on Stock Prices in Pakistan," MPRA Paper, University Library of Munich, Germany, number 60791, Jan.
• Beladi, Hamid & Chakrabarti, Avik & Marjit, Sugata, 2014, "A Ricardian Theory of Production, Trade and Finance - The Role of Credit Market Imperfection," MPRA Paper, University Library of Munich, Germany, number 60830.
• Almanzar, Miguel & Torero, Maximo & von Grebmer, Klaus, 2014, "Futures Commodities Prices and Media Coverage," MPRA Paper, University Library of Munich, Germany, number 61327.
• Sinha, Pankaj & Sharma, Sakshi, 2014, "Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework," MPRA Paper, University Library of Munich, Germany, number 61379, Nov, revised 16 Jan 2015.
• Ben Rejeb, Aymen & Arfaoui, Mongi, 2014, "Financial market interdependencies: a quantile regression analysis of volatility spillover," MPRA Paper, University Library of Munich, Germany, number 61516, Dec.
• Ben Rejeb, Aymen & Boughrara, Adel, 2014, "Financial integration in emerging market economies: effects on volatility transmission and contagion," MPRA Paper, University Library of Munich, Germany, number 61519, Nov.
• M. Sani, Nur Fatin Najwa & Ismail, Fathiyah & W. Mahmood, Wan Mansor, 2014, "Causal relationship between financial depth and economic growth: evidence from Asia-Pacific Countries," MPRA Paper, University Library of Munich, Germany, number 62188, Sep.
• Lerohim, Siti Nor FarahEffera & Affandi, Salwani & W. Mahmood, Wan Mansor, 2014, "Financial Development and Economic Growth in ASEAN: Evidence from Panel Data," MPRA Paper, University Library of Munich, Germany, number 62224, Sep, revised 31 Dec 2014.
• Sinclair, Peter & Sun, Lixn, 2014, "A DSGE Model for China’s Monetary and Macroprudential Policies," MPRA Paper, University Library of Munich, Germany, number 62580, May.
• Genest, benoit & Fares, Ziad & Gombert, Arnault, 2014, "Dynamic Stress Test Diffusion Model Considering the Credit Score Performance," MPRA Paper, University Library of Munich, Germany, number 62905, Jan.
• Genest, Benoit & Cao, Zhili, 2014, "Value-at-Risk in turbulence time," MPRA Paper, University Library of Munich, Germany, number 62906, Jan.
• Muteba Mwamba, John, 2014, "Another reason why the efficient market hypothesis is fuzzy," MPRA Paper, University Library of Munich, Germany, number 64383, Oct.
• ABDELLAOUI, Okba & Elkhatib, MOHAMMED, 2014, "قياس الآثار التبادلية بين التكتلات الاقتصادية والأزمات حالة المكسيك ضمن تكتل منطقة التجارة الحرة لأمريكا الشمالية للفترة 1980-2012
  [Measuring the effects of reciprocity between the economic blocs a," MPRA Paper, University Library of Munich, Germany, number 65966, Oct, revised 14 Nov 2014.
• Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014, "Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem," MPRA Paper, University Library of Munich, Germany, number 67097, Dec.
• Moudine, Chourouk & El Khattab, Younes, 2014, "Essai sur l'efficience informationnelle du marché boursier marocain
  [Testing the informational efficiency of the moroccan stock market]," MPRA Paper, University Library of Munich, Germany, number 70169, Jan.
• Herrenbrueck, Lucas, 2014, "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 70686, Dec, revised 10 Apr 2016.
• Kebalo, Leleng, 2014, "What DCC-GARCH model tell us about the effect of the gold price's volatility on south african exchange rate?," MPRA Paper, University Library of Munich, Germany, number 72584, Jul.
• Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2014, "Beginning an African Stock Markets Integration? A Wavelet Analysis," MPRA Paper, University Library of Munich, Germany, number 76048.
• Degiannakis, Stavros & Kiohos, Apostolos, 2014, "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," MPRA Paper, University Library of Munich, Germany, number 80438.
• Matveev, Aleksandr, 2014, "Proving the Relation between Stock and Interbank Markets: The Bahrain Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 85544.
• Abozaid, Abdulazeem, 2014, "التحليل الفقهي والمقاصدي للمشتقات المالية
  [Shariah and Maqasid analysis of financial derivatives]," MPRA Paper, University Library of Munich, Germany, number 93382.
• Firano, Zakaria, 2014, "Systemic liquidity risk index for Moroccan banking sector," MPRA Paper, University Library of Munich, Germany, number 95344.
• Saban Nazlioglu & Ugur Soytas & Rangan Gupta, 2014, "Volatility Spillover between Energy and Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201409, Mar.
• Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, University of Pretoria, Department of Economics, number 201433, Jul.
• John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014, "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers, University of Pretoria, Department of Economics, number 201480, Dec.
• Lahura, Erick & Vega, Marco, 2014, "Stock market development and real economic activity in Peru," Working Papers, Banco Central de Reserva del Perú, number 2014-022, Dec.
• Bruno Biais & Thierry Foucault, 2014, "HFT and Market Quality," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 5-19, January-F.
• Arleta A Majoch & Andreas G F Hoepner & Tessa Hebb, 2014, "Sources of Stakeholder Salience in the Responsible Investment Movement: Why Do Investors Sign the Principles for Responsible Investment?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-13, Oct.
• Thomas Cooley & Harold Cole, 2014, "Rating Agencies," 2014 Meeting Papers, Society for Economic Dynamics, number 1124.