Research classified by Journal of Economic Literature (JEL) codes

---

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

2014

• Michael Wickens, 2014, "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers, Department of Economics, University of York, number 14/17, Sep.
• Josip Tica & Mate Rosan, 2014, "Čimbenici kretanja funkcije realne potrošnje kućanstava," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1408, Nov.
• Eichfelder, Sebastian & Lau, Mona, 2014, "Capital gains taxes and asset prices: The impact of tax awareness and procrastination," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 170.
• Gabrieli, Silvia & Georg, Co-Pierre, 2014, "A network view on interbank market freezes," Discussion Papers, Deutsche Bundesbank, number 44/2014.
• Carroll, Christopher D. & Parker, Jonathan A. & Souleles, Nicholas S., 2014, "The benefits of panel data in consumer expenditure surveys," CFS Working Paper Series, Center for Financial Studies (CFS), number 465.
• Sakınç, İlker, 2014, "Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 22-33.
• Finger, Karl & Lux, Thomas, 2014, "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 1.
• Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2014, "The impact of long-only index funds on price discovery and market performance in agricultural futures markets
  [Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten]," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 147.
• Igor Barhatov & Ekaterina Biruykova & Igor Afanasev, 2014, "Institutional Problems Of Financial Capital Mobilization In Modern Russian Economy," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 65-74, July, DOI: 10.12955/cbup.v2.447.
• Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2014, "The impact of long-only index funds on price discovery and market performance in agricultural futures markets," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 169081, DOI: 10.22004/ag.econ.169081.
• Beteto Wegner, Danilo Lopomo, 2014, "Network Formation and Financial Fragility," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 179222, May, DOI: 10.22004/ag.econ.179222.
• Beteto Wegner, Danilo Lopomo, , "A Reinterpretation of the Gordon and Barro Model in Terms of Financial Stability," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 182483, DOI: 10.22004/ag.econ.182483.
• Marian Siminica & Mirela Ganea & Silviu Cârstina, 2014, "Subjective Nature Of Asset Valuation Yield Method," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 42, pages 7-12.
• Prof. Marian Siminica Ph. D & Lector. Mirela Ganea Ph. D & Stud. Silviu Carstina Ph.D Student, 2014, "Estimate Profitability Indicators In The Assessment Process," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 22, pages 172-176, APRIL.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014025, Jan.
• Picorelli, Julieta, 2014, "Sovereign default risk and depositor behavior. The case of Greece," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), issue 13, pages 109-144, December.
• José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher De Castro & Felipe Noronha Tavares, 2014, "Assessing Day-To-Day Volatility: Doesthe Trading Time Matter?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 130.
• Chester Spatt, 2014, "Security Market Manipulation," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 405-418, December.
• Ing-Haw Cheng & Wei Xiong, 2014, "Financialization of Commodity Markets," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 419-441, December.
• Javier Bianchi & Saki Bigio, 2014, "Banks, Liquidity Management and Monetary Policy," Working Papers, Peruvian Economic Association, number 18, Sep.
• Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2014, "Correlation structure and principal components in global crude oil market," Papers, arXiv.org, number 1405.5000, May.
• Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014, "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers, Bank of Canada, number 14-42, DOI: 10.34989/swp-2014-42.
• Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr, 2014, "Testing the Liquidity Preference Hypothesis using Survey Forecasts," Working Papers Series, Central Bank of Brazil, Research Department, number 353, Apr.
• Hernández del Valle Gerardo & Pacheco-González Carlos, 2014, "Valuation of credit default swaps via Bessel bridges," Working Papers, Banco de México, number 2014-27, Dec.
• Karen Juliet Leiton Rodríguez & Juan Sebastián Rassa Robayo & Juan Sebastián Rojas Moreno, 2014, "Mercado de Deuda Corporativa en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 829, Jul, DOI: 10.32468/be.829.
• Nathali Cardozo Alvarado & Juan Sebastián Rassa Robayo & Juan Sebastián Rojas Moreno, 2014, "Caracterización del Mercado de Derivados Cambiarios en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 860, Dec, DOI: 10.32468/be.860.
• Silvia Gabrieli & C.-P. Georg, 2014, "A network view on interbank market freezes," Working papers, Banque de France, number 531.
• Fegar, G., 2014, "Les crédits nouveaux à l’habitat des ménages : les tendances à mi-2014," Bulletin de la Banque de France, Banque de France, issue 198, pages 1-8.
• G. Fegar., 2014, "New housing loans to households: trends up to mid-2014," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 36, pages 5-16, winter.
• Oliver Gloede & Lukas Menkhoff, 2014, "Financial Professionals' Overconfidence: Is It Experience, Function, or Attitude?," European Financial Management, European Financial Management Association, volume 20, issue 2, pages 236-269, March, DOI: 10.1111/j.1468-036X.2011.00636.x.
• Marco Taboga, 2014, "What Is a Prime Bank? A Euribor–OIS Spread Perspective," International Finance, Wiley Blackwell, volume 17, issue 1, pages 51-75, March.
• Junior Maih, 2014, "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2014, Dec.
• Faidon Kalfaoglou, 2014, "European banking union: “Europeanising” banks’ financial safety net," Economic Bulletin, Bank of Greece, issue 39, pages 37-72, July.
• E. Agliardi & N. Koussis, 2014, "Debt Maturity Choices, Multi-stage Investments and Financing Constraints," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp980, Nov.
• Nihal Bayraktar, 2014, "Measuring relative development level of stock markets: Capacity and effort of countries," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 2, pages 74-95, June.
• Ulkem Basdas & Adil Oran, 2014, "Event studies in Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 3, pages 167-188, September.
• Shaista Arshad & Syed Aun R. Rizvi & Mansor H. Ibrahim, 2014, "Tripartite analysis across business cycles in Turkey: A multi-timescale inquiry of efficiency, volatility and integration," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 4, pages 224-235, December.
• Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014, "Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 2, pages 267-292, April, DOI: 10.1515/peps-2013-0050.
• José Valentim Machado Vicente & Gustavo Silva Araujo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2014, "Assessing Day-to-Day Volatility: Does the Trading Time Matter?," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 41-66.
• Pedro Luiz Albertin Bono Milan & William Eid Junior, 2014, "High Portfolio Turnover And Performance Of Equity Mutual Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 4, pages 469-497.
• Karl-Peter Schackmann-Fallis & Mirko Weiss, 2014, "Régulation des marchés financiers et financement des entreprises," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 209-232.
• Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2014, "Corporate Debt Structure and Economic Recoveries," Working Papers, CEPII research center, number 2014-19, Nov.
• Fanny Warman D. & María José Roa, 2014, "Intermediarios financieros no bancarios en América Latina: ¿banca paralela?," Documentos de Investigación - Research Papers, CEMLA, number 16, Jun.
• Karen Juliet Leiton Rodr�guez & Juan Sebasti�n Rassa Robayo & Juan Sebasti�n Rojas Moreno, 2014, "Mercado de Deuda Corporativa en Colombia," Borradores de Economia, Banco de la Republica, number 11921, Jul.
• Nathali Cardozo Alvarado & Juan Sebasti�n Rassa Robayo & Juan Sebasti�n Rojas Moreno, 2014, "Caracterizaci�n del Mercado de Derivados Cambiarios en Colombia," Borradores de Economia, Banco de la Republica, number 12387, Dec.
• Gastón Silverio Milanesi, 2014, "Momentos estocásticos de orden superior y la estimación de lavolatilidad implícita: aplicación de la expansión de Edgeworth en elmodelo Black-Scholes," Estudios Gerenciales, Universidad Icesi.
• Juan Pablo Durán Ortiz, 2014, "Financialization: The AIDS of economic system," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 12299, Jul.
• Hassan, Tarek & Mertens, Thomas M., 2014, "The Social Cost of Near-Rational Investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 10007, Jun.
• Haber, Stephen H & Weidenmier, Marc & Oosterlinck, Kim & Mitchener, Kris, 2014, "Predicting Winners in Civil Wars," CEPR Discussion Papers, Centre for Economic Policy Research, number 10109, Aug.
• Veldkamp, Laura & Orlik, Anna, 2014, "Understanding Uncertainty Shocks and the Role of Black Swans," CEPR Discussion Papers, Centre for Economic Policy Research, number 10147, Sep.
• Wickens, Michael R., 2014, "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," CEPR Discussion Papers, Centre for Economic Policy Research, number 10197, Oct.
• Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 10234, Nov.
• Ghysels, Eric & Andreou, Elena, 2014, "Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10236, Nov.
• Cukierman, Alex, 2014, "Euro-Area and US Banks Behavior, and ECB-Fed Monetary Policies during the Global Financial Crisis: A Comparison," CEPR Discussion Papers, Centre for Economic Policy Research, number 10289, Dec.
• Veronesi, Pietro & Nozawa, Yoshio & Culp, Christopher L., 2014, "Option-Based Credit Spreads," CEPR Discussion Papers, Centre for Economic Policy Research, number 10318, Dec.
• Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2014, "Capital Controls and Macroprudential Measures: What Are They Good For?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9798, Jan.
• Valentina Moiso, 2014, "Making access to credit more democratic: tools and practices between social innovation and old inequalities," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201420, Dec.
• lker SAKIN, 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, EconSciences Journals, volume 1, issue 1, pages 22-33, December.
• Etain, Pascal (ed.), 2014, "Instrument financier dérivé et gestion du risque," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14872.
• Marius Kokert & Dorothea Schäfer & Andreas Stephan, 2014, "Low Base Interest Rates: An Opportunity in the Euro Debt Crisis," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 4, issue 5, pages 3-13.
• Holger Balodis & Dagmar Hühne, 2014, "Privatrenten als (un)geeignetes Instrument der Altersvorsorge?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 83, issue 3, pages 41-56, DOI: 10.3790/vjh.83.3.41.
• Marius Kokert & Dorothea Schäfer & Andreas Stephan, 2014, "Niedriger Leitzins: eine Chance in der Euro-Schuldenkrise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 81, issue 7, pages 115-126.
• Sami Attaoui & Pierre Six, 2014, "Hedging demand and the certainty equivalent of wealth," Economics Bulletin, AccessEcon, volume 34, issue 3, pages 1742-1750.
• Ginny ju-ann Yang & Koyin Chang & Yung-Hsiang Ying & Chen-hsun Lee, 2014, "Spillover Effects of Chinese Stock Markets," Economics Bulletin, AccessEcon, volume 34, issue 1, pages 200-205.
• Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong, 2014, "Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries," Economics Bulletin, AccessEcon, volume 34, issue 3, pages 1438-1447.
• Tobias R. Rühl & Michael Stein, 2014, "The impact of financial transaction taxes: Evidence from Italy," Economics Bulletin, AccessEcon, volume 34, issue 1, pages 25-33.
• Marcelo Brutti Righi & Kelmara Mendes Vieira & Daniel Arruda Coronel & Reisoli Bender Filho & Paulo Sergio Ceretta, 2014, "Decomposing the bid-ask spread in the Brazilian market: an intraday framework," Economics Bulletin, AccessEcon, volume 34, issue 3, pages 2010-2023.
• Amelie Charles & Etienne Redor, 2014, "Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?," Economics Bulletin, AccessEcon, volume 34, issue 1, pages 589-604.
• Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima, 2014, "Operational Performance of Firms Added to the S&P 500 Index," Economics Bulletin, AccessEcon, volume 34, issue 1, pages 605-613.
• Chih-hsiang Hsu & Ming-sung Kao & Wei-pen Tsai, 2014, "Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours," Economics Bulletin, AccessEcon, volume 34, issue 3, pages 1733-1741.
• Enareta Kurtbegu & Juliana Caicedo-llano, 2014, "European equity fund managers: luck or skill?!," Economics Bulletin, AccessEcon, volume 34, issue 4, pages 2340-2350.
• Franck Martin & Jiangxingyun Zhang, 2014, "Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?," Economics Bulletin, AccessEcon, volume 34, issue 2, pages 1327-1349.
• Shangkari V Anusakumar & Ruhani Ali & Chee-Wooi Hooy, 2014, "Are momentum and contrarian effects related? Evidence from the Chinese stock market," Economics Bulletin, AccessEcon, volume 34, issue 4, pages 2361-2367.
• Alexandru Todea & Andrei Rusu, 2014, "Liquidity, information and market efficiency: an intraday approach on a frontier stock market," Economics Bulletin, AccessEcon, volume 34, issue 4, pages 2303-2307.
• Nicholas Mangee, 2014, "Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps," Economics Bulletin, AccessEcon, volume 34, issue 4, pages 2165-2178.
• Wen-chung Guo & Ying-huei Chen, 2014, "Pricing of put warrants and competition among issuers," Economics Bulletin, AccessEcon, volume 34, issue 4, pages 2315-2323.
• Giacomini, Raffaella & Altavilla, Carlo & Ragusa, Giuseppe, 2014, "Anchoring the yield curve using survey expectations," Working Paper Series, European Central Bank, number 1632, Feb.
• Nicoletti, Giulio & Wacker, Konstantin M. & Lodge, David, 2014, "Measuring financial conditions in major non-euro area economies," Working Paper Series, European Central Bank, number 1743, Nov.
• Manganelli, Simone & Hoffmann, Peter & Garcia-de-Andoain, Carlos, 2014, "Fragmentation in the euro overnight unsecured money market," Working Paper Series, European Central Bank, number 1755, Dec.
• Yen-Hsien Lee & Ya-Ling Huang & Chun-Yu Wu, 2014, "Dynamic Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns: The Implications for Optimal Portfolio Construction," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 327-336.
• Messis, Petros & Zapranis, Achilleas, 2014, "Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 4, issue C, pages 1-13, DOI: 10.1016/j.jbef.2014.09.002.
• McCannon, Bryan C., 2014, "Finance education and social preferences: Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 4, issue C, pages 57-62, DOI: 10.1016/j.jbef.2014.10.001.
• Infante, L. & Piazza, M., 2014, "Political connections and preferential lending at local level: Some evidence from the Italian credit market," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 246-262, DOI: 10.1016/j.jcorpfin.2014.06.003.
• Wigniolle, B., 2014, "Optimism, pessimism and financial bubbles," Journal of Economic Dynamics and Control, Elsevier, volume 41, issue C, pages 188-208, DOI: 10.1016/j.jedc.2014.01.022.
• Norden, Lars & Silva Buston, Consuelo & Wagner, Wolf, 2014, "Financial innovation and bank behavior: Evidence from credit markets," Journal of Economic Dynamics and Control, Elsevier, volume 43, issue C, pages 130-145, DOI: 10.1016/j.jedc.2014.01.015.
• Josifidis, Kosta & Allegret, Jean-Pierre & Gimet, Céline & Pucar, Emilija Beker, 2014, "Macroeconomic policy responses to financial crises in emerging European economies," Economic Modelling, Elsevier, volume 36, issue C, pages 577-591, DOI: 10.1016/j.econmod.2013.09.035.
• Fung, Ka Wai Terence & Lau, Chi Keung Marco & Chan, Kwok Ho, 2014, "The conditional equity premium, cross-sectional returns and stochastic volatility," Economic Modelling, Elsevier, volume 38, issue C, pages 316-327, DOI: 10.1016/j.econmod.2014.01.009.
• Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014, "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, volume 38, issue C, pages 463-469, DOI: 10.1016/j.econmod.2014.01.004.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014, "Can gold hedge and preserve value when the US dollar depreciates?," Economic Modelling, Elsevier, volume 39, issue C, pages 168-173, DOI: 10.1016/j.econmod.2014.02.038.
• Caporale, Guglielmo Maria & Di Colli, Stefano & Lopez, Juan Sergio, 2014, "Bank lending procyclicality and credit quality during financial crises," Economic Modelling, Elsevier, volume 43, issue C, pages 142-157, DOI: 10.1016/j.econmod.2014.07.031.
• Haugom, Erik & Lien, Gudbrand & Veka, Steinar & Westgaard, Sjur, 2014, "Covariance estimation using high-frequency data: Sensitivities of estimation methods," Economic Modelling, Elsevier, volume 43, issue C, pages 416-425, DOI: 10.1016/j.econmod.2014.08.016.
• Majdoub, Jihed & Mansour, Walid, 2014, "Islamic equity market integration and volatility spillover between emerging and US stock markets," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 452-470, DOI: 10.1016/j.najef.2014.06.011.
• Yang, Chunpeng & Gao, Bin, 2014, "The term structure of sentiment effect in stock index futures market," The North American Journal of Economics and Finance, Elsevier, volume 30, issue C, pages 171-182, DOI: 10.1016/j.najef.2014.09.001.
• Souček, Michael & Todorova, Neda, 2014, "Realized volatility transmission: The role of jumps and leverage effects," Economics Letters, Elsevier, volume 122, issue 2, pages 111-115, DOI: 10.1016/j.econlet.2013.11.007.
• Quijano, Margot, 2014, "Information asymmetry in US banks and the 2009 bank stress test," Economics Letters, Elsevier, volume 123, issue 2, pages 203-205, DOI: 10.1016/j.econlet.2014.02.014.
• Rotermann, Benedikt & Wilfling, Bernd, 2014, "Periodically collapsing Evans bubbles and stock-price volatility," Economics Letters, Elsevier, volume 123, issue 3, pages 383-386, DOI: 10.1016/j.econlet.2014.03.023.
• Beck, Roland & Georgiadis, Georgios & Straub, Roland, 2014, "The finance and growth nexus revisited," Economics Letters, Elsevier, volume 124, issue 3, pages 382-385, DOI: 10.1016/j.econlet.2014.06.024.
• Lahaye, Jerome & Shaw, Philip, 2014, "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, volume 125, issue 1, pages 43-46, DOI: 10.1016/j.econlet.2014.07.003.
• Garcia-de-Andoain, Carlos & Hoffmann, Peter & Manganelli, Simone, 2014, "Fragmentation in the Euro overnight unsecured money market," Economics Letters, Elsevier, volume 125, issue 2, pages 298-302, DOI: 10.1016/j.econlet.2014.09.017.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 251-264, DOI: 10.1016/j.jeconom.2014.03.001.
• Basso, Antonella & Funari, Stefania, 2014, "Constant and variable returns to scale DEA models for socially responsible investment funds," European Journal of Operational Research, Elsevier, volume 235, issue 3, pages 775-783, DOI: 10.1016/j.ejor.2013.11.024.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip & Chan, Eric, 2014, "Exchange rate fluctuations and international portfolio rebalancing," Emerging Markets Review, Elsevier, volume 18, issue C, pages 34-44, DOI: 10.1016/j.ememar.2013.11.004.
• Jin, Xisong & Nadal De Simone, Francisco, 2014, "A framework for tracking changes in the intensity of investment funds' systemic risk," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 343-368, DOI: 10.1016/j.jempfin.2014.09.002.
• Morana, Claudio, 2014, "Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 64-79, DOI: 10.1016/j.jempfin.2014.06.001.
• Medina, Vicente & Pardo, Ángel & Pascual, Roberto, 2014, "The timeline of trading frictions in the European carbon market," Energy Economics, Elsevier, volume 42, issue C, pages 378-394, DOI: 10.1016/j.eneco.2014.01.008.
• Brigida, Matthew, 2014, "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, volume 43, issue C, pages 48-55, DOI: 10.1016/j.eneco.2014.01.014.
• Charlot, Philippe & Marimoutou, Vêlayoudom, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, volume 44, issue C, pages 456-467, DOI: 10.1016/j.eneco.2014.04.021.
• Arreola Hernandez, Jose, 2014, "Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization," Energy Economics, Elsevier, volume 45, issue C, pages 528-536, DOI: 10.1016/j.eneco.2014.08.015.
• Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T., 2014, "Price discovery for cross-listed firms with foreign IPOs," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 80-87, DOI: 10.1016/j.irfa.2013.09.006.
• Bo, Hong & Driver, Ciaran & Lin, Hsiang-Chun Michael, 2014, "Corporate investment during the financial crisis: Evidence from China," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 1-12, DOI: 10.1016/j.irfa.2014.07.002.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2014, "Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 36-45, DOI: 10.1016/j.irfa.2014.05.003.
• Smales, Lee A., 2014, "News sentiment and the investor fear gauge," Finance Research Letters, Elsevier, volume 11, issue 2, pages 122-130, DOI: 10.1016/j.frl.2013.07.003.
• Todorova, Neda & Souček, Michael, 2014, "Overnight information flow and realized volatility forecasting," Finance Research Letters, Elsevier, volume 11, issue 4, pages 420-428, DOI: 10.1016/j.frl.2014.07.001.
• Jin, Xisong & Nadal De Simone, Francisco de A., 2014, "Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 81-101, DOI: 10.1016/j.jfs.2013.12.004.
• Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2014, "Quantifying the impact of leveraging and diversification on systemic risk," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 43-52, DOI: 10.1016/j.jfs.2014.08.006.
• Fonseka, M.M. & Colombage, Sisira R.N. & Tian, Gao-Liang, 2014, "Effects of regulator's announcements, information asymmetry and ownership changes on private equity placements: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 126-149, DOI: 10.1016/j.intfin.2013.11.008.
• Ye, George L., 2014, "The interactions between China and US stock markets: New perspectives," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 331-342, DOI: 10.1016/j.intfin.2014.04.008.
• Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2014, "Does central bank transparency affect stock market volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 362-377, DOI: 10.1016/j.intfin.2014.05.002.
• Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng, 2014, "Capital gains and trading," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 167-183, DOI: 10.1016/j.intfin.2014.06.002.
• Smales, Lee A., 2014, "Political uncertainty and financial market uncertainty in an Australian context," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 415-435, DOI: 10.1016/j.intfin.2014.07.002.
• Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014, "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 299-316, DOI: 10.1016/j.intfin.2014.08.007.
• Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2014, "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 354-366, DOI: 10.1016/j.intfin.2014.09.003.
• Bradrania, M. Reza & Peat, Maurice, 2014, "Characteristic liquidity, systematic liquidity and expected returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 78-98, DOI: 10.1016/j.intfin.2014.07.013.
• Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael, 2014, "News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 51-63, DOI: 10.1016/j.jbankfin.2013.09.015.
• Tolikas, Konstantinos, 2014, "Unexpected tails in risk measurement: Some international evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 476-493, DOI: 10.1016/j.jbankfin.2013.07.022.
• Liu, Chunping & Minford, Patrick, 2014, "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 119-134, DOI: 10.1016/j.jbankfin.2013.12.017.
• Hutson, Elaine & Laing, Elaine, 2014, "Foreign exchange exposure and multinationality," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 97-113, DOI: 10.1016/j.jbankfin.2014.03.002.
• Huang, Lin & Wang, Zijun, 2014, "Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.04.016.
• Guo, Hui & Qiu, Buhui, 2014, "Options-implied variance and future stock returns," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 93-113, DOI: 10.1016/j.jbankfin.2014.04.002.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2014, "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 338-351, DOI: 10.1016/j.jbankfin.2014.03.021.
• Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin, 2014, "Does it pay to be ethical? Evidence from the FTSE4Good," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 54-62, DOI: 10.1016/j.jbankfin.2014.06.027.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014, "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 22-47, DOI: 10.1016/j.jeconbus.2013.12.002.
• Bayraktar, Nihal, 2014, "Fixed investment/fundamental sensitivities under financial constraints," Journal of Economics and Business, Elsevier, volume 75, issue C, pages 25-59, DOI: 10.1016/j.jeconbus.2014.05.001.
• Camargo, Braz & Lester, Benjamin, 2014, "Trading dynamics in decentralized markets with adverse selection," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 534-568, DOI: 10.1016/j.jet.2014.07.013.
• Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme, 2014, "System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 147-174, DOI: 10.1016/j.jimonfin.2014.07.002.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2014, "Market efficiency during the global financial crisis: Empirical evidence from European banks," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 299-318, DOI: 10.1016/j.jimonfin.2014.03.008.
• Adcock, Christopher & Hua, Xiuping & Mazouz, Khelifa & Yin, Shuxing, 2014, "Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 470-491, DOI: 10.1016/j.jimonfin.2014.06.004.
• Todorova, Neda & Worthington, Andrew & Souček, Michael, 2014, "Realized volatility spillovers in the non-ferrous metal futures market," Resources Policy, Elsevier, volume 39, issue C, pages 21-31, DOI: 10.1016/j.resourpol.2013.10.008.
• Dana, R.A. & Le Van, C., 2014, "Efficient allocations and equilibria with short-selling and incomplete preferences," Journal of Mathematical Economics, Elsevier, volume 53, issue C, pages 101-105, DOI: 10.1016/j.jmateco.2014.06.003.
• Bhattacharjee, Kaushik & Bang, Nupur Pavan & Mamidanna, Sravya, 2014, "Transmission of pricing information between level III ADRs and their underlying domestic stocks: Empirical evidence from India," Journal of Multinational Financial Management, Elsevier, volume 24, issue C, pages 43-59, DOI: 10.1016/j.mulfin.2013.12.001.
• Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 189-206, DOI: 10.1016/j.pacfin.2014.10.001.
• Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E., 2014, "Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 148-172, DOI: 10.1016/j.ribaf.2013.07.003.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Pricing of the currency risk in the Canadian equity market," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 173-194, DOI: 10.1016/j.ribaf.2013.07.002.
• Tihomir Domazet, 2014, "Investicije kao uzrok krize i investicije u novoj ekonomici rasta i pune zaposlenosti," Ekonomija Economics, Rifin d.o.o., volume 21, issue 1, pages 1-26.
• Gerald Epstein, 2014, "Restructuring finance to promote productive employment," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 11, issue 2, pages 161-170, September.
• Michael Donadelli, 2014, "Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World”," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096005.
• Jonathan A. Batten & Niklas F. Wagner, 2014, "Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096019.
• Stavros Degiannakis & Apostolos Kiohos, 2014, "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 41, issue 2, pages 216-232, March, DOI: 10.1108/JES-06-2012-0082.
• Xin Shen & Mark J. Holmes, 2014, "Are stock prices stationary? Some new evidence from a panel data approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 387-405, September, DOI: 10.1108/SEF-09-2012-0106.
• van Dijk, M.A., 2014, "The Social Value of Finance," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2014-055-F&A, 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, Eastern Mediterranean University, Department of Economics, number 15-20.
• Ikram ul Haq & Kashif Rashid, 2014, "Stock Market Efficiency and Size of the Firm: Empirical Evidence from Pakistan," Oeconomics of Knowledge, Saphira Publishing House, volume 6, issue 1, pages 10-31, March.
• Özgür Orhangazi, 2014, "Financial deregulation and the 2007-08 US financial crisis," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper49, Aug.
• Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2014, "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-16, Aug.
• Canlin Li & Min Wei, 2014, "Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-07, Mar.
• Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014, "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-37, May.
• Jonas D. M. Fisher, 2014, "On the Structural Interpretation of the Smets-Wouters “Risk Premium” Shock," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-8, Oct.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-27, Nov.
• YiLi Chien & Harold L. Cole & Hanno Lustig, 2014, "Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy," Working Papers, Federal Reserve Bank of St. Louis, number 2014-14, Jul, DOI: 10.20955/wp.2014.014.
• Javier Bianchi & Saki Bigio, 2014, "Banks, Liquidity Management, and Monetary Policy," Staff Report, Federal Reserve Bank of Minneapolis, number 503, Sep.
• Gara Afonso & Ricardo Lagos, 2014, "The over-the-counter theory of the fed funds market: a primer," Staff Reports, Federal Reserve Bank of New York, number 660, Dec.
• Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for order flow in OTC markets," Working Papers, Federal Reserve Bank of Philadelphia, number 14-9, Mar.
• V. Mau & I. Kiyutsevskaya & P. Trunin & A. Mamedov & S. Belev & M. Dechko & A. Alaev & I. Arlashkin & A. Deryugin & V. Nazarov & A. Abramov & M. Khromov & A. Shadrin & O. Izryadnova & S. Tsukhlo & E. , 2014, "Раздел 3. Финансовые Рынки И Финансовые Институты," Book Chapters, Gaidar Institute for Economic Policy, chapter 3, in: S. Sinelnikov-Murylev & A. Radygin & L. Freikman & N. Glavatskaya, "Российская Экономика В 2013 Году. Тенденции И Перспективы (Выпуск 35)".
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in December 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 12-14, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in February 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 9-12, February.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in January 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 12-15, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In March 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 11-14, April.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKET IN March 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 9-12, May.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In May 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 9-12, June.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In June2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 10-13, July.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Market In July 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 9-12, August.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Market In August 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 10-13, September.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In September 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 11-14, September.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKETS IN October 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 10-13, November.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKET IN October 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 10-13, December.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 12-15, январь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 11-14, Февраль.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 10-13, Март.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 11-13, Апрель.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 10-13, Май.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 10-13, Июнь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 11-14, Июль.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 9-12, Август.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 9, pages 10-13, Сентябрь.