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

2014

• 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.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 11-14, Октябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 9-12, Ноябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 11-14, Декабрь.
• 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.
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• 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, DOI: 10.1016/j.jmateco.2014.06.003.
• 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, DOI: 10.1007/s11579-016-0169-5.
• 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.