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

• Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2014, "Firm Volatility in Granular Networks," 2014 Meeting Papers, Society for Economic Dynamics, number 253.
• Saki Bigio & Javier Bianchi, 2014, "Banks, Liquidity Management and Monetary Policy," 2014 Meeting Papers, Society for Economic Dynamics, number 489.
• Nina Boyarchenko & Tobias Adrian, 2014, "Liquidity Policies and Systemic Risk," 2014 Meeting Papers, Society for Economic Dynamics, number 720.
• Martin Uribe & Alessandro Rebucci & Andres Fernandez, 2014, "Are Capital Controls Prudential? An Empirical Investigation," 2014 Meeting Papers, Society for Economic Dynamics, number 951.
• Mark J. Jensen & John M. Maheu, 2014, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series, Rimini Centre for Economic Analysis, number 31_14, Nov.
• Xin Jin & John M. Maheu, 2014, "Modeling Covariance Breakdowns in Multivariate GARCH," Working Paper series, Rimini Centre for Economic Analysis, number 36_14, Nov.
• Paul Zarembka (ed.), 2014, "Sraffa And Althusser Reconsidered; Neoliberalism Advancing In South Africa, England, And Greece," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm29a, ISBN: ARRAY(0x66bbf4b0).
• Mouakil, Tarik, 2014, "A “Minsky crisis” in a Stock-Flow Consistent model," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 16.
• Monika Bolek, 2014, "Return On Current Assets, Working Capital And Required Rate Of Return On Equity," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 2, pages 1-10, August.
• Elie Bouri & Georges Azzi, 2014, "On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 279-304, December, DOI: 10.1177/0972652714552041.
• Oswaldo García Salgado & Arturo Morales Castro, 2014, "Empresas exitosas y no exitosas que cotizan en la BMV del Sector Comercial: Una clasificación con Análisis Discriminante Múltiple, Modelos Logit y Redes Neuronales Artificiales," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 1, pages 33-62, enero-jun.
• Renata Karkowska & Andrzej Sopocko (ed.), 2014, "Nowe praktyki na rynku kapitalowym (New practices in the capital market)," Book, University of Warsaw, Faculty of Management, number 03.
• Bulent Diclehan Cadirci & Mevludiye Simsek, 2014, "The Applicability Of The Option Exchange Markets In The Central Bank Foreign Exchange Policies: The Colombia Application," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 1 (March), pages 119-149.
• Amaira Bouzid & Amairia Radhia, 2014, "Financial Liberalization, Crisis And Economic Growth: An Econometric Investigation," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 2 (June), pages 225-238.
• Umberto Triacca & Fulvia Focker, 2014, "Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 235-254, October, DOI: 10.1007/s10203-012-0130-x.
• Dirk Baur & Duy Tran, 2014, "The long-run relationship of gold and silver and the influence of bubbles and financial crises," Empirical Economics, Springer, volume 47, issue 4, pages 1525-1541, December, DOI: 10.1007/s00181-013-0787-1.
• Axel Grossmann & Emiliano Giudici & Marc Simpson, 2014, "Euro conversion and return dynamics of European financial markets: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 1, pages 1-26, January, DOI: 10.1007/s12197-011-9204-9.
• Felix Rioja & Neven Valev, 2014, "Stock markets, banks and the sources of economic growth in low and high income countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 2, pages 302-320, April, DOI: 10.1007/s12197-011-9218-3.
• Edward Nissan & Shahdad Naghshpour, 2014, "Comparing U.S. regions for selected economic and financial variables," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 3, pages 528-540, July, DOI: 10.1007/s12197-012-9241-z.
• Sven Balder & Wolf Christoph Gramatke & Antje Mahayni & Gordon Müller-Seitz & Jörg Sydow, 2014, "Bewertung von Kündigungsrechten in der privaten Wohnungsbaufinanzierung — Über den separaten Ausweis von Margen- und Kursschäden," Schmalenbach Journal of Business Research, Springer, volume 66, issue 1, pages 3-36, February, DOI: 10.1007/BF03372890.
• Filomena Pietrovito, 2014, "Does financial development help to align growth opportunities with growth? Evidence from industry-level data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 150, issue 2, pages 421-442, May, DOI: 10.1007/s10290-013-0182-1.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "The Short- and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/22, 11.
• Jan Baldeaux & Alexander Badran, 2014, "Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Applied Mathematical Finance, Taylor & Francis Journals, volume 21, issue 4, pages 299-312, September, DOI: 10.1080/1350486X.2013.868631.
• Taoufik Bouezmarni & Abderrahim Taamouti, 2014, "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 26, issue 4, pages 697-719, December, DOI: 10.1080/10485252.2014.945447.
• Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014, "A principal component approach to measuring investor sentiment in China," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 4, pages 573-579, April, DOI: 10.1080/14697688.2013.869698.
• Moinas, Sophie & Pouget, Sébastien, 2014, "The Bubble Game: A classroom experiment," TSE Working Papers, Toulouse School of Economics (TSE), number 14-508, Jul.
• John Cotter & Davide Avino, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers, Geary Institute, University College Dublin, number 201402, Feb.
• Ing-Haw Cheng & Wei Xiong, 2014, "Why Do Hedgers Trade So Much?," The Journal of Legal Studies, University of Chicago Press, volume 43, issue S2, pages 183-207, DOI: 10.1086/675720.
• Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014, "Bagging Constrained Equity Premium Predictors," Working Papers, University of California at Riverside, Department of Economics, number 201421, Sep, revised Feb 2013.
• Víctor Pérez & Daniel Ramírez & Carlos Quintero & Armando Borrero, 2014, "Disposition of Merida city, Venezuela businesses to participate in alternative stock market," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 39, issue 37, pages 101-124, January-J.
• Fink, Christopher & Raatz, Katharina & Weigert, Florian, 2014, "Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence," Working Papers on Finance, University of St. Gallen, School of Finance, number 1415, Sep.
• Yang Chang & Erik Schlogl, 2014, "A Consistent Framework for Modelling Basis Spreads in Tenor Swaps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 348, May.
• Antonella Basso & Stefania Funari, 2014, "The role of fund size in the performance of mutual funds assessed with DEA models," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 18, Oct.
• Canuto, Otaviano & Silva, Anderson Caputo & Garcia-Kilroy, Catalina, 2014, "Long-Term Finance in EMEs: Navigating between Risks and Policy Choices," World Bank - Economic Premise, The World Bank, issue 152, pages 1-5, June.
• Gianfranco Battisti, 2014, "SHADOW BANKING - A Geographical Interpretation," ERSA conference papers, European Regional Science Association, number ersa14p642, Nov.
• Jesus Gonzalo & Jose Olmo, 2014, "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 55, issue 3, pages 819-838, August, DOI: 10.1111/iere.12072.
• Helmut Herwartz & Konstantin A. Kholodilin, 2014, "In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 15-31, January.
• Doron Sonsino & Tal Shavit, 2014, "Short-Run Arbitrage In Crisis Markets — Experimental Evidence," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 1-60, DOI: 10.1142/S201049521450002X.
• Anil V. Mishra & Umaru B. Conteh, 2014, "Australia's Bond Home Bias," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-30, DOI: 10.1142/S0219091514500015.
• Charles Chang & Emily Lin, 2014, "On the Determinants of Basis Spread for Taiwan Index Futures and the Role of Speculators," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-30, DOI: 10.1142/S0219091514500027.
• Bart Frijns & Qiang Lai & Alireza Tourani-Rad, 2014, "Institutional Trading and Stock Returns: Evidence from China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-26, DOI: 10.1142/S0219091514500039.
• Ming-Chang Cheng & Zuwei-Ching Tzeng, 2014, "Effect of Leverage on Firm Market Value and How Contextual Variables Influence this Relationship," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-63, DOI: 10.1142/S0219091514500040.
• Youngtae Yoo & Jaehong Lee & Jinho Chang, 2014, "Distinctive Features of BBB- and BB-Graded Firms Using Earnings Management and Conservatism: Evidence from the Korean Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-31, DOI: 10.1142/S0219091514500052.
• Hsing-Hua Huang & Chia-Fan Lin, 2014, "The Relationship Between Competition and the Fraction of Firms Using Stock-Based Compensation in an Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-18, DOI: 10.1142/S0219091514500064.
• Cheng-Few Lee & Michael Chng & Ed Lin, 2014, "Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-12, DOI: 10.1142/S0219091514960010.
• William Cheung & Kejing Liu, 2014, "A Comparison of China's Main Board and Growth Enterprise Market Board — Market Microstructure Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-29, DOI: 10.1142/S0219091514500076.
• George Batta & Ananda Ganguly & Joshua George Rosett, 2014, "Disclosure-Derived Financial Statement Adjustments in Equity Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-39, DOI: 10.1142/S0219091514500088.
• Lee-Young Cheng & Ming-Chang Wang & Kung-Chi Chen, 2014, "Institutional Investment Horizons and the Stock Performance of Private Equity Placements: Evidence from the Taiwanese Listed Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-30, DOI: 10.1142/S021909151450009X.
• Nusret Cakici & Kudret Topyan & Chia-Jane Wang, 2014, "Cross-Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-44, DOI: 10.1142/S0219091514500106.
• Chia-Jung Tu & Wen-Ling Chen & Tyrone T. Lin, 2014, "Applying DEA on Operating Performance Analysis: Comparison Between Urban and Rural Operating Areas of a Case Telecom Company," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-18, DOI: 10.1142/S0219091514500118.
• Jinlan Ni & Wikil Kwak & Xiaoyan Cheng & Guan Gong, 2014, "The Determinants of Bankruptcy for Chinese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-22, DOI: 10.1142/S021909151450012X.
• Chiao Yi Chang & Andy Chien & Ya-Ting Hsu, 2014, "Relationship Between Market Orders and Stock Returns: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-23, DOI: 10.1142/S0219091514500131.
• Devinaga Rasiah & David Yoon Kin Tong & Peong Kwee Kim, 2014, "Profitability and Firm Size–Growth Relationship in Construction Companies in Malaysia From 2003 to 2010," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-19, DOI: 10.1142/S0219091514500143.
• Pornchai Chunhachinda & Li Li, 2014, "Income Structure, Competitiveness, Profitability, and Risk: Evidence from Asian Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-23, DOI: 10.1142/S0219091514500155.
• Surenderrao Komera & Jijo Lukose P. J., 2014, "Corporate Bankruptcy, Soft Budget Constraints, and Business Group Affiliation: Evidence from Indian Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-28, DOI: 10.1142/S0219091514500167.
• Junmao Chiu & Huimin Chung & Keng-Yu Ho, 2014, "Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-25, DOI: 10.1142/S0219091514500179.
• Zhuo Qiao & Thomas C. Chiang & Lin Tan, 2014, "Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-27, DOI: 10.1142/S0219091514500180.
• Chih-Hsiang Chang & Wen-Shan Chiang, 2014, "Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-27, DOI: 10.1142/S0219091514500192.
• Min Maung, 2014, "Security Issuances in Hot and Cold Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-45, DOI: 10.1142/S0219091514500209.
• Bharat Kolluri & Susan Machuga & Mahmoud Wahab, 2014, "Co-Movements of US and Asian Equity Markets: Evidence from Asymmetric and Time-Varying Coefficients," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-44, DOI: 10.1142/S0219091514500210.
• M. Monica Hussein & Zhong-Guo Zhou, 2014, "The Initial Return and Its Conditional Return Volatility: Evidence from the Chinese IPO Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-32, DOI: 10.1142/S0219091514500222.
• Thomas A. Thiele, 2014, "Multiscaling and Stock Market Efficiency in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-22, DOI: 10.1142/S0219091514500234.
• Robin Zorzi & Bettina Friedl, 2014, "The Optimal Hedge Ratio — An Analytical Decision Model Considering Periodical Accounting Constraints," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-36, DOI: 10.1142/S0219091514500246.
• Karen Jingrong Lin & Khondkar Karim & Clairmont Carter, 2014, "Stock Price Informativeness and Idiosyncratic Return Volatility in Emerging Markets: Evidence from China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-28, DOI: 10.1142/S0219091514500258.
• Yu Chuan Huang & Shu Hui Chan, 2014, "The Trading Behavior of Attention Securities with Different Closing Mechanisms: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-16, DOI: 10.1142/S021909151450026X.
• Min Maung & Reza H. Chowdhury, 2014, "Credit Rating Changes and Leverage Adjustments: Concurrent or Continual?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-29, DOI: 10.1142/S0219091514500271.
• 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 la," 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.
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• 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.
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• 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, C.E.P.R. Discussion Papers, number 10236, Nov.
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• 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.
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• 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.
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• 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.
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