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

• 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(0x88c8fc98).
• 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.
• Antonella Basso & Stefania Funari, 2014, "Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-02499-8_6.
• 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.

2013

• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Financial Markets in Russia in May 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 14-18, June.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Russian Financial Markets In June 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 11-14, July.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Russia’S Financial Markets In July 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 11-14, August.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Financial Market In August 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 8-11, September.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "FINANCIAL MARKET IN September 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 15-17, October.
• Nataliya Polezhaeva, 2013, "The Prospects For Self??Regulation Of Financial Markets: The State Regulator’S Influence In On The Increase," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 37-40, November.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "FINANCIAL MARKET IN October 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 8-11, November.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Financial Market In November 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 12-14, December.
• Natalia Burkova & Elizaveta Khudko, 2013, "Financial Markets," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 17-24, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Financial Markets," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 16-22, February.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Financial Markets in February 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 13-17, March.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 10-13, декабрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 13-16, Июль.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 9-12, Август.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Финансовые Рынки В Мае 2013," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 15-21, Июнь.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 9, pages 9-12, Сентябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 15-18, Октябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 10-13, Ноябрь.
• Natalia Polezhaeva, 2013, "Перспективы Саморегулирования На Финансовых Рынках: Усиление Влияния Государственного Регулятора," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 39-42, Ноябрь.
• Faten Ben Slimane & Mohamed Mehanaoui & Irfan Akbar Kazi, 2013, "How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?," IJFS, MDPI, volume 1, issue 3, pages 1-21, August.
• Jing Li & Mingxin Xu, 2013, "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Risks, MDPI, volume 1, issue 3, pages 1-29, November.
• Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013, "Impact of Climate Change on Heat Wave Risk," Risks, MDPI, volume 1, issue 3, pages 1-16, December.
• Youssouf Kiendrebeogo, 2013, "How Do Banking Crises Affect Bilateral Exports?," CERDI Working papers, HAL, number halshs-00843009, Jul.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2013, "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964950, Dec, DOI: 10.1016/j.jedc.2013.07.003.
• Paulo Nakatani & Rémy Herrera, 2013, "Notes sur Keynes et la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00829891, May.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "Stability of marketable payoffs with long-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00917638, Sep.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "On the equivalence of financial structures with short-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00917644, Nov.
• Christophe Spaenjers & Luc Renneboog, 2013, "Buying Beauty: On Prices and Returns in the Art Market," Post-Print, HAL, number hal-00784069, Jan, DOI: 10.1287/mnsc.1120.1580.
• Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013, "Impact of Climate Change on HeatWave Risk," Post-Print, HAL, number hal-00937071, DOI: 10.3390/risks1030176.
• Faten Ben Slimane & Mohamed Mehanaoui & Irfan Akbar Kazi, 2013, "How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?," Post-Print, HAL, number hal-01128024, Aug, DOI: 10.3390/ijfs1030081.
• Francisca Beer & Fabrice Hervé & Mohamed Zouaoui, 2013, "Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market," Post-Print, HAL, number hal-01346763.
• Pierre-André Jouvet & Boris Solier, 2013, "An overview of CO2 cost pass-through to electricity prices in Europe," Post-Print, HAL, number hal-01385884, DOI: 10.1016/j.enpol.2013.05.090.
• Julien Chevallier & Sofiane Aboura, 2013, "Leverage vs. Feedback: Which Effect Drives the Oil Market ?," Post-Print, HAL, number hal-01531283, DOI: 10.1016/j.frl.2013.05.003.
• Tim Xiao, 2013, "A simple and precise method for pricing convertible bond with credit risk," Post-Print, HAL, number hal-01812927, Nov, DOI: 10.1057/jdhf.2014.5.
• Paulo Nakatani & Rémy Herrera, 2013, "Notes sur Keynes et la crise," Post-Print, HAL, number halshs-00829891, May.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "Stability of marketable payoffs with long-term assets," Post-Print, HAL, number halshs-00917638, Sep.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "On the equivalence of financial structures with short-term assets," Post-Print, HAL, number halshs-00917644, Nov.
• Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Working Papers, HAL, number hal-00798036, Mar.
• Sofiane Aboura & Emmanuel Lépinette, 2013, "An Alternative Model to Basel Regulation," Working Papers, HAL, number hal-00825018, Jul.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Working Papers, HAL, number hal-00914844, Dec.
• Youssouf Kiendrebeogo, 2013, "How Do Banking Crises Affect Bilateral Exports?," Working Papers, HAL, number halshs-00843009, Jul.
• Dong He & Paul Luk, 2013, "A Model of Chinese Capital Account Liberalisation," Working Papers, Hong Kong Institute for Monetary Research, number 122013, Aug.
• Roshaiza Taha, 2013, "Stock Market And Tax Revenue Collection In Malaysia: Evidence From Cointegration And Causality Tests," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 29-39.
• Almir Alihodzic, 2013, "Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia," Economic Analysis, Institute of Economic Sciences, volume 46, issue 3-4, pages 52-71.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013, "Equilibrium Fast Trading," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 769, Mar, revised Sep 2014.
• Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2013, "Equilibrium Pricing and Trading Volume under Preference Uncertainty," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 787, Jul, revised Dec 2013.
• Gómez Martínez, Raúl, 2013, "Señales De Inversión Basadas En Un Índice De Aversión Al Riesgo / Investment Signs Based On A Risk Aversion Index," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 19, issue 3, pages 147-157.
• Sri Liani Suselo & Shinta R.I. Soekro & R. Aga Nugraha, 2013, "Sekuritisasi Aset Lembaga Pembiayaan Dan Pengembangan Pasar Secondary Mortgage Facility Dalam Rangka Pendalaman Pasar Keuangan Indonesia," Working Papers, Bank Indonesia, number WP/05/2013.
• Thorsten Beck, 2013, "Finance, growth and fragility: the role of government," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 5, issue 1/2, pages 49-77.
• Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013, "Bond returns and market expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/13, May.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Anchoring the yield curve using survey expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/13, Oct.
• Canlin Li & Min Wei, 2013, "Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 1, pages 3-39, March.
• Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof, 2013, "Is Financial Development a Factor to the Leading Growth Profile of the South African Economy? Measuring and Uncovering the Hidden Secret," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 9, pages 99-112, September.
• Mr. Youssouf Kiendrebeogo, 2013, "How Do Banking Crises Affect Bilateral Exports?," IMF Working Papers, International Monetary Fund, number 2013/150, Jun.
• Ms. Carmen Reinhart & Mr. Kenneth Rogoff, 2013, "Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten," IMF Working Papers, International Monetary Fund, number 2013/266, Dec.
• Luc Renneboog & Christophe Spaenjers, 2013, "Buying Beauty: On Prices and Returns in the Art Market," Management Science, INFORMS, volume 59, issue 1, pages 36-53, February, DOI: 10.1287/mnsc.1120.1580.
• Heo, Deung-Yong & Tesfatsion, Leigh, 2013, "Standardized Contracts with Swing for the Market-Supported Procurement of Energy and Reserve: Illustrative Examples," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36747, Nov.
• Tesfatsion, Leigh & Aliprantis, Dionysios C., 2013, "Reformulation of U.S. day-ahead wholesale power markets for improved intertermporal operations," ISU General Staff Papers, Iowa State University, Department of Economics, number 201304250700001071, Apr.
• Renata Karkowska, 2013, "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, issue 4, pages 535-547, December.
• Jahanzaib Haider, 2013, "An analytical study of relationship of Macroeconomic Indicators on movement of KSE(Karachi stock exchange) prices," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 9, issue 1, pages 42-52, March.
• Nisar Ahmad & Parvez Azim & Jamshaid ur Rehman, 2013, "Does Working Capital Management Affect the Operational Liquidity Position of Firms? A Case of Pakistani Manufacturing Firms," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 9, issue 1, pages 53-68, March.
• Syed Adeel Hussain, 2013, "Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market - KSE 100 Index over a selective time period," 2013 Papers, Job Market Papers, number phu395, Dec.
• Burak Saltoğlu, 2013, "Turkish Banking Sector Current Status and the Future Challenges," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 41, issue 1, pages 75-86, March, DOI: 10.1007/s11293-012-9357-8.
• Gang-Zhi Fan & Zsuzsa Huszár & Weina Zhang, 2013, "The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 4, pages 568-595, May, DOI: 10.1007/s11146-012-9376-x.
• Bjørn Eraker, 2013, "The performance of model based option trading strategies," Review of Derivatives Research, Springer, volume 16, issue 1, pages 1-23, April, DOI: 10.1007/s11147-012-9079-8.
• Vikash Ramiah, 2013, "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 383-401, February, DOI: 10.1007/s11156-012-0286-z.
• Mark Aleksanyan & Khondkar Karim, 2013, "Searching for value relevance of book value and earnings: a case of premium versus discount firms," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 489-511, October, DOI: 10.1007/s11156-012-0318-8.
• Larry Bensimhon & Yuri Biondi, 2013, "Financial Bubbles, Common Knowledge and Alternative Accounting Regimes: An Experimental Analysis of Artificial Spot Security Markets," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 3, pages 21-59, December.
• Christian Groth & Jakob B. Madsen, 2013, "Medium-term Fluctuations and the "Great Ratios" of Economic Growth," Discussion Papers, University of Copenhagen. Department of Economics, number 13-16.
• Michael McAleer & John Suen & Wing Keung Wong, 2013, "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 869, Jun.
• Philip Pilkington, 2013, "A Stock-flow Approach to a General Theory of Pricing," Economics Working Paper Archive, Levy Economics Institute, number wp_781, Dec.
• Roman Kraussl & Arthur Korteweg & Patrick Verwijmeren, 2013, "Does it Pay to Invest in Art? A Selection-corrected Returns Perspective," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-7.
• Alessandro Girardi & Claudio Impenna, 2013, "Price Discovery In The Italian Sovereign Bonds Market: The Role Of Order Flow," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 13108.
• Sadr, Sayyed Kazem, 2013, "The Role of Islamic Legal Institutions in Transformation of Financial Markets," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 16, pages 1-26, September.
• Xiangnan Meng & Xin Deng, 2013, "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 77-106, March - J.
• Nourzad, Farrokh & Szczesniak, Katherine & Hunter, William, 2013, "Securitization of Credit Card Debt and its Determinants," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2013-04, Apr.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "Tackling the instability of growth: A Kaleckian model with autonomous demand expenditures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13029, Mar.
• Paulo Nakatani & Rémy Herrera, 2013, "Notes sur Keynes et la crise," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13048, May.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "Stability of marketable payoffs 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 13078, Sep, DOI: 10.1007/s10436-014-0251-z.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "On the equivalence of financial structures with short-term assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13079, Nov, DOI: 10.1051/proc/201445044.
• Karl E. Case & John M. Quigley & Robert J. Shiller, 2013, "Wealth Effects Revisited: 1975-2012," NBER Working Papers, National Bureau of Economic Research, Inc, number 18667, Jan.
• Itay Goldstein & Assaf Razin, 2013, "Three Branches of Theories of Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 18670, Jan.
• Ricardo J. Caballero & Emmanuel Farhi, 2013, "A Model of the Safe Asset Mechanism (SAM): Safety Traps and Economic Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 18737, Jan.
• Yuriy Gorodnichenko & Michael Weber, 2013, "Are Sticky Prices Costly? Evidence From The Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18860, Feb.
• Wei Xiong, 2013, "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 18905, Mar.
• Michael Sockin & Wei Xiong, 2013, "Informational Frictions and Commodity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18906, Mar.
• Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2013, "State-run Banks, Money Growth, and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19004, Apr.
• Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013, "Carry," NBER Working Papers, National Bureau of Economic Research, Inc, number 19325, Aug.
• Ian Dew-Becker & Stefano Giglio, 2013, "Asset Pricing in the Frequency Domain: Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19416, Sep.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19619, Nov.
• Ing-Haw Cheng & Wei Xiong, 2013, "Why Do Hedgers Trade So Much?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19670, Nov.
• Andrés Fernández & Alessandro Rebucci & Martín Uribe, 2013, "Are Capital Controls Prudential? An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 19671, Nov.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013, "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 19705, Dec.
• Conghui Hu & Wei Xiong, 2013, "Are Commodity Futures Prices Barometers of the Global Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19706, Dec.
• Jennie Bai & Thomas Philippon & Alexi Savov, 2013, "Have Financial Markets Become More Informative?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19728, Dec.
• Macneill Stewart & Hugues Jeannerat, 2013, "Mobility of Knowledge. Territorial Knowledge Dynamics in luxury car industry. Beyond standard and production markets," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 01-13, Jan.
• Christian Livi & Hugues Jeannerat & Olivier Crevoisier, 2013, "Mobility of Knowledge. The Photovoltaic Industry in Western Switzerland : The Emergence of a Multi-Local Valuation Milieu," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 04-13, Apr.
• Hugues Jeannerat, 2013, "Staging experience, valuing authenticity: Towards a market perspective on territorial development," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 05-13, May.
• Rex McKenzie, 2013, "Financialisation and Labour: What does Marikana tell us about Inequality in South Africa?," Working Papers, New School for Social Research, Department of Economics, number 1305, Oct.
• Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2013, "Wealth Effects Revisited 1975-2012," Critical Finance Review, now publishers, volume 2, issue 1, pages 101-128, July, DOI: 10.1561/104.00000009.
• Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013, "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, volume 17, issue 1, pages 35-105.
• Ravi Bansal & Ivan Shaliastovich, 2013, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 1, pages 1-33.
• Dimitri Vayanos & Paul Woolley, 2013, "An Institutional Theory of Momentum and Reversal," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 5, pages 1087-1145.
• Asli Demirgüç-Kunt & Erik Feyen & Ross Levine, 2013, "The Evolving Importance of Banks and Securities Markets," The World Bank Economic Review, World Bank, volume 27, issue 3, pages 476-490.
• Erick Lahura & Marco Vega, 2013, "The dynamic relationship between stock market development and economic activity evidence from Peru, 1965-2011," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-369.
• Minchul Shin & Molin Zhong, 2013, "Does realized volatility help bond yield density prediction?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-064, Nov.
• Marinel Nedeluţ & Corina Frăsineanu, 2013, "Insurance Market. General Considerations of Insurances in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 1, pages 191-204.
• Fulli-Lemaire, Nicolas, 2013, "Alternative inflation hedging strategies for ALM," MPRA Paper, University Library of Munich, Germany, number 43755, Jan.
• Ballinger, Clint, 2013, "Towards a pure state theory of money," MPRA Paper, University Library of Munich, Germany, number 45101, Mar.
• Dominique, C-Rene, 2013, "Estimating investors' behavior and errorsin probabilistic forecasts by the Kolmogorov entropy and noise colors of multifractal attractors," MPRA Paper, University Library of Munich, Germany, number 46231, Apr, revised 16 Apr 2013.
• Dominique, C-Rene, 2013, "Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors," MPRA Paper, University Library of Munich, Germany, number 46451, Apr.
• Govori, Fadil, 2013, "The performance of commercial banks and the determinants of profitability: Evidence from Kosovo," MPRA Paper, University Library of Munich, Germany, number 46824, May.
• Ndako, Umar Bida, 2013, "The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa," MPRA Paper, University Library of Munich, Germany, number 48076, Jul.
• Ratti, Ronald A. & Hasan, M. Zahid, 2013, "Oil Price Shocks and Volatility in Australian Stock Returns ‎," MPRA Paper, University Library of Munich, Germany, number 49043, Jan.
• Swamy, Vighneswara, 2013, "Banking System Resilience and Financial Stability - An Evidence from Indian Banking," MPRA Paper, University Library of Munich, Germany, number 49597, Jun.
• Ogunyiola, Ayorinde, 2013, "Financial development and Economic Growth: The Case of Cape Verde," MPRA Paper, University Library of Munich, Germany, number 49783, Sep.
• Scorbureanu, Alexandrina Ioana, 2013, "Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects," MPRA Paper, University Library of Munich, Germany, number 50208, Sep.
• Siddiqi, Hammad, 2013, "Mental Accounting: A Closed-Form Alternative to the Black Scholes Model," MPRA Paper, University Library of Munich, Germany, number 50759, Aug.
• De Koning, Kees, 2013, "The Collective Individual Households or Coin economic theory," MPRA Paper, University Library of Munich, Germany, number 50967, Oct.
• Winful, Ernest C. & (JNR), David Sarpong & Agbodohu, William, 2013, "Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana," MPRA Paper, University Library of Munich, Germany, number 51054, May, revised Jun 2013.
• Perugini, Cristiano & Hölscher, Jens & Collie, Simon, 2013, "Inequality, credit expansion and financial crises," MPRA Paper, University Library of Munich, Germany, number 51336, Oct.
• Jensen, Mark J & Maheu, John M, 2013, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper, University Library of Munich, Germany, number 52132, Dec.
• Evans, Olaniyi, 2013, "The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper, University Library of Munich, Germany, number 52457, Dec.
• Makaew, Tanakorn & Maksimovic, Vojislav, 2013, "Industry Shocks, Operating Risk, and Corporate Financial Policies around the World," MPRA Paper, University Library of Munich, Germany, number 53366, Jun.
• El GHINI, Ahmed & SAIDI, Youssef, 2013, "Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market," MPRA Paper, University Library of Munich, Germany, number 53392, Dec.
• Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013, "A Principal Component Approach to Measuring Investor Sentiment in China," MPRA Paper, University Library of Munich, Germany, number 54150, Nov.
• Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan, 2013, "Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence," MPRA Paper, University Library of Munich, Germany, number 54185, Jul, revised 15 Jul 2013.
• Liu, Xiaochun, 2013, "Markov-Switching Quantile Autoregression," MPRA Paper, University Library of Munich, Germany, number 55800, Oct.
• Liu, Xiaochun, 2013, "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 55801, Dec.
• Cheteni, Priviledge, 2013, "Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa," MPRA Paper, University Library of Munich, Germany, number 56369, Dec.
• Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013, "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper, University Library of Munich, Germany, number 58833, Aug.
• Szarowska, Irena, 2013, "Can tax policy co-cause the crisis?," MPRA Paper, University Library of Munich, Germany, number 59780.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2013, "Share repurchases, signaling effect and implications for corporate governance: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 60147.
• Ijaz, Muhammad Shahzad & Hunjra, Ahmed Imran & Hameed, Zahid & Maqbool, Adnan & Azam, Rauf i, 2013, "Assessing the Financial Failure Using Z-Score and Current Ratio: A Case of Sugar Sector Listed Companies of Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 60787, Jun.
• Muteba Mwamba, John & Mhlanga, Isaah, 2013, "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper, University Library of Munich, Germany, number 64387, Aug.
• I, Sahadudheen I, 2013, "Volatility spillovers of rupee-dollar and rupee-euro exchange rates on Indian stock prices: evidence from GARCH model," MPRA Paper, University Library of Munich, Germany, number 65746, revised 2013.
• Islahi, Abdul Azim, 2013, "Hamidullah on Mutuality based Islamic Insurance," MPRA Paper, University Library of Munich, Germany, number 66434, Jan, revised Sep 2013.
• Urbina, Jilber, 2013, "A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion," MPRA Paper, University Library of Munich, Germany, number 75579, Sep, revised 13 Dec 2016.
• Urbina, Jilber, 2013, "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper, University Library of Munich, Germany, number 75756, Nov.
• Bennaceur, Fatma & Bendob, Ali, 2013, "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010
  [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric study during the period 1999-2010]," MPRA Paper, University Library of Munich, Germany, number 76077, Nov, revised Feb 2014.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 80495.
• Ekor, Maxwell & Adeniyi, Oluwatosin & Saka, Jimoh, 2013, "Central Bank Communication and Monetary Policy Effectiveness: Empirical Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 82630, Jun.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 96298.
• Mayo, Robert, 2013, "Do Corporate Name Changes Affect Share Price? An Event Studies Analysis of Corporate Rebranding on the NYSE," MPRA Paper, University Library of Munich, Germany, number 98432, Apr.
• Rangan Gupta & Mampho P. Modise, 2013, "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201318, Apr.
• Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013, "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers, University of Pretoria, Department of Economics, number 201384, Dec.
• Tomáš Šťastný & Tomáš Čech, 2013, "Capital Requirements Directive IV and Basel 3 - Benefits, New Rules and Their Impact
  [Capital Requirements Directive IV A Basel 3 - prínosy, nové pravidlá a ich dopad]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 6, pages 45-64, DOI: 10.18267/j.aop.420.
• Štěpán Kratochvíl & Oldřich Starý, 2013, "Predicting the Prices of Electricity Derivatives on the Energy Exchange," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 6, pages 65-81, DOI: 10.18267/j.aop.421.
• Tomáš Šťastný, 2013, "Banking union - the way to the stronger financial system," Ekonomika a Management, Prague University of Economics and Business, volume 2013, issue 3, pages 74-83.
• Jiří Witzany, 2013, "Estimating Correlated Jumps and Stochastic Volatilities," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 2, pages 251-283, DOI: 10.18267/j.pep.451.