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

2013

• Md. Shahadath Hossain & A.B.M. Munibur Rahman & Md. Salah Uddin Rajib, 2013, "Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 191-201.
• Kamal A. El-Wassal, 2013, "The Development of Stock Markets: In Search of a Theory," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 606-624.
• Yen-Hsien Lee & Ya-Ling Huang & Shiuh-Sheng Hsu & Chien-Han Hung, 2013, "Measuring the Efficiency and the Effect of Corporate Governance on the Biotechnology and Medical Equipment Industries in Taiwan," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 662-672.
• HFrance Krizanic & Zan Jan Oplotnik, 2013, "Market Changes, Business Cycles and Fluctuations in Electricity Prices - EU Evidence from Germany and Slovenia," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 2, pages 118-126.
• Yen-Hsien Lee & Ya-Ling Huang & Chun-Yu Wu, 2013, "Conditional Jump Dynamics in the Stock Prices of Alternative Energy Companies," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 3, pages 288-296.
• Eduardo Borensztein & Kevin Cowan & Patricio Valenzuela, 2013, "Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 299.
• Nina, Boyarchenko & Mario, Cerrato & John, Crosby & Stewart, Hodges, 2013, "No Good Deals - No Bad Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-20.
• Tantisantiwong, Nongnuch, 2013, "Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-116.
• Sharma, Susan Sunila & Thuraisamy, Kannan, 2013, "Oil price uncertainty and sovereign risk: Evidence from Asian economies," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 51-57, DOI: 10.1016/j.asieco.2013.06.001.
• Thuraisamy, Kannan S. & Sharma, Susan Sunila & Ali Ahmed, Huson Joher, 2013, "The relationship between Asian equity and commodity futures markets," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 67-75, DOI: 10.1016/j.asieco.2013.04.003.
• Duncan, Andrew S. & Kabundi, Alain, 2013, "Domestic and foreign sources of volatility spillover to South African asset classes," Economic Modelling, Elsevier, volume 31, issue C, pages 566-573, DOI: 10.1016/j.econmod.2012.11.016.
• Chevallier, Julien, 2013, "Variance risk-premia in CO2 markets," Economic Modelling, Elsevier, volume 31, issue C, pages 598-605, DOI: 10.1016/j.econmod.2012.12.017.
• Kaya, Huseyin, 2013, "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, volume 32, issue C, pages 100-107, DOI: 10.1016/j.econmod.2013.01.042.
• Benhmad, François, 2013, "Bull or bear markets: A wavelet dynamic correlation perspective," Economic Modelling, Elsevier, volume 32, issue C, pages 576-591, DOI: 10.1016/j.econmod.2013.02.031.
• Gençay, Ramazan & Gradojevic, Nikola, 2013, "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, volume 33, issue C, pages 86-93, DOI: 10.1016/j.econmod.2013.03.007.
• Hammoudeh, Shawkat & Araújo Santos, Paulo & Al-Hassan, Abdullah, 2013, "Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 318-334, DOI: 10.1016/j.najef.2012.06.012.
• Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat, 2013, "High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 487-496, DOI: 10.1016/j.najef.2013.02.017.
• Lo Prete, Anna, 2013, "Economic literacy, inequality, and financial development," Economics Letters, Elsevier, volume 118, issue 1, pages 74-76, DOI: 10.1016/j.econlet.2012.09.029.
• Hrazdil, Karel & Trottier, Kim & Zhang, Ray, 2013, "A comparison of industry classification schemes: A large sample study," Economics Letters, Elsevier, volume 118, issue 1, pages 77-80, DOI: 10.1016/j.econlet.2012.09.022.
• Sander, Harald & Kleimeier, Stefanie & Heuchemer, Sylvia, 2013, "E(M)U effects in global cross-border banking," Economics Letters, Elsevier, volume 118, issue 1, pages 91-93, DOI: 10.1016/j.econlet.2012.09.028.
• Schnytzer, Adi & Westreich, Sara, 2013, "A global index of riskiness," Economics Letters, Elsevier, volume 118, issue 3, pages 493-496, DOI: 10.1016/j.econlet.2012.12.018.
• Beyer, Max & de Meza, David & Reyniers, Diane, 2013, "Do financial advisor commissions distort client choice?," Economics Letters, Elsevier, volume 119, issue 2, pages 117-119, DOI: 10.1016/j.econlet.2013.01.026.
• Manganelli, Simone & Popov, Alexander, 2013, "Financial dependence, global growth opportunities, and growth revisited," Economics Letters, Elsevier, volume 120, issue 1, pages 123-125, DOI: 10.1016/j.econlet.2013.04.001.
• Xu, Zheng, 2013, "Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data," Economics Letters, Elsevier, volume 120, issue 3, pages 369-373, DOI: 10.1016/j.econlet.2013.05.017.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013, "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 320-342, DOI: 10.1016/j.jeconom.2013.04.016.
• Joseph, Kissan & Wintoki, M. Babajide, 2013, "Advertising investments, information asymmetry, and insider gains," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2013.02.004.
• Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013, "An information diffusion-based model of oil futures price," Energy Economics, Elsevier, volume 36, issue C, pages 518-525, DOI: 10.1016/j.eneco.2012.10.009.
• Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013, "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, volume 36, issue C, pages 526-535, DOI: 10.1016/j.eneco.2012.10.010.
• Murphy, Frederic & Oliveira, Fernando S., 2013, "Pricing option contracts on the strategic petroleum reserve," Energy Economics, Elsevier, volume 40, issue C, pages 242-250, DOI: 10.1016/j.eneco.2013.06.016.
• Souček, Michael & Todorova, Neda, 2013, "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 586-597, DOI: 10.1016/j.eneco.2013.08.011.
• Gupta, Rangan & Modise, Mampho P., 2013, "Does the source of oil price shocks matter for South African stock returns? A structural VAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 825-831, DOI: 10.1016/j.eneco.2013.10.005.
• Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, volume 40, issue C, pages 832-844, DOI: 10.1016/j.eneco.2013.10.004.
• Jouvet, Pierre-André & Solier, Boris, 2013, "An overview of CO2 cost pass-through to electricity prices in Europe," Energy Policy, Elsevier, volume 61, issue C, pages 1370-1376, DOI: 10.1016/j.enpol.2013.05.090.
• Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin, 2013, "A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.irfa.2012.04.002.
• Maher, Daniela & Parikh, Anokhi, 2013, "The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 57-69, DOI: 10.1016/j.irfa.2013.02.011.
• Baradarannia, M. Reza & Peat, Maurice, 2013, "Liquidity and expected returns—Evidence from 1926–2008," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 10-23, DOI: 10.1016/j.irfa.2013.03.007.
• Arshanapalli, Bala & Fabozzi, Frank J. & Nelson, William, 2013, "The role of jump dynamics in the risk–return relationship," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 212-218, DOI: 10.1016/j.irfa.2012.11.004.
• Gorton, Gary & Metrick, Andrew, 2013, "Securitization," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-453594-8.00001-X.
• Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013, "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00017-2.
• Agliardi, Elettra & Koussis, Nicos, 2013, "Optimal capital structure and the impact of time-to-build," Finance Research Letters, Elsevier, volume 10, issue 3, pages 124-130, DOI: 10.1016/j.frl.2013.02.002.
• Aboura, Sofiane & Chevallier, Julien, 2013, "Leverage vs. feedback: Which Effect drives the oil market?," Finance Research Letters, Elsevier, volume 10, issue 3, pages 131-141, DOI: 10.1016/j.frl.2013.05.003.
• Menkveld, Albert J. & Wang, Ting, 2013, "How do designated market makers create value for small-caps?," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 571-603, DOI: 10.1016/j.finmar.2012.12.003.
• Carrion, Allen, 2013, "Very fast money: High-frequency trading on the NASDAQ," Journal of Financial Markets, Elsevier, volume 16, issue 4, pages 680-711, DOI: 10.1016/j.finmar.2013.06.005.
• Disli, Mustafa & Schoors, Koen & Meir, Jos, 2013, "Political connections and depositor discipline," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 804-819, DOI: 10.1016/j.jfs.2013.04.005.
• Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai, 2013, "The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets," Global Finance Journal, Elsevier, volume 24, issue 1, pages 30-43, DOI: 10.1016/j.gfj.2013.03.001.
• Ciner, Cetin, 2013, "Oil and stock returns: Frequency domain evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 1-11, DOI: 10.1016/j.intfin.2012.09.002.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "The perils of a central bank's capital control: How substantial is the effect on firm value?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 111-135, DOI: 10.1016/j.intfin.2012.09.006.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "Unremunerated reserve requirements, exchange rate volatility, and firm value," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 358-378, DOI: 10.1016/j.intfin.2012.10.004.
• Papavassiliou, Vassilios G., 2013, "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 184-197, DOI: 10.1016/j.intfin.2012.12.003.
• Smales, Lee A., 2013, "Bond futures and order imbalance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 113-132, DOI: 10.1016/j.intfin.2013.05.006.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 175-191, DOI: 10.1016/j.intfin.2013.05.007.
• Chen, Haojun & Maher, Daniela, 2013, "On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 177-201, DOI: 10.1016/j.intfin.2013.09.004.
• Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al, 2013, "Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 224-242, DOI: 10.1016/j.intfin.2013.08.002.
• Roychowdhury, Sugata & Martin, Xiumin, 2013, "Understanding discretion in conservatism: An alternative viewpoint," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 134-146, DOI: 10.1016/j.jacceco.2013.11.001.
• Dimitriou, Dimitrios & Simos, Theodore, 2013, "Testing purchasing power parity for Japan and the US: A structural-break approach," Japan and the World Economy, Elsevier, volume 28, issue C, pages 53-59, DOI: 10.1016/j.japwor.2013.07.001.
• Borensztein, Eduardo & Cowan, Kevin & Valenzuela, Patricio, 2013, "Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4014-4024, DOI: 10.1016/j.jbankfin.2013.07.006.
• Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh, 2013, "Arbitrage risk and the turnover anomaly," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4172-4182, DOI: 10.1016/j.jbankfin.2013.07.011.
• Qin, Zhenjiang, 2013, "Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4675-4694, DOI: 10.1016/j.jbankfin.2013.07.045.
• Bregantini, Daniele, 2013, "Moment-based estimation of stochastic volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4755-4764, DOI: 10.1016/j.jbankfin.2013.08.008.
• Gradojevic, Nikola & Gençay, Ramazan, 2013, "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 578-586, DOI: 10.1016/j.jbankfin.2012.09.012.
• Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013, "Estimating non-linear serial and cross-interdependence between financial assets," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 837-846, DOI: 10.1016/j.jbankfin.2012.10.016.
• Ramiah, Vikash & Martin, Belinda & Moosa, Imad, 2013, "How does the stock market react to the announcement of green policies?," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1747-1758, DOI: 10.1016/j.jbankfin.2013.01.012.
• Jain, Bharat A. & Li, Joanne & Shao, Yingying, 2013, "Governance, product market competition and cash management in IPO firms," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2052-2068, DOI: 10.1016/j.jbankfin.2013.01.032.
• Reboredo, Juan C., 2013, "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2665-2676, DOI: 10.1016/j.jbankfin.2013.03.020.
• Jappelli, Tullio & Padula, Mario, 2013, "Investment in financial literacy and saving decisions," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2779-2792, DOI: 10.1016/j.jbankfin.2013.03.019.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3486-3498, DOI: 10.1016/j.jbankfin.2013.05.014.
• Deck, Cary & Lin, Shengle & Porter, David, 2013, "Affecting policy by manipulating prediction markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 48-62, DOI: 10.1016/j.jebo.2012.10.017.
• Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2013, "Overconfidence, experience, and professionalism: An experimental study," Journal of Economic Behavior & Organization, Elsevier, volume 86, issue C, pages 92-101, DOI: 10.1016/j.jebo.2012.12.022.
• Krieger, Kevin & Fodor, Andy, 2013, "Price movements and the prevalence of informed traders: The case of line movement in college basketball," Journal of Economics and Business, Elsevier, volume 68, issue C, pages 70-82, DOI: 10.1016/j.jeconbus.2013.04.002.
• Scheuer, Florian, 2013, "Adverse selection in credit markets and regressive profit taxation," Journal of Economic Theory, Elsevier, volume 148, issue 4, pages 1333-1360, DOI: 10.1016/j.jet.2013.04.010.
• Spiegel, Matthew & Zhang, Hong, 2013, "Mutual fund risk and market share-adjusted fund flows," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 506-528, DOI: 10.1016/j.jfineco.2012.05.018.
• Massa, Massimo & Yasuda, Ayako & Zhang, Lei, 2013, "Supply uncertainty of the bond investor base and the leverage of the firm," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 185-214, DOI: 10.1016/j.jfineco.2013.04.011.
• Akkoyun, H. Cagri & Arslan, Yavuz & Kanik, Birol, 2013, "Housing prices and transaction volume," Journal of Housing Economics, Elsevier, volume 22, issue 2, pages 119-134, DOI: 10.1016/j.jhe.2013.02.001.
• Reboredo, Juan C., 2013, "Is gold a hedge or safe haven against oil price movements?," Resources Policy, Elsevier, volume 38, issue 2, pages 130-137, DOI: 10.1016/j.resourpol.2013.02.003.
• Paciorek, Andrew, 2013, "Supply constraints and housing market dynamics," Journal of Urban Economics, Elsevier, volume 77, issue C, pages 11-26, DOI: 10.1016/j.jue.2013.04.001.
• Fan, Joseph P.H. & Gillan, Stuart L. & Yu, Xin, 2013, "Innovation or imitation?," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 208-234, DOI: 10.1016/j.mulfin.2013.03.001.
• Ewing, Bradley T. & Malik, Farooq, 2013, "Volatility transmission between gold and oil futures under structural breaks," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 113-121, DOI: 10.1016/j.iref.2012.06.008.
• He, Yan & Wang, Junbo & Wu, Chunchi, 2013, "Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 465-481, DOI: 10.1016/j.iref.2013.01.002.
• Hood, Matthew & Malik, Farooq, 2013, "Is gold the best hedge and a safe haven under changing stock market volatility?," Review of Financial Economics, Elsevier, volume 22, issue 2, pages 47-52, DOI: 10.1016/j.rfe.2013.03.001.
• Karmakar, Madhusudan, 2013, "Estimation of tail-related risk measures in the Indian stock market: An extreme value approach," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 79-85, DOI: 10.1016/j.rfe.2013.05.001.
• Arturo Lorenzo Valdés & Ricardo Massa Roldán, 2013, "Measuring dependence in financial crisis: A copula approach for Mexico and Brazil," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 2, pages 341-355, July-Dece.
• Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
• Morten Balling & Peter Egger & Ernest Gnan (ed.), 2013, "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2, ISBN: ARRAY(0x7c851ef8), May.
• Debabrata Mukhopadhyay & Nityananda Sarkar, 2013, "Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India," International Econometric Review (IER), Econometric Research Association, volume 5, issue 1, pages 1-19, April.
• Dawa Sherpa, 2013, "Critical Evaluation of Basel III as Prudential Regulation and its Consequences in Developing Countries’ Credit Needs," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 253.
• Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013, "Perturbation Methods for Markov-Switching DSGE Models," Working Papers, FEDEA, number 2013-22, Dec.
• Giorgos Argitis & Stella Michopoulou, 2013, "Studies in Financial Systems No 4 Financialization and the Greek Financial System," FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number fstudy04, Apr.
• Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, 2013, "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2013-10-16, Oct, DOI: 10.17016/2380-7172.0004.
• Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013, "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-22, Nov.
• Dan Bernhardt & Ed Nosal, 2013, "Gambling for Dollars: Strategic Hedge Fund Manager Investment," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-23, Nov.
• Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013, "Perturbation methods for Markov-switching DSGE model," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 13-01.
• Joseph P. Hughes & Loretta J. Mester, 2013, "Measuring the performance of banks: theory, practice, evidence, and some policy implications," Working Papers, Federal Reserve Bank of Philadelphia, number 13-31.
• Grigore BELOSTECINIC, 2013, "Through Financial Stability To Sustainable Economic Growth," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 18, issue 2, pages 20-37, November.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Financial Markets in Russia in March 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 12-16, April.
• Nikita Andrievskiy & Elizaveta Khudko, 2013, "Financial Markets in Russia in April 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 12-16, May.
• 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 & Duc Khuong Nguyen & Amine Lahiani, 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.
• 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.
• 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.