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

2012

• Robert Czudaj & Joscha Beckmann, 2012, "Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1695-1707.
• Xuelong Wang, 2012, "Financial Development and Rural-Urban Inequality: Evidence from China," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1625-1639.
• Mahalia Jackman, 2012, "Foreign exchange intervention in a small open economy with a long term peg," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2207-2219.
• Aymen Belgacem & Amine Lahiani, 2012, "More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1509-1526.
• João Caldeira & Guilherme Moura & André A.P. Santos, 2012, "Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1848-1857.
• Stoyu I. Ivanov, 2012, "Analysis of Firm Risk around S&P 500 Index Changes," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1576-1589.
• Hideaki Sakawa & Masato Ubukata, 2012, "Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2103-2112.
• Faisal Nawaz & Abdul Qayyum, 2012, "Estimation of value at risk for financial returns of pakistan using archimedean copula," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1-26.
• Carmine Trecroci, 2012, "Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2453-2463.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2012, "Copula based Dynamic Hedging Strategy with Futures," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3394-3400.
• Ali Mirzaei & Guy Liu & John Beirne, 2012, "Market Structure and Bank Profitability: Emerging versus Advanced Economies," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3166-3173.
• Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012, "A new stochastic dominance approach to enhanced index tracking problems," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3460-3470.
• Shue-Jen Wu & Wei-Ming Lee, 2012, "Predicting the U.S. bear stock market using the consumption-wealth ratio," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3174-3181.
• Francisco Covas & Wouter J. Den Haan, 2012, "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1262-1286, December, DOI: j.1468-0297.2012.02528.x.
• Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012, "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 6, pages 1880-1897, DOI: 10.1016/j.csda.2011.11.015.
• Tuckett, David, 2012, "Financial markets are markets in stories: Some possible advantages of using interviews to supplement existing economic data sources," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1077-1087, DOI: 10.1016/j.jedc.2012.03.013.
• Hyung, Namwon & de Vries, Casper G., 2012, "Simulating and calibrating diversification against black swans," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1162-1175, DOI: 10.1016/j.jedc.2012.03.007.
• Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012, "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, volume 29, issue 3, pages 535-543, DOI: 10.1016/j.econmod.2011.12.017.
• Chen, Nan-Kuang & Cheng, Han-Liang & Mao, Ching-Sheng, 2012, "House price, mortgage premium, and business fluctuations," Economic Modelling, Elsevier, volume 29, issue 4, pages 1388-1398, DOI: 10.1016/j.econmod.2012.02.019.
• Acaravci, Ali & Ozturk, Ilhan & Kandir, Serkan Yilmaz, 2012, "Natural gas prices and stock prices: Evidence from EU-15 countries," Economic Modelling, Elsevier, volume 29, issue 5, pages 1646-1654, DOI: 10.1016/j.econmod.2012.05.006.
• Bouchouicha, Ranoua & Ftiti, Zied, 2012, "Real estate markets and the macroeconomy: A dynamic coherence framework," Economic Modelling, Elsevier, volume 29, issue 5, pages 1820-1829, DOI: 10.1016/j.econmod.2012.05.034.
• Beg, A.B.M. Rabiul Alam & Anwar, Sajid, 2012, "Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 165-184, DOI: 10.1016/j.najef.2012.02.001.
• Huisman, Ronald & van der Sar, Nico L. & Zwinkels, Remco C.J., 2012, "A new measurement method of investor overconfidence," Economics Letters, Elsevier, volume 114, issue 1, pages 69-71, DOI: 10.1016/j.econlet.2011.09.022.
• Bruce, A.C. & Johnson, J.E.V. & Peirson, J., 2012, "Recreational versus professional bettors: Performance differences and efficiency implications," Economics Letters, Elsevier, volume 114, issue 2, pages 172-174, DOI: 10.1016/j.econlet.2011.10.014.
• Beladi, Hamid & Oladi, Reza & Tay, Nicholas S.P., 2012, "On competition for listings," Economics Letters, Elsevier, volume 114, issue 3, pages 315-318, DOI: 10.1016/j.econlet.2011.09.006.
• Gradojevic, Nikola, 2012, "Frequency domain analysis of foreign exchange order flows," Economics Letters, Elsevier, volume 115, issue 1, pages 73-76, DOI: 10.1016/j.econlet.2011.11.045.
• Förch, Thomas & Sunde, Uwe, 2012, "Central bank independence and stock market returns in emerging economies," Economics Letters, Elsevier, volume 115, issue 1, pages 77-80, DOI: 10.1016/j.econlet.2011.11.030.
• Caporale, Tony, 2012, "Time varying CAPM betas and banking sector risk," Economics Letters, Elsevier, volume 115, issue 2, pages 293-295, DOI: 10.1016/j.econlet.2011.12.056.
• Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2012, "Historical financial analogies of the current crisis," Economics Letters, Elsevier, volume 116, issue 2, pages 190-192, DOI: 10.1016/j.econlet.2012.02.015.
• Lin, Jianhao & Wang, Meijin & Cai, Lingfeng, 2012, "Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China," Economics Letters, Elsevier, volume 116, issue 2, pages 265-268, DOI: 10.1016/j.econlet.2012.02.026.
• Oxman, Jeffrey, 2012, "Price inflation and stock returns," Economics Letters, Elsevier, volume 116, issue 3, pages 385-388, DOI: 10.1016/j.econlet.2012.04.024.
• Miyanishi, Masako, 2012, "Testing the single-factor model in the presence of persistent regressors," Economics Letters, Elsevier, volume 116, issue 3, pages 634-636, DOI: 10.1016/j.econlet.2012.07.006.
• Goddard, John & Onali, Enrico, 2012, "Short and long memory in stock returns data," Economics Letters, Elsevier, volume 117, issue 1, pages 253-255, DOI: 10.1016/j.econlet.2012.05.016.
• Kolev, Gueorgui I., 2012, "Underperformance by female CEOs: A more powerful test," Economics Letters, Elsevier, volume 117, issue 2, pages 436-440, DOI: 10.1016/j.econlet.2012.06.028.
• Aleskerov, Fuad & Egorova, Lyudmila, 2012, "Is it so bad that we cannot recognize black swans?," Economics Letters, Elsevier, volume 117, issue 3, pages 563-565, DOI: 10.1016/j.econlet.2012.04.078.
• Taylor, Nicholas, 2012, "Measuring the economic value of loan advice," Economics Letters, Elsevier, volume 117, issue 3, pages 615-618, DOI: 10.1016/j.econlet.2012.08.006.
• Almeida, Caio & Garcia, René, 2012, "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 519-537, DOI: 10.1016/j.jeconom.2012.05.020.
• Wang, Zhenyu & Zhang, Xiaoyan, 2012, "Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 65-78, DOI: 10.1016/j.jempfin.2011.11.001.
• Ferreira Filipe, Sara, 2012, "Equity order flow and exchange rate dynamics," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 359-381, DOI: 10.1016/j.jempfin.2012.03.002.
• Fang, Yi, 2012, "Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 528-547, DOI: 10.1016/j.jempfin.2012.04.008.
• Chung, Dennis Y. & Hrazdil, Karel, 2012, "Speed of convergence to market efficiency: The role of ECNs," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 702-720, DOI: 10.1016/j.jempfin.2012.08.006.
• Lindström, Erik & Regland, Fredrik, 2012, "Modeling extreme dependence between European electricity markets," Energy Economics, Elsevier, volume 34, issue 4, pages 899-904, DOI: 10.1016/j.eneco.2012.04.006.
• Demirer, Rıza & Kutan, Ali M. & Shen, Fanglin, 2012, "The effect of ethanol listing on corn prices: Evidence from spot and futures markets," Energy Economics, Elsevier, volume 34, issue 5, pages 1400-1406, DOI: 10.1016/j.eneco.2012.06.018.
• Silvério, Renan & Szklo, Alexandre, 2012, "The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market," Energy Economics, Elsevier, volume 34, issue 6, pages 1799-1808, DOI: 10.1016/j.eneco.2012.07.014.
• Chevallier, Julien & Sévi, Benoît, 2012, "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, volume 34, issue 6, pages 1896-1909, DOI: 10.1016/j.eneco.2012.08.024.
• Nepal, Rabindra & Jamasb, Tooraj, 2012, "Interconnections and market integration in the Irish Single Electricity Market," Energy Policy, Elsevier, volume 51, issue C, pages 425-434, DOI: 10.1016/j.enpol.2012.08.047.
• Alsakka, Rasha & ap Gwilym, Owain, 2012, "Rating agencies' credit signals: An analysis of sovereign watch and outlook," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 45-55, DOI: 10.1016/j.irfa.2011.10.002.
• Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris, 2012, "Wine price risk management: International diversification and derivative instruments," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 30-37, DOI: 10.1016/j.irfa.2012.02.001.
• Murphy, Austin, 2012, "Biology-induced effects on investor psychology and behavior," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 20-25, DOI: 10.1016/j.irfa.2012.07.001.
• Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff, 2012, "Mutual fund managers stock preferences in Latin America," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.07.003.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2012, "Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 106-116, DOI: 10.1016/j.irfa.2012.09.002.
• Hjalmarsson, Erik, 2012, "Some curious power properties of long-horizon tests," Finance Research Letters, Elsevier, volume 9, issue 2, pages 81-91, DOI: 10.1016/j.frl.2011.10.001.
• Fang, Yan & Ielpo, Florian & Sévi, Benoît, 2012, "Empirical bias in intraday volatility measures," Finance Research Letters, Elsevier, volume 9, issue 4, pages 231-237, DOI: 10.1016/j.frl.2012.08.001.
• Krainer, Robert E., 2012, "Regulating Wall Street: The Dodd–Frank Act and the New Architecture of Global Finance, a review," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 121-133, DOI: 10.1016/j.jfs.2011.05.001.
• Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012, "A macro stress test model of credit risk for the Brazilian banking sector," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 69-83, DOI: 10.1016/j.jfs.2011.05.002.
• Al-Khasawneh, Jamal Ali & Essaddam, Naceur, 2012, "Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework," Global Finance Journal, Elsevier, volume 23, issue 3, pages 167-183, DOI: 10.1016/j.gfj.2012.10.003.
• Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012, "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, volume 88, issue 2, pages 219-234, DOI: 10.1016/j.jinteco.2012.04.001.
• Wang, Ping & Moore, Tomoe, 2012, "The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 1-15, DOI: 10.1016/j.intfin.2011.07.001.
• Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 589-608, DOI: 10.1016/j.intfin.2012.03.001.
• Diebold, Francis X. & Yilmaz, Kamil, 2012, "Better to give than to receive: Predictive directional measurement of volatility spillovers," International Journal of Forecasting, Elsevier, volume 28, issue 1, pages 57-66, DOI: 10.1016/j.ijforecast.2011.02.006.
• Bilinski, Pawel & Liu, Weimin & Strong, Norman, 2012, "Does liquidity risk explain low firm performance following seasoned equity offerings?," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2770-2785, DOI: 10.1016/j.jbankfin.2012.07.009.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2012, "Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2988-3007, DOI: 10.1016/j.jbankfin.2012.06.020.
• Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2012, "Financial advisors: A case of babysitters?," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 509-524, DOI: 10.1016/j.jbankfin.2011.08.008.
• Gil-Alana, Luis A. & Moreno, Antonio, 2012, "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1181-1193, DOI: 10.1016/j.jbankfin.2011.11.013.
• Bhootra, Ajay & Hur, Jungshik, 2012, "On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1266-1275, DOI: 10.1016/j.jbankfin.2011.11.021.
• Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi, 2012, "Derivatives traders’ reaction to mispricing in the underlying equity," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2438-2454, DOI: 10.1016/j.jbankfin.2012.04.018.
• Westerlund, Joakim & Narayan, Paresh Kumar, 2012, "Does the choice of estimator matter when forecasting returns?," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2632-2640, DOI: 10.1016/j.jbankfin.2012.06.005.
• Bottega, John A. & Powell, Linda F., 2012, "Creating a linchpin for financial data: Toward a universal legal entity identifier," Journal of Economics and Business, Elsevier, volume 64, issue 1, pages 105-115, DOI: 10.1016/j.jeconbus.2011.06.002.
• Cetorelli, Nicola & Peretto, Pietro F., 2012, "Credit quantity and credit quality: Bank competition and capital accumulation," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 967-998, DOI: 10.1016/j.jet.2012.01.006.
• Rigotti, Luca & Shannon, Chris, 2012, "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, volume 147, issue 5, pages 2028-2039, DOI: 10.1016/j.jet.2012.05.009.
• Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi, 2012, "CAPM for estimating the cost of equity capital: Interpreting the empirical evidence," Journal of Financial Economics, Elsevier, volume 103, issue 1, pages 204-220, DOI: 10.1016/j.jfineco.2011.08.011.
• Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012, "The role of institutional investors in propagating the crisis of 2007–2008," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 491-518, DOI: 10.1016/j.jfineco.2011.05.011.
• Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S., 2012, "Risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 511-522, DOI: 10.1016/j.jfineco.2012.03.008.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012, "How costly are debt crises?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 726-742, DOI: 10.1016/j.jimonfin.2012.01.012.
• In, Francis & Cui, Jin & Maharaj, Elizabeth Ann, 2012, "The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1106-1125, DOI: 10.1016/j.jimonfin.2011.12.013.
• Giannikos, Christos I., 2012, "Information Acquisition in the Presence of Asymmetries in Risk Aversion," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 1-9, DOI: 10.1016/j.jeca.2012.02.001.
• Harding, John P. & Rosenblatt, Eric & Yao, Vincent W., 2012, "The foreclosure discount: Myth or reality?," Journal of Urban Economics, Elsevier, volume 71, issue 2, pages 204-218, DOI: 10.1016/j.jue.2011.09.005.
• Paciorek, Andrew & Sinai, Todd, 2012, "Does home owning smooth the variability of future housing consumption?," Journal of Urban Economics, Elsevier, volume 71, issue 2, pages 244-257, DOI: 10.1016/j.jue.2011.11.001.
• Hsin, Chin-Wen & Tseng, Po-Wen, 2012, "Stock price synchronicities and speculative trading in emerging markets," Journal of Multinational Financial Management, Elsevier, volume 22, issue 3, pages 82-109, DOI: 10.1016/j.mulfin.2012.03.001.
• Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012, "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 173-182, DOI: 10.1016/j.qref.2012.03.001.
• Pericoli, Marcello & Taboga, Marco, 2012, "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 42-65, DOI: 10.1016/j.iref.2011.08.008.
• Tihomir Domazet, 2012, "Preko regije do globalnog tržišta," Ekonomija Economics, Rifin d.o.o., volume 19, issue 1, pages 57-80.
• Agustín Saade & Daniel Osorio & Dairo Estrada, 2012, "An Equilibrium Approach to Financial Stability Analysis: The Colombian Case," Chapters, Edward Elgar Publishing, chapter 11, "The Challenge of Financial Stability".
• Gunnar B√•rdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2012, "Evaluation of Macroeconomic Models for Financial Stability Analysis," Chapters, Edward Elgar Publishing, chapter 3, "The Challenge of Financial Stability".
• Dimitrios P. Tsomocos, 2012, "Equilibrium Analysis, Banking and Financial Instability," Chapters, Edward Elgar Publishing, chapter 4, "The Challenge of Financial Stability".
• Shyh‐Wei Chen & Tzu‐Chun Chen, 2012, "Untangling the non‐linear causal nexus between exchange rates and stock prices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 2, pages 231-259, May, DOI: 10.1108/01443581211222671.
• de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012, "Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2012-013, Sep.
• Dean Baker & Helene Jorgensen, 2012, "The Relationship Between Financial Transactions Costs and Economic Growth," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2012-10, Mar.
• Francisco Álvarez Echeverría & Pablo López Sarabia & Francisco Venegas Martínez, 2012, "Valuación económica de proyectos energéticos mediante opciones reales: el caso de energía nuclear en México," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, volume 31, issue 1, pages 75-98, May, DOI: 10.29105/ensayos31.1-3.
• Morten Balling, Frank Lierman, Freddy Van den Spiegel, Rym Ayadi and David T. Llewellyn (ed.), 2012, "New Paradigms in Banking, Financial Markets and Regulation?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/2, ISBN: ARRAY(0x836197e8), October.
• David T. Llewellyn & Richard Reid (ed.), 2012, "Future Risks and Fragilities for Financial Stability," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/3, ISBN: ARRAY(0x83b9a580), October.
• Windy Vandevyvere, 2012, "The Dutch current account balance and net international investment position," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 465, Oct.
• Canlin Li & Min Wei, 2012, "Term structure modelling with supply factors and the Federal Reserve's Large Scale Asset Purchase programs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-37.
• Jane E. Ihrig & Elizabeth C. Klee & Canlin Li & Brett Schulte & Min Wei, 2012, "Expectations about the Federal Reserve's balance sheet and the term structure of interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-57.
• Benjamin H. Mandel & Donald P. Morgan & Chenyang Wei, 2012, "The Role of bank credit enhancements in securitization," Economic Policy Review, Federal Reserve Bank of New York, issue 07, pages 35-46.
• Adam B. Ashcraft & Allan M. Malz & Zoltan Pozsar, 2012, "The Federal Reserve’s Term Asset-Backed Securities Loan Facility," Economic Policy Review, Federal Reserve Bank of New York, volume 18, issue Nov, pages 29-66.
• Gara Afonso & Ricardo Lagos, 2012, "Trade dynamics in the market for federal funds," Staff Reports, Federal Reserve Bank of New York, number 549, Feb.
• Jennie Bai & Thomas Philippon & Alexi Savov, 2012, "Have financial markets become more informative?," Staff Reports, Federal Reserve Bank of New York, number 578.
• Jennie Bai & Shang-Jin Wei, 2012, "When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads," Staff Reports, Federal Reserve Bank of New York, number 579.
• Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2012, "No good deals—no bad models," Staff Reports, Federal Reserve Bank of New York, number 589.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Reno', 2012, "Spot Volatility Estimation Using Delta Sequences," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2012-10, Jul.
• Natalia Burkova & Elizaveta Khudko, 2012, "Financial Markets," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 16-24, October.
• Natalia Burkova & Elizaveta Khudko, 2012, "Financial Markets," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 16-23, November.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2012, "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00611706, Apr.
• Bertrand Wigniolle, 2012, "Optimism, pessimism and financial bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673892, Feb.
• Sina Badreddine & Emilios C. C Galariotis & Phil Holmes, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Post-Print, HAL, number hal-00956948, DOI: 10.1016/j.intfin.2012.03.001.
• Julien Chevallier & Benoît Sévi, 2012, "On the volatility-volume relationship in energy futures markets using intraday data," Post-Print, HAL, number hal-00988926, DOI: 10.1016/j.eneco.2012.08.024.
• d'Alfonso Elena & Luigi Moretti, 2012, "The finance-growth nexus in CEEC: New evidence from a survey-based indicator of external financial dependence," Post-Print, HAL, number hal-01445257, Sep.
• Bertrand Wigniolle, 2012, "Optimism, pessimism and financial bubbles," Post-Print, HAL, number halshs-00673892, Feb.
• Ranoua Bouchouicha & Zied Ftiti, 2012, "Real estate markets and the macroeconomy : A dynamic coherence framework," Post-Print, HAL, number halshs-00726259.
• Ranoua Bouchouicha & Zied Ftiti, 2012, "Real estate markets and the macroeconomy: A dynamic coherence framework," Post-Print, HAL, number halshs-00757077, Oct.
• Edouard Challe & Benoit Monjon & Xavier Ragot, 2012, "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working Papers, HAL, number hal-00719952, Sep.
• Sofiane Aboura & Julien Chevallier, 2012, "Leverage vs. Feedback: Which Effect Drives the Oil Market?," Working Papers, HAL, number halshs-00720156, Jul.
• Julien Chevallier & Benoît Sévi, 2012, "On the Stochastic Properties of Carbon Futures Prices," Working Papers, HAL, number halshs-00720166, Mar.
• Christian Fahrholz, 2012, "Monetäre Staatsfinanzierung und europäische Geld(un)ordnung," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 2012-38.
• Nee, Victor & Opper, Sonja, 2012, "Capitalism from Below: Markets and Institutional Change in China," Economics Books, Harvard University Press, number 9780674050204, ISBN: ARRAY(0x5cd76b08), August.
• Sebastian Ofumbia Uremadu, 2012, "Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 1, pages 98-113, January.
• Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi, 2012, "The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 1-16, July.
• Ching Yi Yeh & Tai Ma, 2012, "Why Do Insiders Sometimes Pay More And Sometimes Pay Less In Private Placements?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 2, pages 35-52.
• Tito Boeri & Pietro Garibaldi & Espen R. Moen, 2012, "The Labor Market Consequences of Adverse Financial Shocks," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 451.
• Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2012, "What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment?," Economics Series, Institute for Advanced Studies, number 286, May.
• Mr. Enrico G Berkes & Ugo Panizza & Mr. Jean-Louis Arcand, 2012, "Too Much Finance?," IMF Working Papers, International Monetary Fund, number 2012/161, Jun.
• Du, Xiaodong & Hennessy, David A., 2012, "The Planting Real Option in Cash Rent Valuation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 35021, Mar.
• Tesfatsion, Leigh & Aliprantis, Dionysios, 2012, "Reformulation of U.S. Day-Ahead Wholesale Power Markets for Improved Intertermporal Operations," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 35243, Jun.
• Vicente Medina Martínez & Ángel Pardo Tornero & Roberto Pascual, 2012, "The timeline of trading fricions in the European Carbon Market," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-05, Feb.
• Vicente Medina Martínez & Ángel Pardo Tornero, 2012, "Stylized facts of CO2 returns," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-14, May.
• Annamaria Artner & Peter Rona, 2012, "Euros(c)epsis - The theory of the optimum currency area and the history of the Euro," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 199, Jan.
• Boeri, Tito & Garibaldi, Pietro & Moen, Espen R., 2012, "The Labor Market Consequences of Adverse Financial Shocks," IZA Discussion Papers, IZA Network @ LISER, number 6826, Aug.
• Zahid Irshad Younas, 2012, "Dividend is a substitute or an outcome of Auditor Monitoring? Another Evidence," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 8, issue 2, pages 147-152, June.
• Nisar Ahmad & Parvez Azim & Jamshaid ur Rehman, 2012, "Does Working Capital Management Affect the Profitability? A Case of Pakistani Manufacturing Firms," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 8, issue 4, pages 327-344, December.
• William Barnett & Yi Liu, 2012, "The CAPM-Extended Divisia Monetary Aggregate with Exact Tracking under Risk," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201213, Sep, revised Sep 2012.
• William Barnett & Melvin J. Hinich & Piyu Yue, 2012, "The Exact Theoretical Rational Expectations Monetary Aggregate," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201229, Sep, revised Sep 2012.
• Frederi Viens, 2012, "Symposium on stochastic volatility: an introductory overview," Annals of Finance, Springer, volume 8, issue 2, pages 151-157, May, DOI: 10.1007/s10436-010-0162-6.
• Roger Lee & Dan Wang, 2012, "Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations," Annals of Finance, Springer, volume 8, issue 2, pages 159-181, May, DOI: 10.1007/s10436-009-0145-7.
• Almut Veraart & Luitgard Veraart, 2012, "Stochastic volatility and stochastic leverage," Annals of Finance, Springer, volume 8, issue 2, pages 205-233, May, DOI: 10.1007/s10436-010-0157-3.
• Ha-Young Kim & Frederi Viens, 2012, "Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility," Annals of Finance, Springer, volume 8, issue 2, pages 405-425, May, DOI: 10.1007/s10436-010-0149-3.
• John Wyburn & Paul Roach, 2012, "An hedonic analysis of American collectable comic-book prices," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 36, issue 4, pages 309-326, November, DOI: 10.1007/s10824-012-9166-6.
• I-Chun Tsai & Cheng-Feng Lee & Ming-Chu Chiang, 2012, "The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 4, pages 1005-1020, November, DOI: 10.1007/s11146-011-9304-5.
• Chia-Chien Chang & Wei-Yi Huang & So-De Shyu, 2012, "Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 4, pages 846-868, November, DOI: 10.1007/s11146-011-9307-2.
• Clothilde Lesplingart & Christophe Majois & Mikael Petitjean, 2012, "Liquidity and CDS premiums on European companies around the Subprime crisis," Review of Derivatives Research, Springer, volume 15, issue 3, pages 257-281, October, DOI: 10.1007/s11147-012-9076-y.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012, "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers, Kyoto University, Institute of Economic Research, number 820, Jun.
• Förch, Thomas & Sunde, Uwe, 2012, "Central bank independence and stock market returns in emerging economies," Munich Reprints in Economics, University of Munich, Department of Economics, number 20361.
• Marianna Caccavaio & Jacopo Carmassi & Giorgio Di Giorgio & Marco Spallone, 2012, "SMEs and the challenge to go public: evidence from a recent survey," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1202.
• Giorgio PIZZUTTO, 2012, "Teoria macroeconomica, tasso di interesse e intermediazione finanziaria," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-009, Jun.
• Giorgio PIZZUTTO, 2012, "Teoria macroeconomica, tasso di interesse e intermediazione finanziaria," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-09, Jun.
• Bertrand Wigniolle, 2012, "Optimism, pessimism and financial bubbles," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12005, Feb, DOI: 10.1016/j.jedc.2014.01.022.
• Chevalier-Roignant, Benoit & Trigeorgis, Lenos, 2012, "Competitive Strategy: Options and Games," MIT Press Books, The MIT Press, number 0262015994, edition 1, ISBN: ARRAY(0x8df84678), December.
• Garbade, Kenneth D., 2012, "Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression," MIT Press Books, The MIT Press, number 0262016370, edition 1, ISBN: ARRAY(0x8ca4bfd0), December.
• Sinn, Hans-Werner, 2012, "The Green Paradox: A Supply-Side Approach to Global Warming," MIT Press Books, The MIT Press, number 0262016680, edition 1, ISBN: ARRAY(0x8ec25850), December.
• Kotlikoff, Laurence J. & Burns, Scott, 2012, "The Clash of Generations: Saving Ourselves, Our Kids, and Our Economy," MIT Press Books, The MIT Press, number 0262016729, edition 1, ISBN: ARRAY(0x8d0cc6f0), December.
• Barnett, William A., 2012, "Getting it Wrong: How Faulty Monetary Statistics Undermine the Fed, the Financial System, and the Economy," MIT Press Books, The MIT Press, number 0262016915, edition 1, ISBN: ARRAY(0x8cb13c20), December.
• Shleifer, Andrei, 2012, "The Failure of Judges and the Rise of Regulators," MIT Press Books, The MIT Press, number 0262016958, edition 1, ISBN: ARRAY(0x8d2cbd40), December.
• Barth, James R. & Caprio, Gerard Jr. & Levine, Ross, 2012, "Guardians of Finance: Making Regulators Work for Us," MIT Press Books, The MIT Press, number 0262017393, edition 1, ISBN: ARRAY(0x8cdd3fb0), December.
• Turner, Adair, 2012, "Economics After the Crisis," MIT Press Books, The MIT Press, number 026201744x, edition 1, ISBN: ARRAY(0x8dfa72c0), December.
• Barnett, William A., 2012, "Getting it Wrong: How Faulty Monetary Statistics Undermine the Fed, the Financial System, and the Economy," MIT Press Books, The MIT Press, number 0262516888, edition 1, ISBN: ARRAY(0x8dee4cf8), December.
• Álvarez Echeverría Francisco & López Sarabia Pablo & Venegas Martínez Francisco, 2012, "Valuación financiera de proyectos de inversión en nuevas tecnologías con opciones reales," Contaduría y Administración, Accounting and Management, volume 57, issue 3, pages 115-145, julio-sep.
• Charles Engel & Kristin Forbes & Jeffrey Frankel, 2012, "Global Financial Crisis," NBER Books, National Bureau of Economic Research, Inc, number enge11-2.
• Edward L. Glaeser & Joshua D. Gottlieb & Joseph Gyourko, 2012, "Can Cheap Credit Explain the Housing Boom?," NBER Chapters, National Bureau of Economic Research, Inc, "Housing and the Financial Crisis".
• Florian Scheuer, 2012, "Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 17817, Feb.
• Sendhil Mullainathan & Markus Noeth & Antoinette Schoar, 2012, "The Market for Financial Advice: An Audit Study," NBER Working Papers, National Bureau of Economic Research, Inc, number 17929, Mar.
• Zhiguo He & Wei Xiong, 2012, "Debt Financing in Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17935, Mar.
• Asli Demirguc-Kunt & Erik Feyen & Ross Levine, 2012, "The Evolving Importance of Banks and Securities Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18004, Apr.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2012, "Financial Risk Measurement for Financial Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 18084, May.
• Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012, "Macroeconomics with Financial Frictions: A Survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 18102, May.
• Ravi Bansal & Dana Kiku & Amir Yaron, 2012, "Risks For the Long Run: Estimation with Time Aggregation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18305, Aug.
• Ravi Bansal & Ivan Shaliastovich, 2012, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18357, Sep.
• Gary B. Gorton, 2012, "Some Reflections on the Recent Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 18397, Sep.
• Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein, 2012, "Endogenous Dividend Dynamics and the Term Structure of Dividend Strips," NBER Working Papers, National Bureau of Economic Research, Inc, number 18450, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18451, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Do prices reveal the presence of informed trading?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18452, Oct.
• Andrea Frazzini & Lasse H. Pedersen, 2012, "Embedded Leverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 18558, Nov.
• Jennie Bai & Shang-Jin Wei, 2012, "When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 18600, Dec.
• Hugues Jeannerat & Leila Kebir, 2012, "Mobility of Knowledge. Knowledge resources and markets: What territorial economic systems ?," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 02-12, Feb.
• Thierry Theurillat & Olivier Crevoisier, 2012, "The Sustainability of a Financialized Urban Megaproject: The Case of Sihlcity in Zurich," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 04-12, Apr.
• Christian Livi & Pedro Araujo & Olivier Crevoisier, 2012, "Les territoires de l'innovation "durable": des milieux locaux à la communication "responsable". Les cas du photovoltaïque et de la finance durable en Suisse occidentale," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 05-12, May.
• David Stubbs, 2012, "Adopting a Currency Transaction Tax When Avoidance is a Possibility: Which Currencies Would Take the Lead and What Rate Could they Charge?," Working Papers, New School for Social Research, Department of Economics, number 1204, Jun.
• Volodymyr Vysochansky, 2012, "On Introduction of Sound Money," Finance, Socionet, number vysochansky_volodymyr.522, Mar.
• Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2012, "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," Critical Finance Review, now publishers, volume 1, issue 1, pages 183-221, January, DOI: 10.1561/104.00000005.
• Rudiger Ahrend & Cyrille Schwellnus, 2012, "International Capital Mobility and Financial Fragility - Part 2. The Demand for Safe Assets in Emerging Economies and Global Imbalances: New Empirical Evidence," OECD Economics Department Working Papers, OECD Publishing, number 903, Jun, DOI: 10.1787/5kg3k8kk0x9s-en.
• Annabelle Mourougane, 2012, "Promoting SME development in Indonesia," OECD Economics Department Working Papers, OECD Publishing, number 995, Oct, DOI: 10.1787/5k918xk464f7-en.
• Stijn van den Broek & Ron G.M. Kemp & Willem F.C. Verschoor & Anne-Claire de Vries, 2012, "Reputational Penalties To Firms In Antitrust Investigations," Journal of Competition Law and Economics, Oxford University Press, volume 8, issue 2, pages 231-258.
• Mihalache D. Arsenie-Samoil, 2012, "Virtualisation the Accounting Information System Infrastructure," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1527-1531, May.
• Mihalache D. Arsenie-Samoil, 2012, "Accounting Information System Infrastructure as a Service," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1532-1536, May.
• Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-020, May.
• Mihaela Gruiescu & Mihai Aristotel Ungureanu & Corina Ioanăș, 2012, "Credit Risk. Determination Models," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 1, pages 121-128.
• Gong, Liutang & Zou, Heng-fu, 2012, "Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism," MPRA Paper, University Library of Munich, Germany, number 37426, Jan.
• Saumitra, Bhaduri & Amit, Kumar, 2012, "Allocation of capital in the post liberalized regime: a case study of the Indian corporate sector," MPRA Paper, University Library of Munich, Germany, number 37999, Apr.
• Kitov, Ivan, 2012, "ConocoPhillips’ share price model revisited," MPRA Paper, University Library of Munich, Germany, number 38261, Apr.
• govori, fadil, 2012, "The Financial Lobby and Impact of Other Stakeholders in the EU: A good model for emancipation of the financial system in Kosovo," MPRA Paper, University Library of Munich, Germany, number 38866, Apr.
• Louis, Rodolphe & Roncalli, Thierry, 2012, "On the market portfolio for multi-asset classes," MPRA Paper, University Library of Munich, Germany, number 39087, Apr.
• Musolino, Francesco & Carfì, David, 2012, "A game theory model for currency markets stabilization," MPRA Paper, University Library of Munich, Germany, number 39240.
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• Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012, "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper, University Library of Munich, Germany, number 39806, Jul.