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

• 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 Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 75-98, May.
• 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(0x811d0340), May.
• 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(0x7e548c00), May.
• 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 M. dup 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(0x5f26c538), Spring.
• 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, Institute of Labor Economics (IZA), 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.
• Chevalier-Roignant, Benoit & Trigeorgis, Lenos, 2012, "Competitive Strategy: Options and Games," MIT Press Books, The MIT Press, number 0262015994, edition 1, ISBN: ARRAY(0x6a8bdef0), 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(0x6b6b9850), 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(0x6b486ad0), 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(0x6bd812b8), 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(0x6b223228), 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(0x6a92d4f8), 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(0x6a911260), December.
• Turner, Adair, 2012, "Economics After the Crisis," MIT Press Books, The MIT Press, number 026201744x, edition 1, ISBN: ARRAY(0x6be3f4d8), 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(0x6b26ef18), 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, September.
• 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.
• Bell, Peter N & Lui, Brian & Brekke, Alex, 2012, "Overlapping ETF: Pair trading between two gold stocks," MPRA Paper, University Library of Munich, Germany, number 39534, Apr.
• Carfì, David & Musolino, Francesco, 2012, "Game theory model for European government bonds market stabilization: a saving-State proposal," MPRA Paper, University Library of Munich, Germany, number 39742, Mar.
• 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.
• Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2012, "Relationship between Consumer Price Index (CPI) and Government Bonds," MPRA Paper, University Library of Munich, Germany, number 40385.
• Kalaichelvan, Mohandass & Lim Kai Jie, Shawn, 2012, "A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law," MPRA Paper, University Library of Munich, Germany, number 40960, Aug.
• Malhotra, Madhuri Malhotra & M., Thenmozhi & Gopalaswamy, Arun Kumar, 2012, "Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India," MPRA Paper, University Library of Munich, Germany, number 41216, Sep.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012, "Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 41408, Mar.
• Lim Kai Jie, Shawn & Chadha, Pavneet & Lau, Joshua & Potdar, Nishad, 2012, "Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency," MPRA Paper, University Library of Munich, Germany, number 41834, Sep.
• Shalchian, H & Mzali, B & Lilti, JJ & Elbadraoui, K, 2012, "On the Performance of Socially Responsible Investing: Further Evidence," MPRA Paper, University Library of Munich, Germany, number 42686.
• Fulli-Lemaire, Nicolas, 2012, "A Dynamic Inflation Hedging Trading Strategy Using a CPPI," MPRA Paper, University Library of Munich, Germany, number 42851, Jan, revised 13 Nov 2012.
• Fulli-Lemaire, Nicolas, 2012, "Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy," MPRA Paper, University Library of Munich, Germany, number 42852, Mar, revised 15 Oct 2012.
• Kitov, Ivan, 2012, "Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources," MPRA Paper, University Library of Munich, Germany, number 43099, Dec.
• Li, Xi Hao, 2012, "Auction Market System in Electronic Security Trading Platform," MPRA Paper, University Library of Munich, Germany, number 43183.
• Batuo Enowbi, Michael & Kupukile, Mlambo, 2012, "Financial instability, financial openness and economic growth in african countries," MPRA Paper, University Library of Munich, Germany, number 43340, Aug.
• Výrost, Tomáš, 2012, "Country effects in CEE3 stock market networks: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 43481, Dec.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012, "The dynamics of market share’s growth and competition in quadratic mappings," MPRA Paper, University Library of Munich, Germany, number 43652, Dec.
• Chen, Songxi, 2012, "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 46026, May.
• Cao, Honggao, 2012, "Regulatory capital determination and Its implications for internal ratings-based credit risk model development and validation," MPRA Paper, University Library of Munich, Germany, number 46729, Oct, revised May 2013.
• Bundala, Ntogwa, 2012, "Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries," MPRA Paper, University Library of Munich, Germany, number 47626, Nov.
• El Alaoui, Marwane & Benbachir, Saâd, 2012, "Spillover Effect in the MENA Area: Case of Four Financial Markets," MPRA Paper, University Library of Munich, Germany, number 48682.
• Muteba Mwamba, John, 2012, "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper, University Library of Munich, Germany, number 50323, May.
• Bellalah, Mondher & Masood, Omar & Thapa, Priya Darshini Pun & Levyne, Olivier & Triki, Rabeb, 2012, "Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008," MPRA Paper, University Library of Munich, Germany, number 50942.
• Kasai, Katsuya, 2012, "Estimation of the Day of the Week Effect on Stock Market Volatility in the U.S. Manufacturing Sector using GARCH and EGARCH models," MPRA Paper, University Library of Munich, Germany, number 52240, Apr.
• Bieri, David, 2012, "Form Follows Function: On the Interaction between Real Estate Finance and Urban Spatial Structure," MPRA Paper, University Library of Munich, Germany, number 53479, Dec, revised Feb 2013.
• Kazemi, Hossein S. & Ogus, Ayla, 2012, "Was There a Contagion during the Asian Crises?," MPRA Paper, University Library of Munich, Germany, number 54186, Nov, revised 01 Nov 2012.
• Ali, Syed Babar, 2012, "Quality of Internal Risk Rating Frameworks at Commercial Banks in Pakistan," MPRA Paper, University Library of Munich, Germany, number 55117.
• Gulino, Salvatore, 2012, "Obsolescence Of The 30-Year Mortgage," MPRA Paper, University Library of Munich, Germany, number 55354, Mar.
• Onour, Ibrahim, 2012, "Volatility Spillover Across GCC Stock Markets," MPRA Paper, University Library of Munich, Germany, number 57086.
• Reddy, K. Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2012, "Corporate mergers and financial performance: A new assessment of Indian cases," MPRA Paper, University Library of Munich, Germany, number 60425, revised 2013.
• Sysoyeva, Larysa, 2012, "The influence of globalization and integration process on the activities of the bankaing system of Ukraine," MPRA Paper, University Library of Munich, Germany, number 60609, Apr.
• Nedelchev, Miroslav, 2012, "Prisoner’s dilemma for EU bank groups," MPRA Paper, University Library of Munich, Germany, number 64582.
• Kollmann, Robert & Malherbe, Frédéric, 2012, "Financial Contagion: the Role of Banks," MPRA Paper, University Library of Munich, Germany, number 69888.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201212, Apr.
• Darrell Duffie, 2012, "Over-The-Counter Markets," Introductory Chapters, Princeton University Press, "Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets".
• Pengfei Wang & Jianjun Miao, 2012, "Sectoral Bubbles and Endogenous Growth," 2012 Meeting Papers, Society for Economic Dynamics, number 227.
• Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis, 2012, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," 2012 Meeting Papers, Society for Economic Dynamics, number 297.
• Shengxing Zhang, 2012, "Liquidity Misallocation in an Over-The-Counter Market," 2012 Meeting Papers, Society for Economic Dynamics, number 529.
• Vincenzo Quadrini & Ramon Marimon & Thomas Cooley, 2012, "Risky Investments with Limited Commitment," 2012 Meeting Papers, Society for Economic Dynamics, number 603.
• Ivan Shaliastovich & Ravi Bansal, 2012, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," 2012 Meeting Papers, Society for Economic Dynamics, number 778.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012, "Measuring Market Liquidity: An Introductory Survey," Working Paper series, Rimini Centre for Economic Analysis, number 02_12, Jan.
• Erik Hillebrand & Tae-Hwy Lee & Marcelo Cunha Medeiros, 2012, "Let´s do it again: bagging equity premium predictors," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 604, Oct.
• M. Disli & K. Schoors & J. Meir, 2012, "Political connections and depositor discipline," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/781, Apr.
• Boyer, Robert, 2012, "Diversité et évolution des capitalismes en Amérique latine. De la régulation économique au politique," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 11.
• Marianna Caccavaio & Jacopo Carmassi & Giorgio Di Giorgio & Marco Spallone, 2012, "SMEs and the challenge to go public," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 2-3, June.
• Thomas Bay, 2012, "Chrematistic Deviations," Journal of Interdisciplinary Economics, , volume 24, issue 1, pages 29-54, January.
• Philip Goodchild, 2012, "What is Wrong with the Global Financial System?," Journal of Interdisciplinary Economics, , volume 24, issue 1, pages 7-28, January.
• Tomasz Potocki & Tomasz Swist, 2012, "Empirical Test of the Strong Form Efficiency of the Warsaw Stock Exchange: The Analysis of WIG 20 Index Shares," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 2, pages 155-172.
• Siong Law & W. Azman-Saini, 2012, "Institutional quality, governance, and financial development," Economics of Governance, Springer, volume 13, issue 3, pages 217-236, September, DOI: 10.1007/s10101-012-0112-z.
• Bhupal Singh, 2012, "How important is the stock market wealth effect on consumption in India?," Empirical Economics, Springer, volume 42, issue 3, pages 915-927, June, DOI: 10.1007/s00181-010-0444-x.
• Tim Berg, 2012, "Did monetary or technology shocks move euro area stock prices?," Empirical Economics, Springer, volume 43, issue 2, pages 693-722, October, DOI: 10.1007/s00181-011-0497-5.
• Rodney Paul & Andrew Weinbach, 2012, "Sportsbook pricing and the behavioral biases of bettors in the NHL," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 123-135, January, DOI: 10.1007/s12197-009-9112-4.
• Egbert Dierker & Hildegard Dierker, 2012, "Ownership structure and control in incomplete market economies with transferable utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 51, issue 3, pages 713-728, November, DOI: 10.1007/s00199-011-0621-y.
• Apostolos Thomadakis, 2012, "Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0612, Feb.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
• Nabamita Dutta & Deepraj Mukherjee, 2012, "Is culture a determinant of financial development?," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 6, pages 585-590, April, DOI: 10.1080/13504851.2011.589800.
• Lech A. Grzelak & Cornelis W. Oosterlee, 2012, "On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 1, pages 1-35, February, DOI: 10.1080/1350486X.2011.570492.
• Xiaodong Du & David A. Hennessy, 2012, "The planting real option in cash rent valuation," Applied Economics, Taylor & Francis Journals, volume 44, issue 6, pages 765-776, February, DOI: 10.1080/00036846.2010.522524.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012, "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 391-403, February, DOI: 10.1080/07350015.2012.680412.
• Bruno Feunou & Roméo Tédongap, 2012, "A Stochastic Volatility Model With Conditional Skewness," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 576-591, July, DOI: 10.1080/07350015.2012.715958.
• Ke Tang & Wei Xiong, 2012, "Index Investment and the Financialization of Commodities," Financial Analysts Journal, Taylor & Francis Journals, volume 68, issue 6, pages 54-74, November, DOI: 10.2469/faj.v68.n6.5.
• H. Cagri Akkoyun & Yavuz Arslan & Birol Kanik, 2012, "Housing Prices and Transaction Volume," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1211.
• Mariana Gurău, 2012, "Fiscal Pollution Of Financial Statements. Empirical Study," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 547-551, November.
• Ian W. Marsh & Wolf Wagner, 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-033/IV/DSF33, Apr.
• Marsch, I. & Wagner, W.B., 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-006.
• Shouyong Shi, 2012, "Liquidity, Assets and Business Cycles," Working Papers, University of Toronto, Department of Economics, number tecipa-459, Jul.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-09, revised Apr 2012.
• 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," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-13, Jun.
• Stefan Lutz, 2012, "Simultaneous determination of market value and risk premium in the valuation of firms," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-25, revised Oct 2012.
• Ian Martin, 2012, "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 2, pages 346-358, DOI: 10.1086/666527.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2012, "Liquidity and the Threat of Fraudulent Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 5, pages 000, DOI: 10.1086/668864.
• Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012, "Term Structure Persistence," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 26/12, Dec.
• Krishnan Sharma, 2012, "Financial sector compensation and excess risk-taking—a consideration of the issues and policy lessons," Working Papers, United Nations, Department of Economics and Social Affairs, number 115, Apr.
• Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 306, Mar.
• Dirk G Baur & Duy T. Tran, 2012, "The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 172, Aug.
• Antonella Basso & Stefania Funari, 2012, "Constant and variable returns to scale DEA models for socially responsible investment funds," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_20.
• Antonella Basso & Stefania Funari, 2012, "Socially responsible mutual funds: An efficiency comparison among the European countries," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 3, Apr.
• Dailami, Mansoor & Adams-Kane, Jonathon, 2012, "What Does the Future Hold for the International Banking System?," World Bank - Economic Premise, The World Bank, issue 94, pages 1-8, October.
• Mansoor Dailami & Jonathon Adams-Kane, 2012, "What Does the Future Hold for the International Banking System?," World Bank Publications - Reports, The World Bank Group, number 17079, Oct.
• Raddatz, Claudio & Schmukler, Sergio L., 2012, "On the international transmission of shocks : micro-evidence from mutual fund portfolios," Policy Research Working Paper Series, The World Bank, number 6072, May.
• Cécile Carpentier & Douglas Cumming & Jean‐Marc Suret, 2012, "The Value of Capital Market Regulation: IPOs Versus Reverse Mergers," Journal of Empirical Legal Studies, John Wiley & Sons, volume 9, issue 1, pages 56-91, March, DOI: 10.1111/j.1740-1461.2011.01247.x.
• Martin D. D. Evans & Richard K. Lyons, 2012, "Exchange Rate Fundamentals and Order Flow," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 1-63, DOI: 10.1142/S2010139212500188.

2011

• Michaël Goujon & Samuel Guérineau, 2011, "Ukraine et Biélorussie : des crises jumelles ?," CERDI Working papers, HAL, number halshs-00552989, Jan.
• Christophe Boucher & Bertrand Maillet, 2011, "Detrending Persistent Predictors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587775, Mar.
• Jean-Marc Bonnisseau & Achis Chery, 2011, "On the rank of payoff matrices with long-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00659183, Dec.
• Elroy Dimson & Christophe Spaenjers, 2011, "Ex post: The investment performance of collectible stamps," Post-Print, HAL, number hal-00623442, May, DOI: 10.1016/j.jfineco.2010.12.005.
• William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2011, "Art and Money," Post-Print, HAL, number hal-00623450, May, DOI: 10.1257/aer.101.3.222.