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

• Gaetano Bloise & Pietro Reichlin, 2023, "Low safe interest rates: A case for dynamic inefficiency?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 633-656, December, DOI: 10.1016/j.red.2023.06.005.
• Anneke Kosse & Zhentong Lu & Gabriel Xerri, None, "Predicting payment migration in Canada," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
• A. van Witteloostuijn & K.S. Muehlfeld, 2008, "Trader personality and trading performance: A framework and financial market experiment," Working Papers, Utrecht School of Economics, number 08-28.
• Jaccard Ivan, 2011, "Asset Pricing and Housing Supply in a Production Economy," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-40, October, DOI: 10.2202/1935-1690.1685.
• Zhou Xia & Carroll Christopher D., 2012, "Dynamics of Wealth and Consumption: New and Improved Measures for U.S. States," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 2, pages 1-44, March, DOI: 10.1515/1935-1690.2403.
• Case Karl E. & Quigley John M. & Shiller Robert J., 2005, "Comparing Wealth Effects: The Stock Market versus the Housing Market," The B.E. Journal of Macroeconomics, De Gruyter, volume 5, issue 1, pages 1-34, May, DOI: 10.2202/1534-6013.1235.
• Huang Dashan & Yu Baimin & Lu Zudi & Fabozzi Frank J. & Focardi Sergio & Fukushima Masao, 2010, "Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-26, March, DOI: 10.2202/1558-3708.1805.
• Lee Jihyun & Kim Tong S & Lee Hoe Kyung, 2010, "Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-43, December, DOI: 10.2202/1558-3708.1717.
• Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet, 2003, "Time-Varying Betas Help in Asset Pricing: The Threshold CAPM," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 4, pages 1-18, March, DOI: 10.2202/1558-3708.1101.
• Grossi Luigi, 2004, "Analyzing Financial Time Series through Robust Estimators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-15, May, DOI: 10.2202/1558-3708.1224.
• Lillo Fabrizio & Farmer J. Doyne, 2004, "The Long Memory of the Efficient Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-35, September, DOI: 10.2202/1558-3708.1226.