Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
2019
- Rodrigues, David & Seruca, Manuel, 2019, "A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming," MPRA Paper, University Library of Munich, Germany, number 95392.
- Gu, Tao, 2019, "Wage determination and fixed capital investment in an imperfect financial market: the case of China," MPRA Paper, University Library of Munich, Germany, number 95986, Sep.
- Mansur, Alfan & Nizar, Muhammad Afdi, 2019, "Mengukur Perkembangan Sektor Keuangan di Indonesia dan Faktor – Faktor yang Mempengaruhi
[Assessing the Measurement and Determinants of Financial Sector Development in Indonesia]," MPRA Paper, University Library of Munich, Germany, number 96265, Sep, revised 30 Sep 2019. - Degiannakis, Stavros & Filis, George, 2019, "Forecasting European Economic Policy Uncertainty," MPRA Paper, University Library of Munich, Germany, number 96268.
- Nwaobi, Godwin, 2019, "Emerging African Economies:Digital Structures, Disruptive Responses and Demographic Implications," MPRA Paper, University Library of Munich, Germany, number 96317, Oct.
- Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 96563, Oct.
- Thong, Lik Hong, 2019, "A discussion on performance risk of Dunkin's Brand," MPRA Paper, University Library of Munich, Germany, number 97266, Nov, revised 30 Nov 2019.
- Barbosa, António, 2019, "The Role of Information in the Discrepancy Between Average Prices and Expectations," MPRA Paper, University Library of Munich, Germany, number 97416, Dec.
- Nizar, Muhammad Afdi, 2019, "Baik-Buruk Inovasi Keuangan
[Financial Innovation : The Good and the Bad Sides]," MPRA Paper, University Library of Munich, Germany, number 97921, Dec. - Ghouse, Ghulam & Khan, Saud Ahmed & Habeeb, Kashif, 2019, "Information Transmission Among Equity Markets: A Comparison Between ARDL and GARCH Model," MPRA Paper, University Library of Munich, Germany, number 97925, Jan.
- Pham, Ngoc-Sang & Pham, Hien, 2019, "Effects of credit limit on efficiency and welfare in a simple general equilibrium model," MPRA Paper, University Library of Munich, Germany, number 97927, Aug, revised 05 Aug 2019.
- Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201913, Feb.
- Elie Bouri & Rangan Gupta & Shixuan Wang, 2019, "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers, University of Pretoria, Department of Economics, number 201917, Feb.
- Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019, "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers, University of Pretoria, Department of Economics, number 201927, Mar.
- Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019, "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers, University of Pretoria, Department of Economics, number 201931, Apr.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
- Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019, "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 201939, May.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019, "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 201942, May.
- Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
- Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019, "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 201948, Jun.
- Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019, "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers, University of Pretoria, Department of Economics, number 201959, Aug.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019, "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201965, Aug.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.
- Juraj Čurpek, 2019, "Time Evolution of Hurst Exponent: Czech Wholesale Electricity Market Study," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2019, issue 3, pages 25-44, DOI: 10.18267/j.efaj.232.
- Sercan Demiralay, 2019, "Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 402-415, DOI: 10.18267/j.pep.680.
- Batchimeg Sambalaibat, 2019, "Endogenous Specialization and Dealer Networks," Working Papers, Princeton University. Economics Department., number 2019-18, Jul.
- Marc Goergen & Dimitrios Gounopoulos & Panagiotis Koutroumpis, 2019, "Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 884, Mar.
- Belinda Cheung & Sebastien Printant, 2019, "Australian Money Market Divergence: Arbitrage Opportunity or Illusion?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2019-09, Sep.
- Nivín, Rafael & Pérez, Fernando, 2019, "Estimación de un Índice de Condiciones Financieras para el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 37, pages 49-64.
- Nivín, Rafael & Pérez, Fernando, 2019, "Estimación de un Índice de Condiciones Financieras para el Perú," Working Papers, Banco Central de Reserva del Perú, number 2019-006, May.
- Michael Fishman & Jonathan Parker & Ludwig Straub, 2019, "A Dynamic Theory of Lending Standards," 2019 Meeting Papers, Society for Economic Dynamics, number 1344.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019, "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers, Society for Economic Dynamics, number 1403.
- Oleg Itskhoki & Dmitry Mukhin, 2019, "Mussa Puzzle Redux," 2019 Meeting Papers, Society for Economic Dynamics, number 1434.
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019, "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers, Society for Economic Dynamics, number 641.
- Siva Kiran & Prabhakar Rao.R, 2019, "Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 22, issue 72, pages 60-77, June.
- Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers, Red Investigadores de Economía, number 7, Jun.
- Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers, Red Investigadores de Economía, number 8, Jun.
- Maggie Rong Hu & Xiaoyang Li & Yang Shi, 2019, "Adverse Selection and Credit Certificates: Evidence from a P2P Platform," ADBI Working Papers, Asian Development Bank Institute, number 942, Apr.
- Firouzeh Azizi & Fahimeh Moradi, 2019, "Linear and Nonlinear Causality between Stock Market Volatility and the Business Cycle in Iran," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 26, issue 1, pages 1-20.
- Ali Ulvi Ozgul & Ibrahim Korkmaz Kahraman, 2019, "Short-Term Reaction of BİST Indexes to Shocks: A Macro Analysis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 1, pages 55-75.
- Selim Demez & Oktay Kizilkaya & Mehmet Dag, 2019, "Relationship Between Financial Development and Growth: Bootstrap Causality Analysis for Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 3, pages 617-628.
- Huseyin Tastan & Arifenur Gungor, 2019, "Macroeconomic Fundamentals of Turkey Stock Market Volatility," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 823-832.
- Yasemin Deniz Koc & Sibel Celik & Hakan Celikkol, 2019, "The Stock Price Behavior of Participation Index Firms: The Event Study on Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 845-853.
- Zahra Jalili & Mohammad Reza Salmani Bishak & Ali Motafakker Azad & Behzad Salmani & Jaafar Haghighat, 2019, "Resource-Economic Growth Nexus, Role of Governance, Financial Development, Globalization, and War: A Dynamic Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 34, issue 3, pages 520-545.
- Monzer Kahf & Eman Mohammed Al-Hajjaji, 2019, "Analysis of Sharī‘ah Based Equity Screenings: Developing a Sharī‘ah-Compliant Index for Qatar Stock Exchange," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 26, pages 1-41.
- Syed Marwan & Mohamed Aslam Haneef, 2019, "Does doing good pay off?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 27, pages 23-37.
- Ahmad Al-Harbi, 2019, "The determinants of conventional banks profitability in developing and underdeveloped OIC countries," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 47, pages 4-28.
- Carol Goforth, 2019, "U.S. Law: Crypto Is Money, Property, A Commodity, And A Security, All At The Same Time," Journal of Financial Transformation, Capco Institute, volume 49, pages 102-109.
- Jiatang Guo, 2019, "Mobile Finance Development, Theory and Operation Model: A Comparative Analysis of China and South Korea," Industrial Economic Review, Korea Institute for Industrial Economics and Trade, number 19-31, Dec.
- Mahdi Sadeghi Shahdani & Hossein Mohseni, 2019, "Exchange Rate Volatility Spillovers to Iran Capital Market," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 1, pages 77-96.
- Seyed Reza Miraskari & Fariborz Ranji & Sayedmorteza Mousavini, 2019, "Analyzing the Effect of Macroeconomic Variables on the Insolvency Risk of Iranian Bank," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 2, pages 29-46.
- Esref Savaş BAŞCI, 2019, "Firm Valuation Concept And Discounted Cash Flow Method: A Comparison Of Stock Markets," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 19, issue 2, pages 51-60.
- Tsoukalas Asterios & Drimpetas Evaggelos & Geronikolaou George, 2019, "Identifying Black Swans in the Athens Stock Exchange," Bulletin of Applied Economics, Risk Market Journals, volume 6, issue 1, pages 111-122.
- Zura Kakushadze & Willie Yu, 2019, "Altcoin-Bitcoin Arbitrage," Bulletin of Applied Economics, Risk Market Journals, volume 6, issue 1, pages 87-110.
- Harald Kinateder & Vassilios G. Papavassiliou, 2019, "Sovereign bond return prediction with realized higher moments," Open Access publications, Research Repository, University College Dublin, number 10197/11286, Sep.
- Mostafa Monzur Hasan & Ahsan Habib, 2019, "Social capital and idiosyncratic return volatility," Australian Journal of Management, Australian School of Business, volume 44, issue 1, pages 3-31, February, DOI: 10.1177/0312896217717573.
- N. Red’kin M. & Н. Редькин М., 2019, "Оптимизация инвестиционного портфеля на российском фондовом рынке в контексте поведенческой теории // Investment Portfolio Optimization on Russian Stock Market in Context of behavioral theory," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 4, pages 99-116.
- Takayasu Ito, 2019, "Monetary Policy Expectations and Money Market in Japan : Analysis of Non-traditional Monetary Policy Regimes," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710640, Jul.
- Youngsoo Kim & Jung Chul Park, 2019, "Presidential Power and Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710820, Jul.
- SATISH KUMAR & Nisha Goyal, 2019, "Exploring Behavioural Biases among Indian Investors: A Qualitative Inquiry," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9010790, Jun.
- Dorika Jeremiah Mwamtambulo, 2019, "Herding Behaviours in Poland and Tanzania," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011210, Jun.
- Ek-anong Tangrukwaraskul & Kiriya Kulchanarat, 2019, "Comparative Analysis of Financial Performance of Healthcare Firms in the Stock Exchange of Thailand using TOPSIS Technique," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9711727, Oct.
- Krzysztof Echaust, 2019, "How do market movements affect options prices?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912275, Oct.
- Rodríguez Benavides, Domingo & Venegas Martínez, Francisco & Hoyos Reyes, Luis Fernando, 2019, "Impacto de la volatilidad del precio internacional del petróleo en los rendimientos accionarios de los principales mercados de América Latina / Impact of International Oil Price Volatility on the Main Latin American Stock Markets Returns," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 129-161, julio-dic.
- Yüksel İLTAŞ & Gülbahar ÜÇLER, 2019, "The Influence of Institutional Quality and Financial Risk on Stock Market Index: An Empirical Study for TurkeyAbstract: This paper aims to analyze the -possible- effects of institutional quality and (financial) risk level on BIST 100, BIST Industrial," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(41).
- Daniel Sales Casula & Rodrigo De-Losso, 2019, "Short Selling, the supply side: are lenders price makers?," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_53, Dec.
- Necla Ilter Kucukcolak & Figen Buyukakin & Recep Ali Kucukcolak, 2019, "Liquidity Risk Management in Islamic Banking: Comparative Analysis with SUR Methodology for Turkey," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 8, issue 4, pages 54-71, December.
- Edward W. Sun & Timm Kruse & Yi-Ting Chen, 2019, "Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity," Annals of Operations Research, Springer, volume 281, issue 1, pages 315-347, October, DOI: 10.1007/s10479-019-03150-0.
- Giulia Livieri & Maria Elvira Mancino & Stefano Marmi, 2019, "Asymptotic results for the Fourier estimator of the integrated quarticity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 471-502, December, DOI: 10.1007/s10203-019-00259-6.
- Dilip B. Madan & Sofie Reyners & Wim Schoutens, 2019, "Advanced model calibration on bitcoin options," Digital Finance, Springer, volume 1, issue 1, pages 117-137, November, DOI: 10.1007/s42521-019-00002-1.
- Bahar Şen Doğan & Murat Midiliç, 2019, "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, volume 56, issue 1, pages 367-395, January, DOI: 10.1007/s00181-017-1357-8.
- Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019, "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, volume 56, issue 6, pages 1823-1853, June, DOI: 10.1007/s00181-018-1450-7.
- William J. Hippler & Shadiya Hossain & M. Kabir Hassan, 2019, "Financial crisis spillover from Wall Street to Main Street: further evidence," Empirical Economics, Springer, volume 56, issue 6, pages 1893-1938, June, DOI: 10.1007/s00181-018-1513-9.
- Anoop S Kumar & Taufeeq Ajaz, 2019, "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 5, issue 1, pages 1-17, December, DOI: 10.1186/s40854-019-0143-3.
- Huma Nawaz, 2019, "An investigation into factors that determine the growth rate in the Islamic banking and finance," Future Business Journal, Springer, volume 5, issue 1, pages 1-15, December, DOI: 10.1186/s43093-019-0003-7.
- Somayeh Madadpour & Mohsen Asgari, 2019, "The puzzling relationship between stocks return and inflation: a review article," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 66, issue 2, pages 115-145, June, DOI: 10.1007/s12232-019-00317-w.
- Miroslav Mateev & Elena Marinova, 2019, "Relation between Credit Default Swap Spreads and Stock Prices: A Non-linear Perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 1-26, January, DOI: 10.1007/s12197-017-9423-9.
- Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019, "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 3, pages 421-455, July, DOI: 10.1007/s12197-018-9447-9.
- Miroslav Mateev, 2019, "Volatility relation between credit default swap and stock market: new empirical tests," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 681-712, October, DOI: 10.1007/s12197-018-9467-5.
- Mohsen Bahmani-Oskooee & Sujata Saha, 2019, "On the effects of policy uncertainty on stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 764-778, October, DOI: 10.1007/s12197-019-09471-x.
- Liyun Zhou & Chunpeng Yang, 2019, "Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 4, pages 859-890, December, DOI: 10.1007/s11403-019-00264-3.
- Jerzy Marcinkowski, 2019, "Dynamics of the Financial Markets and the Wealth Concentration," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Waldemar Tarczyński & Kesra Nermend, "Effective Investments on Capital Markets", DOI: 10.1007/978-3-030-21274-2_22.
- Yangyang Chen & Rui Ge & Henock Louis & Leon Zolotoy, 2019, "Stock liquidity and corporate tax avoidance," Review of Accounting Studies, Springer, volume 24, issue 1, pages 309-340, March, DOI: 10.1007/s11142-018-9479-6.
- Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019, "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 71, issue 4, pages 443-473, October, DOI: 10.1007/s41464-019-00079-6.
- Smile Dube, 2019, "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 1, pages 1-7.
- Feriel Gharbi, 2019, "Time-varying volatility spillovers among bitcoin and commodity currencies," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 8, issue 4, pages 1-2.
- Guagliano, Claudia & Mazzacurati, Julien & Kenny, Oisin & Braunsteffer, Achim, 2019, "Use of credit default swaps by UCITS funds: evidence from EU regulatory data," ESRB Working Paper Series, European Systemic Risk Board, number 95, Jun.
- Luca Agnello & Vitor Castro & Ricardo Sousa, 2019, "The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases," Working Papers, European Stability Mechanism, number 34, Feb.
- Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019, "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0619, Mar.
- Aloisio Araujo & Juan Pablo Gama & Mario R. Pascoa, 2019, "Crashing of Efficient Stochastic Bubbles," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0819, Mar.
- Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019, "Predicting the equity market with option-implied variables," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 10, pages 937-965, July, DOI: 10.1080/1351847X.2018.1556176.
- Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019, "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 5, pages 395-414, March, DOI: 10.1080/1351847X.2018.1522359.
- Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019, "Crisis transmission: visualizing vulnerability," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2019-07.
- Abdullah Kazdal & Halil Ibrahim Korkmaz & Muhammed Hasan Yilmaz, 2019, "Composing High-Frequency Financial Conditions Index and Implications for Economic Activity," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1926.
- Halil Ibrahim Aydin & Ozgur Ozel, 2019, "Term Premium in Turkish Lira Interest Rates," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1933.
- Nevin Cavusoglu & Michael D. Goldberg & Joshua Stillwagon, 2019, "New Evidence on the Portfolio Balance Approach to Currency Returns," Working Papers Series, Institute for New Economic Thinking, number 89, Jan, DOI: 10.2139/ssrn.3346757.
- Tanweer Akram & Anupam Das, 2019, "The Long-Run Determinants of Indian Government Bond Yields," Asian Development Review, MIT Press, volume 36, issue 1, pages 168-205, March.
- Muhammad Surajo Sanusi & Farooq Ahmad, 2019, "Measuring Predictability of Oil and Gas Stock Returns and Performance of Moving Average Trading Rules," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 47-70, DOI: 10.1991/jefa.v3i1.a23.
- Nicholas BURGESS, 2019, "Convexity Adjustments Made Easy: An Overview of Convexity Adjustment Methodologies in Interest Rate Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 2, pages 41-83, DOI: 10.1991/jefa.v3i2.a28.
- Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019, "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0830.
- Wasiu Abiodun Sanyaolu & Trimisiu Tunji Siynbola & Gbadebo Tirimisiyu Ogunmefun & Afeez Babatunde Makinde, 2019, "Determinants Of Profitability Of Nigerian Deposit Money Banks," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 17, issue 1, pages 47-62, May.
- John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
- Thomas Conlon & John Cotter & Chenglu Jin, 2019, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 201910, Jul.
- Abhinav Anand & John Cotter, 2019, "Integration Among US Banks," Working Papers, Geary Institute, University College Dublin, number 201913, Sep.
- Manuel Ammann & Alexander Feser, 2019, "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance, University of St. Gallen, School of Finance, number 1902, Mar.
- Benedikt Ballensiefen & Angelo Ranaldo, 2019, "Safe Asset Carry Trade," Working Papers on Finance, University of St. Gallen, School of Finance, number 1909, Jul, revised Oct 2019.
- Eckhard Platen & Renata Rendek, 2019, "Dynamics of a Well-Diversified Equity Index," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 398, Jan.
- F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019, "The Microstructure of Endogenous Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 402, Nov.
- Gerhard Sorger, 2019, "Endogenous credit constraints: the role of informational non-uniqueness," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1903, Feb.
- STEFANOVA, St. Julia, 2019, "Prospects And Challenges Facing Frontier Stock Markets In The Western Balkans: Quo Vadis?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 2, pages 6-31, June.
- KIRKPINAR, Aysegul & ERER, Elif & ERER, Deniz, 2019, "Is There A Rational Bubble In Bist 100 And Sector Indices?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 3, pages 21-33, September.
- Sheilla Nyasha & Nicholas M. Odhiambo, 2019, "Do Financial Systems Spur Economic Growth in the USA? An Empirical Investigation," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 2, pages 165-185.
- Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "The Adaptive Market Hypothesis and the Day-of-the-Week Effect in African Stock Markets: the Markov Switching Model," Comparative Economic Research, Sciendo, volume 22, issue 3, pages 145-162, September, DOI: 10.2478/cer-2019-0028.
- Rydzewski Rafał, 2019, "Market-to-Book Ratio and Creative Industries– Example of Polish Video Games Developers," Economics and Culture, Sciendo, volume 16, issue 1, pages 137-147, June, DOI: 10.2478/jec-2019-0015.
- Frydrych Sylwia, 2019, "The Rationale and Conditions for the Issuing of Polish Treasury Bonds on Foreign Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 1, pages 59-72, March, DOI: 10.2478/fiqf-2019-0006.
- Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Sciendo, volume 27, issue 4, pages 71-94, December, DOI: 10.7206/cemj.2658-0845.10.
- Lambrev Dimitar, 2019, "Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies," Naše gospodarstvo/Our economy, Sciendo, volume 65, issue 3, pages 23-39, September, DOI: 10.2478/ngoe-2019-0011.
- Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics, University of Waikato, number 19/15, Jul.
- Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics, University of Waikato, number 19/16, Jul.
- Gareth Campbell & Richard S.Grossman & John D. Turner, 2019, "Before the Cult of Equity:New Monthly Indices of the British Share Market, 1829-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2019-003, Apr.
- Amat Adarov & Richard Grieveson & Mario Holzner & Olga Pindyuk & Hermine Vidovic, 2019, "Unsecured Lending in Central and Southeast Europe," wiiw Market Report, The Vienna Institute for International Economic Studies, wiiw, number 1, Mar.
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