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
- Francisco López-Herrera & Domingo Rodríguez Benavides & César Gurrola Ríos, 2019, "Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 527-540, Agosto 20.
- Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019, "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201907, Apr, revised Apr 2019.
- Helena Chuliá & Jorge M. Uribe, 2019, "“Expected, Unexpected, Good and Bad Uncertainty"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201919, Nov, revised Nov 2019.
- António Afonso & João Tovar Jalles & Mina Kazemi, 2019, "The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/67, Feb.
- António Afonso & João Tovar Jalles, 2019, "Sovereign Ratings and Finance Ministers’ Characteristics," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/72, Feb.
- Seng Ratny & M. M. Fonseka & Gao-Liang Tian, 2019, "Access To External Financing And Firm Investment Efficiency: Evidence from China," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 109-122, April-Jun.
- Yağmur AKARSU & Nur DİLBAZ ALACAHAN, 2019, "Exchange Rate Risk And An Evaluation In Terms Of Turkey Economy," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 6, issue 1, pages 79-90, January, DOI: 10.15637/jlecon.6.006.
- Mehran Azimi & Anup Agrawal, 2019, "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning," 2019 Papers, Job Market Papers, number paz108, Aug.
- Dilip B. Madan & Wim Schoutens, 2019, "Conic asset pricing and the costs of price fluctuations," Annals of Finance, Springer, volume 15, issue 1, pages 29-58, March, DOI: 10.1007/s10436-018-0328-1.
- Winston Buckley & Sandun Perera, 2019, "Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy," Annals of Finance, Springer, volume 15, issue 3, pages 337-368, September, DOI: 10.1007/s10436-018-0335-2.
- Tomoyuki Ichiba & Michael Ludkovski & Andrey Sarantsev, 2019, "Dynamic contagion in a banking system with births and defaults," Annals of Finance, Springer, volume 15, issue 4, pages 489-538, December, DOI: 10.1007/s10436-019-00351-2.
- Kedar nath Mukherjee, 2019, "Demystifying Yield Spread on Corporate Bonds Trades in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 2, pages 253-284, June, DOI: 10.1007/s10690-018-09266-w.
- Pedro Vergel Eleuterio & Lovjit Thukral, 2019, "Programming Language Choices for Algo Traders: The Case of Pairs Trading," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1443-1449, April, DOI: 10.1007/s10614-018-9813-x.
- Fredj Jawadi, 2019, "Introduction to Advanced Statistical Analyses for Computational Economics and Finance," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 1-3, June, DOI: 10.1007/s10614-018-9804-y.
- Fredj Jawadi, 2019, "Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 5-5, June, DOI: 10.1007/s10614-019-09893-z.
- Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina, 2019, "Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 2, pages 647-667, August, DOI: 10.1007/s10614-018-9842-5.
- Niyati Bhanja & Arif Billah Dar, 2019, "Stock returns and inflation: a tale of two periods in India," Economic Change and Restructuring, Springer, volume 52, issue 4, pages 413-438, November, DOI: 10.1007/s10644-018-9231-z.
- Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019, "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, volume 22, issue 3, pages 653-675, September, DOI: 10.1007/s10683-018-9565-4.
- Gianluca Piero Maria Virgilio, 2019, "High-frequency trading: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 2, pages 183-208, June, DOI: 10.1007/s11408-019-00331-6.
- Aida Sijamic Wahid, 2019, "The Effects and the Mechanisms of Board Gender Diversity: Evidence from Financial Manipulation," Journal of Business Ethics, Springer, volume 159, issue 3, pages 705-725, October, DOI: 10.1007/s10551-018-3785-6.
- Shantaram Hegde & Tingyu Zhou, 2019, "Predicting Accounting Misconduct: The Role of Firm-Level Investor Optimism," Journal of Business Ethics, Springer, volume 160, issue 2, pages 535-562, December, DOI: 10.1007/s10551-018-3848-8.
- Gerhard Sorger, 2019, "Bubbles and cycles in the Solow–Swan model," Journal of Economics, Springer, volume 127, issue 3, pages 193-221, August, DOI: 10.1007/s00712-018-0638-9.
- Moritz Wagner & Dimitris Margaritis, 2019, "Late Trading in Mutual Fund Shares – The Sequel?," Journal of Financial Services Research, Springer;Western Finance Association, volume 55, issue 1, pages 89-109, February, DOI: 10.1007/s10693-017-0280-7.
- Christophe J. Godlewski, 2019, "Debt Renegotiation and the Design of Financial Contracts," Journal of Financial Services Research, Springer;Western Finance Association, volume 55, issue 2, pages 191-215, June, DOI: 10.1007/s10693-019-00311-x.
- Lin Tian & Liang Han, 2019, "How local is local? Evidence from bank competition and corporate innovation in U.S," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 1, pages 289-324, January, DOI: 10.1007/s11156-018-0710-0.
- Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019, "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 3, pages 901-921, April, DOI: 10.1007/s11156-018-0730-9.
- Zhangkai Huang & Jinyu Liu & Guangrong Ma, 2019, "Distance, transportation and the underpricing of IPOs," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 4, pages 991-1009, May, DOI: 10.1007/s11156-018-0733-6.
- Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019, "The Credit Default Swap market contagion during recent crises: international evidence," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 1-46, July, DOI: 10.1007/s11156-018-0741-6.
- Mei-Chen Lin & Po-Hsin Ho & Hsiang-Lin Chih, 2019, "Effects of managerial overconfidence on analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 73-99, July, DOI: 10.1007/s11156-018-0743-4.
- J. Douglas Hanna & Zining Li & Wayne Shaw, 2019, "Banks’ deferred tax assets during the financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 2, pages 527-550, August, DOI: 10.1007/s11156-018-0757-y.
- Qing L. Burke & Tim V. Eaton & Mengying Wang, 2019, "Trade liberalization and conditional accounting conservatism: evidence from import competition," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 3, pages 811-844, October, DOI: 10.1007/s11156-018-0767-9.
- Reabetswe Kgoroeadira & Andrew Burke & André Stel, 2019, "Small business online loan crowdfunding: who gets funded and what determines the rate of interest?," Small Business Economics, Springer, volume 52, issue 1, pages 67-87, January, DOI: 10.1007/s11187-017-9986-z.
- Tanweer Akram & Huiqing Li, 2019, "The Impact of the Bank of Japan's Monetary Policy on Japanese Government Bonds' Low Nominal Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_938, Oct.
- Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 239-257.
- Meng-Wai Lee & Kim-Leng Goh & Michael Meow-Chung Yap, 2019, "The Malaysian Domestic Bond Market: Growing into its Rightful Role," Capital Markets Review, Malaysian Finance Association, volume 27, issue 1, pages 34-52.
- Robert W. Faff, 2019, "Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 1-13.
- Chiara Pederzoli & Costanza Torricelli, 2019, "The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0075, Jan.
- Miki Hamada, 2019, "International Capital Flows and Vulnerabilities of the Indonesian Economy," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 15, issue 1, pages 99-120, July.
- Emran Hasan & Shahanawaz Sharif, 2019, "Do Macroeconomic Variables Affect Stock Market Performance? A Case Study of DSEX and DS30 Index of Dhaka Stock Exchange," Business and Economic Research, Macrothink Institute, volume 9, issue 3, pages 182-203, September.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019, "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25481, Jan.
- Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2019, "The Time Variation in Risk Appetite and Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 25673, Mar.
- Jennie Bai & Turan G. Bali & Quan Wen, 2019, "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 25995, Jun.
- Ivo Welch, 2019, "Simpler Better Market Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 26105, Jul.
- Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
- Marco Cipriani & Ana Fostel & Daniel Houser, 2019, "Endogenous Leverage and Default in the Laboratory," NBER Working Papers, National Bureau of Economic Research, Inc, number 26469, Nov.
- Zhe Geng & Jun Pan, 2019, "The SOE Premium and Government Support in China's Credit Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26575, Dec.
- Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2019, "FinTech Platforms and Mutual Fund Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 26576, Dec.
- George Abuselidze, 2019, "Features Of Functioning And Regulation Of The Securities Market In Georgia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 7, issue 1, pages 48-56.
- Daniel Yordanov, 2019, "Possibilities For Financing Of Small And Medium Enterprises Through The "Growth Market" -"Beam" Of Bse-Sofia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 7, issue 1, pages 64-74.
- Harris, Larry & Amato, Andrea, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 173-202, December, DOI: 10.1561/104.00000058.
- Amihud, Yakov, 2019, "Illiquidity and Stock Returns: A Revisit," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 203-221, December, DOI: 10.1561/104.00000073.
- Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
- Bartlett III, Robert P. & McCrary, Justin, 2019, "Dark Trading at the Midpoint: Does SEC Enforcement Policy Encourage Direct Feed Arbitrage?," Journal of Law, Finance, and Accounting, now publishers, volume 4, issue 2, pages 291-342, December, DOI: 10.1561/108.00000039.
- Mukti Bahadur Khatri, 2019, "Macroeconomic Influence on the Nepalese Stock Market," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 31, issue 1, pages 47-64, April.
- Vesela Todorova, 2019, "Is the End of the Dollar as a Reserve Currency Near?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 107-123, June.
- Lilas Demmou & Irina Stefanescu & Axelle Arquie, 2019, "Productivity growth and finance: The role of intangible assets - a sector level analysis," OECD Economics Department Working Papers, OECD Publishing, number 1547, May, DOI: 10.1787/e26cae57-en.
- VESA Lidia, 2019, "Traditional Vs. Fuzzy Indicators Of Modern Portfolio Theory," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 218-227, December.
- Huber, Christoph & Huber, Juergen & Hueber, Laura, 2019, "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," OSF Preprints, Center for Open Science, number 57m6g, Aug, DOI: 10.31219/osf.io/57m6g.
- Neil Lee & Davide Luca, 2019, "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," Journal of Economic Geography, Oxford University Press, volume 19, issue 1, pages 199-224.
- Dirk G Baur & Thomas Dimpfl, 2019, "A Quantile Regression Approach to Estimate the Variance of Financial Returns," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 616-644.
- Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019, "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 3, pages 1225-1298.
- Andriy Bodnaruk & Bekhan Chokaev & Andrei Simonov, 2019, "Downside Risk Timing by Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 1, pages 171-196.
- Zhuo Chen & Andrea Lu, 2019, "A Market-Based Funding Liquidity Measure," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 356-393.
- Marcel Fratzscher & Malte Rieth, 2019, "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, volume 23, issue 4, pages 745-775.
- Nina Boyarchenko & Andreas Fuster & David O Lucca, 2019, "Understanding Mortgage Spreads," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 10, pages 3799-3850.
- Martin C Schmalz & Sergey Zhuk, 2019, "Revealing Downturns," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 1, pages 338-373.
- Mitică Pepi, 2019, "Operational Risk Management in a Financial Institution," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 840-849, December.
- Chris M. Lawrey & Brandon C. L. Morris, 2019, "Corporate diversification and abnormal returns," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 1, pages 31-37, February, DOI: 10.1057/s41260-018-0100-0.
- Andrew Clare & Mariana Clare, 2019, "An examination of ex ante fund performance: identifying indicators of future performance," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 3, pages 175-195, May, DOI: 10.1057/s41260-019-00118-4.
- Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019, "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 2, pages 288-314, June, DOI: 10.1057/s41308-019-00080-6.
- Geert Bekaert & Alexander Popov, 2019, "On the Link Between the Volatility and Skewness of Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 4, pages 746-790, December, DOI: 10.1057/s41308-019-00092-2.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019, "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-06, Jun.
- Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019, "Determinants of CDS trading on major banks," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 51, Aug.
- Joanna Olbrys, 2019, "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 14, issue 2, pages 251-275, June, DOI: 10.24136/eq.2019.012.
- Magas, István, 2019, "Ten Years after The Global Economic Crisis — A Retrospective Analysis," Public Finance Quarterly, Corvinus University of Budapest, volume 64, issue 1, pages 93-109.
- Victor Manuel Isidro Luna, 2019, "Development banking, state of confidence and sustainable growth," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1917, Jul.
- Nguyen, Van Phuong, 2019, "Developing, Validating, and Monitoring a PD Model for Foundation IRB Approach," MPRA Paper, University Library of Munich, Germany, number 100628, Oct.
- Nguyen, Van Phuong, 2019, "An attempt to derive the Risk Weight Function for the bank," MPRA Paper, University Library of Munich, Germany, number 100631, Dec.
- Kunnathuvalappil Hariharan, Naveen, 2019, "Elements and success factors for an efficient budgeting," MPRA Paper, University Library of Munich, Germany, number 109507, Mar.
- Nawaz, Nasreen, 2019, "Efficiency on the Dynamic Adjustment Path in a Financial Market," MPRA Paper, University Library of Munich, Germany, number 118271, Jun, revised 04 Jun 2020.
- Bulut, Levent & Rizvanoghlu, Islam, 2019, "Is Gold a Safe Haven? International Evidence revisited," MPRA Paper, University Library of Munich, Germany, number 91957, Jan.
- Zvezdin, Nikolay, 2019, "Tranched Value Securities," MPRA Paper, University Library of Munich, Germany, number 92302, Feb.
- Sandoval Paucar, Giovanny, 2019, "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH
[Modeling of the conditional correlation for the Colombian stock market: a DCC application - MGARCH]," MPRA Paper, University Library of Munich, Germany, number 92534, Mar, revised 04 Mar 2019. - Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019, "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper, University Library of Munich, Germany, number 93048, Mar.
- Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva, 2019, "Price distortions and public information: theory, experiments and simulations," MPRA Paper, University Library of Munich, Germany, number 93288, Apr.
- Kang, Kee-Youn, 2019, "Cryptocurrency, Delivery Lag, and Double Spending History," MPRA Paper, University Library of Munich, Germany, number 93598, May.
- Guo, Danqiao & Boyle, Phelim & Weng, Chengguo & Wirjanto, Tony, 2019, "Age matters," MPRA Paper, University Library of Munich, Germany, number 93653, May, revised 01 May 2019.
- Gunawan, Andrew, 2019, "Pengaruh Kinerja Keuangan Terhadap Kualitas Informasi Internet Financial Reporting Dengan Kepemilikan Saham Publik Sebagai Variabel Moderasi
[The Effect Of Financial Performance On Quality Of Internet Financial Reporting Information With Public Sh," MPRA Paper, University Library of Munich, Germany, number 93960, Mar, revised 13 Feb 2019. - Fitri Amalia, Rizki, 2019, "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018
[Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock Exchange In 2014 –2018]," MPRA Paper, University Library of Munich, Germany, number 93962, Mar, revised 03 Feb 2019. - suhardi, suhardi & Afrizal, Afrizal, 2019, "Bagaimanapecking-Order Theory Menjelaskan Struktur Permodalan Bank Di Indonesia?
[How Does The Pecking-Order Theory Explain The Bank'S Capital Structure In Indonesia?]," MPRA Paper, University Library of Munich, Germany, number 93963, Mar, revised 14 Jan 2019. - Khazaei, Ehsan & Jamaledini, Ashkan, 2019, "Optimal Operation of Islanded Microgrid Operation Based on the JAYA Optimization Algorithm," MPRA Paper, University Library of Munich, Germany, number 94279, Jun.
- Li, Yiting & Wang, Chien-Chiang, 2019, "Cryptocurrency, Imperfect Information, and Fraud," MPRA Paper, University Library of Munich, Germany, number 94309, May.
- Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 94473, Jan.
- Camilleri, Silvio John & Galea, Francelle, 2019, "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper, University Library of Munich, Germany, number 95298.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019, "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper, University Library of Munich, Germany, number 95299.
- 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.
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