Research classified by Journal of Economic Literature (JEL) codes

2018

• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chaehee Shin, 2018, "The Shift from Active to Passive Investing: Potential Risks to Financial Stability?," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-4, Aug.
• Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018, "Macro Aspects of Housing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 340, May, DOI: 10.24149/gwp340.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018, "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-017, Mar, DOI: 10.17016/FEDS.2018.017.
• Levent Altinoglu, 2018, "The Origins of Aggregate Fluctuations in a Credit Network Economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-031, May, DOI: 10.17016/FEDS.2018.031.
• Andrew Y. Chen & Tom Zimmermann, 2018, "Publication Bias and the Cross-Section of Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-033, May, DOI: 10.17016/FEDS.2018.033.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela, 2018, "The Shift from Active to Passive Investing : Potential Risks to Financial Stability?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-060r1, Aug, revised 29 Jun 2020, DOI: 10.17016/FEDS.2018.060r1.
• Scott Mixon & Tugkan Tuzun, 2018, "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-065, Sep, DOI: 10.17016/FEDS.2018.065.
• Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018, "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1233, Jul, DOI: 10.17016/IFDP.2018.1233.
• Luca Benzoni & Olena Chyruk & David Kelley, 2018, "Why Does the Yield-Curve Slope Predict Recessions?," Chicago Fed Letter, Federal Reserve Bank of Chicago, DOI: 10.21033/cfl-2018-404.
• Luca Benzoni & Olena Chyruk & David Kelley, 2018, "Why Does the Yield-Curve Slope Predict Recessions?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-15, Sep, DOI: doi.org/10.21033/wp-2018-15.
• David Finkelstein & Andreas Strzodka & James Vickery, 2018, "Credit risk transfer and de facto GSE reform," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 88-116.
• David Finkelstein & Andreas Strzodka & James Vickery, 2018, "Credit risk transfer and de facto GSE reform," Staff Reports, Federal Reserve Bank of New York, number 838, Feb.
• Gözde YILDIRIM, Zafer ADALI, 2018, "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• İsmail CANÖZ, 2018, "Borsa İstanbul 100 Endeksi ile Tüketici Güven Endeksleri Arasındaki Nedensellik İlişkisi: Türkiye Örneği," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Mustafa UYSAL, Zafer ADALI, 2018, "Performance Measurement of Pension Investment Funds in Turkey: Comparing Performance of Traditional and Islamic Pension Investment Funds," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Alexander V. Murychev & Petr N. Novikov & Rim K. Nurmukhametov, 2018, "Professional Standards of the Activities of the Financial Market Specialists in the Context of the Digital Economy Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 73-83, April, DOI: 10.31107/2075-1990-2018-2-73-83.
• Elena V. Krasova, 2018, "Professional Intermediaries in the Russian Stock Market: Conditions and Trends of Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 94-105, April, DOI: 10.31107/2075-1990-2018-2-94-105.
• Răzvan Gabriel Hăpău, 2018, "Influența structurii capitalului asupra performanței financiare a instituțiilor de microfinanțare," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 104-119, June.
• Vlad-Mircea Ionescu, 2018, "Principii ale investitorului individual," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 305-316, June.
• Erhan Uluceviz & Kamil Yilmaz, 2018, "Measuring Real-Financial Connectedness in the U.S. Economy," Working Papers, Gebze Technical University, Department of Economics, number 2018-02, Oct.
• Hafinaz Hasniyanti Hassan, 2018, "Conceptual Framework for the Determinants of Mutual Fund Performance in Malaysia," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr146, Dec.
• Chong Choy Yoke, 2018, "Non-linear Effect of Debt on the Economic Performance of Trans-Pacific Partnership Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr147, Dec.
• Prince T. Medina, 2018, "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr148, Dec.
• Riko Hendrawan, 2018, "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr149, Dec.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print, HAL, number hal-01572510, Jun, DOI: 10.1007/s11156-018-0741-6.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print, HAL, number hal-01736632, Dec.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print, HAL, number hal-01879666, DOI: 10.11130/jei.2018.33.2.1203.
• Olivier Darné & Amélie Charles, 2019, "Volatility estimation for Bitcoin: Replication and robustness," Post-Print, HAL, number hal-01941102, DOI: 10.1016/j.inteco.2018.06.004.
• Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print, HAL, number hal-01996386, Mar, DOI: 10.1016/j.eneco.2018.01.035.
• Fabio Bertoni & Stefano Lugo, 2018, "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print, HAL, number hal-02312138, May, DOI: 10.1016/j.jbankfin.2018.03.009.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: international evidence," Post-Print, HAL, number hal-04875550, Jun, DOI: 10.1007/s11156-018-0741-6.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print, HAL, number halshs-01223969, Mar.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2018, "Fifty-shades of grey: competition between dark and lit pools in stock exchanges," Post-Print, HAL, number halshs-01860709, Aug, DOI: 10.1016/j.infoecopol.2018.08.001.
• Olivier Damette & Fredj Jawadi & Antoine Parent, 2018, "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s ? A nonlinear cliometric analysis," Post-Print, HAL, number halshs-02122974, Dec, DOI: 10.1515/snde-2017-0107.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print, HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
• Jamal Bouoiyour & Refk Selmi, 2016, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers, HAL, number hal-01880322, Oct.
• Aljoša Šestanović & Đuro Horvat & Bojan Tomić, 2018, "The Existence Of The Pecking Order Theory Of Capital Structure On Croatian Capital Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 1, pages 58-72.
• Dmitry Kuvshinov & Kaspar Zimmermann, 2018, "The Big Bang: Stock Market Capitalization in the Long Run," Working Papers, European Historical Economics Society (EHES), number 0136, Aug.
• Jugnu Ansari, 2018, "Macroprudential Policies in SEACEN Economies," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp33, Aug.
• Rogelio Mercado Jr., 2018, "Bilateral Capital Flows: Gravity, Push, and Pull," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp34, Aug.
• Ender BAYKUT & Veysel KULA, 2018, "Determining the Regime Structure of BIST-100 Index: Markov Regime Switching Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408963, Jun.
• Przemyslaw Grobelny & Maciej Stradomski & Piotr Stobiecki, 2018, "Determinants of merger and acquisition activity in Poland," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409376, Jun.
• Erkan POYRAZ & Bilge TÜRKÜN KAYA, 2018, "Effects of Sovereign Credit Rate Announcements on Turkey Stock Exchange Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6508957, Jul.
• Pi-Hsia Yen, 2018, "Selling Losers and Winners: A Test of the Disposition and House Money Effect," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910161, Oct.
• Abdul Haque & Adeel Nasir, 2018, "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7108551, Jun.
• Leslaw Pietrewicz, 2018, "The Role of Capital Markets in Stimulating the Fourth Industrial Revolution (Rola rynkow kapitalowych w stymulowaniu czwartej rewolucji przemyslowej)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 72, pages 89-102.
• Edyta Mioduchowska-Jaroszewicz, 2018, "Information Asymmetry and Financial Statement (Asymetria informacji a sprawozdanie finansowe)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 45-53.
• Marie Briere & Ariane Szafarz, 2018, "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 18-016, Mar.
• Semen SON-TURAN, 2018, "Türkiye’de Yükseköğrenim Finansmanının Özelleştirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
• Melek AKSU & Şakir SAKARYA, 2018, "Pricing of Covered Warrants: An Analysis on Borsa İstanbul," Sosyoekonomi Journal, Sosyoekonomi Society.
• Brian Muyambiri & Nicholas M. Odhiambo, 2018, "Financial Development and Investment Dynamics in Mauritius: A Trivariate Granger-Causality Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 68, issue 2-3, pages 62-73, April-Sep.
• Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018, "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, volume 262, issue 2, pages 307-333, March, DOI: 10.1007/s10479-015-2078-z.
• Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018, "Measurement errors in stock markets," Annals of Operations Research, Springer, volume 262, issue 2, pages 287-306, March, DOI: 10.1007/s10479-016-2138-z.
• Mariya Gubareva & Maria Rosa Borges, 2018, "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, volume 266, issue 1, pages 71-100, July, DOI: 10.1007/s10479-017-2438-y.
• Dimitrios Koutmos, 2018, "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, volume 266, issue 1, pages 441-498, July, DOI: 10.1007/s10479-018-2788-0.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018, "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, volume 15, issue 1, pages 1-32, January, DOI: 10.1007/s10287-017-0288-3.
• Bachir Sahyoun & George Giannopoulos & Yannis Anagnostopoulos & Nicos Sykianakis, 2018, "Mergers and Acquisitions: The Impact of Hiring Financial Advisors on Acquirer Shareholder Wealth in the US and UK Financial Services Sector," Contributions to Economics, Springer, in: Spyros Roukanas & Persefoni Polychronidou & Anastasios Karasavvoglou, "The Political Economy of Development in Southeastern Europe", DOI: 10.1007/978-3-319-93452-5_10.
• George Galanos & Manolis Koutoulakis & Angelos Kotios, 2018, "Seven Years of Adjustment Policies in Greece: Fighting Against Causes or Symptoms?," Contributions to Economics, Springer, in: Spyros Roukanas & Persefoni Polychronidou & Anastasios Karasavvoglou, "The Political Economy of Development in Southeastern Europe", DOI: 10.1007/978-3-319-93452-5_6.
• Jun-ichi Maskawa & Koji Kuroda & Joshin Murai, 2018, "Multiplicative random cascades with additional stochastic process in financial markets," Evolutionary and Institutional Economics Review, Springer, volume 15, issue 2, pages 515-529, December, DOI: 10.1007/s40844-018-0112-y.
• Diego Winkelried & Luis A. Iberico, 2018, "Calendar effects in Latin American stock markets," Empirical Economics, Springer, volume 54, issue 3, pages 1215-1235, May, DOI: 10.1007/s00181-017-1257-y.
• Merve Tuncay, 2018, "Do political risks matter in the financial markets?: evidence from Turkey," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 209-227, June, DOI: 10.1007/s40821-017-0077-5.
• Tiantian Mao & Jun Cai, 2018, "Risk measures based on behavioural economics theory," Finance and Stochastics, Springer, volume 22, issue 2, pages 367-393, April, DOI: 10.1007/s00780-018-0358-6.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018, "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, volume 22, issue 2, pages 241-280, April, DOI: 10.1007/s00780-018-0360-z.
• Ulrich Horst & Dörte Kreher, 2018, "Second order approximations for limit order books," Finance and Stochastics, Springer, volume 22, issue 4, pages 827-877, October, DOI: 10.1007/s00780-018-0373-7.
• Ludger Schuknecht, 2018, "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 53, issue 2, pages 94-100, March, DOI: 10.1007/s10272-018-0728-5.
• Benjamin Rainer Auer, 2018, "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 66-88, January, DOI: 10.1007/s12197-017-9385-y.
• Yu Zhang & Weihong Huang, 2018, "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, volume 28, issue 4, pages 961-983, September, DOI: 10.1007/s00191-017-0543-3.
• Sarveshwar Kumar Inani, 2018, "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 129-154, March, DOI: 10.1007/s40953-017-0074-7.
• Avishek Bhandari & Kamaiah Bandi, 2018, "On the Dynamics of Inflation-Stock Returns in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 89-99, March, DOI: 10.1007/s40953-017-0075-6.
• Dilip Kumar, 2018, "Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 313-335, June, DOI: 10.1007/s40953-017-0085-4.
• Muhammad Ali Nasir & Min Du, 2018, "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 363-388, June, DOI: 10.1007/s40953-017-0087-2.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2018, "Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_16.
• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018, "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_34.
• Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti, 2018, "Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 70, issue 3, pages 209-230, July, DOI: 10.1007/s41464-018-0049-z.
• Martin Hellwig & Jochen Zimmermann & Mechthild Schrooten & Hans-Peter Burghof & Stephan Schulmeister, 2018, "Zehn Jahre nach der Lehman-Pleite — Finanzmärkte stabil?
  [Ten Years after the Lehman-Bankruptcy — Have Financial Markets Stabilized?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 8, pages 539-557, August, DOI: 10.1007/s10273-018-2330-7.
• Gordon O. Opuodho & Tobias O. OLweny & Tabitha M. Nasieku, 2018, "Bid Ask Spread and Fama- French Three Factor Model on Excess Return. An Empirical Evidence at Nairobi Securities Exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Alfranseder, Emanuel & Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia & Sobolewski, Paweł, 2018, "Indicators for the monitoring of central counterparties in the EU," ESRB Occasional Paper Series, European Systemic Risk Board, number 14, Mar.
• Brinkhoff, Jeroen & Langfield, Sam & Weeken, Olaf, 2018, "From the horse’s mouth: surveying responses to stress by banks and insurers," ESRB Occasional Paper Series, European Systemic Risk Board, number 15, Apr.
• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2018, "The effect of financial development on economic growth: a meta-analysis," Applied Economics, Taylor & Francis Journals, volume 50, issue 57, pages 6128-6148, December, DOI: 10.1080/00036846.2018.1489503.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
• C. May & G Farrell, 2018, "Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 42, issue 3, pages 71-114, December, DOI: 10.1080/10800379.2018.12097339.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018, "The changing network of financial market linkages: the Asian experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-05.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018, "Financial and non-financial global stock market volatility shocks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-07.
• Rogelio Mercado Jr., 2018, "Bilateral Capital Flows: Gravity, Push, and Pull," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0818, Aug.
• Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018, "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-088/III, Nov.
• de Haas, Ralph & Popov, A., 2018, "Financial Development and Industrial Pollution," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-024.
• de Haas, Ralph & Popov, A., 2018, "Financial Development and Industrial Pollution," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e799247-e229-4b41-a717-d.
• de Haas, Ralph & Popov, A., 2018, "Financial Development and Industrial Pollution," Other publications TiSEM, Tilburg University, School of Economics and Management, number a0a4fb82-734a-442a-9ea1-a.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018, "Hedging Labor Income Risk over the Life-Cycle," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 058, Dec.
• John Cotter & Niall McGeever, 2018, "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers, Geary Institute, University College Dublin, number 201804, Feb.
• Bård Misund & Rune Nygård, 2018, "Big Fish: Valuation of the World's Largest Salmon Farming Companies," Marine Resource Economics, University of Chicago Press, volume 33, issue 3, pages 245-261, DOI: 10.1086/698447.
• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018, "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1807, Feb.
• Farshid Abdi & Botao Wu, 2018, "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance, University of St. Gallen, School of Finance, number 1828, Aug.
• Farshid Abdi, 2018, "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance, University of St. Gallen, School of Finance, number 1829, Sep.
• Gerhard Sorger, 2018, "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1802, Feb.
• Gerhard Sorger, 2018, "On the dynamics of stock price bubbles: Comments on a model by Miao and Wang," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1803, Jul.
• Krasimira Kostadinova Naydenova, 2018, "The Problem of Administratively Forced Process Going Public," Business & Management Compass, University of Economics Varna, issue 2, pages 83-102.
• Karanovic Goran & Karanovic Bisera, 2018, "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 1, pages 1-11, March, DOI: 10.2478/saeb-2018-0005.
• Nyasha Sheilla & Odhiambo Nicholas M., 2018, "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 3, pages 247-268, September, DOI: 10.2478/saeb-2018-0021.
• Vunjak Nenad & Vitomir Jelena & Antonijević Tamara & Stojanović Petra, 2018, "Investment Management Strategy in Financial Markets," Economics, Sciendo, volume 6, issue 2, pages 49-56, December, DOI: 10.2478/eoik-2018-0025.
• Muyambiri Brian & Odhiambo Nicholas M., 2018, "Financial Development and Investment in Botswana: A Multivariate Causality Test," Folia Oeconomica Stetinensia, Sciendo, volume 18, issue 2, pages 72-89, December, DOI: 10.2478/foli-2018-0020.
• Olarewaju Odunayo Magret, 2018, "Income Diversification in Low Income Sub-Saharan African Countries’ Commercial Banks: A “Blessing” or “Curse”?," Folia Oeconomica Stetinensia, Sciendo, volume 18, issue 2, pages 90-105, December, DOI: 10.2478/foli-2018-0021.
• Liu Lu, 2018, "Is There Relationship between Renewable Electrical Consumption and Economic Growth in Romania?," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 9, issue 3, pages 137-144, December, DOI: 10.2478/hjbpa-2018-0027.
• Zhihong Jian & Zhican Zhu & Jie Zhou & Shuai Wu, 2018, "The Magnet Effect of Circuit Breakers: A role of price jumps and market liquidity," Departmental Working Papers, The University of Winnipeg, Department of Economics, number 2018-01, Dec.
• Martin T. Bohl, Badye Essid, Pierre Siklos, 2018, "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0112, Jan, revised 30 Jan 2018.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018, "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, volume 128, issue 611, pages 1433-1475, June, DOI: 10.1111/ecoj.12459.
• Philippe Bracke & Edward W. Pinchbeck & James Wyatt, 2018, "The Time Value of Housing: Historical Evidence on Discount Rates," Economic Journal, Royal Economic Society, volume 128, issue 613, pages 1820-1843, August, DOI: 10.1111/ecoj.12501.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018, "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 10, pages 1262-1281, October, DOI: 10.1002/fut.21938.
• Pietro Reichlin, 2018, "Money Creation: Tax or Public Liquidity?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 1073-1094, August, DOI: 10.1111/jmcb.12479.
• Margareta Gardijan & Vedran Kojić & Marina Slišković, 2018, "Farkaseva lema: elementarni dokaz i ekonomske primjene," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1801, Jan.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Unger, Robert, 2018, "Revisiting the finance and growth nexus: A deeper look at sectors and instruments," Discussion Papers, Deutsche Bundesbank, number 55/2018.
• Kräussl, Roman & Pollet, Joshua & Stefanova, Denitsa, 2018, "Signaling or marketing? The role of discount control mechanisms in closed-end funds," CFS Working Paper Series, Center for Financial Studies (CFS), number 597.
• Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018, "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series, Center for Financial Studies (CFS), number 600.
• Méndez, Lizethe & Ongena, Steven, 2018, ""Finance and growth" re-loaded," CFS Working Paper Series, Center for Financial Studies (CFS), number 604.
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018, "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series, Center for Financial Studies (CFS), number 616.
• Podstawski, Maximilian & Velinov, Anton, 2018, "The state dependent impact of bank exposure on sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 88, pages 63-75.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018, "Network-based asset allocation strategies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 180063.
• Singh, Ritvik & Gangwar, Rachna, 2018, "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 183471.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018, "The big bang: Stock market capitalization in the long run," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 02-18.
• Ma, Jason Z. & Deng, Xiang & Ho, Kung-Cheng & Tsai, Sang-Bing, 2018, "Regime-switching determinants of emerging markets sovereign credit risk swaps spread," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-52.
• Härdle, Wolfgang Karl & Ling, Chengxiu, 2018, "How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-010.
• Härdle, Wolfgang Karl & Harvey, Campbell R. & Reule, Raphael C. G., 2018, "Understanding Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-044.
• Kariuki, Caroline & Kimundi, Gillian & Makambi, Steve, 2018, "The nexus between financial inclusion and financial stability: Credit, savings and asset quality of Kenyan banks," KBA Centre for Research on Financial Markets and Policy Working Paper Series, Kenya Bankers Association (KBA), number 29.
• Acheson, Graeme G. & Campbell, Gareth & Gallagher, Áine & Turner, John D., 2018, "Independent women: Shareholders in the age of the suffragettes," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2018-09.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018, "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 225, DOI: 10.2139/ssrn.3239369.
• Panzica, Roberto Calogero, 2018, "Idiosyncratic volatility puzzle: The role of assets' interconnections," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 228, DOI: 10.2139/ssrn.3240484.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018, "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 231, DOI: 10.2139/ssrn.2970452.
• Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2020, "Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 234, revised 2020, DOI: 10.2139/ssrn.3276548.
• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018, "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181542.
• Thaler, Dominik, 2018, "A Large Central Bank Balance Sheet? The Role of Interbank Market Frictions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181632.

2017

• Sabahat, 2017, "Estimating Liquidity Created by Banks in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 86, Mar.
• WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017, "Equity Markets Integration in Asia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007107, May.
• Faruk Dayi & Yusuf Esmer, 2017, "Measuring Financial Performance of Airline Passenger Transport Company in European," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808033, Oct.
• Jongoh Kim, 2017, "Racetrack Punters Overpay the Lottery-type Stocks?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808237, Oct.
• David Yechiam Aharon & Mahmoud Qadan, 2017, "How Much Happiness can we find in the fear Index?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5908141, Oct.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807461, Jul.
• Bruce Budd, 2017, "Canaries in the coal mine. The tale of two signals: the VIX and the MOVE Indexes," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807778, Jul.
• Josef Koke?, 2017, "Control strategy to trade cryptocurrencies," International Journal of Business and Management, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 62-69, May.
• Ayben Koy, 2017, "Modelling Nonlinear Dynamics of Oil Futures Market," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 23-42, June, DOI: 10.33119/ERFIN.2017.2.1.2.
• Thierno Thioune, 2017, "Financial Instability and Inequality Dynamics in the WAEMU," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 43-62, June, DOI: 10.33119/ERFIN.2017.2.1.3.
• Igor Kravchuk, 2017, "Indeks stresu na rynku zbywalnych instrumentow finansowych w Polsce," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 193-206.
• G. Geoffrey Booth & Sanders S. Chang, 2017, "Domestic exchange rate determination in Renaissance Florence," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 11, issue 3, pages 405-445, September, DOI: 10.1007/s11698-016-0146-5.
• Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017, "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 31-52, November, DOI: 10.1007/s10203-017-0192-x.
• Can Cui, 2017, "Cash-on-hand and demand for credit," Empirical Economics, Springer, volume 52, issue 3, pages 1007-1039, May, DOI: 10.1007/s00181-016-1213-2.
• Omid Sabbaghi & Navid Sabbaghi, 2017, "The Chicago Climate Exchange and market efficiency: an empirical analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 19, issue 4, pages 711-734, October, DOI: 10.1007/s10018-016-0171-4.
• B. Prasanna Kumar, 2017, "Derived signals for S & P CNX nifty index futures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-22, December, DOI: 10.1186/s40854-017-0067-8.
• Daniel C. Schwarz, 2017, "Market completion with derivative securities," Finance and Stochastics, Springer, volume 21, issue 1, pages 263-284, January, DOI: 10.1007/s00780-016-0317-z.
• R. Warren Anderson, 2017, "Marijuana Prohibition and Rent Seeking," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, volume 34, issue 1, pages 33-46, April, DOI: 10.1007/s41412-017-0037-4.
• Peter Gomber & Jascha-Alexander Koch & Michael Siering, 2017, "Digital Finance and FinTech: current research and future research directions," Journal of Business Economics, Springer, volume 87, issue 5, pages 537-580, July, DOI: 10.1007/s11573-017-0852-x.
• Frederick Adjei & Mavis Adjei, 2017, "Market share, firm innovation, and idiosyncratic volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 569-580, July, DOI: 10.1007/s12197-016-9371-9.
• Bonnie F. Van Ness & Robert A. Van Ness & Serhat Yildiz, 2017, "The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs’ liquidity provisions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 739-762, October, DOI: 10.1007/s12197-016-9374-6.
• Gang-Jin Wang & Chi Xie & Shou Chen, 2017, "Multiscale correlation networks analysis of the US stock market: a wavelet analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 3, pages 561-594, October, DOI: 10.1007/s11403-016-0176-x.
• Patrick Beissner, 2017, "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 2, pages 213-238, August, DOI: 10.1007/s00199-016-0979-y.
• Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017, "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 39, issue 2, pages 447-472, March, DOI: 10.1007/s00291-016-0460-0.
• Dan Givoly & Carla Hayn & Sharon Katz, 2017, "The changing relevance of accounting information to debt holders over time," Review of Accounting Studies, Springer, volume 22, issue 1, pages 64-108, March, DOI: 10.1007/s11142-016-9374-y.
• Thomas Bourveau & Jordan Schoenfeld, 2017, "Shareholder activism and voluntary disclosure," Review of Accounting Studies, Springer, volume 22, issue 3, pages 1307-1339, September, DOI: 10.1007/s11142-017-9408-0.
• André Schmidt, 2017, "Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 18, issue 1, pages 71-103, February, DOI: 10.1007/s41464-016-0024-5.
• Volker Brühl, 2017, "Bitcoins, Blockchain und Distributed Ledgers
  [Bitcoins, Blockchain, and Distributed Ledgers]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 2, pages 135-142, February, DOI: 10.1007/s10273-017-2096-3.
• John Francis Diaz & Jo-Hui Chen, 2017, "Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Vasilios Sogiakas, 2017, "On the implementation of asymmetric VaR models for managing and forecasting market risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-2.
• Christos Christodoulou-Volos & Andreas Hadjixenophontos, 2017, "Empirical Determinants of the Non-Performing Loans in the Cypriot Banking System," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 4, pages 1-1.
• D'Errico, Marco & Roukny, Tarik, 2017, "Compressing over-the-counter markets," ESRB Working Paper Series, European Systemic Risk Board, number 44, May.
• Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017, "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series, European Systemic Risk Board, number 54, Sep.
• Andrea BUCCI, 2017, "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, volume 8, issue 2, pages 94-138.
• Marek Kordík & Lucia Kurilovská, 2017, "Protection of the national financial system from the money laundering and terrorism financing," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 5, issue 2, pages 243-262, December, DOI: 10.9770/jesi.2017.5.2(7).
• Julia Darby & Graeme Roy, 2017, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers, University of Strathclyde Business School, Department of Economics, number 1706, Jun.
• Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017, "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2017, Sep.
• Vuslat Us, 2017, "A dynamic approach to analysing the effect of the global crisis on nonperforming loans: evidence from the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 3, pages 186-192, February, DOI: 10.1080/13504851.2016.1176106.
• Sofiane Aboura & Y. Eser Arisoy, 2017, "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, volume 49, issue 32, pages 3214-3230, July, DOI: 10.1080/00036846.2016.1257107.
• Graeme G. Acheson & Gareth Campbell & John D. Turner, 2017, "Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain," Business History, Taylor & Francis Journals, volume 59, issue 4, pages 607-637, May, DOI: 10.1080/00076791.2016.1250744.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2017, "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Communist Economies, Taylor & Francis Journals, volume 29, issue 1, pages 1-26, January, DOI: 10.1080/14631377.2016.1226771.
• Kul B. Luintel & Yongdeng Xu, 2017, "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 10, pages 1617-1630, October, DOI: 10.1080/14697688.2016.1274045.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017, "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-01.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017, "Global commodity prices and global stock volatility shocks: effects across countries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-05.
• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017, "A semi-parametric point process model of the interactions between equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-06.
• Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017, "Signed spillover effects building on historical decompositions," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-11.
• Dungey, Mardi & Volkov, Vladimir, 2017, "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-12.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017, "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1707.
• Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017, "The Relative Valuation of Gold," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 005, May, revised May 2017.
• Vincent van Kervel & Albert J. Menkveld, 2017, "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-092/IV, Sep.
• Luz Patricia Pardo Martínez & María Victoria Huertas de Mora, 2017, "Modelos influyentes en las cooperativas de ahorro y crédito en Colombia
  [Influential models in the cooperatives of savings and credits in Colombia]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 125, pages 109-133.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers, University of Connecticut, Department of Economics, number 2017-10, Jun.
• Sergio Salas, 2017, "Asset prices and wealth inequality in a simple model with idiosyncratic shocks," Estudios de Economia, University of Chile, Department of Economics, volume 44, issue 1 Year 20, pages 105-119, June.
• Lesia Tyshchenko & Attila Csajbok, 2017, "A Financial Stress Index for Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 240, pages 5-13, DOI: 10.26531/vnbu2017.240.005.
• Kim Oosterlinck, 2017, "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/232458.
• Csoka, Péter & Herings, P. Jean-Jacques, 2017, "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 001, Jan, DOI: 10.26481/umagsb.2017001.
• Csoka, Péter & Herings, P. Jean-Jacques, 2017, "Liability Games," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 031, Dec, DOI: 10.26481/umagsb.2017031.
• Luigi Mersico, 2017, "Systemic Financial Stress: a composite indicator for BRIC area," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, volume 6, issue 6, pages 1-30, January-A, DOI: 10.14276/1971-8357.645.