Research classified by Journal of Economic Literature (JEL) codes

2015

• Andra C. Ghent & Marianna Kudlyak, 2015, "Intergenerational Linkages in Household Credit," Working Paper, Federal Reserve Bank of Richmond, number 15-14, Nov.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015, "Should Dark Pools be Banned from Regulated Exchanges?," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-21, May.
• Relwende Sawadogo & Samuel Guérineau, 2015, "Does Insurance Development Affect the Financial Markets in developing countries?," CERDI Working papers, HAL, number halshs-01178840, Jul.
• Giovanni Favara & Jean Imbs, 2015, "Credit Supply and the Price of Housing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01301589, Mar, DOI: 10.1257/aer.20121416.
• 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-01223969, Mar.
• Giovanni Favara & Jean Imbs, 2015, "Credit Supply and the Price of Housing," Post-Print, HAL, number hal-01301589, Mar, DOI: 10.1257/aer.20121416.
• Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01412976, Jun, DOI: 10.2139/ssrn.2502352.
• Marie Brière & Ariane Szafarz, 2015, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Post-Print, HAL, number hal-01491987, Mar, DOI: 10.1016/j.worlddev.2014.10.007.
• Paolo Mazza, 2015, "Price dynamics and market liquidity: An intraday event study on Euronext," Post-Print, HAL, number hal-01563014, May, DOI: 10.1016/j.qref.2014.09.003.
• Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015, "Commonality on Euronext: Do location and account type matter?," Post-Print, HAL, number hal-01667400, Dec, DOI: 10.1016/j.irfa.2015.06.007.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Post-Print, HAL, number hal-02315410, DOI: 10.1057/jam.2015.5.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2015, "Financial stability and economic performance in Europe," Post-Print, HAL, number hal-03459729, Aug, DOI: 10.1016/j.econmod.2014.10.025.
• Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2015, "Investor Following And Volatility: A GARCH Approach," Post-Print, HAL, number hal-04516520.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2015, "Fiscal and monetary policies in complex evolving economies," Post-Print, HAL, number halshs-01241658, DOI: 10.1016/j.jedc.2014.11.014.
• André Orléan, 2015, "La valeur économique comme fait social : la preuve par les évaluations boursières," Post-Print, HAL, number halshs-01313727, Oct.
• Bruno Biais & Thierry Foucault & Sophie Moinas, 2015, "Equilibrium fast trading," Post-Print, HAL, number halshs-01400252, DOI: 10.1016/j.jfineco.2015.03.004.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015, "Heterogeneous investors and trading platforms competition," Post-Print, HAL, number halshs-01444793, Oct, DOI: 10.1108/JRF-11-2014-0169.
• Giovanni Favara & Jean Imbs, 2015, "Credit Supply and the Price of Housing," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01301589, Mar, DOI: 10.1257/aer.20121416.
• Georgeta VINTILA & Florinita DUCA, 2015, "Evaluation of Corporate Governance Influence on Performance of roumanian Companies," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 1, pages 47-51, January.
• Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015, "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 337, Apr, revised 08 Apr 2015.
• Orléan, André, 2015, "La valeur économique comme fait social : la preuve par les évaluations boursières," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 18.
• Henri Bezuidenhout, 2015, "A Regional Perspective on Aid and FDI in Southern Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 38, Aug.
• Brett Scott & Ferdi Botha & Jen D. Snowball, 2015, "Art investment as a portfolio diversification strategy in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 537, Aug.
• Gideon Boako & Paul Alagidede, 2015, "Global commodities and African stocks: insights for hedging and diversification strategies," ERSA Working Paper Series, Economic Research Southern Africa, number 569, Dec.
• Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith, 2015, "Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints," Australian Journal of Management, Australian School of Business, volume 40, issue 3, pages 478-487, August, DOI: 10.1177/0312896215569794.
• Bernabé ANDRADE RODRÍGUEZ & Ana del Pilar BANDA MORA & Jaime Alberto GÓMEZ WALTEROS, 2015, "El Mercado De Capitales En América Latina 1990-2013. Capital Market In Latin America 1990-2013," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 24, issue 3, pages 35-48.
• Satish Kumar, 2015, "The significance of working capital management and its components on SMEs performance - Evidence from India," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503293, Jun.
• Simona Adascalitei, 2015, "The importance of High Frequency Data on the Financial Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503637, Jun.
• Jorge Andraz & Nélia Norte & Cristina Oliveira, 2015, "New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105388, Nov.
• Ahmed Soliman Wafi & Hassan Hassan & Adel Mabrouk, 2015, "Fundamental Analysis Models in Financial Markets ? Review Study," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203827, Sep.
• Ahmet Perilioglu, 2015, "Conditional Sovereign Transition Probability Matrices," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204981, Sep.
• Hernández Ángeles, Ignacio F. & Francisco-López Herrera & Luis Fernando Hoyos Reyes, 2015, "Análisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y después de la crisis subprime./ Analysis of the leverage effect on the IPC returns by means of a Markov Chain Monte Carlo before," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 43-64, enero-jun.
• Marek Lubiński, 2015, "Efekty ponadgraniczne niekonwencjonalnej polityki monetarnej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 5-28.
• Renata Karkowska, 2015, "WHAT KIND OF SYSTEMIC RISKS DO WE FACE IN THE EUROPEAN BANKING SECTOR? THE APPROACH OF CoVaR MEASURE," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 12015, Feb.
• Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015, "The Impact Of Capital On Lending In Economic Downturns And Investor Protection – The Case Of Large Eu Banks," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 62015, Oct.
• Anand Bansal, 2015, "Financial Sector Reforms And Rural Financial Markets In India," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 345-357.
• Enver Baj Inca, 2015, "The Theories About Construction Of Financial System As Reflection Of The Economic And Financial Structure Of A Country The Case Of Kosovo," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 371-384.
• Thomas Nitschka, 2015, "Is there a too-big-to-fail discount in excess returns on German banks' stocks?," Working Papers, Swiss National Bank, number 2015-08.
• Marie Briere & Ariane Szafarz, 2015, "Does commercial microfinance belong to the financial sector? Lessons from the stock market," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 67, pages 110-125, March.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 16, issue 6, pages 365-373.
• Marie Briere & Ariane Szafarz, 2015, "Factor-Based v. Industry-Based Asset Allocation: The Contest," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-035, Sep.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-036, Sep.
• Giray GÖZGÖR, 2015, "Tek Fiyat Kanunu ve Satın Alma Gücü Paritesi Hipotezine İlişkin Ampirik Bulgular: Bir Literatür Taraması," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
• Jean-Christophe Statnik & David Verstraete, 2015, "Price dynamics in agricultural commodity markets: a comparison of European and US markets," Empirical Economics, Springer, volume 48, issue 3, pages 1103-1117, May, DOI: 10.1007/s00181-014-0816-8.
• Eunhee Lee & Chang Kim & In-Moo Kim, 2015, "Equity premium over different investment horizons," Empirical Economics, Springer, volume 48, issue 3, pages 1169-1187, May, DOI: 10.1007/s00181-014-0812-z.
• Kose John & Joe Shangguan & Ravi Mateti, 2015, "Financing activities after accounting restatements: an examination of SEOs and PIPEs," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 139-160, June, DOI: 10.1007/s40822-015-0019-4.
• Denis Belomestny & Mark Joshi & John Schoenmakers, 2015, "Addendum to: Multilevel dual approach for pricing American style derivatives," Finance and Stochastics, Springer, volume 19, issue 3, pages 681-684, July, DOI: 10.1007/s00780-015-0267-x.
• Peter Imkeller & Nicolas Perkowski, 2015, "The existence of dominating local martingale measures," Finance and Stochastics, Springer, volume 19, issue 4, pages 685-717, October, DOI: 10.1007/s00780-015-0264-0.
• Tahir Choulli & Jun Deng & Junfeng Ma, 2015, "How non-arbitrage, viability and numéraire portfolio are related," Finance and Stochastics, Springer, volume 19, issue 4, pages 719-741, October, DOI: 10.1007/s00780-015-0269-8.
• Christa Cuchiero & Josef Teichmann, 2015, "A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing," Finance and Stochastics, Springer, volume 19, issue 4, pages 743-761, October, DOI: 10.1007/s00780-015-0276-9.
• Naresh Bansal & Jack Strauss & Alireza Nasseh, 2015, "Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 1-22, January, DOI: 10.1007/s12197-012-9234-y.
• Brian Payne & John Geppert, 2015, "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 153-170, January, DOI: 10.1007/s12197-013-9255-1.
• Bernard Walley, 2015, "Macroeconomic sources of foreign exchange risk premium: evidence from South Africa," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 382-395, April, DOI: 10.1007/s12197-013-9268-9.
• Robert Becker & Stefano Bosi & Cuong Van & Thomas Seegmuller, 2015, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 58, issue 2, pages 329-353, February, DOI: 10.1007/s00199-014-0810-6.
• Cesar Tamayo, 2015, "Investor protection and optimal contracts under risk aversion and costly state verification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 59, issue 3, pages 547-577, August, DOI: 10.1007/s00199-014-0856-5.
• Lynn Rees & Nathan Sharp & Brady Twedt, 2015, "Who’s heard on the Street? Determinants and consequences of financial analyst coverage in the business press," Review of Accounting Studies, Springer, volume 20, issue 1, pages 173-209, March, DOI: 10.1007/s11142-014-9298-3.
• Hans-Jörg Naumer, 2015, "Fördern Geldpolitik und Niedrigzinsen einen nachhaltigen Rückgang der Staatsschulden?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 9, pages 614-618, September, DOI: 10.1007/s10273-015-1876-x.
• Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015, "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 743-759, May, DOI: 10.1080/14697688.2014.947313.
• Luca De Angelis & Attilio Gardini, 2015, "Disequilibria and Contagion in Financial Markets: Evidence from a New Test," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 247-265, November, DOI: 10.1016/S1514-0326(15)30011-8.
• Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 21, issue 1, pages 53-60, January, DOI: 10.1080/10835547.2015.12089971.
• Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2015, "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Journal of Real Estate Research, Taylor & Francis Journals, volume 37, issue 2, pages 245-280, April, DOI: 10.1080/10835547.2015.12091414.
• Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas, 2015, "Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 55-68, October.
• Maurizio Montone & Remco C.J. Zwinkels, 2015, "Investor Sentiment and Employment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-046/IV/DSF91, Apr.
• Dirk Schoenmaker & Peter Wierts, 2015, "Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-057/IV/DSF93, Jun.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014, "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM, Tilburg University, School of Economics and Management, number a51b5d9e-2687-4972-930f-4.
• Daniel Kreisman & Marcos A. Rangel, 2015, "On the Blurring of the Color Line: Wages and Employment for Black Males of Different Skin Tones," The Review of Economics and Statistics, MIT Press, volume 97, issue 1, pages 1-13, March.
• Timothy J. Richards & Stephen F. Hamilton, 2015, "Variety Pass-Through: An Examination of the Ready-to-Eat Breakfast Cereal Market," The Review of Economics and Statistics, MIT Press, volume 97, issue 1, pages 166-180, March.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/226296.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/239874.
• Zatul Karamah Ahmad Baharul-Ulum & Ismail Ahmad & Norhana Salamudin & Norzaidi Mohd Daud, 2015, "The Effects of Risk Modelling: Assessing Value-at-Risk Accuracy," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 7, issue 2, pages 1-29, July.
• Kiesel, Ruediger & Paraschiv, Florentina, 2015, "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1521, Oct.
• Soederlind, Paul, 2015, "Testing Competing Factor Pricing Models," Working Papers on Finance, University of St. Gallen, School of Finance, number 1524, Nov, revised May 2016.
• Nyasha, Sheilla & Odhiambo, Nicholas M., 2015, "Do financial systems spur economic growth in the USA? An empirical investigation," Working Papers, University of South Africa, Department of Economics, number 18833.
• Nyasha, Sheilla & Odhiambo, Nicholas M., 2015, "The impact of bank-based and market-based financial development on economic growth: time-series evidence from the United Kingdom," Working Papers, University of South Africa, Department of Economics, number 18834.
• Nyasha, Sheilla & Odhiambo, Nicholas M., 2015, "Are banks and stock markets complements or substitutes? Empirical evidence from three countries," Working Papers, University of South Africa, Department of Economics, number 18926, Jul.
• Aurelia BOBE, 2015, "Business Valuation. Adjusting Markets Multiples for Country Risk in Emerging Markets - Empirical Study for Romania," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 10, issue 2, pages 68-85.
• Federico Maglione, 2015, "Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:05.
• Michele Costola & Massimiliano Caporin, 2015, "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:16.
• Atilla Cifter, 2015, "Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 1, pages 55-76.
• Krasimira Naydenova, 2015, "Institutional Influence On The Liquidity Of The Bulgarian Stock Market," Business & Management Compass, University of Economics Varna, issue 4, pages 78-89.
• Piasecki Krzysztof & Siwek Joanna, 2015, "Behavioural Present Value Defined as Fuzzy Number – a New Approach," Folia Oeconomica Stetinensia, Paradigm, volume 15, issue 2, pages 27-41, December, DOI: 10.1515/foli-2015-0033.
• Siemińska Ewa & Krajewska Małgorzata, 2015, "Exchange Rate Risk On The Mortgage Market," Real Estate Management and Valuation, Sciendo, volume 23, issue 4, pages 74-84, December, DOI: 10.1515/remav-2015-0038.
• Druica Elena & Valsan Calin & Ianole Rodica, 2015, "Residential Real Estate in Europe: An Exploration of Common Risk Factors," Review of Economic Perspectives, Paradigm, volume 15, issue 4, pages 413-429, December, DOI: 10.1515/revecp-2015-0028.
• Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
• Didier Brandao,Tatiana & Levine,Ross Eric & Schmukler,Sergio L., 2015, "Capital market financing, firm growth, and firm size distribution," Policy Research Working Paper Series, The World Bank, number 7353, Jul.
• Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos, 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0087, Feb, revised 01 Feb 2015.
• Gara Afonso & Ricardo Lagos, 2015, "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, volume 83, issue , pages 263-313, January.
• Rodrigo Chicaroli & Pedro L. Valls Pereira, 2015, "Predictability of Equity Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 6, pages 427-440, September.
• Hans Byström, 2015, "Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 8, pages 753-775, August.
• Gara Afonso & Ricardo Lagos, 2015, "The Over‐the‐Counter Theory of the Fed Funds Market: A Primer," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 127-154, June, DOI: 10.1111/jmcb.12216.
• Kubler, Felix & Polemarchakis, Herakles, 2015, "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1087.
• Kubler, Felix & Polemarchakis, Herakles, 2015, "The identification of beliefs from asset demand," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 01.
• Eduardo Olaberría, 2015, "US Long-Term Interest Rates and Capital Flows to Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 1-32, DOI: 10.1142/S1793993315500088.
• Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015, "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-24, DOI: 10.1142/S021759081550006X.
• Ricky Chee Jiun Chia & Shiok Ye Lim & Pui Khuan Ong & Siew Fong Teh, 2015, "Pre And Post Chinese New Year Holiday Effects: Evidence From Hong Kong Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 04, pages 1-14, DOI: 10.1142/S021759081550023X.
• Anastasios G Malliaris & William T Ziemba (ed.), 2015, "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984, ISBN: ARRAY(0x53c42c88).
• Laurent L Jacque, 2015, "Global Derivative Debacles:From Theory to Malpractice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9520, ISBN: ARRAY(0x55210390).
• Radu Tunaru, 2015, "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, ISBN: ARRAY(0x56faa620).
• Ruogu Li, 2015, "Reform of the International Monetary System and Internationalization of the Renminbi," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9673, ISBN: ARRAY(0x5465cd48).
• Xingyun Peng, 2015, "Financial Theory:Perspectives from China," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number u011, ISBN: ARRAY(0x54b31d90).
• Xingyun PENG, 2015, "Money, Monetary Systems, and Statistics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Time Value of Money," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Time Allocation of Resources: Whether to Save or Spend," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Asset Selection and Risk Management of Lender–Savers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financing Options for Borrower–Spenders," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Institutions in the Financial System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Commercial Bank Operations and Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Long-Term Capital Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Short-Term Money Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Foreign Exchange Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Derivatives Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Money Supply," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Demand for Money," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Interest Rate Levels and Interest Rate Structure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Price Levels: Inflation and Deflation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Exchange Rate Determination and the Exchange Rate System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Balance of Payments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "National Income and Output Determination: The IS–LM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Monetary Policy Operations of the Central Bank," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Development and Financial Structure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Deepening and Financial Liberalization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Regulation and Supervision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "FINANCIAL THEORY Perspectives from China".
• Paul A. Samuelson, 2015, "Proof that Properly Anticipated Prices Fluctuate Randomly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Benoit Mandelbrot, 2015, "The Variation of Certain Speculative Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eugene F. Fama & Kenneth R. French, 2015, "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ramaprasad Bhar & A. G. Malliaris, 2015, "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Claude B. Erb & Campbell R. Harvey, 2015, "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Robert S. Steigerwald, 2015, "Central Counterparty Clearing and Systemic Risk Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Barbara J. Mack, 2015, "The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paul E. Peterson & Jin Wook Choi, 2015, "Agricultural Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Raj Aggarwal & Brian Lucey & Fergal O'Connor, 2015, "World Metal Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Bluford H. Putnam, 2015, "Interest Rate Futures: Elements of a Successful Financial Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tim Weithers, 2015, "Currency Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Betty Simkins & Yuecheng Jia, 2015, "Energy Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tom Nohel & Steven K. Todd, 2015, "Volatility as an Asset Class," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Jin Wook Choi & Jin Man Lee, 2015, "Housing Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas, 2015, "Freight Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015, "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paolo Falbo & Daniele Felletti & Silvana Stefani, 2015, "Electricity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Rita l. D'Ecclesia, 2015, "Climate Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos, 2015, "The European Sovereign Debt Crisis and the Role of Credit Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Alexandre Ziegler & William T. Ziemba, 2015, "Returns from Investing in S&P500 Futures Options, 1985–2010," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Sebastien Lleo & William T. Ziemba, 2015, "How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• W. William Woolsey & Scott Sumner, 2015, "Nominal GDP Futures Contract Targeting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn, 2015, "The Ethics of Financial Speculation in Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ruogu Li, 2015, "The Gold Standard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "The Gold-exchange Standard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "The Bretton Woods System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Patterns in the Evolution of the International Monetary System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Characteristics of the Current International Monetary System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Appraisal of the Current International Monetary System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Sustainability of the Current International Monetary System — An Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Causes, Development, and Impact of the Global Financial Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Global Financial Crisis' Impact on the International Monetary System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Adjust Global Economic Imbalance and Reform the International Monetary System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Proposals for Reforming the International Monetary System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Realistic Choice for Reforming the International Monetary System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "China and Current International Monetary System Reform," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Regional Currency Cooperation Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "European Currency Cooperation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "East Asian Currency Cooperation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "China and East Asian Currency Cooperation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Currency Internationalization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Internationalization of Major Currencies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Current State of the Internationalization of the Renminbi," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Cost-benefit Analysis of the Internationalization of the Renminbi," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Ruogu Li, 2015, "Pathway Towards Internationalizing the Renminbi," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Reform of the International Monetary System and Internationalization of the Renminbi".
• Stefan Trück & Rafal Weron, 2015, "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/03.
• Julijana Angelovska, 2015, "Macedonian Small Investors’ Behavior Towards Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 18, issue 1, pages 51-60, May.
• Chen, Yu-Fu & Funke, Michael & Tao, Kunyu, 2015, "Financial market reform – A new driver for China's economic growth?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2015.
• Hasan, Iftekhar & Horvath, Roman & Mares, Jan, 2015, "What type of finance matters for growth? Bayesian model averaging evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2015.
• Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp, 2015, "Market discipline across bank governance models: Empirical evidence from German depositors," Discussion Papers, Deutsche Bundesbank, number 13/2015.
• Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015, "The intraday interest rate: What's that?," Discussion Papers, Deutsche Bundesbank, number 24/2015.
• Bednarek, Peter & Dinger, Valeriya & von Westernhagen, Natalja, 2015, "Fundamentals matter: Idiosyncratic shocks and interbank relations," Discussion Papers, Deutsche Bundesbank, number 44/2015.
• Agarwal, Vikas & Ma, Linlin & Mullally, Kevin, 2015, "Managerial multitasking in the mutual fund industry," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-10 [rev.].
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015, "Who trades on momentum?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-01.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015, "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-03.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015, "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-03 [rev.].
• Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K., 2015, "Resiliency: A dynamic view of liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-04.
• Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015, "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-11.
• Ben-Haim, Yakov & Demertzis, Maria, 2015, "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-42.