Research classified by Journal of Economic Literature (JEL) codes

2015

• Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2015, "First-time corporate bond issuers in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 269, Apr.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015, "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 277, Jun.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015, "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1028, Sep.
• Ramos-Forero, Jorge Enrique & Melo-Becerra, Ligia Alba & Zárate-Solano, Hector Manuel, 2015, "Mercado de bonos soberanos y estabilidad financiera : una aplicación de gráficos acíclicos direccionados (GAD) y modelos SVAR," Chapters, Banco de la Republica de Colombia, chapter 14, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N., "Política monetaria y estabilidad financiera en economías pequeñas y abiertas", DOI: 10.32468/Ebook.664-314-6.
• Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015, "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 887, May, DOI: 10.32468/be.887.
• Syed Muhammad Majid Shah & Fahad Abdullah, 2015, "A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 7, issue 1, pages 41-66, April, DOI: dx.doi.org/10.22547/BER/7.1.3.
• Julija Cerović & Vesna Karadžić, 2015, "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 60, issue 206, pages 87-116, July - Se.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015, "The impact of CCPs' margin policies on repo markets," BIS Working Papers, Bank for International Settlements, number 515, Oct.
• Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015, "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Paradigm, volume 6, issue 1, pages 36-55, March, DOI: 10.1515/bsrj-2015-0003.
• Peter Gomber & Uwe Schweickert & Erik Theissen, 2015, "Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach," European Financial Management, European Financial Management Association, volume 21, issue 1, pages 52-78, January, DOI: 10.1111/j.1468-036X.2013.12006.x.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015, "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, volume 29, issue 3, pages 506-526, July.
• Giovanni Cespa & Xavier Vives, 2015, "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2099-2154, October.
• Philippe Bracke, 2015, "House Prices and Rents: Microevidence from a Matched Data Set in Central London," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 2, pages 403-431, June.
• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015, "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, volume 38, issue 7, pages 1090-1114, July.
• Rolando Olmos Alcalá & Sergio Palma Cuenca, 2015, "Pruebas de tensión de liquidez para el sistema financiero boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2015/02, Dec.
• Michael Chin & Christopher Polk, 2015, "A forecast evaluation of expected equity return measures," Bank of England Staff Working Paper series, Bank of England, number 520, Jan.
• Evangelos Benos & James Brugler & Erik Hjalmarsson & Filip Zikes, 2015, "Interactions among high-frequency traders," Bank of England Staff Working Paper series, Bank of England, number 523, Feb.
• James Brugler, 2015, "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England Staff Working Paper series, Bank of England, number 545, Sep.
• Richard D. F. Harris & Linh H Nguyen & Evarist Stoja, 2015, "Extreme downside risk and financial crises," Bank of England Staff Working Paper series, Bank of England, number 547, Sep.
• Jaehun CHOI & Hosung LIM & Rogelio Jr. MERCADO & Cyn-Young PARK, 2015, "Price Discovery and Foreign Participation in Korea's Government Bond Cash and Futures Markets," Working Papers, Economic Research Institute, Bank of Korea, number 2015-8, Mar.
• Jieun Lee & Kee H. Chung, 2015, "Foreign Ownership, Legal System and Stock Market Liquidity," Working Papers, Economic Research Institute, Bank of Korea, number 2015-15, Jun.
• P. Sahu & S. K. Mahapatra, 2015, "Social Expenditures at Sub-National Level: An Experience from Indian state of Odisha," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp998, Mar.
• Muhamed Zulkhibri, 2015, "A synthesis of theoretical and empirical research on sukuk," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 4, pages 237-248, December.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015, "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 365-393.
• Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015, "Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 394-437.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• Gerard Hartsink, 2015, "La technologie est le meilleur garant de la gestion des risques sur les marchés financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 143-154.
• Meredith A. Crowley & Ning Meng & Huasheng Song, 2015, "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1529, Sep.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1552, Mar.
• Samuel GUERINEAU & Relwende SAWADOGO, 2015, "On the determinants of life insurance development in Sub-Saharan Africa: the role of the institutions quality in the effect of economic development," Working Papers, CERDI, number 201519, Jun.
• Relwende SAWADOGO & Samuel GUERINEAU, 2015, "Does Insurance Development Affect the Financial Markets in developing countries?," Working Papers, CERDI, number 201520, Jun.
• Luca De Angelis & Attilio Gardini, 2015, "Disequilibria and contagion in financial markets: Evidence from a new test," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 247-266, November.
• Jakub Mateju, 2015, "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp535, Mar.
• Mathias Hoffmann & Iryna Stewen, 2015, "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CESifo Working Paper Series, CESifo, number 5332.
• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2015, "Global Engagement and Returns Volatility," CESifo Working Paper Series, CESifo, number 5650.
• Yuki SATO, 2015, "Innovation, Delegation, and Asset Price Swings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-03, Feb, revised Mar 2015.
• Martin HERDEGEN & Martin SCHWEIZER, 2015, "Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-05, Feb.
• Kjell G. NYBORG, 2015, "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-10, Feb.
• Tahir CHOULLI & Martin SCHWEIZER, 2015, "Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-15, May.
• Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015, "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-36, Sep.
• Carlo Sala & Giovanni Barone-Adesi, 2015, "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-50, Oct, revised Apr 2016.
• Vincent Bogousslavsky & Pierre Collin-Dufresne & Mehmet Sağlam, 2018, "Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-41, May.
• Chunming Yuan & Tanu J. Pongsiri, 2015, "Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond," International Economics, CEPII research center, issue 141, pages 50-79.
• Andreea Maria PECE, 2015, "The Connection Between Economic Growth And Stock Markets," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 445-450, April.
• Paula VOICU & Petruta MIHAI, 2015, "Application Of Technical Level On Two Fruit And Vegetable Juicers," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 587-591, April.
• Mariana Rodica ŢÎRLEA, 2015, "Issues Regarding The Financial Flow Projections In The Selection Of Investment Projects," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 207-210, June.
• Gerardo Licandro & Jorge Ponce (ed.), 2015, "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 4sp, edition 1, ISBN: ARRAY(0x73ba78e0).
• Jakub Mateju & Michal Kejak, 2015, "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/16, Dec.
• Leticia Estévez Cerqueira & María Isabel Cambón Murcia, 2015, "A Spanish Financial Market Stress Indicator (FMSI)," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no 60.
• Tatiana A. Mora-Arbel�ez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015, "Una Historia Exhaustiva de la Regulaci�n Financiera en Colombia," Borradores de Economia, Banco de la Republica, number 12934, May.
• Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015, "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14253, Mar.
• Carlos Alberto Cuadros Lara, 2015, "Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 18, issue 2, pages 309-342.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Caroline Sulzbach Pletsch & Estelamaris Reif & Tarc�sio Pedro Da Silva, 2015, "Análise da relacao entre o valor economico agregado (EVA) e os indicadores do mercado de empresas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 157-173.
• Paulo Sérgio Almeida Santos & Andr�ia Carpes Dani & Roberto Carlos Klann, 2015, "Concentracao de propriedade e o impairment loss sobre o goodwill: investigacao empírica no contexto das companhias abertas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 175-188.
• Andrés J. García Bernal & Jos� E. G�mez-Gonz�lez & Tatiana A. Mora-Arbel�ez & Mauricio Villamizar-Villegas, 2015, "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, volume 45, issue 2, pages 221-268.
• Sabina Nowak & Joanna Olbrys, 2015, "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 49-69.
• Greenwald, Dan & Lettau, Martin & Ludvigson, Sydney, 2015, "Origins of Stock Market Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 10336, Jan.
• Fratzscher, Marcel & Rieth, Malte, 2015, "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers, Centre for Economic Policy Research, number 10370, Jan.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015, "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 10449, Mar.
• von Beschwitz, Bastian & Keim, Donald B & Massa, Massimo, 2015, "First to ?Read? the News: News Analytics and Institutional Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 10534, Apr.
• Massa, Massimo & von Beschwitz, Bastian, 2015, "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 10535, Apr.
• Massa, Massimo & Zhang, Lei, 2015, "Fire Sales and Information Advantage: When Informed Investor Helps," CEPR Discussion Papers, Centre for Economic Policy Research, number 10536, Apr.
• Bodnaruk, Andriy & Chokaev, Bekhan & Simonov, Andrei, 2015, "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10639, May.
• Nyborg, Kjell G., 2015, "Central Bank Collateral Frameworks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10663, Jun.
• Keller, Wolfgang & Shiue, Carol & Wang, Xin, 2015, "Capital Markets in China and Britain, 18th and 19th Century: Evidence from Grain Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10702, Jul.
• Reichlin, Pietro, 2015, "Money Creation: Tax or Public Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10819, Sep.
• Cukierman, Alex & Melnick, Rafi, 2015, "The Conquest of Israeli Inflation and Current Policy Dilemmas," CEPR Discussion Papers, Centre for Economic Policy Research, number 10955, Nov.
• Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2015, "Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3815, Jan.
• Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.
• Philipp Adämmer & Martin T. Bohl, 2015, "Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4415, Dec.
• Ki Beom Binh & Hogyu Jhang, 2015, "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 335-352, November.
• Ting Luo & Zhiguo Xiao, 2015, "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 515-542, November.
• Tai-Yuen HON & Richard C. LAM, 2015, "Decision-Making in the Hong Kong Bank Stock Market," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 481-493, December.
• Tai-Yuen HON, 2015, "A Factor Analysis of Investment Behaviour for Small Investors in the Hong Kong Stock Market," Journal of Economics Library, EconSciences Journals, volume 2, issue 2, pages 68-78, June.
• Tai-Yuen HON, 2015, "The Preferences and Investment Behaviour of Small Investors in the Hong Kong Bank Stock Market," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 2, pages 39-47, June.
• Tai-Yuen HON, 2015, "Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 3, pages 106-116, September.
• Sergio Masciantonio, 2015, "Identifying and Tracking Global, EU, and Eurozone Systemically Important Banks with Public Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 1, pages 25-64, DOI: 10.3790/aeq.61.1.25.
• Evelyne Poincelot & Dominique Poincelot, 2015, "Existe-t-il une gestion managériale du flottant et du prix d’offre lors d’une introduction en Bourse sur Euronext Paris ? - Is there a management of the float and the offer price during an initial public offering on Euronext Paris ?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1150102, Jan.
• Marcel Fratzscher & Malte Rieth, 2015, "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1448.
• Farley Grubb, 2015, "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Working Papers, University of Delaware, Department of Economics, number 15-07.
• Dong Chen & Yanmin Gao & Mayank Kaul, & Charles Ka Yui Leung & Desmond Tsang, 2015, "The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0920, Jan.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-39.
• Lescourret, Laurence & Moinas, Sophie, 2015, "Liquidity Supply across Multiple Trading Venues," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1505, Mar.
• Ovtchinnikov , Alexei & Cooper , Michael, 2015, "Geographical Vibrancy and Firm Performance," HEC Research Papers Series, HEC Paris, number 1090, Mar.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2015-51, Dec.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-51, Dec.
• Jean-Edouard Colliard & Peter Hoffmann, 2015, "The impact of financial transaction taxes: new evidence," Research Bulletin, European Central Bank, volume 22, pages 17-20.
• Ferrando, Annalisa & Mulier, Klaas, 2015, "The real effects of credit constraints: evidence from discouraged borrowers in the euro area," Working Paper Series, European Central Bank, number 1842, Aug.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015, "Tick Size: Theory and Evidence," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-04, Mar.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Assessing Asset Pricing Models Using Revealed Preference," Research Papers, Stanford University, Graduate School of Business, number 3130, Mar.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2015, "Dynamic Directed Random Matching," Research Papers, Stanford University, Graduate School of Business, number 3359, Nov.
• Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio, 2015, "Capital Controls and the Cost of Debt," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-02, Jan.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 354-364.
• Samet G nay, 2015, "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 515-522.
• Takawira Tyavambiza & Davis Nyangara, 2015, "Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 590-602.
• Nimantha Manamperi, 2015, "A Comparative Analysis on US Financial Stress Indicators," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 613-623.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 3, pages 638-646.
• Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015, "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 4, pages 968-978.
• Khattab Ahmed & Mpabe Bodjongo Mathieu Juliot & Ihadiyan Abid, 2015, "Financial Development, Financial Instability and Economic Growth: The Case of Maghreb Countries," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 4, pages 1043-1054.
• Nikolaos Sariannidis & Georgios Galyfianakis & Evagelos Drimbetas, 2015, "The Effect of Financial and Macroeconomic Factors on the Oil Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 4, pages 1084-1091.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015, "Capital Controls and the Cost of Debt," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 307.
• Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015, "The Extent and Cyclicality of Career Changes: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 258, Jun, revised Jun 2015.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2015, "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-52, Jun.
• Charitou, Andreas, 2015, "Discussion of “The Association Between Energy Taxation, Participation in an Emissions Trading System, and the Intensity of Carbon Dioxide Emissions in the European Union”," The International Journal of Accounting, Elsevier, volume 50, issue 4, pages 418-426, DOI: 10.1016/j.intacc.2015.10.002.
• Al-Ississ, Mohamad, 2015, "The holy day effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 5, issue C, pages 60-80, DOI: 10.1016/j.jbef.2015.02.007.
• Drerup, Tilman, 2015, "Diurnal rhythms in investor sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 7, issue C, pages 71-81, DOI: 10.1016/j.jbef.2015.07.002.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, volume 34, issue C, pages 207-224, DOI: 10.1016/j.chieco.2014.11.005.
• Wu, Guiying Laura & Feng, Qu & Li, Pei, 2015, "Does local governments’ budget deficit push up housing prices in China?," China Economic Review, Elsevier, volume 35, issue C, pages 183-196, DOI: 10.1016/j.chieco.2014.08.007.
• Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015, "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 203-219, DOI: 10.1016/j.jcorpfin.2015.02.003.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Arouri, Mohamed & Teulon, Frédéric, 2015, "Stock returns and inflation in Pakistan," Economic Modelling, Elsevier, volume 47, issue C, pages 23-31, DOI: 10.1016/j.econmod.2014.12.043.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015, "Financial stability and economic performance," Economic Modelling, Elsevier, volume 48, issue C, pages 25-40, DOI: 10.1016/j.econmod.2014.10.025.
• Dunbar, Kwamie & Amin, Abu S., 2015, "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 174-192, DOI: 10.1016/j.najef.2014.11.002.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Flavin, Thomas J. & Sheenan, Lisa, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 167-186, DOI: 10.1016/j.najef.2015.09.001.
• Arnold, Stephan & Auer, Benjamin R., 2015, "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 187-214, DOI: 10.1016/j.najef.2015.08.005.
• Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
• Breitenlechner, Max & Gächter, Martin & Sindermann, Friedrich, 2015, "The finance–growth nexus in crisis," Economics Letters, Elsevier, volume 132, issue C, pages 31-33, DOI: 10.1016/j.econlet.2015.04.014.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2015, "Portfolio selection: An alternative approach," Economics Letters, Elsevier, volume 135, issue C, pages 141-143, DOI: 10.1016/j.econlet.2015.08.021.
• Eeckhoudt, Louis R. & Laeven, Roger J.A., 2015, "The probability premium: A graphical representation," Economics Letters, Elsevier, volume 136, issue C, pages 39-41, DOI: 10.1016/j.econlet.2015.08.029.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Hausenblas, Václav & Kubicová, Ivana & Lešanovská, Jitka, 2015, "Contagion risk in the Czech financial system: A network analysis and simulation approach," Economic Systems, Elsevier, volume 39, issue 1, pages 156-180, DOI: 10.1016/j.ecosys.2014.07.001.
• Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael, 2015, "The “inflow-effect”—Trader inflow and price efficiency," European Economic Review, Elsevier, volume 77, issue C, pages 1-19, DOI: 10.1016/j.euroecorev.2015.03.006.
• Castro, Fernanda & Kalatzis, Aquiles E.G. & Martins-Filho, Carlos, 2015, "Financing in an emerging economy: Does financial development or financial structure matter?," Emerging Markets Review, Elsevier, volume 23, issue C, pages 96-123, DOI: 10.1016/j.ememar.2015.04.012.
• Zeng, Songlin & Bec, Frédérique, 2015, "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 50-61, DOI: 10.1016/j.jempfin.2014.11.005.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015, "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 180-200, DOI: 10.1016/j.jempfin.2015.03.015.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015, "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 3-18, DOI: 10.1016/j.jempfin.2014.12.002.
• Chatzikonstanti, Vasiliki & Venetis, Ioannis A., 2015, "Long memory in log-range series: Do structural breaks matter?," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 104-113, DOI: 10.1016/j.jempfin.2015.06.003.
• Chang, Sanders S. & Wang, F. Albert, 2015, "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.jempfin.2015.05.005.
• Maio, Paulo & Philip, Dennis, 2015, "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 287-308, DOI: 10.1016/j.jempfin.2015.03.004.

2014

• Tim Bollerslev & Viktor Todorov & Lai Xu, 2014, "Tail Risk Premia and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-49, Sep.
• Hyeongwoo Kim & Jintae Kim, 2014, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-13, Nov.
• Serrao, Amilcar, undated, "The influence of behavior factors in setting the agricultural futures market prices," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170326, DOI: 10.22004/ag.econ.170326.
• Zulauf, Carl R. & Sanghyo, Kim, 2014, "Is Storage Rational When the Price is Expected to Decline? An Initial Study Using Data from U.S. Futures and Options Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170593, DOI: 10.22004/ag.econ.170593.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014, "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 172703, May, DOI: 10.22004/ag.econ.172703.
• Gilles de Truchis & Florent Dubois, 2014, "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1445, Sep.
• Anca Simina POPESCU, 2014, "European Funds – Instrument for Economic Stability/Growth," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 190-197, December.
• Assist. Prof. Dr. Ercan ÖZEN, PhD, 2014, "Evaluation Of Customers’ Bank Perception In Terms Of Financial Growth," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 22, pages 177-196, APRIL.
• Teodor Hada & Radu Mărginean & Marina Simona Lukacs, 2014, "Taxation Issues In Romanian Pre-University Education Payroll Compared To The European Union," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-15.
• Laura Raisa MiloÛ & Marius Cristian MiloÅŸ, 2014, "Construction Of A Financial Portfolio On The Bucharest Stock Exchange Using Risk/Return Analysis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-19.
• Cristian Álvarez-Corrales & Carlos Mora-Gómez, 2014, "A Financial Stress Index for the Costa Rican Economy," Documentos de Trabajo, Banco Central de Costa Rica, number 1406, Dec.
• Ladislav Kristoufek, 2014, "Leverage effect in energy futures," Papers, arXiv.org, number 1403.0064, Mar.
• John Cotter & Enrique Salvador, 2014, "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Papers, arXiv.org, number 1410.6005, Oct.
• Felipe Klein, 2014, "Estimación de la probabilidad de default: un modelo probit para los bancos argentinos," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 2, issue 2, pages 88-115, Octubre.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014, "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers, Athens University of Economics and Business, number 1409, Sep.
• Dean Uckar & Andrej Grbin, 2014, "Identification Of Significant Financial Indicators For The Market Valuation Of Croation Shares," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 2, pages 573-588, december.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Institute for Fiscal Studies, number 29/14, Jun, DOI: 10.1920/wp.cem.2014.2914.
• Emanuele Filiberto Rossi, 2014, "Mini bonds issuing and listing in the Italian market," BANCARIA, Bancaria Editrice, volume 12, pages 66-76, December.
• Dr. Yisheng Huang (ed.), 2014, "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, number 01, edition 2.
• Yisheng Huang (ed.), 2014, "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, number 02, edition 2.
• David Beers & Jean-Sébastien Nadeau, 2014, "Database of Sovereign Defaults, 2015 (Revised May 2015)," Technical Reports, Bank of Canada, number 101, DOI: 10.34989/tr-101.
• Giovanni Giusti & Janet Hua Jiang & Yiping Xu, 2014, "Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets," Staff Working Papers, Bank of Canada, number 14-18, DOI: 10.34989/swp-2014-18.
• Mark Rempel, 2014, "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers, Bank of Canada, number 14-25, DOI: 10.34989/swp-2014-25.
• George Jiang & Ingrid Lo & Giorgio Valente, 2014, "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 14-56, DOI: 10.34989/swp-2014-56.
• Paul Ehling & Christian Heyerdahl-Larsen, 2014, "Correlations," Working Papers, Banco de España, number 1413, Jun.
• Eleonora Iachini & Stefano Nobili, 2014, "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 217, Apr.
• Valentina Michelangeli & Mario Pietrunti, 2014, "A microsimulation model to evaluate Italian households� financial vulnerability," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 225, Sep.
• Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014, "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 991, Oct.
• Hernández del Valle Gerardo, 2014, "On a new class of barrier options," Working Papers, Banco de México, number 2014-23, Nov.
• Víctor Alexander Díaz, 2014, "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 73, pages 104-126, July, DOI: 10.1016/S0120-4483(14)70022-3.
• Ihsan Ullah & Attaullah Shah, 2014, "The Effect of Capital Structure on Abnormal Stock Returns: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 6, issue 1, pages 1-18, April, DOI: dx.doi.org/10.22547/BER/6.1.1.
• Muhammad Mahmood Shah Khan & Farrukh Ijaz & Ejaz Aslam, 2014, "Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 6, issue 2, pages 27-46, October, DOI: dx.doi.org/10.22547/BER/6.2.2.
• Alejandro Bernales, 2014, "The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings," Working papers, Banque de France, number 495.
• J. Dugast & T. Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working papers, Banque de France, number 513.
• Leonardo Gambacorta & Jing Yang & Kostas Tsatsaronis, 2014, "Financial structure and growth," BIS Quarterly Review, Bank for International Settlements, March.
• Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014, "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, volume 20, issue 5, pages 995-1030, November, DOI: 10.1111/eufm.12001.
• Robert S. Harris & Tim Jenkinson & Steven N. Kaplan, 2014, "Private Equity Performance: What Do We Know?," Journal of Finance, American Finance Association, volume 69, issue 5, pages 1851-1882, October.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014, "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2279-2337, October.
• Kabir K. Dutta & David F. Babbel, 2014, "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 81, issue 2, pages 303-334, June.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014, "Financial Frictions and Inflation Differentials in a Monetary Union," Manchester School, University of Manchester, volume 82, issue 5, pages 549-595, September.
• Jon Frost & Ayako Saiki, 2014, "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, volume 22, issue 4, pages 722-743, September.
• Marco Belmonte Fagalde & Ignacio Garron Vedia, 2014, "Factores asociados a la evolución y marco regulatorio del crédito de consumo," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2014/10, Dec.
• Sheheryar Malik & Andrew Meldrum, 2014, "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England Staff Working Paper series, Bank of England, number 518, Dec.
• Beum-Jo Park, 2014, "The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 2, pages 1-26, June.
• Junhan Kim & Jieun Lee, 2014, "Foreign Ownership and Commonality in Liquidity Between FX and Stock Markets (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-18, Jul.
• Emre Ozsoz & Erick W. Rengifo & Mustapha A. Akinkunmi, 2014, "What determines return risks for bank equities in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 23-31, March.
• Marco Aurélio dos Santos Sanfins & Danilo Soares Monte-Mor, 2014, "RiD: A New Approach to Estimate the Insolvency Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 2, pages 229-255.
• Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr., 2014, "Overconfidence, turnover, and return: evidence from the Brazilian market," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 351-383.