Research classified by Journal of Economic Literature (JEL) codes

2013

• Dimitrios P. Louzis, 2013, "Measuring return and volatility spillovers in euro area financial markets," Working Papers, Bank of Greece, number 154, Mar.
• Dimitrios P. Louzis & Angelos T. Vouldis, 2013, "A financial systemic stress index for Greece," Working Papers, Bank of Greece, number 155, Mar.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2013, "Oil price shocks and stock market volatility: evidence from European data," Working Papers, Bank of Greece, number 161, Sep.
• Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013, "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers, Bank of Greece, number 166, Nov.
• Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013, "Oil price shocks and volatility do predict stock market regimes," Working Papers, Bank of Greece, number 170, Dec.
• Kate Phylaktis & Gikas Manalis, 2013, "Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 79-92, December.
• Onder Buberkoku, 2013, "The Relationship Between Stock Prices and Exchange Rates Evidence from Developed and Developing Countries," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 52, pages 1-16, April.
• Alex Sandro Monteiro de Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2013, "Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 4, pages 455-479.
• Vivien Levy-Garboua & Gérard Maarek, 2013, "La contrainte cachée du collatéral," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 197-220.
• Luc Goupil, 2013, "Trading à haute fréquence : empreinte de marché et enjeux de régulation," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 277-294.
• Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013, "Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 338.
• Luintel, Kul B & Xu, Yongdeng, 2013, "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/6, Apr.
• Jeffrey MacIntosh, 2013, "High Frequency Traders: Angels or Devils?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 391, October.
• Philippe Bracke, 2013, "House Prices and Rents: Micro Evidence from a Matched Dataset in Central London," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0127, Feb.
• Vivek Ghosal & Yang Ye, 2013, "Business Decision-Making under Uncertainty: Evidence from Employment and Number of Businesses," CESifo Working Paper Series, CESifo, number 4312.
• Benjamin R. Auer & Horst Rottmann, 2013, "Is there a Friday the 13th Effect in Emerging Asian Stock Markets?," CESifo Working Paper Series, CESifo, number 4409.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013, "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series, CESifo, number 4527.
• Markus Haas & Jochen Krause & Marc S. Paolella & Sven C. Steude, 2013, "Time-Varying Mixture GARCH Models and Asymmetric Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-04, Jan.
• Matthias Efing & Harald Hau, 2013, "Structured Debt Ratings: Evidence on Conflicts of Interest," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-21, Oct.
• Xi Shen & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013, "The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 4, pages 53-64, December.
• Tomas Havranek & Roman Horvath & Petra Valickova, 2013, "Financial Development and Economic Growth: A Meta-Analysis," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/05, Jul.
• Carlos Eduardo L�on Rinc�n & Karen Juliet Leiton & Jhonatan P�rez Villalobos, 2013, "Extracting the sovereigns� CDS market hierarchy: a correlation-filtering approach," Borradores de Economia, Banco de la Republica, number 10749, May.
• Jairo Andrés Correa & John J. García, 2013, "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10670, Feb.
• José Joaquín Ortiz Bojacá, 2013, "¿Es necesaria y posible una teoría general para estructurar la ciencia contable?," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• Jorge Alberto Rivera Godoy & Ana Milena Padilla Ospina, 2013, "¿Los medios de comunicación en Colombia son una industria creadora de valor?," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 5, issue 2, pages 89-113.
• Diógenes Lagos Cortés, 2013, "Análisis de las Prácticas de Gobierno Corporativo en la Bolsa de Valores de Colombia," Revista Ad-Minister, Universidad EAFIT.
• Farmer, Roger & Nourry, Carine & Venditti, Alain, 2013, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9283, Jan.
• Hau, Harald & Efing, Matthias, 2013, "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9465, May.
• Sarno, Lucio & Schmeling, Maik, 2013, "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9472, May.
• Dumas, Bernard & Buss, Adrian, 2013, "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9524, Jun.
• Lopez, Claude & Delatte, Anne-Laure, 2013, "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9558, Jul.
• Bulow, Jeremy & Klemperer, Paul, 2013, "Market-Based Bank Capital Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9618, Aug.
• Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013, "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9621, Sep.
• Ghysels, Eric & Marcellino, Massimiliano, 2013, "Regime Switches in the Risk-Return Trade-off," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9698, Oct.
• Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara, 2013, "Asymmetry in government bond returns," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1301.
• Joan Hortalà i Arau & Helena Rocañín de la Fuente, 2013, "¿Es la bolsa un indicador avanzado de la economía real?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 36, issue 100, pages 17-31, Abril.
• Jacint Ros Hombravella, 2013, "Perplejidad, vacío y hasta empecinamiento de las políticas económicas en la crisis 2007-2012/2013: ensayo de propuestas," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 36, issue 100, pages 32-40, Abril.
• Juan Urrutia Elejalde, 2013, "Let us wake up to beauty," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 36, issue 100, pages 41-51, Abril.
• Jizheng Huang & Heng-fu Zou, 2013, "Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 367-384, November.
• Borio, Claudio, 2013, "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, volume 225, issue , pages 3-13, August.
• Mariana Rodica TIRLEA, 2013, "Financial Analysis, Budgeting, Decision and Control," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 47-52.
• Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013, "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1290.
• Dirk Ulbricht, 2013, "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1324.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 165.
• Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013, "Asymmetry in Government Bond Returns," Finance Working Papers, East Asian Bureau of Economic Research, number 23399, Mar.
• Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013, "Asymmetry in Government Bond Returns," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23399, Mar.
• Radu, Vranceanu & Besancenot, Damien & Dubart, Delphine, 2013, "Can Rumors and Other Uninformative Messages Cause Illiquidity ?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1309, Jul, revised Jun 2014.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013, "Equilibrium Fast Trading," HEC Research Papers Series, HEC Paris, number 968, Oct.
• Stolowy, Hervé & Messner, Martin & Jeanjean, Thomas & Baker, C. Richard, 2013, "The Construction of a Trustworthy Investment Opportunity: Insights from the Madoff Fraud," HEC Research Papers Series, HEC Paris, number 971, Mar.
• Celerier , Claire & Vallee, Boris, 2013, "What Drives Financial Complexity? A Look into the Retail Market for Structured Products," HEC Research Papers Series, HEC Paris, number 1013, Nov.
• Nikolaou, Kleopatra, 2009, "Liquidity (risk) concepts: definitions and interactions," Working Paper Series, European Central Bank, number 1008, Feb.
• Tapking, Jens & Eisenschmidt, Jens, 2009, "Liquidity risk premia in unsecured interbank money markets," Working Paper Series, European Central Bank, number 1025, Mar.
• Blix Grimaldi, Marianna, 2010, "Detecting and interpreting financial stress in the euro area," Working Paper Series, European Central Bank, number 1214, Jun.
• Eisenschmidt, Jens & Holthausen, Cornelia, 2010, "The minimum liquidity deficit and the maturity structure of central banks' open market operations: lessons from the financial crisis," Working Paper Series, European Central Bank, number 1282, Dec.
• Ferrando, Annalisa & Griesshaber, Nicolas, 2011, "Financing obstacles among euro area firms: Who suffers the most?," Working Paper Series, European Central Bank, number 1293, Feb.
• Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012, "The scapegoat theory of exchange rates: the first tests," Working Paper Series, European Central Bank, number 1418, Feb.
• Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012, "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series, European Central Bank, number 1426, Mar.
• Durré, Alain & Beaupain, Renaud, 2012, "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series, European Central Bank, number 1500, Dec.
• Hoffmann, Peter, 2013, "Adverse selection, market access and inter-market competition," Working Paper Series, European Central Bank, number 1519, Mar.
• Thomas, Carlos & Nuño, Galo, 2013, "Bank leverage cycles," Working Paper Series, European Central Bank, number 1524, Mar.
• Sauer, Stephan & Mercier, Fabien, 2013, "Optimal CSD reshaping towards T2S," Working Paper Series, European Central Bank, number 1549, May.
• Louzis, Dimitrios & Vouldis, Angelos, 2013, "A financial systemic stress index for Greece," Working Paper Series, European Central Bank, number 1563, Jul.
• Ferrando, Annalisa & Mulier, Klaas, 2013, "Firms’ financing constraints: do perceptions match the actual situation?," Working Paper Series, European Central Bank, number 1577, Aug.
• Popov, Alexander, 2013, "Credit constraints and investment in human capital: training evidence from transition economies," Working Paper Series, European Central Bank, number 1606, Nov.
• Paola Sapienza & Anna Toldra‐Simats & Luigi Zingales, 2013, "Understanding Trust," Economic Journal, Royal Economic Society, volume 123, issue 12, pages 1313-1332, December.
• Jordi Mondria & Climent Quintana‐Domeque, 2013, "Financial Contagion and Attention Allocation," Economic Journal, Royal Economic Society, volume 123, issue 568, pages 429-454, May.
• Brice Corgnet & Praveen Kujal & David Porter, 2013, "Reaction to Public Information in Markets: How much does Ambiguity Matter?," Economic Journal, Royal Economic Society, volume 123, issue 569, pages 699-737, June.
• Buti, Sabrina & Rindi, Barbara & Wen, Yuanji & Werner, Ingrid M., 2013, "Tick Size Regulation and Sub-Penny Trading," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-14, Sep.
• Buti, Sabrina & Consonni, Francesco & Rindi, Barbara & Werner, Ingrid M., 2013, "Sub-Penny and Queue-Jumping," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-18, Nov.
• Bulow, Jeremy & Klemperer, Paul, 2013, "Market-Based Bank Capital Regulation," Research Papers, Stanford University, Graduate School of Business, number 2132, Aug.
• Borensztein, Eduardo & Cowan, Kevin & Valenzuela, Patricio, 2013, "Sovereign Ceilings "Lite"? The Impact of Sovereign Ratings on Corporate Ratings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-11.
• Godfrey Ndlovu, 2013, "Financial Sector Development and Economic Growth: Evidence from Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 435-446.
• Aydan Kansu & Nurtac Yildirim & Oguzhan Ozcelebi, 2013, "Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 476-485.
• Asrafuzzaman & Amit Roy & Sanat Das Gupta, 2013, "An Empirical Investigation of Budget and Trade Deficits: The Case of Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 570-579.
• Zouheir Mighri & Faysal Mansouri, 2013, "Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 637-661.
• Najeb M.H. Masoud, 2013, "The Impact of Stock Market Performance upon Economic Growth," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 788-798.
• Berna Bulgurcu, 2013, "Financial Performance Ranking of the Automotive Industry Firms in Turkey: Evidence from an Entropy-Weighted Technique," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 844-851.
• Vicente Medina & Angel Pardo & Roberto Pascual, 2013, "Carbon Credits: Who is the Leader of the Pack?," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 3, pages 210-220.
• Paulo Cesar Coutinho & Andre Rossi de Oliveira, 2013, "Trading Forward in the Brazilian Electricity Market," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 3, pages 272-287.
• Diasakos, Theodoros M, 2013, "A Simple Characterization of Dynamic Completeness in Continuous Time," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-91.
• Miao, Daniel Wei-Chung & Wu, Chun-Chou & Su, Yi-Kai, 2013, "Regime-switching in volatility and correlation structure using range-based models with Markov-switching," Economic Modelling, Elsevier, volume 31, issue C, pages 87-93, DOI: 10.1016/j.econmod.2012.11.013.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2013, "Does the stock market cause economic growth? Portuguese evidence of economic regime change," Economic Modelling, Elsevier, volume 32, issue C, pages 316-324, DOI: 10.1016/j.econmod.2013.02.015.
• Girardin, Eric & Joyeux, Roselyne, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, volume 34, issue C, pages 59-68, DOI: 10.1016/j.econmod.2012.12.001.
• Yeh, Chih-Chuan & Huang, Ho-Chuan (River) & Lin, Pei-Chien, 2013, "Financial structure on growth and volatility," Economic Modelling, Elsevier, volume 35, issue C, pages 391-400, DOI: 10.1016/j.econmod.2013.07.034.
• Weber, Enzo, 2013, "Decomposing U.S. Stock Market Comovement into spillovers and common factors," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 106-118, DOI: 10.1016/j.najef.2013.08.001.
• Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013, "Time-varying mixture GARCH models and asymmetric volatility," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 602-623, DOI: 10.1016/j.najef.2013.02.024.
• Jacob, Marcus & Jacob, Martin, 2013, "Taxation and the cash flow sensitivity of dividends," Economics Letters, Elsevier, volume 118, issue 1, pages 186-188, DOI: 10.1016/j.econlet.2012.09.019.
• Choi, Sangyup, 2013, "Are the effects of Bloom’s uncertainty shocks robust?," Economics Letters, Elsevier, volume 119, issue 2, pages 216-220, DOI: 10.1016/j.econlet.2013.02.015.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013, "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, volume 120, issue 1, pages 87-92, DOI: 10.1016/j.econlet.2013.04.004.
• Zhu, Xiaoneng, 2013, "Perpetual learning and stock return predictability," Economics Letters, Elsevier, volume 121, issue 1, pages 19-22, DOI: 10.1016/j.econlet.2013.06.035.
• Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013, "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 307-324, DOI: 10.1016/j.jeconom.2012.08.014.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013, "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 1-10, DOI: 10.1016/j.jeconom.2012.08.004.
• Daniëls, Tijmen R. & Dönges, Jutta & Heinemann, Frank, 2013, "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," European Economic Review, Elsevier, volume 62, issue C, pages 41-57, DOI: 10.1016/j.euroecorev.2013.04.001.
• Eterovic, Nicolas A. & Eterovic, Dalibor S., 2013, "Separating the wheat from the chaff: Understanding portfolio returns in an emerging market," Emerging Markets Review, Elsevier, volume 16, issue C, pages 145-169, DOI: 10.1016/j.ememar.2013.05.001.
• Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013, "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 1-13, DOI: 10.1016/j.ememar.2013.07.002.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2013, "What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 109-129, DOI: 10.1016/j.jempfin.2012.11.004.
• Du, Ding, 2013, "Another look at the cross-section and time-series of stock returns: 1951 to 2011," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 130-146, DOI: 10.1016/j.jempfin.2012.12.001.
• Lee, Hyunchul & Cho, Euije & Cheong, Chongcheul & Kim, Jinsu, 2013, "Do strategic alliances in a developing country create firm value? Evidence from Korean firms," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 30-41, DOI: 10.1016/j.jempfin.2012.10.003.
• Wang, Jianxin & Yang, Minxian, 2013, "On the risk return relationship," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 132-141, DOI: 10.1016/j.jempfin.2013.01.001.
• Blau, Benjamin M. & Pinegar, J. Michael, 2013, "Are short sellers incrementally informed prior to earnings announcements?," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 142-155, DOI: 10.1016/j.jempfin.2013.01.005.
• Albrecher, Hansjoerg & Guillaume, Florence & Schoutens, Wim, 2013, "Implied liquidity: Model sensitivity," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 48-67, DOI: 10.1016/j.jempfin.2013.05.003.
• Lepone, Andrew & Yang, Jin Young, 2013, "Informational role of market makers: The case of exchange traded CFDs," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 84-92, DOI: 10.1016/j.jempfin.2013.04.007.
• Tsai, Chun-Li, 2013, "The high-frequency asymmetric response of stock returns to monetary policy for high oil price events," Energy Economics, Elsevier, volume 36, issue C, pages 166-176, DOI: 10.1016/j.eneco.2012.12.009.
• Awartani, Basel & Maghyereh, Aktham Issa, 2013, "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, volume 36, issue C, pages 28-42, DOI: 10.1016/j.eneco.2012.11.024.
• Conlon, Thomas & Cotter, John, 2013, "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, volume 36, issue C, pages 371-379, DOI: 10.1016/j.eneco.2012.09.012.
• Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013, "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, volume 36, issue C, pages 491-502, DOI: 10.1016/j.eneco.2012.10.006.
• Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013, "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, volume 36, issue C, pages 698-707, DOI: 10.1016/j.eneco.2012.11.016.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013, "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, volume 37, issue C, pages 16-28, DOI: 10.1016/j.eneco.2013.01.005.
• Bohl, Martin T. & Kaufmann, Philipp & Stephan, Patrick M., 2013, "From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks," Energy Economics, Elsevier, volume 37, issue C, pages 40-51, DOI: 10.1016/j.eneco.2013.01.006.
• Sklavos, Konstantinos & Dam, Lammertjan & Scholtens, Bert, 2013, "The liquidity of energy stocks," Energy Economics, Elsevier, volume 38, issue C, pages 168-175, DOI: 10.1016/j.eneco.2013.02.015.
• Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos, 2013, "The effects of terrorism and war on the oil price–stock index relationship," Energy Economics, Elsevier, volume 40, issue C, pages 743-752, DOI: 10.1016/j.eneco.2013.09.006.
• Fowowe, Babajide, 2013, "Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria," Energy, Elsevier, volume 56, issue C, pages 31-38, DOI: 10.1016/j.energy.2013.04.062.

2012

• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
• Urban Jermann & Vincenzo Quadrini, 2012, "Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, volume 102, issue 1, pages 238-271, February.
• Urban Jermann & Vincenzo Quadrini, 2012, "Erratum: Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, volume 102, issue 2, pages 1186-1186, April.
• Asongu Simplice, 2012, "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 12/004, Jan.
• Ferto, Imre & Fogarasi, Jozsef, , "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122510, DOI: 10.22004/ag.econ.122510.
• Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012, "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 44, issue 3, pages 1-19, August, DOI: 10.22004/ag.econ.130273.
• Milne, Frank, 2012, "Economic Crises: The Impact on Australia and Canada," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274616, Aug, DOI: 10.22004/ag.econ.274616.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012, "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1231, Nov, revised 11 Nov 2012.
• Maria-Lenuta CIUPAC-ULICI, 2012, "Do structural break tests identify capital increase?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 114-120, December.
• Maria-Miruna POCHEA & Angela-Maria FILIP, 2012, "Identifying arbitrage opportunities on SIBEX market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 121-130, December.
• Ioan TRENCA & Eva DEZSI, 2012, "Financial contagion on the Romanian stock market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 27-36, December.
• Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN, 2012, "Stock markets liberalization affects volatility?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 45-51, December.
• Felicia Ramona Birău, 2012, "The Implications Of Liquidity Crises In The Context Of Emerging Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 189-193, April.
• İmre Ersoy, 2012, "Government debt vs. financial depth dilemma in developing countries: The case of Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 3, pages 345-362, September.
• Erdal Atukeren & Aylin Seçkin, 2012, "Determinants of sales rates at Turkish art auctions," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 4, pages 489-503, December.
• Philip Bond & Alex Edmans & Itay Goldstein, 2012, "The Real Effects of Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 339-360, October.
• Leonid Kogan & Dimitris Papanikolaou, 2012, "Economic Activity of Firms and Asset Prices," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 361-384, October.
• Martin Cherkes, 2012, "Closed-End Funds: A Survey," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 431-445, October.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012, "The Reactive Volatility Model," Papers, arXiv.org, number 1209.5190, Sep, revised Apr 2013.
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