Research classified by Journal of Economic Literature (JEL) codes

0

• Søren Bo Nielsen, , "A Simple Model of Commodity Taxation and Cross-Border Shopping," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 98-18.
• Syed M. Ahsan & Panagiotis Tsigaris, , "The Public Discount Rate and the Uncertain Budgetary Flows," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 98-21.
• Tanweer Akram & Anupam Das, 2020, "The Empirics of Canadian Government Securities Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_944, Jan.
• Tanweer Akram, 2020, "A Simple Model of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_951, Apr.
• Tanweer Akram & Syed Al-Helal Uddin, 2020, "An Empirical Analysis of Long-Term Brazilian Interest Rates," Economics Working Paper Archive, Levy Economics Institute, number wp_956, May.
• Tanweer Akram & Huiqing Li, 2020, "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive, Levy Economics Institute, number wp_962, Jul.
• Abhishek Subramanian & Parthajit Kayal, 2023, "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers, Madras School of Economics,Chennai,India, number 2023-242, Aug.
• Rose Mary K. Abraham, , "Financialisation of Commodity Markets: Evidence from India," Margin-The Journal of Applied Economic Research, National Council of Applied Economic Research, number v:16:y:2022:i:2022-1:p:10, DOI: https://doi.org/10.1177/09738010211.
• Haifeng Guo & Alexandros Kontonikas & Paulo Maio, 0, "Monetary Policy and Corporate Bond Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 441-489.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011, "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3688-3730.
• Masayasu Kanno, 2018, "Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network," Risk Management, Palgrave Macmillan, volume 20, issue 4, pages 273-303, November, DOI: 10.1057/s41283-018-0033-4.
• Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2019, "Farinelli and Tibiletti ratio and stochastic dominance," Risk Management, Palgrave Macmillan, volume 21, issue 3, pages 201-213, September, DOI: 10.1057/s41283-019-00050-2.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
• Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
• Jimoh S. Ogede & Olukayode E. Maku & Bamidele O. Oshinowo & Mojeed M. Ologundudu, 0, "Trade Openness, FDI and Income Inequality: New Empirical Evidence from Nigeria," ACTA VSFS, University of Finance and Administration, volume 16, issue 1, pages 8-22.
• Edward Glaeser & Wei Huang & Yueran Ma & Andrei Shleifer, , "A Real Estate Boom with Chinese Characteristics," Working Paper, Harvard University OpenScholar, number 456006.
• Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, , "Coarse Competitive Equilibrium and Extreme Prices," Working Paper, Harvard University OpenScholar, number 8365.
• Olesea Speian & Victoria Ganea & Constantinos Kyriakopoulos, 0, "Yield Curve Construction: A Note on the Moldovan bond market," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-9(1).
• Yang ZHANG & Ziang QIU Ziang & Donghyun PARK & Shu TIAN, 2026, "Role of Artificial Intelligence in Finance: Selective Literature Review and Implications for Asia's Financial Stability," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp61, Feb, revised Feb 2026.
• Domagoj Hru?ka & Dra?en Milkovi? & Maja Darabo? Longin, 0000, "Asymmetric Information and Underpricing of Initial Public Offerings: Evidence from Croatia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 11413248.
• Domagoj Hru?ka & Dra?en Milkovi? & Maja Darabo? Longin, 0000, "Initial Public Offerings and Corporate Governance in Croatia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 11413249.
• Kentaro Kikuchi, , "A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 18.
• Edward W. Piotrowski & Jan Sladkowski, , "Quantum Market Games," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 3.
• Kang, Kee-Youn, 2024, "Digital currency and privacy," Theoretical Economics, Econometric Society, volume 19, issue 1, January.
• Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer, 2019, "Risk analysis of energy in Vietnam," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-14, Mar.
• Kevin Huang, , "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers, Utah State University, Department of Economics, number 2000-09.
• Kevin Huang, , "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers, Utah State University, Department of Economics, number 2000-22.
• Emine Kaya, 0, "Bank Concentration and Its Impact on Financial Inclusion, Efficiency, and Stability: Evidence from Developing Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-12.
• Nora Lustig, , "The Mexican Peso Crisis: The Foreseeable and the Surprise," Discussion Papers, Brookings Institution International Economics, number 114.
• Reena Aggarwal & James J. Angel, , "The Rise and Fall of the AMEX Emerging Company Marketplace," Working Papers, Georgetown School of Business, number _002.
• James J. Angel, , "Nonstandard-Settlement Transactions," Working Papers, Georgetown School of Business, number _005.
• Michael W. Brandt & Francis X. Diebold & April, , "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-15.
• Mordecai Kurz & Andrea Beltratti, , "The Equity Premium is No Puzzle," Working Papers, Stanford University, Department of Economics, number 96004.
• Blake LeBaron, , "Experiments in Evolutionary Finance," Working papers, University of Wisconsin - Madison, number _001.
• Marc Oliver Bettzuege & Thorsten Hens, , "An Evolutionary Approach to Financial Innovation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 035.
• Thorsten Hens & Joerg Laitenberger & Andreas Loeffler, , "On Uniqueness of Equilibria in the CAPM - (This paper replaces "Existence and Uniqueness of Equilibria in the CAPM")," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 039.
• Thorsten Hens, , "An Extension of Mantel (1976) to Incomplete Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 071.
• Anke Gerber & Marc Oliver Bettz�ge, , "Evolutionary Choice of Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 109.
• Damien Kunjal, 2023, "Does geopolitical risk matter for ETF flows in emerging markets?," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 5, issue 2, pages 102-112, December.
• Anis Derradji & Metarref Aouatef, , "The impact of the financial position elements changes on the market capitalization of InsurTech companies: A standard study on a sample of companies operating in the U.S. insurance market using panel models," Review of Socio - Economic Perspectives, Reviewsep, number 202312, DOI: https://doi.org/10.19275/RSEP155.
• V. Filipe Martins-da-Rocha & Frank Riedel, 2008, "On Equilibrium Prices in Continuous Time," Papers, arXiv.org, number 0802.3585, Feb.
• Ashkan Nikeghbali & Eckhard Platen, 2008, "On honest times in financial modeling," Papers, arXiv.org, number 0808.2892, Aug.
• Ivan O. Kitov, 2009, "What is the best firm size to invest?," Papers, arXiv.org, number 0903.0286, Mar.
• Kevin Dowd & John Cotter, 2011, "Exponential Spectral Risk Measures," Papers, arXiv.org, number 1103.5409, Mar.
• John Cotter & Jim Hanly, 2011, "Hedging Effectiveness under Conditions of Asymmetry," Papers, arXiv.org, number 1103.5411, Mar.
• John Cotter, 2011, "Minimum Capital Requirement Calculations for UK Futures," Papers, arXiv.org, number 1103.5416, Mar.
• John Cotter & Simon Stevenson, 2011, "Uncovering Volatility Dynamics in Daily REIT Returns," Papers, arXiv.org, number 1103.5417, Mar.
• John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Papers, arXiv.org, number 1103.5649, Mar.
• John Cotter, 2011, "Uncovering Long Memory in High Frequency UK Futures," Papers, arXiv.org, number 1103.5651, Mar.
• john cotter, 2011, "Modelling catastrophic risk in international equity markets: An extreme value approach," Papers, arXiv.org, number 1103.5656, Mar.
• John Cotter & Simon Stevenson, 2011, "Multivariate Modeling of Daily REIT Volatility," Papers, arXiv.org, number 1103.5660, Mar.
• John Cotter & Jim Hanly, 2011, "Hedging: Scaling and the Investor Horizon," Papers, arXiv.org, number 1103.5966, Mar.
• John Cotter & Jim Hanly, 2011, "Time Varying Risk Aversion: An Application to Energy Hedging," Papers, arXiv.org, number 1103.5968, Mar.
• Karl Case & John Cotter & Stuart Gabriel, 2011, "Housing risk and return: Evidence from a housing asset-pricing model," Papers, arXiv.org, number 1103.5971, Mar.
• John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Papers, arXiv.org, number 1103.5973, Mar.
• Tim Leung & Qingshuo Song & Jie Yang, 2011, "Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing," Papers, arXiv.org, number 1109.5316, Sep, revised Mar 2013.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Papers, arXiv.org, number 1110.4119, Oct.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011, "Measuring market liquidity: An introductory survey," Papers, arXiv.org, number 1112.6169, Dec.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012, "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers, arXiv.org, number 1207.5269, Jul.
• John Cotter & Stuart Gabriel & Richard Roll, 2012, "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers, arXiv.org, number 1208.0371, Aug.
• Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2003, "Multiple time scales in volatility and leverage correlations: An stochastic volatility model," Papers, arXiv.org, number cond-mat/0302095, Feb.
• Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart, 2003, "Fluctuations and response in financial markets: the subtle nature of `random' price changes," Papers, arXiv.org, number cond-mat/0307332, Jul, revised Aug 2003.
• Szilard Pafka & Marc Potters & Imre Kondor, 2004, "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Papers, arXiv.org, number cond-mat/0402573, Feb.
• J. -P. Bouchaud & J. Kockelkoren & M. Potters, 2004, "Random walks, liquidity molasses and critical response in financial markets," Papers, arXiv.org, number cond-mat/0406224, Jun, revised Jun 2004.
• Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997, "Missing Information and Asset Allocation," Papers, arXiv.org, number cond-mat/9707042, Jul.
• J. -P. Bouchaud & N. Sagna & R. Cont & N. El-Karoui & M. Potters, 1997, "Phenomenology of the Interest Rate Curve," Papers, arXiv.org, number cond-mat/9712164, Dec.
• Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998, "Rational Decisions, Random Matrices and Spin Glasses," Papers, arXiv.org, number cond-mat/9801209, Jan.
• Kirill N. Ilinski & Alexander S. Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Papers, arXiv.org, number cond-mat/9806138, Jun.
• Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers, Athens University of Economics and Business, number 1220.
• Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers, Athens University of Economics and Business, number 1318.
• Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023, "Marco de análisis sistémico del impacto de los riesgos económicos y financieros," Occasional Papers, Banco de España, number 2311, Apr, DOI: https://doi.org/10.53479/29873.
• Oscar Becerra & Luis Fernando Melo, 2008, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia, Banco de la Republica de Colombia, number 489, Feb, DOI: 10.32468/be.489.
• Dairo Estrada & Javier Gutiérrez Rueda, 2008, "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia, Banco de la Republica de Colombia, number 490, Feb, DOI: 10.32468/be.490.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Regulación y Valor en Riesgo," Borradores de Economia, Banco de la Republica de Colombia, number 615, Jul, DOI: 10.32468/be.615.
• Martha López P. & Fernando Tenjo G. & Héctor Zárate Solano, 2010, "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 616, Jul, DOI: 10.32468/be.616.
• Jorge Mario Uribe Gil & Miguel Ángel Morales Mosquera & Hernán Piñeros G., 2008, "Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 036, Sep, DOI: 10.32468/tef.36.
• Attaullah Shah & Khyber Khan, , "The Relationship between Implied Cost of Equity and Corporate Life Cycle Stages," IMSciences Working Papers, Institute of Management Sciences, Peshawar, Pakistan, number 2017-01.
• Nihad Aliyev & Matteo Aquilina & Khaladdin Rzayev & Sonya Zhu, 2024, "Through stormy seas: how fragile is liquidity across asset classes and time?," BIS Working Papers, Bank for International Settlements, number 1229, Nov.
• Tom Doan, 2025, "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components, Boston College Department of Economics, number RTZ00167, revised .
• Igor Evstigneev & Dhruv Kapoor, 2007, "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-32, Oct.
• Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR, 2008, "Capital growth under transaction costs: An analysis based on the von Neumann-Gale model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-07, Apr.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008, "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-45, Dec.
• Felix KUBLER & Karl SCHMEDDERS, 2009, "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-05, Feb.
• Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov, 2011, "Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-06, Feb.
• Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy, 2011, "Extreme-quantile tracking for financial time series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-27, Jul.
• Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH, 2011, "Buyers Versus Sellers: Who Initiates Trades And When?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-43, Aug.
• Christoph Czichowsky & Martin Schweizer, 2012, "Convex Duality in Mean Variance Hedging Under Convex Trading Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-24, Jun.
• Kerstin Kehrle & Tatjana Xenia Puhan, 2012, "The Information Content of Option Demand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-43, Oct.
• Bryan Routledge & Stanley Zin, , "Model Uncertainty and Liquidity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2001-E17.
• Burton Hollifield & Robert Miller & Patrik Sandas, , "Empirical Analysis of Limit Order Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number -290183991.
• Suleyman Basak & Michael Gallmeyer, , "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-E1.
• Harold Zhang, , "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 31.
• Thierry Foucault & Christine a Parlour, , "Competition for Listings," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E11.
• BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006, "Multivariate GARCH models: a survey," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1847, Jan, DOI: 10.1002/jae.842.
• Guonan Ma & Wang Yao, , "Can The Chinese Bond Market Facilitate A Globalizing Renminbi?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_011.
• Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, , "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_019.
• Matthew Baron & Björn Hagströmer & Andrei Kirilenko, 2017, "Risk and Return in High-Frequency Trading," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_018, Dec.
• Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018, "Macro Aspects of Housing," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_016, Jun.
• Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018, "Macro Aspects of Housing," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1030, May.
• António AFONSO & Ricardo SOUSA, 2010, "Fiscal Policy, Housing and Stock Prices," EcoMod2010, EcoMod, number 259600005, May.
• Boris Maciejovsky & Tarek El-Sehitya & Hans Haumerb & Christian Helmensteinc & Erich Kirchlerd, , "Hindsight Bias and Individual Risk Attitude within the Context of Experimental Asset Markets," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2002-16.
• Gerlinde Fellner & Boris Maciejovsky, , "Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2002-34.
• Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, , "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers, FEDEA, number 99-07.
• Lubos Pastor & Robert F. Stambaugh, , "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-00.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, , "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-99.
• James Dow & Gary Gorton, , "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-94.
• Burton Hollifield & Robert A. Miller & patrik Sandas, , "An Empirical Analysis of Limit Order Markets," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 29-99.

None

• Rabindra Joshi, 2012, "Effects of Dividends on Stock Prices in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 2, pages 61-75, October.
• Will Dobbie & Andres Liberman & Daniel Paravisini & Vikram Pathania, 2018, "Measuring Bias in Consumer Lending," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 623, Aug.
• John Cotter & Jim Hanly, None, "Hedging: scaling and the investor horizon," Journal of Risk, Journal of Risk.
• Winfried G. Hallerbach, None, "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
• Jean-David Fermanian & Olivier Scaillet, None, "Nonparametric estimation of copulas for time series," Journal of Risk, Journal of Risk.
• Stern Liliana V & Stern Michael L., 2008, "Expected Equity Returns and the Demand for Money," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-29, June, DOI: 10.2202/1935-1690.1592.
• Pinotti Paolo, 2009, "Financial Development and Pay-As-You-Go Social Security," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-21, March, DOI: 10.2202/1935-1690.1674.
• Zhang Qiang, 2006, "The Spirit of Capitalism and Asset Pricing: An Empirical Investigation," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-25, November, DOI: 10.2202/1534-5998.1418.
• Martins-Filho Carlos & Yao Feng, 2006, "Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-43, May, DOI: 10.2202/1558-3708.1304.
• De Jong Cyriel, 2006, "The Nature of Power Spikes: A Regime-Switch Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-28, September, DOI: 10.2202/1558-3708.1361.
• Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008, "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-32, December, DOI: 10.2202/1558-3708.1565.
• Pelagatti Matteo M, 2009, "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1595.
• Smith Daniel R, 2009, "Asymmetry in Stochastic Volatility Models: Threshold or Correlation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-36, May, DOI: 10.2202/1558-3708.1540.
• Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003, "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-32, October, DOI: 10.2202/1558-3708.1160.
• De Luca Giovanni & Gallo Giampiero M., 2004, "Mixture Processes for Financial Intradaily Durations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-20, May, DOI: 10.2202/1558-3708.1223.