Research classified by Journal of Economic Literature (JEL) codes

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• 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, undated, "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, undated, "Model Uncertainty and Liquidity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2001-E17.
• Burton Hollifield & Robert Miller & Patrik Sandas, undated, "Empirical Analysis of Limit Order Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number -290183991.
• Suleyman Basak & Michael Gallmeyer, undated, "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-E1.
• Harold Zhang, undated, "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, undated, "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, undated, "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, undated, "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.
• Jinwoong Lee & Jihee Ann & Cheolbeom Park, 2021, "What Causes House Prices to Fluctuate? Evidence from South Korea," Discussion Paper Series, Institute of Economic Research, Korea University, number 2103.
• Francesco Corielli & Massimiliano Marcellino, undated, "Factor Based Index Trading," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 209.
• Laura Bottazzi & Marco Da Rin, undated, "Europe’s ‘New’ Stock Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 218.
• Dirk G. Baur & Thomas K. McDermott, undated, "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp310.
• Gerard Caprio, Jr, undated, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp311.
• Søren Bo Nielsen, undated, "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, undated, "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, undated, "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, undated, "A Real Estate Boom with Chinese Characteristics," Working Paper, Harvard University OpenScholar, number 456006.
• Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, undated, "Coarse Competitive Equilibrium and Extreme Prices," Working Paper, Harvard University OpenScholar, number 8365.
• 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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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.

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• M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012, "The Diversification Benefits of Free Trade in House Value," Working Papers, Utrecht School of Economics, number 12-03.
• 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.
• 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.