My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
2022
- Olkhov, Victor, 2022.
"Introduction of the Market-Based Price Autocorrelation,"
MPRA Paper
112003, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Introduction of the Market-Based Price Autocorrelation," Papers 2202.09323, arXiv.org.
- Maxim Ralchenko & Adrian Walton, 2022. "Historical Data on Repurchase Agreements from the Canadian Depository for Securities," Technical Reports 121, Bank of Canada.
- Radoslav Raykov & Consuelo Silva-Buston, 2022. "Asymmetric Systemic Risk," Staff Working Papers 22-19, Bank of Canada.
- David Cimon & Adrian Walton, 2022. "Central Bank Liquidity Facilities and Market Making," Staff Working Papers 22-9, Bank of Canada.
- Nesibe DEMIR BINGOL & Murat BINGOL & Omer Selcuk EMSEN, 2022. "The Growth Effects of Deposit to Loan Conversion in Turkey; Is Consumption Drawn? Is Investment Prompted?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 16(1), pages 27-61.
- Davide Arnaudo & Silvia Del Prete & Cristina Demma & Marco Manile & Andrea Orame & Marcello Pagnini & Carlotta Rossi & Paola Rossi & Giovanni Soggia, 2022. "The Digital Trasformation in the Italian Banking Sector," Questioni di Economia e Finanza (Occasional Papers) 682, Bank of Italy, Economic Research and International Relations Area.
- Giorgio Albareto & Michele Cascarano & Stefania De Mitri & Cristina Demma & Roberto Felici & Carlotta Rossi, 2022. "The banking system and the financing of southern Italian firms," Questioni di Economia e Finanza (Occasional Papers) 684, Bank of Italy, Economic Research and International Relations Area.
- Antoine Bouveret & Martin Haferkorn & Gaetano Marseglia & Onofrio Panzarino, 2022. "Flash crashes on sovereign bond markets – EU evidence," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 20, Bank of Italy, Directorate General for Markets and Payment System.
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022.
"Global Production Linkages and Stock Market Comovement,"
Swiss Finance Institute Research Paper Series
22-18, Swiss Finance Institute.
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global production linkages and stock market co-movement," BIS Working Papers 1003, Bank for International Settlements.
- Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo, 2022. "Margin procyclicality and the collateral cycle," Bank of England working papers 966, Bank of England.
- Pinter, Gabor & Uslu, Semih, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
- Michael Schnetzer & Thorsten Hens, 2022. "Evolutionary finance for multi-asset investors," Swiss Finance Institute Research Paper Series 22-05, Swiss Finance Institute.
- Andreas Fuster & David O. Lucca & James Vickery, 2022.
"Mortgage-Backed Securities,"
Staff Reports
1001, Federal Reserve Bank of New York.
- Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
- Fuster, Andreas & Lucca, David O & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022.
"Global production linkages and stock market co-movement,"
BIS Working Papers
1003, Bank for International Settlements.
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series 22-18, Swiss Finance Institute.
- Saif Sallam Alhakimi & Hussein Hamood Sharaf-Addin, 2022. "Investigating the Impact of Oil Prices Changes on Financial Market Efficiency in Saudi Arabia for the Period (1980-2018): ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 420-426.
- Merike Kukk & Alari Paulus & Nicolas Reigl, 2022. "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers wp2022-4, Bank of Estonia, revised 24 Mar 2022.
- Merl, Robert, 2022. "Literature review of experimental asset markets with insiders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Baur, Dirk G., 2022. "The Anna Karenina principle and stock prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Li, Chengcheng & Wang, Xiaoqiong, 2022. "Local peer effects of corporate social responsibility," Journal of Corporate Finance, Elsevier, vol. 73(C).
- Chen, Zilin & Chu, Liya & Liang, Dawei & Tu, Jun, 2022. "Far away from home: Investors’ underreaction to geographically dispersed information," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Boikos, Spyridon & Panagiotidis, Theodore & Voucharas, Georgios, 2022.
"Financial development, reforms and growth,"
Economic Modelling, Elsevier, vol. 108(C).
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021. "Financial Development, Reforms and Growth," Working Paper series 21-24, Rimini Centre for Economic Analysis.
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021. "Financial Development, Reforms and Growth," Bank of Lithuania Working Paper Series 98, Bank of Lithuania.
- Liu, Lewis & Neupane, Suman & Zhang, Lei, 2022. "Firm location effect on underwriting, subscription, and underpricing: Evidence from IPOs in China," Economic Modelling, Elsevier, vol. 108(C).
- Jeong, Minsoo, 2022. "Modelling persistent stationary processes in continuous time," Economic Modelling, Elsevier, vol. 109(C).
- Chao, Ching-Hsiang & Huang, Chih-Jen & Ho, Ruey-Jenn & Huang, Hsin-Yi, 2022. "Catering to investors through capital expenditures: Testing assets substitution problem around financing," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Li, Zijian & Meng, Qiaoyu, 2022. "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022. "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Wang, Yijing & Geng, Xueqing & Guo, Kun, 2022. "The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Zhang, Xiaoge, 2022. "Belief-driven growth slowdowns and zero-bounded risk-free rate," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Gao, Yang & Li, Yangyang & Zhao, Chengjie & Wang, Yaojun, 2022. "Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022. "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022.
"Evolving United States stock market volatility: The role of conventional and unconventional monetary policies,"
The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021. "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers 202113, University of Pretoria, Department of Economics.
- Jeong, Minsoo, 2022. "Consistent estimation of drift parameter in diffusion model with misspecified volatility function," Economics Letters, Elsevier, vol. 211(C).
- Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022. "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, vol. 211(C).
- Christensen, Kim & Oomen, Roel & Renò, Roberto, 2022. "The drift burst hypothesis," Journal of Econometrics, Elsevier, vol. 227(2), pages 461-497.
- Albaity, Mohamed & Noman, Abu Hanifa Md. & Saadaoui Mallek, Ray & Al-Shboul, Mohammad, 2022. "Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC," Economic Systems, Elsevier, vol. 46(1).
- Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas, 2022. "Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 24-50.
- Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou, 2022.
"Asymmetric effects of the limit order book on price dynamics,"
Journal of Empirical Finance, Elsevier, vol. 65(C), pages 77-98.
- Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou, 2016. "Asymmetric Effects of the Limit Order Book on Price Dynamics," Working Papers 16-5, HEC Montreal, Canada Research Chair in Risk Management, revised 09 Nov 2021.
- Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022. "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, vol. 105(C).
- Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022. "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, vol. 105(C).
- Fahmy, Hany, 2022. "The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus," Energy Economics, Elsevier, vol. 106(C).
- Sardar, Naafey & Sharma, Shahil, 2022. "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, vol. 107(C).
- Wen, Xiaoqian & Xie, Yuxin & Pantelous, Athanasios A., 2022. "Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation," Energy Economics, Elsevier, vol. 108(C).
- Ren, Boru & Lucey, Brian, 2022. "A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies," Energy Economics, Elsevier, vol. 109(C).
- Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2022. "Short-term risk management of electricity retailers under rising shares of decentralized solar generation," Energy Economics, Elsevier, vol. 109(C).
- Borowiecki, Karol & Dzieliński, Michał & Tepper, Alexander, 2022. "The Great Margin Call: The Role of Leverage in the 1929 Stock Market Crash," Discussion Papers on Economics 1/2022, University of Southern Denmark, Department of Economics.
- Kvam, Emilie & Molnar, Peter & Wankel, Ingvild & Odegaard, Bernt Arne, 2022. "Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media," UiS Working Papers in Economics and Finance 2022/1, University of Stavanger.
- Duffy, John & Friedman, Dan & Rabanal, Jean Paul & Rud, Olga, 2022. "The impact of ETF index inclusion on stock prices," UiS Working Papers in Economics and Finance 2022/2, University of Stavanger.
- Berle, Erika & He, Wanwei & Odegaard, Bernt Arne, 2022. "The expected returns of ESG excluded stocks. The case of exclusions from Norway's Oil Fund," UiS Working Papers in Economics and Finance 2022/3, University of Stavanger.
- Tomás Gómez Rodríguez & Humberto Ríos Bolívar & Adriana Zambrano Reyes, 2022. "Desigualdad del ingreso y desarrollo del sistema financiero un enfoque multidimensional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(1), pages 1-23, Enero - M.
- Anh Ngoc Quang Huynh & Duy Duong & Tobias Burggraf & Hien Thi Thu Luong & Nam Huu Bui, 2022. "Energy Consumption and Bitcoin Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(1), pages 79-93, March.
- Yun Feng & Xin Li, 2022. "The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 357-381, January.
- Martin Hodula & Ngoc Anh Ngo, 2022. "Finance, growth and (macro)prudential policy: European evidence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(2), pages 537-571, May.
- Reza Bradrania & Davood Pirayesh Neghab & Mojtaba Shafizadeh, 2022. "State-dependent stock selection in index tracking: a machine learning approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 1-28, March.
- Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022. "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 615-647, February.
- Md Miran Hossain & Babak Mammadov & Hamid Vakilzadeh, 2022. "Wisdom of the crowd and stock price crash risk: evidence from social media," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 709-742, February.
- Jeffrey R. Black, 2022. "The impact of make-take fees on market efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 1015-1035, April.
- Edinson Cornejo-Saavedra & Luis Améstica-Rivas, 2022. "Uso de Información Privilegiada y Retornos Anormales: Casos en Chile," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 19, pages 1-15, January-J.
- Lizethe Méndez-Heras & Francisco Venegas-Martínez & Ricardo Solis, 2022. "Finance and Growth in Mexico: Who Contributes the Most: the Banks or the Stock Market?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 96, pages 235-278, January-J.
- John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2022. "Idiosyncratic Equity Risk Two Decades Later," NBER Working Papers 29916, National Bureau of Economic Research, Inc.
- Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
- Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022. "Intangible Value," Critical Finance Review, now publishers, vol. 11(2), pages 299-332, May.
- Bryan Kelly & Seth Pruitt, 2022. "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, vol. 11(2), pages 375-381, May.
- Kuang, Wei, 2022. "The economic value of high-frequency data in equity-oil hedge," Energy, Elsevier, vol. 239(PA).
- Ben-Salha, Ousama & Mokni, Khaled, 2022. "Detrended cross-correlation analysis in quantiles between oil price and the US stock market," Energy, Elsevier, vol. 242(C).
- Smales, L.A., 2022. "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Ekinci, Cumhur & Ersan, Oğuz, 2022. "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Tarlie, Martin B. & Sakoulis, Georgios & Henriksson, Roy, 2022. "Stock market bubbles and anti-bubbles," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Vidal-Tomás, David, 2022. "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Elsayed, Ahmed H. & Gozgor, Giray & Lau, Chi Keung Marco, 2022. "Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Yousaf, Imran & Nekhili, Ramzi & Gubareva, Mariya, 2022. "Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Baulkaran, Vishaal, 2022. "Personal bankruptcy and consumer credit delinquency: The case of personal finance education," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Wei, Yu & Zhang, Yaojie & Wang, Yudong, 2022. "Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Virk, Nader Shahzad & Butt, Hilal Anwar, 2022. "Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Anastasiou, Dimitris & Ballis, Antonis & Drakos, Konstantinos, 2022. "Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Lambe, Brendan & Li, Zhiyong & Qin, Weiping, 2022. "Uncertain times and the insider perspective," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Gur, Nurullah, 2022. "Patience and financial development," Finance Research Letters, Elsevier, vol. 44(C).
- Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022. "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, vol. 44(C).
- Wong, Jin Boon & Zhang, Qin, 2022. "Impact of carbon tax on electricity prices and behaviour," Finance Research Letters, Elsevier, vol. 44(C).
- Drake, Pamela Peterson, 2022. "The gold-stock market relationship during COVID-19," Finance Research Letters, Elsevier, vol. 44(C).
- Del Lo, Gaye & Basséne, Théophile & Séne, Babacar, 2022. "COVID-19 And the african financial markets : Less infection, less economic impact ?," Finance Research Letters, Elsevier, vol. 45(C).
- Hřebačka, Viktor, 2022. "The impact of provider-specific factors on the profitability of contract for difference traders," Finance Research Letters, Elsevier, vol. 45(C).
- Baek, Seungjun, 2022. "Information acquisition and asset price volatility," Finance Research Letters, Elsevier, vol. 46(PA).
- Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming, 2022. "Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set," Finance Research Letters, Elsevier, vol. 46(PA).
- Nguyen, Khanh Quoc, 2022. "The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods," Finance Research Letters, Elsevier, vol. 46(PA).
- Yamada, Masahiro, 2022. "Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?," Finance Research Letters, Elsevier, vol. 46(PA).
- Bakry, Walid & Kavalmthara, Peter John & Saverimuttu, Vivienne & Liu, Yiyang & Cyril, Sajan, 2022. "Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets," Finance Research Letters, Elsevier, vol. 46(PA).
- Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie), 2022. "Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak," Finance Research Letters, Elsevier, vol. 46(PA).
- Soriano, Pilar & Torró, Hipòlit, 2022. "The response of Brent crude oil to the European central bank monetary policy," Finance Research Letters, Elsevier, vol. 46(PA).
- Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2022. "Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies," Finance Research Letters, Elsevier, vol. 46(PA).
- Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022.
"YOLO trading: Riding with the herd during the GameStop episode,"
Finance Research Letters, Elsevier, vol. 46(PA).
- Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
- Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022.
"How to identify the different phases of stock market bubbles statistically?,"
Finance Research Letters, Elsevier, vol. 46(PA).
- Lajos Horváth & Hemei Li & Zhenya Liu, 2021. "How to identify the different phases of stock market bubbles statistically?," Post-Print hal-03511435, HAL.
- Goto, Shingo & Kalesnik, Vitali, 2022. "Exploiting the persistence in managerial market timing," Finance Research Letters, Elsevier, vol. 46(PB).
- Choi, Sangyup & Shin, Junhyeok, 2022.
"Bitcoin: An inflation hedge but not a safe haven,"
Finance Research Letters, Elsevier, vol. 46(PB).
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin: An Inflation Hedge but Not a Safe Haven," Working papers 2021rwp-185, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series GRU_2021_030, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bellón, Carlos & Figuerola-Ferretti, Isabel, 2022. "Bubbles in Ethereum," Finance Research Letters, Elsevier, vol. 46(PB).
- Almaghrabi, Khadija S., 2022. "COVID-19 and the cost of bond debt: The role of corporate diversification," Finance Research Letters, Elsevier, vol. 46(PB).
- Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2022. "From upstairs to downstairs trading: Evidence from a highly segmented market," Finance Research Letters, Elsevier, vol. 46(PB).
- Wang, Xinjie & Zhong, Zhaodong (Ken), 2022. "Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs," Journal of Financial Markets, Elsevier, vol. 57(C).
- Chakrabarty, Bidisha & Moulton, Pamela C. & Wang, Xu (Frank), 2022. "Attention: How high-frequency trading improves price efficiency following earnings announcements," Journal of Financial Markets, Elsevier, vol. 57(C).
- Arismendi-Zambrano, Juan & Belitsky, Vladimir & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2022. "The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing," Journal of Financial Stability, Elsevier, vol. 58(C).
- Wong, Zoey & Chen, Afei & Peng, Dan & Kong, Qunxi, 2022. "Does technology-seeking OFDI improve the productivity of Chinese firms under the COVID-19 pandemic?," Global Finance Journal, Elsevier, vol. 51(C).
- Smales, Lee A., 2022. "Spreading the fear: The central role of CBOE VIX in global stock market uncertainty," Global Finance Journal, Elsevier, vol. 51(C).
- Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2022. "Value-at-risk and the cross section of emerging market hedge fund returns," Global Finance Journal, Elsevier, vol. 52(C).
- Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022. "Multinationals and stock return comovement," Global Finance Journal, Elsevier, vol. 52(C).
- Bahmani-Oskooee, Mohsen & Hasanzade, Mehrnoosh & Bahmani, Sahar, 2022. "Stock returns and income inequality: Asymmetric evidence from state level data in the U.S," Global Finance Journal, Elsevier, vol. 52(C).
- Aluko, Olufemi Adewale & Opoku, Eric Evans Osei, 2022. "The financial development impact of financial globalization revisited: A focus on OECD countries," International Economics, Elsevier, vol. 169(C), pages 13-29.
- Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana, 2022. "Bearish Vs Bullish risk network: A Eurozone financial system analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut, 2022. "How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon, 2022. "Bank solvency risk and funding cost interactions: Evidence from Korea," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu, 2022. "The Correlation Risk Premium: International Evidence," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi, 2022. "Weighted Least Squares Realized Covariation Estimation," Journal of Banking & Finance, Elsevier, vol. 137(C).
- Abudy, Menachem (Meni) & Mugerman, Yevgeny & Shust, Efrat, 2022. "The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest," Journal of Banking & Finance, Elsevier, vol. 137(C).
- Grossmann, Axel & Lee, Allissa, 2022. "An analysis of finance journal accessibility: Author inclusivity and journal quality," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 443-472.
- Anastasiou, Dimitris & Kallandranis, Christos & Drakos, Konstantinos, 2022. "Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 161-171.
- Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 294-306.
- Do, Hung X. & Nguyen, Lily & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022. "LGBT policy, investor trading behavior, and return comovement," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 457-483.
- Kraft, Holger & Meyer-Wehmann, André & Seifried, Frank Thomas, 2022. "Endogenous habits and equilibrium asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 279-300.
- Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
- Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2022. "U.S. banks’ lending, financial stability, and text-based sentiment analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 73-90.
- Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan, 2022. "Sharing idiosyncratic risk even though prices are “wrong”," Journal of Economic Theory, Elsevier, vol. 200(C).
- Christensen, Timothy M., 2022. "Existence and uniqueness of recursive utilities without boundedness," Journal of Economic Theory, Elsevier, vol. 200(C).
- Caitlin D Dannhauser & Saeid Hoseinzade, 2022. "The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum [Liquidity and leverage]," Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 51-90.
- Murat Yaş & Ahmet Faruk Aysan & Mohamed Eskandar Shah Mohd Rasid, 2022. "Are religious investors financially smart? evidence from equity funds," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 33-45, February.
- Andrew Clare, 2022. "Is there a boutique asset management premium? Evidence from the European fund management industry," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 19-32, February.
- Istvan Antal Magas, 2022. "Special difficulties in forecasting GDP in the pandemic situation (2020-2021). Is there a Keynesian resurgence?," Public Finance Quarterly, State Audit Office of Hungary, vol. 67(1), pages 68-82.
- Miglo, Anton, 2022. "FinTech Development in Greater Manchester: An Overview," MPRA Paper 111348, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "Blockchain, sport and fan tokens," MPRA Paper 111350, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 111351, University Library of Munich, Germany.
- Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
- Joe Cho Yiu NG & Charles Ka Yui LEUNG & Suikang CHEN, 2022.
"Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies,"
ISER Discussion Paper
1158, Institute of Social and Economic Research, Osaka University.
- Ng, Joe Cho Yiu & Leung, Charles Ka Yui & Chan, Suikang, 2022. "Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies," MPRA Paper 111691, University Library of Munich, Germany.
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"Introduction of the Market-Based Price Autocorrelation,"
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- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 112361, University Library of Munich, Germany.
- Godwin, Alexander, 2022. "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper 112509, University Library of Munich, Germany.
- Godwin, Alexander, 2022. "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper 112510, University Library of Munich, Germany.
- Dąbrowski, Marek A. & Widiantoro, Dimas Mukhlas, 2022. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020: Evidence from the structural VAR models," MPRA Paper 112963, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 113033, University Library of Munich, Germany.
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- Andreas Fuster & David O. Lucca & James Vickery, 2022.
"Mortgage-Backed Securities,"
Staff Reports
1001, Federal Reserve Bank of New York.
- Fuster, Andreas & Lucca, David O & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
- Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
- Ng, Joe Cho Yiu & Leung, Charles Ka Yui & Chan, Suikang, 2022.
"Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies,"
MPRA Paper
111691, University Library of Munich, Germany.
- Joe Cho Yiu NG & Charles Ka Yui LEUNG & Suikang CHEN, 2022. "Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies," ISER Discussion Paper 1158, Institute of Social and Economic Research, Osaka University.
- Jiang, Hao & Li, Yi & Sun, Zheng & Wang, Ashley, 2022. "Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, vol. 143(1), pages 277-302.
- Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022. "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, vol. 143(1), pages 409-433.
- Akey, Pat & Grégoire, Vincent & Martineau, Charles, 2022. "Price revelation from insider trading: Evidence from hacked earnings news," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1162-1184.
- Obaid, Khaled & Pukthuanthong, Kuntara, 2022. "A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news," Journal of Financial Economics, Elsevier, vol. 144(1), pages 273-297.
- Carlomagno, Guillermo & Albagli, Elías, 2022. "Trade wars and asset prices," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022. "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2022. "Hedging UK stock portfolios with gold and oil: The impact of Brexit," Resources Policy, Elsevier, vol. 75(C).
- Chen, Xiangyu & Tongurai, Jittima, 2022. "Spillovers and interdependency across base metals: Evidence from China's futures and spot markets," Resources Policy, Elsevier, vol. 75(C).
- Albanez, Tatiana & Schiozer, Rafael, 2022. "The signaling role of covenants and the speed of capital structure adjustment under poor creditor rights: Evidence from domestically and cross-listed firms in Brazil," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
- Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022. "Politics and equity markets: Evidence from Canada," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
- Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
- Shahbaz, Muhammad & Abbas Rizvi, Syed Kumail & Dong, Kangyin & Vo, Xuan Vinh, 2022. "Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization," Renewable Energy, Elsevier, vol. 187(C), pages 68-80.
- Shidong, Li & Chupradit, Supat & Maneengam, Apichit & Suksatan, Wanich & Phan The, Cong & Nguyen Ngoc, Quynh, 2022. "The moderating role of human capital and renewable energy in promoting economic development in G10 economies: Evidence from CUP-FM and CUP-BC methods," Renewable Energy, Elsevier, vol. 189(C), pages 180-187.
- Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022. "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 276-295.
- Tan, Jianhua & Wang, Xiongyuan & Zhang, Peng, 2022. "Logistics service standardization and corporate innovation: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 549-565.
- Goh, Jihoon & Jeong, Giho & Kang, Jangkoo, 2022. "The reference dependency of short-term reversal," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 195-211.
- Wen, Fenghua & Shui, Aojie & Cheng, Yuxiang & Gong, Xu, 2022. "Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 457-482.
- Ali, Heba & Hegazy, Aya Yasser, 2022. "Dividend policy, risk and the cross-section of stock returns: Evidence from India," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 169-192.
- Wang, Feng & Chai, Wei & Yan, Bin & Shan, Jing & Fan, Wenna, 2022. "Effect of geographical distance between underwriters and listed companies on IPO underpricing: Evidence from China's A-share market," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 340-352.
- Hatemi-J, Abdulnasser & Hajji, Mohamed Ali & El-Khatib, Youssef, 2022.
"Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return,"
Research in International Business and Finance, Elsevier, vol. 59(C).
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- Miwa, Kotaro, 2022. "The informational role of analysts’ textual statements," Research in International Business and Finance, Elsevier, vol. 59(C).
- Li, Jie & An, Yahui & Wang, Lidan & Zhang, Yongjie, 2022. "Combating the COVID-19 pandemic: The role of disaster experience," Research in International Business and Finance, Elsevier, vol. 60(C).
- Zegadło, Piotr, 2022. "Identifying bull and bear market regimes with a robust rule-based method," Research in International Business and Finance, Elsevier, vol. 60(C).
- Fu, Junhui & Chen, Xingwei & Liu, Yufang & Chen, Rongda, 2022. "Managerial ability and stock price synchronicity," Research in International Business and Finance, Elsevier, vol. 60(C).
- Hassan, M. Kabir & Karim, M. Sydul & Lawrence, Shari & Risfandy, Tastaftiyan, 2022. "Weathering the COVID-19 storm: The case of community banks," Research in International Business and Finance, Elsevier, vol. 60(C).
- Guo, Xiaozhu & Liang, Chao & Umar, Muhammad & Mirza, Nawazish, 2022. "The impact of fossil fuel divestments and energy transitions on mutual funds performance," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
- Iwasaki, Ichiro, 2022.
"The finance-growth nexus in Latin America and the Caribbean: A meta-analytic perspective,"
World Development, Elsevier, vol. 149(C).
- Iwasaki, Ichiro, 2021. "The Finance-Growth Nexus in Latin America and the Caribbean: A Meta-Analytic Perspective," CEI Working Paper Series 2021-04, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022.
"Risk Transmission between Green Markets and Commodities,"
Working Papers
2-2022, Copenhagen Business School, Department of Economics.
- Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022. "Risk transmission between green markets and commodities," CAMA Working Papers 2022-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lin Qi, 2022. "Investor sentiment, volatility and cross-market illiquidity dynamics: A threshold vector autoregression approach," CAMA Working Papers 2022-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Maria Czech, 2022. "The Impact of Covid-19 Dynamics on SCDS Spreads in Selected CEE Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 254-271.
- Peter S. Eppinger & Katja Neugebauer, 2022.
"External financial dependence and firms’ crisis performance across Europe,"
Empirical Economics, Springer, vol. 62(2), pages 887-904, February.
- Eppinger, Peter S. & Neugebauer, Katja, 2017. "External financial dependence and firms' crisis performance across Europe," LSE Research Online Documents on Economics 70763, London School of Economics and Political Science, LSE Library.
- Eppinger, Peter S. & Neugebauer, Katja, 2021. "External financial dependence and firms' crisis performance across Europe," University of Tübingen Working Papers in Business and Economics 141, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Lichao Lin & Adrian Cheung, 2022. "Cloud economy and its relationship with China’s economy—a capital market-based approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-22, December.
- Rajas Parchure & Lalitagauri Kulkarni & Kalluru Siva Reddy, 2022. "Estimation of Critical Level of Exchange Rate to Manage Corporate Default and NPAs," India Studies in Business and Economics, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 489-511, Springer.
- Cuiyuan Wang & Tao Wang & Changhe Yuan & Jane Yihua Rong, 2022. "Learning to trade on sentiment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(2), pages 308-323, April.
- Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
- Yu-Min Lian & Jian-Chi Yang & Ko-Liang Kuo, 2022. "The Impact of Market Factors and News Sentiments on Silver Futures ETFs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(2), pages 1-2.
- Péter Csóka & P. Jean-Jacques Herings, 2022.
"Centralized Clearing Mechanisms in Financial Networks: A Programming Approach,"
CERS-IE WORKING PAPERS
2208, Institute of Economics, Centre for Economic and Regional Studies.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
- Csoka, Peter & Herings, Jean-Jacques, 2022.
"Centralized Clearing Mechanisms in Financial Networks : A Programming Approach,"
Discussion Paper
2022-008, Tilburg University, Center for Economic Research.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
- Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
- John Cotter & Enrique Salvador, 2022. "The non-linear trade-off between return and risk and its determinants," Working Papers 202203, Geary Institute, University College Dublin.
- Osinski Roman, 2022. "Sources of Finance for Public-Private Partnership (PPP) in Poland," Central European Economic Journal, Sciendo, vol. 9(56), pages 19-37, January.
- Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022.
"The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
- Benjamin Knox & Annette Vissing-Jorgensen, 2022. "A Stock Return Decomposition Using Observables," Finance and Economics Discussion Series 2022-014, Board of Governors of the Federal Reserve System (U.S.).
- Antulio N. Bomfim, 2022. "Credit Default Swaps," Finance and Economics Discussion Series 2022-023, Board of Governors of the Federal Reserve System (U.S.).
- John Caramichael & Gordon Y. Liao, 2022. "Stablecoins: Growth Potential and Impact on Banking," International Finance Discussion Papers 1334, Board of Governors of the Federal Reserve System (U.S.).
- Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019.
"Reusing Natural Experiments,"
Working Paper Series
2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Davidson Heath & Matthew Ringgenberg & Mehrdad Samadi & Ingrid M. Werner, 2022. "Reusing Natural Experiments," International Finance Discussion Papers 1339, Board of Governors of the Federal Reserve System (U.S.).
- Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad & Werner, Ingrid M, 2020. "Reusing Natural Experiments," CEPR Discussion Papers 14710, C.E.P.R. Discussion Papers.
- Fuster, Andreas & Lucca, David O & Vickery, James, 2022.
"Mortgage-Backed Securities,"
CEPR Discussion Papers
16989, C.E.P.R. Discussion Papers.
- Andreas Fuster & David O. Lucca & James Vickery, 2022. "Mortgage-Backed Securities," Staff Reports 1001, Federal Reserve Bank of New York.
- Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
- Filippo Gusella, 2022. "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics wp2022_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Russia’s Shares Market in 2021 and in Early 2022 [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Knut K. Aase, 2022.
"Optimal Risk Sharing in Society,"
Mathematics, MDPI, vol. 10(1), pages 1-31, January.
- Aase, Knut K., 2021. "Optimal Risk Sharing in Society," Discussion Papers 2021/10, Norwegian School of Economics, Department of Business and Management Science.
- Rainer Lippert, 2022. "Die Werttheorie von Karl Marx - neu interpretiert [Karl Marx's theory of value - reinterpreted]," Working Papers hal-03592387, HAL.
- Csoka, Peter & Herings, Jean-Jacques, 2022.
"Centralized Clearing Mechanisms in Financial Networks : A Programming Approach,"
Discussion Paper
2022-008, Tilburg University, Center for Economic Research.
- Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 21-2021, Copenhagen Business School, Department of Economics.
- Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022.
"Risk transmission between green markets and commodities,"
CAMA Working Papers
2022-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 2-2022, Copenhagen Business School, Department of Economics.
- Brühl, Volker, 2022. "Green financial products in the EU: A critical review of the status quo," CFS Working Paper Series 677, Center for Financial Studies (CFS).
- Daube, Carl Heinz, 2022. "Covid-19 – Auswirkungen auf Gesellschaft und Wirtschaft," EconStor Preprints 249209, ZBW - Leibniz Information Centre for Economics.
- Daube, Carl Heinz, 2022. "Covid-19 – Impacts on Society and Economy," EconStor Preprints 249296, ZBW - Leibniz Information Centre for Economics.
- Eibelshäuser, Steffen & Smetak, Fabian, 2022. "Frequent batch auctions and informed trading," SAFE Working Paper Series 344, Leibniz Institute for Financial Research SAFE.
2021
- Choi, Sangyup & Shin, Junhyeok, 2022.
"Bitcoin: An inflation hedge but not a safe haven,"
Finance Research Letters, Elsevier, vol. 46(PB).
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series GRU_2021_030, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin: An Inflation Hedge but Not a Safe Haven," Working papers 2021rwp-185, Yonsei University, Yonsei Economics Research Institute.
- Ana Cristina Soares & Philipp Meinen, 2021.
"Markups and Financial Shocks,"
Working Papers
w202122, Banco de Portugal, Economics and Research Department.
- Meinen, Philipp & Soares, Ana Cristina, 2021. "Markups and financial shocks," Discussion Papers 54/2021, Deutsche Bundesbank.
- Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021. "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers 21-04, University of Cologne, Centre for Financial Research (CFR).
- Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021. "Option return predictability with machine learning and big data," CFR Working Papers 21-08, University of Cologne, Centre for Financial Research (CFR).
- Brühl, Volker, 2021. "Decentralised Finance (DeFi) - wie die Tokenisierung die Finanzindustrie verändert," CFS Working Paper Series 655, Center for Financial Studies (CFS).
- Brühl, Volker, 2021. "Green finance in Europe: Strategy, regulation and instruments," CFS Working Paper Series 657, Center for Financial Studies (CFS).
- Afego, Pyemo N. & Alagidede, Imhotep P., 2021. "What does corporate social advocacy signal? Evidence from boycott participation decisions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics.
- Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022.
"YOLO trading: Riding with the herd during the GameStop episode,"
Finance Research Letters, Elsevier, vol. 46(PA).
- Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
- Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021.
"Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness,"
Working Papers
EPRG2110, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2127, Faculty of Economics, University of Cambridge.
- Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2021. "Short-term risk management for electricity retailers under rising shares of decentralized solar generation," Working Paper Series in Production and Energy 57, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021.
"The FOMC Risk Shift,"
Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Kroencke, Tim & Schmeling, Maik & Schrimpf, Andreas, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Can Gao & Ian W. R. Martin, 2021.
"Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment,"
Journal of Finance, American Finance Association, vol. 76(6), pages 3211-3254, December.
- Gao, Can & Martin, Ian, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
- Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment," SAFE Working Paper Series 312, Leibniz Institute for Financial Research SAFE.
- Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment," LSE Research Online Documents on Economics 108598, London School of Economics and Political Science, LSE Library.
- Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021. "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series 314, Leibniz Institute for Financial Research SAFE.
- Theissen, Erik & Westheide, Christian, 2020.
"Call of duty: Designated market maker participation in call auctions,"
Journal of Financial Markets, Elsevier, vol. 49(C).
- Theissen, Erik & Westheide, Christian, 2019. "Call of duty: Designated market maker participation in call auctions," CFR Working Papers 16-05, University of Cologne, Centre for Financial Research (CFR).
- Theissen, Erik & Westheide, Christian, 2021. "Call of duty: Designated market maker participation in call auctions," SAFE Working Paper Series 319, Leibniz Institute for Financial Research SAFE.
- Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021. "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series 326, Leibniz Institute for Financial Research SAFE.
- Peter S. Eppinger & Katja Neugebauer, 2022.
"External financial dependence and firms’ crisis performance across Europe,"
Empirical Economics, Springer, vol. 62(2), pages 887-904, February.
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"Superstar Returns,"
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"Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index,"
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"Time-varying impact of financial development on carbon emissions in G-7 countries: Evidence from the long history,"
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"Covid-19 and Firms' Stock Price Growth: The Role of Market Capitalization,"
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"Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19,"
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"Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness,"
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"Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness,"
Cambridge Working Papers in Economics
2127, Faculty of Economics, University of Cambridge.
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- Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lizethe Berenice Méndez-Heras. & Francisco Venegas-Martínez. & Diego Emilio Linthon-Delgado., 2021. "El impacto del crédito bancario sobre el desarrollo humano en México: un análisis de datos panel a nivel estatal, 2004-2016. (The Impact of Bank Credit on Human Development in Mexico: A Data Analysis ," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 1-28, May.
- Sebastian Kokot, 2021. "Primary Housing Market in the Context of Wages and Creditworthiness in Selected Cities in Poland in the Years 2006-2019," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1025-1040.
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- Sylwia Frydrych, 2021. "Sanctions as a Mechanism Disciplining Issuers on the NewConnect Market," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 456-469.
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- Lukasz Zieba, 2021. "Stock Exchange Development in V4 Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 4), pages 300-307.
- Joanna Bukowska, 2021. "The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 4), pages 412-420.
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"Evolving United States stock market volatility: The role of conventional and unconventional monetary policies,"
The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
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"Markups and financial shocks,"
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"Financial development, reforms and growth,"
Economic Modelling, Elsevier, vol. 108(C).
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"Do macroprudential policies affect non-bank financial intermediation?,"
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"The constraint on public dept when r,"
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"In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis,"
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"Financial crises: A survey,"
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"The financial origins of non-fundamental risk,"
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- Acharya, Sushant & Dogra, Keshav & Singh, Sanjay R., 2021. "The Financial Origins of Non-Fundamental Risk," CEPR Discussion Papers 16793, C.E.P.R. Discussion Papers.
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- Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021.
"Superstar Returns,"
ECONtribute Discussion Papers Series
131, University of Bonn and University of Cologne, Germany.
- Amaral, Francisco & Dohmen, Martin & Kohl, Sebastian & Schularick, Moritz, 2021. "Superstar Returns," CEPR Discussion Papers 16806, C.E.P.R. Discussion Papers.
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- Joe Cho Yiu Ng, 2021. "International Macroeconomic Aspect of Housing," GRU Working Paper Series GRU_2021_014, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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"Bitcoin: An inflation hedge but not a safe haven,"
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- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin: An Inflation Hedge but Not a Safe Haven," Working papers 2021rwp-185, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series GRU_2021_030, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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- Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "Restriktive US-Handelspolitik wirkt signifikant negativ auf Finanzmärkte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 88(31), pages 519-526.
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"The multifaceted impact of US trade policy on financial markets,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224529, Verein für Socialpolitik / German Economic Association.
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"Uniqueness of Clearing Payment Matrices in Financial Networks,"
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- Csóka, Péter & Herings, P. Jean-Jacques, 2021. "Uniqueness of Clearing Payment Matrices in Financial Networks," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
- Riko Stevens, 2021. "Arthur Cecil Pigou on Speculation: A Marshallian Analysis of Institutions and Economic Welfare," Economics Discussion / Working Papers 21-15, The University of Western Australia, Department of Economics.
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"COVID-19 spreading in financial networks: A semiparametric matrix regression model,"
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- Tone Smith, 2021. "Financialisation of Nature," SRE-Disc sre-disc-2021_08, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- Georg Leitner & Teresa Hübel & Anna Wolfmayr & Manuel Zerobin, 2021. "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Papers wuwp312, Vienna University of Economics and Business, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021.
"Dynamic return and volatility spillovers among S&P 500, crude oil, and gold,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
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- Kamil Gemra & Piotr Hościłowicz, 2021. "Świadomość funkcjonowania crowdfundingu," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 67-90.
- Chaeshick Chung & Sukjin Park, 2021. "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers 2108, Research Institute for Market Economy, Sogang University.
- Godfrey Marozva & Margaret Rutendo Magwedere, 2021. "Nexus Between Stock Returns, Funding Liquidity and COVID-19," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 71(3-4), pages 86-100, July-Dece.
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- Giovanni Bonaccolto, 2021. "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, vol. 18(3), pages 355-383, July.
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"Challenges in approximating the Black and Scholes call formula with hyperbolic tangents,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 73-100, June.
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- Andrea Cipollini & Ieva Mikaliunaite, 2021. "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, vol. 61(2), pages 855-881, August.
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"Preventing crash in stock market: The role of economic policy uncertainty during COVID-19,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
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"Complete and competitive financial markets in a complex world,"
Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
- Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
- Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
- Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021. "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models," Finance and Stochastics, Springer, vol. 25(4), pages 757-810, October.
- Haroon Rasool & Shafat Maqbool & Md. Tarique, 2021. "The relationship between tourism and economic growth among BRICS countries: a panel cointegration analysis," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.
- Faris Alshubiri, 2021. "The stock market capitalisation and financial growth nexus: an empirical study of western European countries," Future Business Journal, Springer, vol. 7(1), pages 1-20, December.
- Christian Hackober & Carolin Bock, 2021. "Which investors’ characteristics are beneficial for initial coin offerings? Evidence from blockchain technology-based firms," Journal of Business Economics, Springer, vol. 91(8), pages 1085-1124, October.
- Nasreen Nawaz, 2021. "Efficiency on the dynamic adjustment path in a financial market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 49-74, January.
- Stefani Milovanska-Farrington & Stephen Farrington, 2021. "Discipline, risk, and the endogeneity between financial decisionmaking and health," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 596-636, October.
- Tim J. Boonen & Fangda Liu & Ruodu Wang, 2021. "Competitive equilibria in a comonotone market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(4), pages 1217-1255, November.
- Parthajit Kayal & Sumanjay Dutta & Vipul Khandelwal & Rakesh Nigam, 2021. "Information Theoretic Ranking of Extreme Value Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 1-21, March.
- Hari Venkatesh & Jyoti Kumari & Gourishankar S. Hiremath & Hiranmoy Roy, 2021. "Foreign Institutional Investors: Fair-Weather Friends or Smart Traders?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 291-316, June.
- Mercedes Alda, 2021. "Managers beyond borders: side-by-side management in mutual funds and pension funds," Review of Managerial Science, Springer, vol. 15(2), pages 399-436, February.
- Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021.
"Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index,"
SN Business & Economics, Springer, vol. 1(10), pages 1-23, October.
- Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021. "Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index," Post-Print hal-03282991, HAL.
- Faisal M. Awwal & Prasad V. Bidarkota, 2021. "A state space framework for the residual income valuation model of stock prices," SN Business & Economics, Springer, vol. 1(4), pages 1-28, April.
- Marcela de Marillac Carvalho & Luiz Otávio de Oliveira Pala & Gabriel Rodrigo Gomes Pessanha & Thelma Sáfadi, 2021. "Asymmetric dependence of intraday frequency components in the Brazilian stock market," SN Business & Economics, Springer, vol. 1(6), pages 1-18, June.
- Salvador Rivas-Aceves, 2021. "Contagion Adverse Degree, Income Inequality and Economic Growth," Springer Books, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves (ed.), The Future of Companies in the Face of a New Reality, pages 63-78, Springer.
- Volker Brühl, 2021. "Decentralised Finance — wie die Tokenisierung die Finanzindustrie verändert [Decentralised Finance (DeFi) — How Tokenisation is Changing the Financial Industry]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 101(8), pages 629-637, August.
- Dario Salerno, 2021. "The Impact of Initial Public Offerings on Firms’ Performance: Disentangling Treatment from Self-Selection Effects," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(4), pages 1-1.
- Monica Guling Wu & Hsinan Hsu & Janchung Wang, 2021. "Market Trends and Options Trading: Viewpoint, Probability and Implications," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(5), pages 1-5.
- Meglioli, Francesco & Gauci, Stephanie, 2021. "A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector," ESRB Working Paper Series 124, European Systemic Risk Board.
- Gediminas Dubauskas, 2021. "Conditions influencing the change of defense budgets - the case of Lithuania," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 3(2), pages 282-288, June.
- Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
- Markus Brueckner & Wensheng Kang & Joaquin Vespignani, 2021.
"COVID-19 and firms’ stock price growth: The role of market capitalization,"
CAMA Working Papers
2021-100, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Brueckner, Markus & Kang, Wensheng & Vespignani, Joaquin, 2021. "Covid-19 and Firms' Stock Price Growth: The Role of Market Capitalization," Working Papers 2021-09, University of Tasmania, Tasmanian School of Business and Economics.
- Vincent FROMENTIN & Joris MICHEL & Sylvain WEBER, 2021. "L’effet des fluctuations financières sur le nombre de travailleurs frontaliers : une analyse comparative du Luxembourg et de la Suisse," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 53, pages 51-68.
2020
- Esra Nazmiye KILCI, 2020. "Forecasting Stock Market Indices with the Composite Leading Indicators: Evidence from Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
- Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020. "Financial Value of Analyst Recommendations: Talent or Risk Factor?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020.
"Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors,"
Working Papers Series
525, Central Bank of Brazil, Research Department.
- Eurilton Araujo & Ricardo D. Brito, Antonio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics 2020_06, University of São Paulo (FEA-USP).
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020.
"Credit, banking fragility and economic performance,"
Working Papers
hal-03403072, HAL.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," Sciences Po publications 03/2020, Sciences Po.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," Documents de Travail de l'OFCE 2020-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gerhard Sorger, 2020.
"On the dynamics of stock price bubbles: comments on a model by Miao and Wang,"
Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(2), pages 521-537, June.
- Gerhard Sorger, 2018. "On the dynamics of stock price bubbles: Comments on a model by Miao and Wang," Vienna Economics Papers vie1803, University of Vienna, Department of Economics.
- Patrick Omoruyi Eke & B. Uzoma Achugamonu & Simon Yunisa & Godswill Osagie Osuma, 2020. "Macroeconomic risks and financial sector stability: the Nigerian case," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 47(3), pages 233-249, September.
- Thomas Renault, 2020. "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Digital Finance, Springer, vol. 2(1), pages 1-13, September.
- Nima Nonejad, 2020. "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, vol. 58(1), pages 313-349, January.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020.
"On the pernicious effects of oil price uncertainty on US real economic activities,"
Empirical Economics, Springer, vol. 59(6), pages 2689-2715, December.
- Amélie Charles & Lian Chew & Olivier Darné & Sandy Suardi, 2020. "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print hal-03040689, HAL.
- Marzieh Ronaghi & Michael Reed & Sayed Saghaian, 2020. "The impact of economic factors and governance on greenhouse gas emission," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 22(2), pages 153-172, April.
- Khondker Aktaruzzaman & Omar Farooq, 2020. "Cultural fractionalization and informal finance: evidence from Indian firms," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 661-679, December.
- Lin Liu & Qiguang Chen, 2020. "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-21, December.
- Alexander Schiller & René-Ojas Woltering & Steffen Sebastian, 2020. "Is the flow-performance relationship really convex? - The impact of data treatment and model specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 300-320, April.
- Justin Cox, 2020. "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 587-610, July.
- Justin Cox & Adam Schwartz & Robert Ness, 2020. "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 724-748, October.
- David Vidal-Tomás & Simone Alfarano, 2020.
"An agent-based early warning indicator for financial market instability,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
- David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
- Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020. "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, vol. 70(2), pages 257-273, May.
- Partha Mohanram & Brian White & Wuyang Zhao, 2020. "Stock-based compensation, financial analysts, and equity overvaluation," Review of Accounting Studies, Springer, vol. 25(3), pages 1040-1077, September.
- Jaewoo Kim & Bryce Schonberger & Charles Wasley & Hunter Land, 2020. "Intertemporal variation in the information content of aggregate earnings and its effect on the aggregate earnings-return relation," Review of Accounting Studies, Springer, vol. 25(4), pages 1410-1443, December.
- Donald Lien & Chun-Da Chen, 2020. "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, vol. 14(5), pages 1047-1075, October.
- Nawazish Mirza & Jamila Abaidi Hasnaoui & Bushra Naqvi & Syed Kumail Abbas Rizvi, 2020. "The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-7, December.
- Hans-Jörg Naumer, 2020. "Schuldentragfähigkeit in der Eurozone bei niedrigen bzw. negativen Zinsen [Debt Sustainability in the Euro Area When Interest Rates Are Low or Negative]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 100(9), pages 682-686, September.
- Day-Yang Liu & Chun-Ming Chen & Yi-Kai Su, 2020. "The Impact of COVID-19 Pandemic on the Smooth Transition Dynamics of Broad-based Indices Volatilities in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-14.
- Keqi Chen, 2020. "A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-15.
- Yuhan Cheng & Dongqi Cui & Zixuan Li, 2020. "COVID-19 Virus Pneumonia’s Economic Effect in Different Industries: A Case Study in China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-7.
- Dimitrios G. Giantsios & Athanasios G. Noulas, 2020. "Cost Efficiency and Convergence in the European Nonlife Insurance Industry," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-6.
- Josiah Aduda & Morgan Ongoro, 2020. "Working Capital and Earnings Management among Manufacturing Firms: A Review of Literature," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 9(3), pages 1-5.
- Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
- Aida Tatibekova & Mukhtar Bubeyev, 2020. "How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1708-1722, March.
- Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa & Carlos Sanchís-Pedregosa & Norat Roig-Tierno, 2020. "Bail-in and interbank contagion risk: an application of FSQCA methodology," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(4), pages 2604-2614, June.
- Alireza Aghaee Shahrbabaki & Saeed Sakkaki & Peyman Parsa & Mohammad Saeed Heidary & Vahid Yousefi Pour, 2020. "Strategic reactions to information content of dividend change: applying BCG growth share matrix when signalling hypothesis identified," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(2), pages 10-32, December.
- Edmunds Čižo & Olga Lavrinenko & Svetlana Ignatjeva, 2020. "Determinants of financial development of the EU countries in the period 1995-2017," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 2(2), pages 505-522, June.
- Edmunds Čižo & Olga Lavrinenko & Svetlana Ignatjeva, 2020. "Analysis of the relationship between financial development and economic growth in the EU countries," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 2(3), pages 645-660, September.
- Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020.
"Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(16), pages 1305-1311, September.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019. "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers 201942, University of Pretoria, Department of Economics.
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020.
"Impact of global uncertainty on the global economy and large developed and developing economies,"
Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," CAMA Working Papers 2017-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Wensheng, Kang & Ratti, Ronald & Vespignani, Joaquin, 2017. "Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies," MPRA Paper 82188, University Library of Munich, Germany.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies," Globalization Institute Working Papers 303, Federal Reserve Bank of Dallas.
- Engelbert Stockhammer & Erik Bengtsson, 2020.
"Financial effects in historic consumption and investment functions,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 304-326, May.
- Stockhammer, Engelbert & Bengtsson, Erik, 2019. "Financial effects in historic consumption and investment functions," Lund Papers in Economic History 188, Lund University, Department of Economic History.
- Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020.
"Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 340-349, April.
- Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
- N. Kundan Kishor, 2020.
"Understanding the relationship between public and private commercial real estate markets,"
Journal of Property Research, Taylor & Francis Journals, vol. 37(4), pages 289-307, October.
- Kishor, N. Kundan, 2017. "Understanding the Relationship between Public and Private Commercial Real Estate Markets," MPRA Paper 83475, University Library of Munich, Germany.
- Islam, Raisul & Volkov, Vladimir, 2020. "Contagion or interdependence? Comparing signed and unsigned spillovers," Working Papers 2020-05, University of Tasmania, Tasmanian School of Business and Economics.
- Islam, Raisul & Volkov, Vladimir, 2020. "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers 2020-09, University of Tasmania, Tasmanian School of Business and Economics.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2019.
"Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries,"
MPRA Paper
103035, University Library of Munich, Germany.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2020. "Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries," Working Papers 2020-10, University of Tasmania, Tasmanian School of Business and Economics.
- Wensheng Kang & Ronald Ratti Bd & Joaquin Vespignani, 2020. "Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries," Working Papers hal-03071532, HAL.
- Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020.
"Financial linkages and sectoral business cycle synchronisation: Evidence from Europe,"
IWH Discussion Papers
2/2020, Halle Institute for Economic Research (IWH).
- Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers 20-008/III, Tinbergen Institute.
- Aase, Knut K., 2020. "Elements of economics of uncertainty and time with recursive utility," Discussion Papers 2020/13, Norwegian School of Economics, Department of Business and Management Science.
- Henry Penikas, 2020. "History of the World Largest Credit Risk Losses in 1972–2018," HSE Economic Journal, National Research University Higher School of Economics, vol. 24(1), pages 9-27.
- Doh-Khul Kim & Najrin Khanom, 2020. "The Role Of Dividends In Equity Markets: Evidence From Sectoral-Level Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 14(1), pages 23-34.
- Cañón, Carlos & Cortés, Edgar & Guerrero, Rodolfo, 2020. "Bank Competition and The Price of Credit: Evidence Using Mexican Loan Level Data," IDB Publications (Working Papers) 10476, Inter-American Development Bank.
- Muhammad Farooq AHMAD & Oskar KOWALEWSKI & Pawel PISANY, 2020. "What determines Initial Coin Offering success: A cross-country study," Working Papers 2020-ACF-10, IESEG School of Management.
- Roberto Riccò & Barbara Rindi & Duane J. Seppi, 2020. "Information, Liquidity, and Dynamic Limit Order Markets," Working Papers 660, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mukta Kanvinde & Muneer Shaik, 2020. "Are BRICS Stock Market Indices Mean Reverting? Evidence Based on Expected Lifetime Range Ratio," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 19(2), pages 169-186, September.
- Christos I. Giannikos & Andreas Kakolyris, 2020. "Modelling the Blind Principal Bid Mechanism: A Large Deviation Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 19(2), pages 187-200, September.
- Ricardo Jacob Mendoza-Rivera & Luis Enrique García-Pérez & Ana Lorena Jiménez Preciado, 2020. "Bull vs. Bear Oil & Gas Leveraged Exchange Traded Fund: A Rolling Risk-Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 15(4), pages 647-664, Octubre -.
- Foued SABBAGH, 2020. "L’instabilité Financière dans les Pays Sud Est Asiatique: Réglementation Prudentielle et Supervision Bancaire," Romanian Journal of Economics, Institute of National Economy, vol. 50(1(59)), pages 16-28, June.
- Tomislav Globan & Tihana Skrinjaric, 2020. "Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, vol. 44(3), pages 299-329.
- Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020.
"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
MPRA Paper
103870, University Library of Munich, Germany.
- Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers 2020-009, Department of Research, Ipag Business School.
- Faheem Aslam & Saqib Aziz & Duc K. Nguyen & Khurram S. Mughal & Maaz Khan, 2020. "On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic," Working Papers 2020-010, Department of Research, Ipag Business School.
- Mosso-Martínez, Margarita M. & López-Herrera, Francisco, 2020. "Variables económicas y deterioro de la calidad de la cartera de hipotecas bursatilizadas en México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(52), pages 47-68, Primer se.
- João Tovar Jalles, 2020. "Financial Crises and Climate Change," Working Papers REM 2020/0131, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2019.
"Populism, Political Risk and the Economy: Lessons from Italy,"
Boston College Working Papers in Economics
989, Boston College Department of Economics, revised 28 Apr 2020.
- Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020. "Populism, Political Risk and the Economy: Lessons from Italy," IZA Discussion Papers 12929, Institute of Labor Economics (IZA).
- Martin Brown & Tomasz Zastawniak, 2020. "Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs," Annals of Finance, Springer, vol. 16(3), pages 423-433, September.
- Riccardo De Blasis, 2020. "The price leadership share: a new measure of price discovery in financial markets," Annals of Finance, Springer, vol. 16(3), pages 381-405, September.
- Mario Maggi & Maria-Laura Torrente & Pierpaolo Uberti, 2020. "Proper measures of connectedness," Annals of Finance, Springer, vol. 16(4), pages 547-571, December.
- Abdullah Alqahtani & Miguel Martinez, 2020. "US Economic Policy Uncertainty and GCC Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(3), pages 415-425, September.
- Naheed Rabbani, 2020. "Determinants of Capital Structure: Insights from Japanese Private Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(4), pages 587-603, December.
- David E. Haithcock & E. Frank Stephenson, 2020. "Did Zion Williamson Give Nike’s Stock a Flat Tire?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(2), pages 263-264, June.
- Richard J. Cebula, 2020. "Financial Economics Meets Tax Policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(2), pages 143-146, June.
- Cui Xinyue & Xu Zhaoyu & Zhou Yue, 2020. "Using Machine Learning to Forecast Future Earnings," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(4), pages 543-545, December.
- Andrew Phiri, 2020.
"Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform,"
Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
- Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
- Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
- Muhammad Owais Qarni & Saqib Gulzar, 2020. "Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 543-577, August.
- Tim A. Herberger & Matthias Horn & Andreas Oehler, 2020. "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 179-197, June.
- Muneer Shaik & S. Maheswaran, 2020. "A new unbiased additive robust volatility estimation using extreme values of asset prices," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 313-347, September.
- Kobana Abukari & Isaac Otchere, 2020. "Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 471-505, December.
- Tim A. Herberger & Felix Reinle, 2020. "A Decision Making Framework for Portfolio Selection in Private Equity Investments," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(3), pages 321-322, August.
- Ampudia, Miguel & Baumann, Ursel & Fornari, Fabio, 2020. "Coronavirus (COVID-19): market fear as implied by options prices," Economic Bulletin Boxes, European Central Bank, vol. 4.
- Bekaert, Geert & De Santis, Roberto A., 2021.
"Risk and return in international corporate bond markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Bekaert, Geert & De Santis, Roberto A., 2020. "Risk and return in international corporate bond markets," Working Paper Series 2452, European Central Bank.
- Kristiansen, Kristian & Hvid, Anna Kirstine, 2020. "How news affects sectoral stock prices through earnings expectations and risk premia," Working Paper Series 2493, European Central Bank.
- Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2020. "Is Financial Globalization in Reverse after the 2008 Global Financial Crisis? Evidence from Corporate Valuations," Working Paper Series 2020-05, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Ma, Sai & Zhang, Shaojun, 2020. "Housing Risk and the Cross-Section of Returns across Many Asset Classes," Working Paper Series 2020-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Shams, Amin, 2020. "The Structure of Cryptocurrency Returns," Working Paper Series 2020-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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"Complete and competitive financial markets in a complex world,"
Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
- Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
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"Volatility Depend on Market Trades and Macro Theory,"
MPRA Paper
102434, University Library of Munich, Germany.
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"Preventing crash in stock market: The role of economic policy uncertainty during COVID-19,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
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- Senjuti Barua, 2020. "Firm Level Characteristics and Stock Returns: Evidence from Selected Insurance Companies Listed on the Dhaka Stock Exchange," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(12), pages 1356-1365, December.
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- Fu Qiao, 2020. "Study on Price Fluctuation of Industry Index in Chinas Stock Market Based on Empirical Mode Decomposition," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(5), pages 559-573, May.
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- Koffi Pokou, 2020. "FDI Inflows and Financial Development in Ecowas: Causality Analysis in the Frequency Domain," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(8), pages 946-955, August.
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- Michel Dacorogna, 2020. "High Frequency Trading, a Boon or a Threat?," BANCARIA, Bancaria Editrice, vol. 1, pages 89-96, January.
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- Seyed Mohammadreza Davoodalhosseini, 2020. "Optimal Taxation in Asset Markets with Adverse Selection," Staff Working Papers 20-11, Bank of Canada.
- Rod Garratt & Maarten van Oordt, 2020. "Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies," Staff Working Papers 20-27, Bank of Canada.
- David Beers & Elliot Jones & John Walsh, 2020. "BoC-BoE Sovereign Default Database: What’s New in 2020?," Staff Analytical Notes 2020-13, Bank of Canada.
- Alejandro García & Bena Lands & Xuezhi Liu & Joshua Slive, 2020. "The potential effect of a central bank digital currency on deposit funding in Canada," Staff Analytical Notes 2020-15, Bank of Canada.
- Eurilton Araujo & Ricardo D. Brito, Antonio Z. Sanvicente, 2020.
"Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors,"
Working Papers, Department of Economics
2020_06, University of São Paulo (FEA-USP).
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
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- Frost, Jon & Gambacorta, Leonardo & Gambacorta, Romina, 2020.
"The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology,"
CEPR Discussion Papers
15014, C.E.P.R. Discussion Papers.
- Jon Frost & Leonardo Gambacorta & Romina Gambacorta, 2020. "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," Questioni di Economia e Finanza (Occasional Papers) 565, Bank of Italy, Economic Research and International Relations Area.
- Jon Frost & Leonardo Gambacorta & Romina Gambacorta, 2020. "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," BIS Working Papers 871, Bank for International Settlements.
- Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2020. "Asymmetric information in corporate lending: evidence from SME bond markets," Temi di discussione (Economic working papers) 1292, Bank of Italy, Economic Research and International Relations Area.
- Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
- Rogelio Mercado Jr, 2020. "Bilateral capital flows: gravity, push, and pull," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?, volume 52, Bank for International Settlements.
- Frost, Jon & Gambacorta, Leonardo & Gambacorta, Romina, 2020.
"The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology,"
CEPR Discussion Papers
15014, C.E.P.R. Discussion Papers.
- Jon Frost & Leonardo Gambacorta & Romina Gambacorta, 2020. "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," BIS Working Papers 871, Bank for International Settlements.
- Jon Frost & Leonardo Gambacorta & Romina Gambacorta, 2020. "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," Questioni di Economia e Finanza (Occasional Papers) 565, Bank of Italy, Economic Research and International Relations Area.
- Tibor Szendrei & Katalin Varga, 2020. "FISS – A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
- Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2020.
"Trade uncertainties and the hedging abilities of Bitcoin,"
Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(3), September.
- Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019. "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers 201948, University of Pretoria, Department of Economics.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020.
"Mispriced index option portfolios,"
Financial Management, Financial Management Association International, vol. 49(2), pages 297-330, June.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017. "Mispriced Index Option Portfolios," NBER Working Papers 23708, National Bureau of Economic Research, Inc.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Feng, Gavin & Giglio, Stefano W & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- VASIU Diana-Elena, 2020. "How Covid 19 Lockdown Affected The Companies Listed On Bucharest Stock Exchange. An Analysis From The Perspective Of Leverages," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(4), pages 139-147, December.
- FUKUMA Noritaka & KADOGAWA Yoichi, 2020. "An Overview of Algorithmic Trading in Foreign Exchange Markets and Its Impacts on Market Liquidity," Bank of Japan Review Series 20-E-5, Bank of Japan.
- Schnabl Gunther & Sonnenberg Nils, 2020. "Monetary Policy, Financial Regulation and Financial Stability: A Comparison between the Fed and the ECB in the Wake of the Global Financial Crisis," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 71(1), pages 180-210, April.
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- Paul J.J. Welfens & Kaan Celebi, 2020. "CO2 Allowance Price Dynamics and Stock Markets in EU Countries: Empirical Findings and Global CO2-Perspectives," EIIW Discussion paper disbei267, Universitätsbibliothek Wuppertal, University Library.
- Dominique Plihon, 2020. "Des crises à répétition : des caisses d'épargne américaines aux subprimes," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 189-199.
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- Ge, S., 2020. "Text-Based Linkages and Local Risk Spillovers in the Equity Market," Cambridge Working Papers in Economics 20115, Faculty of Economics, University of Cambridge.
- Shikha Singh & Mandira Sarma, 2020. "Financial Structure and Stability: An Empirical Exploration," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 9-32.
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- Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020.
"Dynamic Equity Slope,"
Working Papers
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- Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Carlo Alberto Notebooks 626, Collegio Carlo Alberto.
- Ivo Bakota, 2020. "Firm Leverage and Wealth Inequality," CERGE-EI Working Papers wp667, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber-Attacks, Cryptocurrencies, and Cyber Security," CESifo Working Paper Series 8124, CESifo.
- Sugata Marjit & Moushakhi Ray, 2020. "Asset Level Heterogeneity, Competition and Export Incentives: The Role of Credit Rationing," CESifo Working Paper Series 8208, CESifo.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2021.
"Climate Finance,"
Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 15-36, November.
- Giglio, Stefano W & Kelly, Bryan & Ströbel, Johannes, 2020. "Climate Finance," CEPR Discussion Papers 15557, C.E.P.R. Discussion Papers.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2020. "Climate Finance," CESifo Working Paper Series 8772, CESifo.
- Stefano Giglio & Bryan T. Kelly & Johannes Stroebel, 2020. "Climate Finance," NBER Working Papers 28226, National Bureau of Economic Research, Inc.
- Teodor Godina & Serge Kassibrakis & Semyon Malamud & Alberto Teguia & Jiahua Xu, 2020. "Learning (Not) to Trade: Lindy's Law in Retail Traders," Swiss Finance Institute Research Paper Series 20-100, Swiss Finance Institute.
- Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020. "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series 20-110, Swiss Finance Institute.
- Daniel Bradley & Sinan Gokkaya & Xi Liu & Roni Michaely, 2020. "Propagation of Political Information," Swiss Finance Institute Research Paper Series 20-26, Swiss Finance Institute.
- Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2020. "Choosing Investment Managers," Swiss Finance Institute Research Paper Series 20-63, Swiss Finance Institute.
- Magdalena Tywoniuk, 2020. "To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives," Swiss Finance Institute Research Paper Series 20-72, Swiss Finance Institute.
- Magdalena Tywoniuk, 2020. "CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series 20-95, Swiss Finance Institute.
- Cezar, Rafael & Gigout, Timothée & Tripier, Fabien, 2020.
"Cross-border investments and uncertainty: Firm-level evidence,"
Journal of International Money and Finance, Elsevier, vol. 108(C).
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border investments and uncertainty: Firm-level evidence," Post-Print hal-02877942, HAL.
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- Martin Hodula & Ngoc Anh Ngo, 2020. "Finance, Growth and (Macro)Prudential Policy: European Evidence," Working Papers 2020/2, Czech National Bank.
- John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
- John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020. "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers 202011, Geary Institute, University College Dublin.
- Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
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"What matters for consumer sentiment? World oil price or retail gasoline price?,"
Working Paper series
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- Felipe Benguria, 2020. "Firms, Jobs, and Gender Disparities in Top Incomes: Evidence from Brazil," Upjohn Working Papers 20-338, W.E. Upjohn Institute for Employment Research.
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- Emiliano A. Carlevaro & Leandro M. Magnusson, 2020. "The (in)stability of stock returns and monetary policy interdependence in the US," Economics Discussion / Working Papers 20-27, The University of Western Australia, Department of Economics.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016.
"Networks in risk spillovers: a multivariate GARCH perspective,"
Working Papers
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"Dynamic Equity Slope,"
Carlo Alberto Notebooks
626, Collegio Carlo Alberto.
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- Krasimira Naydenova, 2020. "In The Low Interests Trap," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 441-451.
- Weychert Ewa, 2020. "Financial development and income inequality," Central European Economic Journal, Sciendo, vol. 7(54), pages 84-100, January.
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- Daniluk Katarzyna, 2020. "Effectiveness of Selected Investment Strategies in the Opinion of Polish Individual Investors Depending on their Personal Preferences," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 13(4), pages 442-451, December.
- Muritala Adewale T. & Ijaiya Adeniyi M. & Adekunle Ahmed O. & Nageri Ibraheem K. & Yinus A. Bolaji, 2020. "Impact of Oil Prices on Stock Market Development in Selected Oil Exporting Sub-Saharan African Countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(2), pages 1-13, June.
- Uyduran Burak, 2020. "The Crypto Effect on Cross Border Transfers and Future Trends of Cryptocurrencies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(4), pages 12-23, December.
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- Cortina, Juan J. & Didier, Tatiana & Schmukler, Sergio L., 2021.
"Global corporate debt during crises: Implications of switching borrowing across markets,"
Journal of International Economics, Elsevier, vol. 131(C).
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- Didier, Tatiana & Levine, Ross & Llovet Montanes, Ruth & Schmukler, Sergio L., 2021.
"Capital market financing and firm growth,"
Journal of International Money and Finance, Elsevier, vol. 118(C).
- Tatiana Didier & Ross Levine & Ruth Llovet Montanes & Sergio L. Schmukler, 2020. "Capital Market Financing and Firm Growth," Mo.Fi.R. Working Papers 166, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Didier Brandao,Tatiana & Levine,Ross Eric & Llovet Montanes,Ruth & Schmukler,Sergio L., 2020. "Capital Market Financing and Firm Growth," Policy Research Working Paper Series 9337, The World Bank.
- Abu Taleb Mohammad Adnan & Mohammad Mahadi Hasan & Ezaz Ahmed, 2020. "Capital Market Reactions to the Arrival of COVID-19: A Developing Market Perspective," Economic Research Guardian, Weissberg Publishing, vol. 10(2), pages 97-121, December.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020.
"The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 957-965, September.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
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"Official Demand for U.S. Debt: Implications for U.S. Real Rates,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
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- Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020.
"Identification of preferences, demand and equilibrium with finite data,"
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- Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020.
"Identification of preferences, demand and equilibrium with finite data,"
The Warwick Economics Research Paper Series (TWERPS)
1290, University of Warwick, Department of Economics.
- Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," CRETA Online Discussion Paper Series 60, Centre for Research in Economic Theory and its Applications CRETA.
- Eliezer Prisman, 2020. "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806, May.
- George Xianzhi Yuan (ed.), 2020. "The CME Vulnerability:The Impact of Negative Oil Futures Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11908, May.
- Eliezer Prisman, 2020. "Introduction," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "A Basic Model of Bond Markets," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 2, pages 15-28, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 3, pages 29-65, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Duration and Immunization," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 4, pages 67-80, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 5, pages 81-119, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Feasible Set: A General Formulation," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 6, pages 121-146, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 7, pages 147-191, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 8, pages 193-239, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 9, pages 241-261, World Scientific Publishing Co. Pte. Ltd..
- Chern Lu, 2020. "The Overview of WTI Crude Oil Futures’ Epic Fall," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 1, pages 3-49, World Scientific Publishing Co. Pte. Ltd..
- Rongbing Huang & George Yuan, 2020. "The Better Way for CME’s Execution: Based on the Perspective of Industry’s Best Practice Rule," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 2, pages 51-67, World Scientific Publishing Co. Pte. Ltd..
- James Zhan, 2020. "Impact of Negative Oil Price on Risk Measuring," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 3, pages 69-83, World Scientific Publishing Co. Pte. Ltd..
- Duoqi Xu & Peiran Wang & Yicheng Wang, 2020. "Three Legal Reflections on the “Crude Oil Treasure” Incident: Starting with the CME Rule Change," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 4, pages 85-101, World Scientific Publishing Co. Pte. Ltd..
- Chenghu Ma & Xianzhen Wang, 2020. "Why Oil Prices Plunged and Settled Negative: A Game-Theoretical Perspective," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 5, pages 105-130, World Scientific Publishing Co. Pte. Ltd..
- Cong Sui & Mo Yang, 2020. "Tanker Shipping and Negative Oil Prices: More Than Just the Freight Rates," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 6, pages 131-146, World Scientific Publishing Co. Pte. Ltd..
- Henry Yang, 2020. "Option Pricing with Shifted Lognormal Model for Negative Oil Prices," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 7, pages 147-153, World Scientific Publishing Co. Pte. Ltd..
- Bin Zhu, 2020. "The Paradox of Negative Oil Prices," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 8, pages 155-162, World Scientific Publishing Co. Pte. Ltd..
- Michael Peng, 2020. "The Challenges of Negative Oil Future Price Posed to Risk Managers and Quants," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 9, pages 165-195, World Scientific Publishing Co. Pte. Ltd..
- Weiping Li, 2020. "Negative Asset Pricing and Moral Hazard," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 10, pages 197-214, World Scientific Publishing Co. Pte. Ltd..
- You Zhang & Lingtong (Stanley) Meng, 2020. "The Bachelier Model: Option Pricing with Negative Strike and Asset Price," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 11, pages 215-222, World Scientific Publishing Co. Pte. Ltd..
- Yali Chang & Jianwu Lin & Chengying He, 2020. "Blockchain-based Options for Physical Settlement of Commodity Futures," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 12, pages 223-251, World Scientific Publishing Co. Pte. Ltd..
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- Oyvat, Cem, 2020. "The role of global finance in the provisioning of social infrastructure and the welfare state," Greenwich Papers in Political Economy 26750, University of Greenwich, Greenwich Political Economy Research Centre.
- Jorge Alberto Rivera Godoy & Alejandro Torres Duque & Juliana GarcÃa Muñoz, 2020. "Analysis Of Financial Performance Of The Non-Alcoholic Beverage Industry In Colombia," Economia Coyuntural,Revista de temas de perspectivas y coyuntura, Instituto de Investigaciones Economicas y Sociales 'Jose Ortiz Mercado' (IIES-JOM), Facultad de Ciencias Economicas, Administrativas y Financieras, Universidad Autonoma Gabriel Rene Moreno, vol. 5(4), pages 123-159.
- Jean Marie Cardebat & Philippe Masset & Jean-Philippe Weisskopf, 2020.
"Covid-19 and fine wines: the ‘perfect blend’ for a severe headache?,"
Working Papers
hal-03258235, HAL.
- Jean-Marie CARDEBAT & Philippe MASSET & Jean-Philippe WEISSKOPF, 2020. "Covid-19 and fine wines: the ‘perfect blend’ for a severe headache?," Bordeaux Economics Working Papers 2020-05, Bordeaux School of Economics (BSE).
- Cezar, Rafael & Gigout, Timothée & Tripier, Fabien, 2020.
"Cross-border investments and uncertainty: Firm-level evidence,"
Journal of International Money and Finance, Elsevier, vol. 108(C).
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border Investments and Uncertainty Firm-level Evidence," Working Papers 2020-03, CEPII research center.
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border investments and uncertainty: Firm-level evidence," Post-Print hal-02877942, HAL.
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border Investments and Uncertainty: Firm-level Evidence," Working papers 766, Banque de France.
- Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz, 2020.
"On the efficiency of foreign exchange markets in times of the COVID-19 pandemic,"
Technological Forecasting and Social Change, Elsevier, vol. 161(C).
- Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurram S. & Khan, Maaz, 2020. "On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic," MPRA Paper 102458, University Library of Munich, Germany, revised Jul 2020.
- Faheem Aslam & Saqib Aziz & Duc Khuong Nguyen & Khurrum Mughal & Maaz Khan, 2020. "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Post-Print hal-02966920, HAL.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020.
"On the pernicious effects of oil price uncertainty on US real economic activities,"
Empirical Economics, Springer, vol. 59(6), pages 2689-2715, December.
- Amélie Charles & Lian Chew & Olivier Darné & Sandy Suardi, 2020. "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print hal-03040689, HAL.
- Vivien Lefebvre & Anais Hamelin, 2020. "Introduction en bourse et croissance externe des PME françaises," Post-Print hal-03278790, HAL.
- Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020.
"Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds,"
LEO Working Papers / DR LEO
2839, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2021. "Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds," Working Papers hal-02507499, HAL.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2019.
"Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries,"
MPRA Paper
103035, University Library of Munich, Germany.
- Wensheng Kang & Ronald Ratti Bd & Joaquin Vespignani, 2020. "Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries," Working Papers hal-03071532, HAL.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2020. "Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries," Working Papers 2020-10, University of Tasmania, Tasmanian School of Business and Economics.
- Jean-Marie CARDEBAT & Philippe MASSET & Jean-Philippe WEISSKOPF, 2020.
"Covid-19 and fine wines: the ‘perfect blend’ for a severe headache?,"
Bordeaux Economics Working Papers
2020-05, Bordeaux School of Economics (BSE).
- Jean Marie Cardebat & Philippe Masset & Jean-Philippe Weisskopf, 2020. "Covid-19 and fine wines: the ‘perfect blend’ for a severe headache?," Working Papers hal-03258235, HAL.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020.
"Credit, banking fragility and economic performance,"
Documents de Travail de l'OFCE
2020-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," Working Papers hal-03403072, HAL.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," Sciences Po publications 03/2020, Sciences Po.
- Kenny Baumli & Tooraj Jamasb, 2020.
"Assessing Private Investment in African Renewable Energy Infrastructure: A Multi-Criteria Decision Analysis Approach,"
Sustainability, MDPI, vol. 12(22), pages 1-19, November.
- Baumli, Kenny & Jamasb, Tooraj, 2020. "Assessing Private Investment in African Renewable Energy Infrastructure: A Multi-criteria Decision Analysis Approach," Working Papers 15-2020, Copenhagen Business School, Department of Economics.
- Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2020.
"Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19,"
Working Papers
1-2021, Copenhagen Business School, Department of Economics.
- Muhammad Arif & Muhammad Abubakr Naeem & Saqib Farid & Rabindra Nepal & Tooraj Jamasb, 2021. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," CAMA Working Papers 2021-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Javier Emmanuel Anguiano-Pita & Antonio Ruiz-Porras, 2020. "Desarrollo financiero y crecimiento económico en América del Norte," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 12(1), pages 165-199, June.
- Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2020. "The Expansion of Corporate Bond Markets in East Asia and Latin America," Documentos de Trabajo LACEA 018594, The Latin American and Caribbean Economic Association - LACEA.
- Maria Teresa V. D. Alves, 2020. "Do Accounting and Finance Master’s Students Apply Prospect Theory?," Revista CEA, Instituto Tecnológico Metropolitano, vol. 6(11), pages 45-69, January.
- Maria Teresa V. D. Alves, 2020. "¿Aplican los estudiantes de maestría en contabilidad y finanzas la teoría de la perspectiva?," Revista CEA, Instituto Tecnológico Metropolitano, vol. 6(11), pages 45-69, January.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Feng, Gavin & Giglio, Stefano W & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020. "The Big Bang: Stock Market Capitalization in the Long Run," CEPR Discussion Papers 14468, C.E.P.R. Discussion Papers.
- Koster, Hans R.A., 2020. "The Welfare Effects of Greenbelt Policy: Evidence from England," CEPR Discussion Papers 14546, C.E.P.R. Discussion Papers.
- Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019.
"Reusing Natural Experiments,"
Working Paper Series
2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad & Werner, Ingrid M, 2020. "Reusing Natural Experiments," CEPR Discussion Papers 14710, C.E.P.R. Discussion Papers.
- Davidson Heath & Matthew Ringgenberg & Mehrdad Samadi & Ingrid M. Werner, 2022. "Reusing Natural Experiments," International Finance Discussion Papers 1339, Board of Governors of the Federal Reserve System (U.S.).
- Jon Frost & Leonardo Gambacorta & Romina Gambacorta, 2020.
"The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology,"
BIS Working Papers
871, Bank for International Settlements.
- Frost, Jon & Gambacorta, Leonardo & Gambacorta, Romina, 2020. "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," CEPR Discussion Papers 15014, C.E.P.R. Discussion Papers.
- Jon Frost & Leonardo Gambacorta & Romina Gambacorta, 2020. "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," Questioni di Economia e Finanza (Occasional Papers) 565, Bank of Italy, Economic Research and International Relations Area.
- Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020.
"Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates,"
Staff Reports
934, Federal Reserve Bank of New York.
- Cao, Shuo & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," CEPR Discussion Papers 15122, C.E.P.R. Discussion Papers.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2021.
"Climate Finance,"
Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 15-36, November.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2020. "Climate Finance," CESifo Working Paper Series 8772, CESifo.
- Giglio, Stefano W & Kelly, Bryan & Ströbel, Johannes, 2020. "Climate Finance," CEPR Discussion Papers 15557, C.E.P.R. Discussion Papers.
- Stefano Giglio & Bryan T. Kelly & Johannes Stroebel, 2020. "Climate Finance," NBER Working Papers 28226, National Bureau of Economic Research, Inc.
- Hao Jiang & Dimitri Vayanos & Lu Zheng, 2020.
"Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing,"
NBER Working Papers
28253, National Bureau of Economic Research, Inc.
- Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2020. "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers 15563, C.E.P.R. Discussion Papers.
- Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020.
"Technological Innovation and Labor Income Risk,"
NBER Working Papers
26964, National Bureau of Economic Research, Inc.
- Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020. "Technological Innovation and Labor Income Risk," Working Papers, Center for Retirement Research at Boston College 202010, Center for Retirement Research.
- Carpantier, Jean-François, 2021.
"Anything but gold - The golden constant revisited,"
Journal of Commodity Markets, Elsevier, vol. 24(C).
- Jean-François Carpantier, 2020. "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES 2020036, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Beatriz García Costa & Laura García Costa & Raúl Gómez Martínez, 2020. "¿La incertidumbre política afecta a la inversión en el Ibex 35?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 43(122), pages 163-174, Mayo.
- Martha López Piñeros, 2020.
"Economic Sectors and the Risk-taking Channel of Monetary Policy,"
Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 43(123), pages 275-290, Noviembre.
- Martha López, 2017. "Economic Sectors and the Risk-taking Channel of Monetary Policy," Borradores de Economia 1029, Banco de la Republica de Colombia.
- Montone, Maurizio & Zwinkels, Remco C. J., 2020.
"Investor Sentiment and Employment,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(5), pages 1581-1618, August.
- Maurizio Montone & Remco C.J. Zwinkels, 2015. "Investor Sentiment and Employment," Tinbergen Institute Discussion Papers 15-046/IV/DSF91, Tinbergen Institute.
- Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020.
"The Relative Valuation Of Gold,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1346-1391, September.
- Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016. "The relative valuation of gold," Ruhr Economic Papers 604, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017. "The Relative Valuation of Gold," Chemnitz Economic Papers 005, Department of Economics, Chemnitz University of Technology, revised May 2017.
- Стоян Проданов, 2020. "Инвестиции И Инвестиционни Решения: Методико-Приложни Аспекти," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 142 Year , pages 9-165.
- Steffen Günther & Christian Fieberg & Thorsten Poddig, 2020. "The Cross-Section of Cryptocurrency Risk and Return," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 89(4), pages 7-28.
- Joost Bats, 2020. "Corporates' dependence on banks: The impact of ECB corporate sector purchases," DNB Working Papers 667, Netherlands Central Bank, Research Department.
- Rui Dias & Paula Heliodoro & Paulo Alexandre, 2020. "Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis," Journal of Innovative Business and Management, DOBA Faculty, vol. 12(2), pages 13-19.
- Stefanescu, Răzvan & Dumitriu, Ramona, 2020. "Introducere în analiza anomaliilor calendaristice, Partea a doua [An Introduction to the Analysis of the Calendar Anomalies, Part 2]," MPRA Paper 97961, University Library of Munich, Germany.
- Tevdovski, Dragan & Stojkoski, Viktor, 2020. "What is behind extreme negative returns co-movement in the South Eastern European stock markets?," MPRA Paper 98227, University Library of Munich, Germany.
- Yashin, Pete, 2020. "Закон Сохранения Реального Богатства И Рост Неравенства [Law of conservation of real wealth and rising inequality]," MPRA Paper 99274, University Library of Munich, Germany.
- Yashin, Pete, 2020. "Law of conservation of real wealth and rising inequality," MPRA Paper 99308, University Library of Munich, Germany.
- Stefanescu, Răzvan & Dumitriu, Ramona, 2020. "Efectul Turn-of-the-Year pe piaţa valutară din România [The Turn-of-the-Year Effect in the Romanian foreign exchange market]," MPRA Paper 99365, University Library of Munich, Germany, revised 30 Mar 2020.
- Yashin, Pete, 2020. "Virtual wealth is growing," MPRA Paper 99610, University Library of Munich, Germany.
- Dumitriu, Ramona & Stefanescu, Răzvan, 2020. "Provocări pentru Finanţele Comportamentale în contextul COVID-19 [Some challenges for the Behavioral Finance in the Context of COVID-19]," MPRA Paper 99675, University Library of Munich, Germany, revised 16 Apr 2020.
- Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019.
"Trade Policy Uncertainty and Stock Returns,"
Discussion Papers Series, Department of Economics, Tufts University
0830, Department of Economics, Tufts University.
- Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
- Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021.
"Do oil-price shocks predict the realized variance of U.S. REITs?,"
Energy Economics, Elsevier, vol. 104(C).
- Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020. "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers 202012, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers 202022, University of Pretoria, Department of Economics.
- Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021.
"Volatility connectedness of major cryptocurrencies: The role of investor happiness,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020. "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers 202059, University of Pretoria, Department of Economics.
- Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence," Working Papers 202060, University of Pretoria, Department of Economics.
- Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers 202068, University of Pretoria, Department of Economics.
- Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020. "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers 202095, University of Pretoria, Department of Economics.
- Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021.
"Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data,"
Finance Research Letters, Elsevier, vol. 43(C).
- Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers 202097, University of Pretoria, Department of Economics.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020. "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers 202099, University of Pretoria, Department of Economics.
- Mercan Hatipoglu, 2020. "Revisiting Linkages between Stock Prices and Real Activity in OECD Countries: Does Finance Respond to Changing Situation of Economy?," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(1), pages 105-126.
- Mohammad Enamul Hoque & Mohd Azlan Shah Zaidi, 2020. "Impacts of Global-Economic-Policy Uncertainty on Emerging Stock Market: Evidence from Linear and Non-Linear Models," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(1), pages 53-66.
- Anupam Das & Tanweer Akram, 2020. "A Keynesian analysis of Canadian government securities yields," PSL Quarterly Review, Economia civile, vol. 73(294), pages 241-260.
- David Rebollo Catalan & Xiomara Vazquez Guillen, 2020. "La heterogeneidad de los agentes inversores en las series de la Bolsa Mexicana de Valores," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 17(1), pages 69-94, Enero-Jun.
- Hana Bawazir & Mukesh Kumar & Saban Celik & Khadija Abdulredha Abdulla & Bora Aktan, 2020. "The interdependence between stock market development and economic growth: a multi-country examination," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 619-652.
- Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020.
"What matters for consumer sentiment? World oil price or retail gasoline price?,"
University of Cyprus Working Papers in Economics
05-2020, University of Cyprus Department of Economics.
- Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," Working Paper series 20-22, Rimini Centre for Economic Analysis.
- Park , Cyn-Young & Tian , Shu & Zhao , Bo, 2020. "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series 605, Asian Development Bank.
- Sugandi, Eric Alexander, 2020. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the Covid-19 Pandemic," ADBI Working Papers 1198, Asian Development Bank Institute.
- Shrestha, Keshab & Subramaniam, Ravichandran & Thiyagarajan, Thangarajah, 2020. "Price Discovery in Agricultural Markets," American Business Review, Pompea College of Business, University of New Haven, vol. 23(1), pages 53-69, May.
- Tirtiroglu, Dogan & Tirtiroglu, Ercan, 2020. "Seller Financing: Contracting Out of the Lemons and Moral Hazard Problems When They May Co-Exist," American Business Review, Pompea College of Business, University of New Haven, vol. 23(2), pages 335-357, November.
- TOPALOĞLU, Tuğba Nur & KÖYCÜ, Erol, 2020. "Stock Volatility Modeling in Health Enterprises: An Econometric Survey in The Human Health and Social Services Sector," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 5(1), pages 87-107, June.
- DEHMEJ , Salim & MIKOU, Mohammed, 2020. "Indice agrégé de stabilité financière au Maroc," Document de travail 2020-2, Bank Al-Maghrib, Département de la Recherche.
- Caliskan, M. M. Tuncer & Kirer Silva Lecuna, Hale, 2020. "The Determinants of Banking Sector Profitability in Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(1), pages 161-167, January.
- Ozbey, Fela & Paksoy, Semin, 2020. "Estimation of the XU100 Index Return Volatility with the Integration of GARCH Family Models and ANN," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 385-396, April.
- Sengul Gunes, Gulnaz & Tanrivermis, Harun, 2020. "A Research on Real Estate Investment Fund Managers in Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 431-444, April.
- Yaman, Serdar & Korkmaz, Turhan, 2020. "Döviz Kurları ile BİST Turizm Endeksi Getirileri Arasındaki Volatilite Yayılım Etkisinin Belirlenmesi (Determination of Volatility Spillover Effect Between Exchange Rates and BIST Tourism Index Return," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(3), pages 681-702, July.
- Choi, Gongpil, 2020. "Cross-Border Asset Pledgeability for Enhanced Financial Stability," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 24(1), pages 89-124, March.
- Salathe, Tyler & McDonald, James, 2020. "Wealth management in the age of digital assets: How financial advisors can find opportunities amongst disruption," Journal of Financial Transformation, Capco Institute, vol. 51, pages 28-33.
- Monjazeb, Mohammad Reza & Rafei, Meysam & Ahmadi, Maryam, 2020. "Testing the Long-Run Neutrality of Money In Stock Market of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(4), pages 137-162, February.
- Dan Gabriel ANGHEL & Elena Valentina ŢILICĂ & Victor DRAGOTĂ, 2020. "Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 92-114, July.
- Zura Kakushadze & Willie Yu, 2020. "Machine Learning Treasury Yields," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 1-65.
- Huaibing Yu, 2020. "Have Stock Markets across the Globe Been Kidnapped by the Covid-19 Pandemic?," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 165-173.
- Zura Kakushadze, 2020. "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 25-33.
- O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020.
"On the term structure of liquidity in the European sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 114(C).
- Conall O'Sullivan & Vassilios G. Papavassiliou, 2020. "On the term structure of liquidity in the European sovereign bond market," Open Access publications 10197/11287, Research Repository, University College Dublin.
- Marianna Brunetti & Roberta De Luca, 2020. "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper 500, Tor Vergata University, CEIS, revised 10 Mar 2021.
- Baah Aye Kusi & Lydia Adzobu & Alex Kwame Abasi & Kwadjo Ansah-Adu, 2020. "Sectoral Loan Portfolio Concentration and Bank Stability: Evidence from an Emerging Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(1), pages 66-99, April.
- Satish Kumar & Vinodh Madhavan & Riya Sureka, 2020. "The Journal of Emerging Market Finance: A Bibliometric Overview (2002–2019)," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(3), pages 326-352, December.
2019
- Bulut, Levent & Rizvanoghlu, Islam, 2019. "Is Gold a Safe Haven? International Evidence revisited," MPRA Paper 91957, University Library of Munich, Germany.
- Zvezdin, Nikolay, 2019. "Tranched Value Securities," MPRA Paper 92302, University Library of Munich, Germany.
- Sandoval Paucar, Giovanny, 2019. "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH [Modeling of the conditional correlation for the Colombian stock market: a DCC applicati," MPRA Paper 92534, University Library of Munich, Germany, revised 04 Mar 2019.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019. "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper 93048, University Library of Munich, Germany.
- Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Price distortions and public information: theory, experiments and simulations," MPRA Paper 93288, University Library of Munich, Germany.
- Kang, Kee-Youn, 2019. "Cryptocurrency, Delivery Lag, and Double Spending History," MPRA Paper 93598, University Library of Munich, Germany.
- Guo, Danqiao & Boyle, Phelim & Weng, Chengguo & Wirjanto, Tony, 2019. "Age matters," MPRA Paper 93653, University Library of Munich, Germany, revised 01 May 2019.
- Gunawan, Andrew, 2019. "Pengaruh Kinerja Keuangan Terhadap Kualitas Informasi Internet Financial Reporting Dengan Kepemilikan Saham Publik Sebagai Variabel Moderasi [The Effect Of Financial Performance On Quality Of Inter," MPRA Paper 93960, University Library of Munich, Germany, revised 13 Feb 2019.
- Fitri Amalia, Rizki, 2019. "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018 [Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock ," MPRA Paper 93962, University Library of Munich, Germany, revised 03 Feb 2019.
- suhardi, suhardi & Afrizal, Afrizal, 2019. "Bagaimanapecking-Order Theory Menjelaskan Struktur Permodalan Bank Di Indonesia? [How Does The Pecking-Order Theory Explain The Bank'S Capital Structure In Indonesia?]," MPRA Paper 93963, University Library of Munich, Germany, revised 14 Jan 2019.
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Documentos de Trabajo del ICAE
2019-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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"Dividend Dynamics, Learning, and Expected Stock Index Returns,"
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"Populism, Political Risk and the Economy: Lessons from Italy,"
Boston College Working Papers in Economics
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"Official Demand for U.S. Debt: Implications for U.S. Real Rates,"
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"Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach,"
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"Sovereign Bonds since Waterloo,"
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"The Seniority Structure of Sovereign Debt,"
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"Non-linearities, cyber attacks and cryptocurrencies,"
Finance Research Letters, Elsevier, vol. 32(C).
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"On the equivalence of private and public money,"
Journal of Monetary Economics, Elsevier, vol. 106(C), pages 27-41.
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- Brunnermeier, Markus K & Niepelt, Dirk, 2019. "On the Equivalence of Private and Public Money," CEPR Discussion Papers 13778, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," Diskussionsschriften dp1903, Universitaet Bern, Departement Volkswirtschaft.
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"Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles,"
CESifo Working Paper Series
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- Christoph Görtz & Mallory Yeromonahos, 2021. "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," CAMA Working Papers 2021-101, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christoph Görtz & Mallory Yeromonahos, 2021. "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," Working Paper series 21-25, Rimini Centre for Economic Analysis.
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"Estimation of conditional asset pricing models with integrated variables in the beta specification,"
Research in International Business and Finance, Elsevier, vol. 52(C).
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"The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU,"
Working Papers REM
2019/67, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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- Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko, 2019. "Lured by the Consensus," Swiss Finance Institute Research Paper Series 19-06, Swiss Finance Institute, revised Mar 2019.
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"The effect of stock liquidity on cash holdings: The repurchase motive,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 905-927.
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"Robust desmoothed real estate returns,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(1), pages 75-105, March.
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- Jean-Christophe Delfim & Martin Hoesli, 2019. "Real Estate Performance, the Macroeconomy and Leverage," Swiss Finance Institute Research Paper Series 19-33, Swiss Finance Institute.
- Dániel Ágoston Bálint & Martin Schweizer, 2019. "Properly Discounted Asset Prices Are Semimartingales," Swiss Finance Institute Research Paper Series 19-53, Swiss Finance Institute.
- Vincent Bogousslavsky & Pierre Collin-Dufresne, 2019. "Liquidity, Volume, and Order Imbalance Volatility," Swiss Finance Institute Research Paper Series 19-69, Swiss Finance Institute.
- Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019. "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series 19-75, Swiss Finance Institute.
- Charles, Amélie & Darné, Olivier, 2019.
"Volatility estimation for Bitcoin: Replication and robustness,"
International Economics, Elsevier, vol. 157(C), pages 23-32.
- Amélie Charles & Olivier Darné, 2019. "Volatility estimation for Bitcoin: Replication and robustness," International Economics, CEPII research center, issue 157, pages 23-32.
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"Conditional quantiles and tail dependence in the volatilities of gold and silver,"
International Economics, Elsevier, vol. 157(C), pages 117-133.
- Elie Bouri & Naji Jalkh, 2019. "Conditional quantiles and tail dependence in the volatilities of gold and silver," International Economics, CEPII research center, issue 157, pages 117-133.
- Muhammad Surajo Sanusi & Farooq Ahmad, 2019. "Measuring Predictability of Oil and Gas Stock Returns and Performance of Moving Average Trading Rules," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(1), pages 47-70.
- Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019.
"Trade Policy Uncertainty and Stock Returns,"
Discussion Papers Series, Department of Economics, Tufts University
0830, Department of Economics, Tufts University.
- Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
- Wasiu Abiodun Sanyaolu & Trimisiu Tunji Siynbola & Gbadebo Tirimisiyu Ogunmefun & Afeez Babatunde Makinde, 2019. "Determinants Of Profitability Of Nigerian Deposit Money Banks," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 17(1), pages 47-62, May.
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"Nowhere to run, nowhere to hide: asset diversification in a flat world,"
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- John Cotter & Stuart Gabriel & Richard Roll, 2019. "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers 201909, Geary Institute, University College Dublin.
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- Abhinav Anand & John Cotter, 2019. "Integration Among US Banks," Working Papers 201913, Geary Institute, University College Dublin.
- Huma Nawaz & Maira Abrar & Asma Salman & Syed Muhammad Hassan Bukhar, 2019. "Beyond Finance: Impact Of Islamic Finance On Economic Growth In Pakistan," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 11(1), pages 8-18, April.
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- Manuel Ammann & Alexander Feser, 2019. "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance 1902, University of St. Gallen, School of Finance.
- Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
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"Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929,"
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"Systemic risk and bank business models,"
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"Exogenous uncertainty and the identification of structural vector autoregressions with external instruments,"
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"Illiquidity transmission from spot to futures markets,"
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"Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures,"
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"The Relative Effectiveness of Spot and Derivatives‐Based Intervention,"
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- Robert Jarrow & Arkadev Chatterjea, 2019. "An Introduction to Derivative Securities, Financial Markets, and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number y0018, February.
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- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Interest Rates," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 2, pages 22-52, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Stocks," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 3, pages 53-71, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Forwards and Futures," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 4, pages 72-91, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Options," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 5, pages 92-111, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Arbitrage and Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 6, pages 112-128, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Financial Engineering and Swaps," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 7, pages 129-151, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Forwards and Futures Markets," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 8, pages 154-171, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 9, pages 172-191, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Regulations," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 10, pages 192-208, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Cost-of-Carry Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 11, pages 209-228, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Extended Cost-of-Carry Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 12, pages 229-255, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Hedging," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 13, pages 256-285, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Options Markets and Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 14, pages 288-309, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Option Trading Strategies," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 15, pages 310-335, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Option Relations," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 16, pages 336-366, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Single-Period Binomial Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 17, pages 367-391, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Multiperiod Binomial Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 18, pages 392-421, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Black–Scholes–Merton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 19, pages 422-461, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 20, pages 462-493, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Yields and Forward Rates," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 21, pages 496-537, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Interest Rate Swaps," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 22, pages 538-557, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Single-Period Binomial Heath–Jarrow–Morton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 23, pages 558-591, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Multiperiod Binomial HJM Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 24, pages 592-617, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Heath–Jarrow–Morton Libor Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 25, pages 618-654, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Arkadev Chatterjea, 2019. "Risk Management Models," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 26, pages 655-683, World Scientific Publishing Co. Pte. Ltd..
- Andrew Y. Chen, 2019. "The Limits of p-Hacking : A Thought Experiment," Finance and Economics Discussion Series 2019-016, Board of Governors of the Federal Reserve System (U.S.).
- Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019. "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series 2019-058, Board of Governors of the Federal Reserve System (U.S.).
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Brent Bundick, 2019. "The Persistent Effects of the Temporary Tightening in Financial Conditions," Economic Bulletin, Federal Reserve Bank of Kansas City, issue April 17,, pages 1-4, April.
- Willem Van Zandweghe, 2019. "Do Changes in the Stock Market Affect Consumer and Business Confidence?," Macro Bulletin, Federal Reserve Bank of Kansas City, issue January 9, pages 1-3, January.
- Kevin L. Kliesen & Brian Levine & Christopher J. Waller, 2019. "Gauging Market Responses to Monetary Policy Communication," Review, Federal Reserve Bank of St. Louis, vol. 101(2), pages 69-91.
- Mark Wright, 2018.
"The Seniority Structure of Sovereign Debt,"
2018 Meeting Papers
928, Society for Economic Dynamics.
- Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The Seniority Structure of Sovereign Debt," Working Papers 759, Federal Reserve Bank of Minneapolis.
- Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The seniority structure of sovereign debt," CESifo Working Paper Series 7632, CESifo.
- Matthias Schlegl & Christoph Trebesch & Mark L.J. Wright, 2019. "The Seniority Structure of Sovereign Debt," NBER Working Papers 25793, National Bureau of Economic Research, Inc.
- Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The seniority structure of sovereign debt," Kiel Working Papers 2129, Kiel Institute for the World Economy (IfW Kiel).
- Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers 13692, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2020.
"The Long and Short of It: The Post-Crisis Corporate CDS Market,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 26(3), pages 1-49, June.
- Boyarchenko, Nina & Costello, Anna & Shachar, Or, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," CEPR Discussion Papers 13535, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports 879, Federal Reserve Bank of New York.
- Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York.
- Elizaveta V. Anufrieva, 2019. "Influence of Macroeconomic Factors on the Return of Russian Stock Exchange Indices," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 127006, Russia, issue 4, pages 75-87, August.
- Adelina- Monica Moraru, 2019. "Managementul riscului pe piața de capital din România și utilizarea modelelor multifactoriale în estimarea rentabilității acțiunilor," Journal of Financial Studies, Institute of Financial Studies, vol. 7(4), pages 157-168, June.
- Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019.
"Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests,"
Sustainability, MDPI, vol. 11(2), pages 1-15, January.
- Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers 201846, University of Pretoria, Department of Economics.
- Mario Cerrato & Zhekai Zhang, 2019. "Can we predict currency momentum crashes?," Working Papers 2019-12, Business School - Economics, University of Glasgow.
- Mario Cerrato & Zhekai Zhang, 2019. "Can we predict currency momentum crashes?," Working Papers 2019_12, Business School - Economics, University of Glasgow.
- Norasmah Othman, 2019. "Entrepreneurial Behavior and Intentions among Bumiputera's Students," GATR Journals gjbssr550, Global Academy of Training and Research (GATR) Enterprise.
- Khairiah Salwa Mokhtar, 2020. "Complying with the United Nations' Sustainable Development Goals: A case of the Malaysian ageing population," GATR Journals gjbssr551, Global Academy of Training and Research (GATR) Enterprise.
- Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon, 2019.
"Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach,"
Resources Policy, Elsevier, vol. 62(C), pages 588-601.
- Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang, 2019. "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Post-Print hal-02159274, HAL.
- Christophe J. Godlewski, 2019.
"Debt Renegotiation and the Design of Financial Contracts,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 191-215, June.
- Christophe J. GODLEWSKI, 2016. "Debt renegotiation and the design of financial contracts," Working Papers of LaRGE Research Center 2016-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Post-Print hal-03047757, HAL.
- Monika Matušovičová & Denis Matušovič, 2019. "Recovery Of The European Asset Management Ten Years After The Financial Crisis," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 70(5), pages 782-801.
- Farago, Adam & Hjalmarsson, Erik, 2019. "Compound Returns," Working Papers in Economics 767, University of Gothenburg, Department of Economics.
- Moritz Wagner & Dimitris Margaritis, 2019. "Late Trading in Mutual Fund Shares – The Sequel?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(1), pages 89-109, February.
- Christophe J. Godlewski, 2019.
"Debt Renegotiation and the Design of Financial Contracts,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 191-215, June.
- Christophe J. GODLEWSKI, 2016. "Debt renegotiation and the design of financial contracts," Working Papers of LaRGE Research Center 2016-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Post-Print hal-03047757, HAL.
- Lin Tian & Liang Han, 2019. "How local is local? Evidence from bank competition and corporate innovation in U.S," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 289-324, January.
- Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019. "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 901-921, April.
- Zhangkai Huang & Jinyu Liu & Guangrong Ma, 2019. "Distance, transportation and the underpricing of IPOs," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 991-1009, May.
- Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019.
"The Credit Default Swap market contagion during recent crises: international evidence,"
Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 1-46, July.
- Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
- Mei-Chen Lin & Po-Hsin Ho & Hsiang-Lin Chih, 2019. "Effects of managerial overconfidence on analyst recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 73-99, July.
- J. Douglas Hanna & Zining Li & Wayne Shaw, 2019. "Banks’ deferred tax assets during the financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 527-550, August.
- Qing L. Burke & Tim V. Eaton & Mengying Wang, 2019. "Trade liberalization and conditional accounting conservatism: evidence from import competition," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 811-844, October.
- Reabetswe Kgoroeadira & Andrew Burke & André Stel, 2019. "Small business online loan crowdfunding: who gets funded and what determines the rate of interest?," Small Business Economics, Springer, vol. 52(1), pages 67-87, January.
- Tanweer Akram & Huiqing Li, 2019. "The Impact of the Bank of Japan's Monetary Policy on Japanese Government Bonds' Low Nominal Yields," Economics Working Paper Archive wp_938, Levy Economics Institute.
- Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019.
"Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks,"
Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 239-257.
- Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers 201773, University of Pretoria, Department of Economics.
- Meng-Wai Lee & Kim-Leng Goh & Michael Meow-Chung Yap, 2019. "The Malaysian Domestic Bond Market: Growing into its Rightful Role," Capital Markets Review, Malaysian Finance Association, vol. 27(1), pages 34-52.
- Robert W. Faff, 2019. "Financial Openness and Trade Openness Nexus: Empirical Evidence from Global Data," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 1-13.
- Chiara Pederzoli & Costanza Torricelli, 2019. "The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0075, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Miki Hamada, 2019. "International Capital Flows and Vulnerabilities of the Indonesian Economy," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 99-120, July.
- Emran Hasan & Shahanawaz Sharif, 2019. "Do Macroeconomic Variables Affect Stock Market Performance? A Case Study of DSEX and DS30 Index of Dhaka Stock Exchange," Business and Economic Research, Macrothink Institute, vol. 9(3), pages 182-203, September.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Feng, Gavin & Giglio, Stefano W & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2019. "The Time Variation in Risk Appetite and Uncertainty," NBER Working Papers 25673, National Bureau of Economic Research, Inc.
- Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
- Ivo Welch, 2019. "Simpler Better Market Betas," NBER Working Papers 26105, National Bureau of Economic Research, Inc.
- Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019. "Predicting Returns With Text Data," NBER Working Papers 26186, National Bureau of Economic Research, Inc.
- Marco Cipriani & Ana Fostel & Daniel Houser, 2019.
"Endogenous Leverage and Default in the Laboratory,"
Staff Reports
900, Federal Reserve Bank of New York.
- Marco Cipriani & Ana Fostel & Daniel Houser, 2019. "Endogenous Leverage and Default in the Laboratory," NBER Working Papers 26469, National Bureau of Economic Research, Inc.
- Zhe Geng & Jun Pan, 2019. "The SOE Premium and Government Support in China's Credit Market," NBER Working Papers 26575, National Bureau of Economic Research, Inc.
- Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2019. "FinTech Platforms and Mutual Fund Distribution," NBER Working Papers 26576, National Bureau of Economic Research, Inc.
- George Abuselidze, 2019. "Features Of Functioning And Regulation Of The Securities Market In Georgia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 7(1), pages 48-56.
- Daniel Yordanov, 2019. "Possibilities For Financing Of Small And Medium Enterprises Through The "Growth Market" -"Beam" Of Bse-Sofia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 7(1), pages 64-74.
- Harris, Larry & Amato, Andrea, 2019. "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, vol. 8(1-2), pages 173-202, December.
- Amihud, Yakov, 2019. "Illiquidity and Stock Returns: A Revisit," Critical Finance Review, now publishers, vol. 8(1-2), pages 203-221, December.
- Harvey, Campbell R., 2019. "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, vol. 8(1-2), pages 1-9, December.
- Bartlett III, Robert P. & McCrary, Justin, 2019. "Dark Trading at the Midpoint: Does SEC Enforcement Policy Encourage Direct Feed Arbitrage?," Journal of Law, Finance, and Accounting, now publishers, vol. 4(2), pages 291-342, December.
- Vesela Todorova, 2019. "Is the End of the Dollar as a Reserve Currency Near?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 107-123, June.
2018
- Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018. "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 345-367, December.
- Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, 2018.
"What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach,"
The Journal of Real Estate Finance and Economics, Springer, vol. 57(3), pages 431-475, October.
- 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 GRU_2016_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," MPRA Paper 76864, University Library of Munich, Germany.
- Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
- Ge Bao & Guoliang Feng, 2018. "Testing the Dividend Discount Model in Housing Markets: the Role of Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 677-701, November.
- Sangyup Choi, 2018.
"The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel,"
Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
- Sangyup Choi, 2017. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers 2017rwp-113, Yonsei University, Yonsei Economics Research Institute.
- Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Tomomi Hamada & Alvaro Dominguez, 2018. "Financial literacy and anxiety about life in old age: evidence from the USA," Review of Economics of the Household, Springer, vol. 16(3), pages 859-878, September.
- Fathi Abid & Bilel Kaffel, 2018. "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 561-590, February.
- Benjamin Mögel & Benjamin R. Auer, 2018. "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 979-1030, May.
- Federica Salvadè, 2018. "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 139-157, July.
- Jinghua Wang & Geoffrey Ngene, 2018. "Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 199-218, July.
- Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018. "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 317-345, August.
- Hardy Johnson & Ansley Chua & Tianming Zhang, 2018. "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 529-551, August.
- Sunil K. Mohanty & Joseph Onochie & Abdulrahman F. Alshehri, 2018. "Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 595-619, October.
- Hsiu-Lang Chen, 2018. "Information diffusion of upstream and downstream industry-wide earnings surprises and its implications," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 751-784, October.
- Arie Harel & Jack Clark Francis & Giora Harpaz, 2018. "Alternative utility functions: review, analysis and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 785-811, October.
- Uluceviz, Erhan & Yilmaz, Kamil, 2021.
"Measuring real–financial connectedness in the U.S. economy,"
The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Working Papers 2018-02, Gebze Technical University, Department of Economics.
- Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Koç University-TUSIAD Economic Research Forum Working Papers 1812, Koc University-TUSIAD Economic Research Forum.
- Csóka, Péter, 2018. "Az adósságelengedés modellezése kooperatív játékelmélettel [Modelling debt relief using cooperative game theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 768-779.
- Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018. "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, KSP Journals, vol. 5(1), pages 103-117, March.
- Tanweer Akram & Huiqing Li, 2018. "The Dynamics of Japanese Government Bonds' Nominal Yields," Economics Working Paper Archive wp_906, Levy Economics Institute.
- Tanweer Akram & Anupam Das, 2018. "Australian Government Bonds' Nominal Yields: An Empirical Analysis," Economics Working Paper Archive wp_910, Levy Economics Institute.
- Jamal Bouoiyour, Refk Selmi, 2018.
"Are UK industries resilient in dealing with uncertainty? The case of Brexit,"
European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
- Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers hal-01880322, HAL.
- Jamal Bouoiyour & Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print hal-01736632, HAL.
- Jamal BOUOIYOUR & Refk SELMI, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers 2016-2017_3, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Oct 2016.
- Hussinger, Katrin & Pacher, Sebastian, 2019.
"Information ambiguity, patents and the market value of innovative assets,"
Research Policy, Elsevier, vol. 48(3), pages 665-675.
- Katrin Hussinger & Sebastian Pacher, 2018. "Information Ambiguity, Patents and the Market Value of Innovative Assets," DEM Discussion Paper Series 18-17, Department of Economics at the University of Luxembourg.
- Luisito Bertinelli & Arnaud Bourgain & Florian Léon, 2020.
"Corruption and tax compliance: evidence from small retailers in Bamako, Mali,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(5), pages 366-370, March.
- Arnaud Bourgain & Luisito Bertinelli & Florian Leon, 2018. "Corruption and tax compliance: Evidence from small retailers in Bamako, Mali," DEM Discussion Paper Series 18-18, Department of Economics at the University of Luxembourg.
- E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series 1815, Economics, The University of Manchester.
- E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth," Economics Discussion Paper Series 1816, Economics, The University of Manchester.
- Moeeni , Shahram & Tayebi , Komeil, 2018. "Is It Necessary to Restrict Forex Financial Trading? A Modified Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(1), pages 63-80, January.
- Lixin Sun, 2018.
"Quantifying the Effects of Financialization and Leverage in China,"
Chinese Economy, Taylor & Francis Journals, vol. 51(3), pages 209-226, May.
- Sun, Lixin, 2015. "Quantifying the Effects of Financialisation and Leverage in China," MPRA Paper 69938, University Library of Munich, Germany.
- Mohsen Jafarian & Fauzias Mat Nor & Izani Ibrahim, 2018. "The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change," Capital Markets Review, Malaysian Finance Association, vol. 26(1), pages 56-72.
- Dolores Moreno-Herrero & Manuel Salas-Velasco & José Sánchez-Campillo, 2018. "The Knowledge and Skills That Are Essential to Make Financial Decisions: First Results From PISA 2012," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 74(3), pages 293-339, September.
- Andrew Phiri, 2020.
"Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform,"
Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
- Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
- Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
- Crowley, Meredith A. & Meng, Ning & Song, Huasheng, 2019.
"Policy shocks and stock market returns: Evidence from Chinese solar panels,"
Journal of the Japanese and International Economies, Elsevier, vol. 51(C), pages 148-169.
- Meredith Crowley & Ning Meng & Huasheng Song, 2018. "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," NBER Chapters, in: Globalization and Welfare Impacts of International Trade, National Bureau of Economic Research, Inc.
- Meredith A. Crowley & Ning Meng & Huasheng Song, 2015. "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics 1529, Faculty of Economics, University of Cambridge.
- Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018.
"Why Has Idiosyncratic Risk Been Historically Low in Recent Years?,"
Working Paper Series
2018-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2018. "Why has Idiosyncratic Risk been Historically Low in Recent Years?," NBER Working Papers 24270, National Bureau of Economic Research, Inc.
- Jose Pizarro & Eduardo S. Schwartz, 2018. "The Valuation of Fisheries Rights: A Real Options Approach," NBER Working Papers 25140, National Bureau of Economic Research, Inc.
- Aleksandra Stankovska & Savica Dimitrieska & Vasko Stamevski, 2018. "Securities Market Regulation On Global Level," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 14(1), pages 115-124.
- Adams, John & Hayunga, Darren & Mansi, Sattar, 2018. "Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?," Critical Finance Review, now publishers, vol. 7(2), pages 273-329, December.
- Hong, Harrison & Jiang, Wenxi, 2018. "Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response," Critical Finance Review, now publishers, vol. 7(2), pages 373-377, December.
- Margareta Gardijan & Vedran Kojić & Marina Slišković, 2018. "Farkaseva lema: elementarni dokaz i ekonomske primjene," EFZG Working Papers Series 1801, Faculty of Economics and Business, University of Zagreb.
- Klein, Arne C. & Pliszka, Kamil, 2018. "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers 14/2018, Deutsche Bundesbank.
- Unger, Robert, 2018. "Revisiting the finance and growth nexus: A deeper look at sectors and instruments," Discussion Papers 55/2018, Deutsche Bundesbank.
- Kräussl, Roman & Pollet, Joshua & Stefanova, Denitsa, 2018. "Signaling or marketing? The role of discount control mechanisms in closed-end funds," CFS Working Paper Series 597, Center for Financial Studies (CFS).
- Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021.
"Do survey expectations of stock returns reflect risk adjustments?,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
- Adam, Klaus & Maatvev, Dmitry & Nagel, Stefan, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
- Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo.
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
- Méndez, Lizethe & Ongena, Steven, 2018. ""Finance and growth" re-loaded," CFS Working Paper Series 604, Center for Financial Studies (CFS).
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"Macro Aspects of Housing,"
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"Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities,"
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"Oil shocks and volatility jumps,"
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- Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers 13692, C.E.P.R. Discussion Papers.
- Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The Seniority Structure of Sovereign Debt," Working Papers 759, Federal Reserve Bank of Minneapolis.
- Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The seniority structure of sovereign debt," CESifo Working Paper Series 7632, CESifo.
- Matthias Schlegl & Christoph Trebesch & Mark L.J. Wright, 2019. "The Seniority Structure of Sovereign Debt," NBER Working Papers 25793, National Bureau of Economic Research, Inc.
- Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The seniority structure of sovereign debt," Kiel Working Papers 2129, Kiel Institute for the World Economy (IfW Kiel).
- Hyun, Suk & Park, Donghyun & Tian, Shu, 2018. "Determinants of Public–Private Partnerships in Infrastructure in Asia: Implications for Capital Market Development," ADB Economics Working Paper Series 552, Asian Development Bank.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019.
"The changing network of financial market linkages: The Asian experience,"
International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
- Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
- Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
- Galvani, Valentina & Li, Lifang, 2018. "Asymmetric Information, Predictability and Momentum in the Corporate Bond Market," Working Papers 2018-17, University of Alberta, Department of Economics.
- Varlı, Yusuf, 2018. "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(1), pages 87-107, January.
- Koy, Ayben, 2018. "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 291-299, April.
- Sahin, Serkan, 2018. "Foreign Direct Investment, International Trade and Financial Development in BRICS-T Countries: A Bootstrap Panel Causality Analysis," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 301-316, April.
- Tasci, Hazal & Korkmaz, Turhan, 2018. "Effects of 2008 Financial Crisis on Dividend Payout Policies of Istanbul 100 Index Listed Companies," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(3), pages 605-618, July.
- Anténor-Habazac, Cassandre & Dionne, Georges & Guesmi, Sahar, 2018. "Cyclical variations in liquidity risk of corporate bonds," Working Papers 18-3, HEC Montreal, Canada Research Chair in Risk Management.
- Ejaz, Maham & Tashfeen, Rubeena & Younas, Kinza & Naeem, Abubaker, 2018. "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 1(2), pages 63-90.
- Bouoiyour, Jamal & Selmi, Refk, 2018.
"Are BRICS Markets Equally Exposed to Trump’s Agenda?,"
Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(2), pages 1203-1233.
- Jamal Bouoiyour & Refk Selmi, 2018. "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print hal-01879666, HAL.
- Khaled, Shafi A., 2018. "Risk, Return, and Profit-Loss Shared Lending under a Zero-Interest Financial System," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 1-30.
- Fegheh Majidi, Ali & Shahidi, Fariba, 2018. "The Impacts of Industrial Index, Financial Index and Macroeconomic Variables on Tehran Stock Exchange: Markov-Switching Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 5(2), pages 1-26, August.
- Heidari , Hassan & Refah-Kahriz, Arash & Hashemi Berenjabadi, Nayyer, 2018. "Dynamic Relationship between Macroeconomic Variables and Stock Return Volatility in Tehran Stock Exchange: Multivariate MS ARMA GARCH Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 5(2), pages 223-250, August.
- Baskot, Bojan & Orsag, Silvije & Mikerevic, Dejan, 2018. "Yield Curve In Bosnia And Herzegovina: Financial And Macroeconomic Framework," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(1), pages 1-15.
- Mircea BAHNA & Cosmin-Octavian CEPOI & Bogdan Andrei DUMITRESCU & Virgil DAMIAN, 2018. "Estimating the Price Impact of Market Orders on the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-133, December.
- Zintle Twala & Riza Demirer & Rangan Gupta, 2018.
"Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities,"
Journal of Economics and Behavioral Studies, AMH International, vol. 10(2), pages 120-132.
- Zintle Twala & Riza Demirer & Rangan Gupta, 2018. "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers 201808, University of Pretoria, Department of Economics.
- Georgiana NITA & Alexandru BADIU, 2018. "The need for cash and its role in society," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 66(1), pages 82-89, January.
- I-Chun Tsai, 2018. "Investigating Gender Differences in Real Estate Trading Sentiments," The American Economist, Sage Publications, vol. 63(2), pages 187-214, October.
- Charilaos Mertzanis & Noha Allam, 2018. "Political Instability and Herding Behaviour: Evidence from Egypt’s Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 29-59, April.
- Mária Barteková & Ľudomír Šlahor, 2018. "The Role Of Student Loans Subsidized By The State In The Slovak Banking Sector," CBU International Conference Proceedings, ISE Research Institute, vol. 6(0), pages 40-45, September.
- S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018. "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 420-459, December.
- Kim Christensen & Roel Oomen & Roberto Renò, 2018. "The drift burst hypothesis," CREATES Research Papers 2018-21, Department of Economics and Business Economics, Aarhus University.
- Kim, Hyeongwoo & Kim, Jintae, 2018.
"London calling: Nonlinear mean reversion across national stock markets,"
The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
- Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
- Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
- Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
- Dingaan Jack Khoza & J.W. Muteba Mwamba, 2018. "Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital," The African Finance Journal, Africagrowth Institute, vol. 20(1), pages 39-65.
- S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018. "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 420-459, December.
- Ayhan KIRBAŞ, 2018. "Temettü Duyurularinin Hi̇sse Senedi̇ Geti̇ri̇leri̇ne Olan Etki̇leri̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 3(2), pages 133-148.
- Mobin Anwar & Sanjay Kumar, 2018. "Sectoral Robustness of Asset Pricing Models: Evidence from the Indian Capital Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 9(2), pages 42-50, May.
- Dumitru BELDIMAN, 2018. "Banking and European Funds: Funding Mechanisms Accessible to the Romanian Industry?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 114-126, November.
- Sebastian George PERPELEA & Mihai Octavian PERPELEA, 2018. "The „Carousel†Tax Fraud," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 131-137, November.
- Dumitru BELDIMAN & Jenica POPESCU, 2018. "The Implication of the Public Budget in Financing the Regional Development," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 138-148, November.
- Mihai Octavian PERPELEA & Sebastian George PERPELEA, 2018. "The Consequences of Tax Evasion: New Approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 149-155, November.
- Anca BUZIERNESCU, 2018. "Personal Income Tax in Romania: Where to?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 168-174, November.
- Philip Z. MAYMIN, 2018. "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 74-84, November.
- Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018.
"High frequency trading and extreme price movements,"
Journal of Financial Economics, Elsevier, vol. 128(2), pages 253-265.
- Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018. "High frequency trading and extreme price movements," LIDAM Reprints LFIN 2018009, Université catholique de Louvain, Louvain Finance (LFIN).
- Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2016.
"Corporate borrowing and debt maturity : the effects of market access and crises,"
Policy Research Working Paper Series
7815, The World Bank.
- Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," Mo.Fi.R. Working Papers 149, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Cortina, Juan José & Didier, Tatiana & Schmukler, Sergio, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," CEPR Discussion Papers 13008, C.E.P.R. Discussion Papers.
- Rud, Olga A. & Rabanal, Jean Paul & Sharifova, Manizha, 2019.
"An experiment on the efficiency of bilateral exchange under incomplete markets,"
Games and Economic Behavior, Elsevier, vol. 114(C), pages 253-267.
- Olga A. Rud & Jean Paul Rabanal & Manizha Sharifova, 2018. "An experiment on the efficiency of bilateral exchange under incomplete markets," Working Papers 123, Peruvian Economic Association.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2021.
"Challenges in approximating the Black and Scholes call formula with hyperbolic tangents,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 73-100, June.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2018. "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents," Papers 1810.04623, arXiv.org.
- Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018. "Building Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets," Papers 1812.00595, arXiv.org, revised Feb 2021.
- Bin Wang & Wen Long & Xianhua Wei, 2018. "Investor Attention, Market Liquidity and Stock Return: A New Perspective," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(3), pages 341-352, March.
- Yunpeng Sun & Xueying Wang, 2018. "Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(6), pages 745-761, June.
- Riyashad Ahmed & Md Delowar Hossain, 2018. "Testing Weak form Market Efficiency: Empirical Evidence from Selected Asian Stock Markets," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(6), pages 790-798, June.
- Tsung-Yu Hsieh & Huai-I Lee & Ying-Ru Tsai, 2018. "Idiosyncratic Risk, Stock Returns and Investor Sentiment," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(7), pages 914-924, July.
- Paul Ndubuisi & Kingsley Okere, 2018. "Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from the Nigerian Capital Market. (1986-2016)," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(2), pages 147-156, June.
- Rafaqat Ali & Rana Ejaz Ali Khan, 2018. "Socioeconomic Stability and Variability in Stock Market Prices: A Case Study of Karachi Stock Exchange," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(4), pages 428-440, December.
- Otilia MANTA, 2018. "Financial Networks And Global Financial Risk," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 49(1), pages 35-44, March.
- Liudmyla Zakharkina & Maryna Abramchuk, 2018. "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(1).
- Ruslana Pikus & Nataliia Prykaziuk & Nataliia Kudryavska, 2018. "Prospects Of Development Of Insurance Mediation In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(2).
- Nataliia Zachosova & Nataliia Babina, 2018. "Diagnostics By Financial Regulators Of Financial Institutions Preparedness To The Implementation Of Economic Security Management," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(4).
- Stavros Degiannakis & George Filis, 2019.
"Forecasting European economic policy uncertainty,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
- Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
- Degiannakis, Stavros & Filis, George, 2019. "Forecasting European Economic Policy Uncertainty," MPRA Paper 96268, University Library of Munich, Germany.
- Hong Thai Le & Marta Disegna, 2018. "Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery," BAFES Working Papers BAFES25, Department of Accounting, Finance & Economic, Bournemouth University.
- Roberto Ruozi, 2018. "Factoring trends and technology," BANCARIA, Bancaria Editrice, vol. 11, pages 40-51, November.
- Massimo Caratelli & Lucrezia Fattobene, 2018. "Smes alternative financing: the role of mini-bonds and business lending platforms," BANCARIA, Bancaria Editrice, vol. 11, pages 60-71, November.
- Neveen Ahmed & Aliaa Bassiouny, 2018. "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, vol. 11, pages 55-66, February.
- Hsiu-lang Chen & Rodrigo F. Malaquias, 2018. "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 1-15, May.
- Humaira Husain & Khairul Alom & Kazi Md. Tarique, 2018. "Nexus between Firm Level Investment and Financing Constraint Measures: A Critical Review," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 88-101, May.
- Ditimi Amassoma & O. Adeleke, 2018. "Testing for the Causality between Interest Rate and Stock Market Performance in Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 109-124.
- Krassimira Naydenova, 2018. "Built-In Problems in the New European Regulations for the Bulgarian Capital Market," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 106-134.
- Paul Wohlfarth & Xiaohong Chen, 2018. "The Effect of Monetary Policy on Global Fixed Income Covariances," Birkbeck Working Papers in Economics and Finance 1801, Birkbeck, Department of Economics, Mathematics & Statistics.
- Wohlfarth, Paul, 2018.
"Measuring the impact of monetary policy attention on global asset volatility using search data,"
Economics Letters, Elsevier, vol. 173(C), pages 15-18.
- Paul Wohlfarth, 2018. "Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data," Birkbeck Working Papers in Economics and Finance 1803, Birkbeck, Department of Economics, Mathematics & Statistics.
- Léanne Berger-Soucy & Corey Garriott & André Usche, 2018. "Government of Canada Fixed-Income Market Ecology," Discussion Papers 18-10, Bank of Canada.
- Jeffrey Gao & Francisco Rivadeneyra & Gabriel Rodriguez Rondon, 2018. "The Government of Canada Debt Securities Data Set," Technical Reports 112, Bank of Canada.
- Beers, David & Mavalwalla, Jamshid, 2018.
"The BoC-BoE sovereign default database revisited: what’s new in 2018?,"
Bank of England working papers
739, Bank of England.
- David Beers & Jamshid Mavalwalla, 2018. "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers 18-30, Bank of Canada.
- Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
- Mohammad Davoodalhosseini, 2018. "Adverse Selection with Heterogeneously Informed Agents," Staff Working Papers 18-7, Bank of Canada.
- Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018. "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes 2018-39, Bank of Canada.
- Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M., 2017.
"Economic growth, volatility and their interaction: What’s the role of finance?,"
Economic Systems, Elsevier, vol. 41(3), pages 433-444.
- Sergio Henrique Rodrigues da Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Dimas Mateus Fazio, 2018. "Economic Growth, Volatility and Their Interaction: What’s the role of finance?," Working Papers Series 474, Central Bank of Brazil, Research Department.
- Omer ISKENDEROGLU & Asuman BALAT, 2018. "The Impact of Sovereign Ratings on the CDS Premiums: An Application on BRICS Countries and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 12(2), pages 47-64.
- Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2018. "Missing Investors in the Italian Corporate Bond Market," Questioni di Economia e Finanza (Occasional Papers) 450, Bank of Italy, Economic Research and International Relations Area.
- Marco A. Hernández Vega, 2018. "Does Monetary Policy in Advanced Economies Have Differentiated Effects on Portfolio Flows to Emerging Economies?," Working Papers 2018-26, Banco de México.
- Viviana Alejandra Alfonso Corredor, 2018. "El uso de forwards peso dólar en las empresas colombianas del sector real," Borradores de Economia 1058, Banco de la Republica de Colombia.
- J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
- Anne-Sophie CAVALLO, 2018. "L’évaluation de l’impact des réformes financières internationales," Bulletin de la Banque de France, Banque de France, issue 215, pages 5-14.
- Anne-Sophie Cavallo, 2018. "Evaluating the impact of international financial reforms," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 49, pages 5-14, Spring.
- Iñaki Aldasoro & Torsten Ehlers, 2018. "Global liquidity: changing instrument and currency patterns," BIS Quarterly Review, Bank for International Settlements, September.
- Sven Klingler & Suresh Sundaresan, 2018. "An explanation of negative swap spreads: demand for duration from underfunded pension plans," BIS Working Papers 705, Bank for International Settlements.
- Iñaki Aldasoro & Kyounghoon Park, 2018. "Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea," BIS Working Papers 738, Bank for International Settlements.
- Brei, Michael & Ferri, Giovanni & Gambacorta, Leonardo, 2018.
"Financial structure and income inequality,"
CEPR Discussion Papers
13330, C.E.P.R. Discussion Papers.
- Michael Brei & Giovanni Ferri & Leonardo Gambacorta, 2018. "Financial structure and income inequality," BIS Working Papers 756, Bank for International Settlements.
- Fredj Jawadi & Bruce McGough, 2018. "Introduction To The Symposium On Inequality, Uncertainty, And Macro‐Financial Dynamics," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 545-546, January.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018.
"Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test,"
International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017. "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers 201731, University of Pretoria, Department of Economics.
- Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018. "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, vol. 71(C), pages 128-139.
- Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018.
"Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets,"
Energy Economics, Elsevier, vol. 71(C), pages 35-46.
- Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print hal-01996386, HAL.
- Ewing, Bradley T. & Kang, Wensheng & Ratti, Ronald A., 2018. "The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies," Energy Economics, Elsevier, vol. 72(C), pages 505-516.
- Reboredo, Juan C., 2018. "Green bond and financial markets: Co-movement, diversification and price spillover effects," Energy Economics, Elsevier, vol. 74(C), pages 38-50.
- Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018. "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, vol. 116(C), pages 127-136.
- Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2018. "Return and volatility linkages between CO2 emission and clean energy stock prices," Energy, Elsevier, vol. 164(C), pages 803-810.
- Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018. "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 140-155.
- Hanna, Alan J., 2018. "A top-down approach to identifying bull and bear market states," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 93-110.
- Pae, Yuntaek & Bae, Sung C. & Lee, Namhoon, 2018. "Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 127-135.
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"Stock return expectations in the credit market,"
International Review of Financial Analysis, Elsevier, vol. 56(C), pages 85-92.
- Byström, Hans, 2016. "Stock Return Expectations in the Credit Market," Working Papers 2016:26, Lund University, Department of Economics.
- Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María & Ribeiro-Navarrete, Belén, 2018. "Does social network sentiment influence the relationship between the S&P 500 and gold returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 57-64.
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- Dodd, Olga & Frijns, Bart, 2018. "NYSE closure and global equity trading: The case of cross-listed stocks," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 138-150.
- Righi, Marcelo Brutti & Borenstein, Denis, 2018. "A simulation comparison of risk measures for portfolio optimization," Finance Research Letters, Elsevier, vol. 24(C), pages 105-112.
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- Österholm, Pär, 2018. "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, vol. 24(C), pages 186-192.
- Sakemoto, Ryuta, 2018. "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, vol. 24(C), pages 256-262.
- Feldman, Todd, 2018. "Unwinding ZIRP: A simulation analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 278-288.
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